WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, May 20, 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  :   369,030:    91,522     85,292     48,456    203,305    188,975    343,283    322,723:    25,747     46,307
Old  :   336,600:    85,583     91,634     37,680    189,960    166,979    313,223    296,293:    23,377     40,307
Other:    32,430:    16,254      3,973        461     13,345     21,996     30,060     26,430:     2,370      6,000
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2008                         :
     :     6,764:     3,059      2,912      1,061      3,905      2,601      8,025      6,574:    -1,261        190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       23.1       13.1       55.1       51.2       93.0       87.5:       7.0       12.5
Old  :     100.0:      25.4       27.2       11.2       56.4       49.6       93.1       88.0:       6.9       12.0
Other:     100.0:      50.1       12.3        1.4       41.2       67.8       92.7       81.5:       7.3       18.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       355:        97        115         98         78        111        246        268:
Old  :       354:        94        120         88         76        108        236        262:
Other:       152:        32         31          9         22         75         59        111:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.2       18.2       39.8       27.1       25.3       16.6       37.8       23.5
Old  :                 27.9       18.0       42.4       26.6       27.1       16.5       40.3       23.2
Other:                 44.7       28.3       59.1       39.8       44.7       26.8       58.5       36.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 20, 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  : 1,401,669:   462,493    102,372    176,856    630,308    887,610  1,269,657  1,166,838:   132,012    234,831
Old  :   685,089:   236,116    153,118     38,304    347,288    399,236    621,708    590,658:    63,381     94,431
Other:   716,580:   323,040     45,917     41,889    283,020    488,374    647,949    576,180:    68,631    140,400
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2008                         :
     :   -12,787:    -4,571    -14,031      7,275     -9,805     -6,053     -7,101    -12,809:    -5,686         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0        7.3       12.6       45.0       63.3       90.6       83.2:       9.4       16.8
Old  :     100.0:      34.5       22.4        5.6       50.7       58.3       90.7       86.2:       9.3       13.8
Other:     100.0:      45.1        6.4        5.8       39.5       68.2       90.4       80.4:       9.6       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       808:       243        122        162        210        363        533        593:
Old  :       738:       192        147         72        159        322        396        500:
Other:       696:       196        100         80        145        338        373        491:
     :----------------------------------------------------------------------------------------------------
     :             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       14.1       23.2       20.5       14.6       13.1       22.6       19.3
Old  :                 20.0       17.4       30.9       24.3       20.0       17.4       30.9       23.4
Other:                 17.9       17.4       26.7       23.0       17.7       17.2       26.5       22.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 20, 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  :    15,847:     3,622        464        220      8,633     14,388     12,475     15,072:     3,372        775
Old  :    15,847:     3,622        464        220      8,633     14,388     12,475     15,072:     3,372        775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2008                         :
     :      -434:      -861       -150         71        238       -176       -552       -255:       118       -179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        2.9        1.4       54.5       90.8       78.7       95.1:      21.3        4.9
Old  :     100.0:      22.9        2.9        1.4       54.5       90.8       78.7       95.1:      21.3        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        21          5          3         12         15         35         21:
Old  :        48:        21          5          3         12         15         35         21:
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  :                 35.9       59.2       52.2       79.6       34.4       52.7       48.3       70.0
Old  :                 35.9       59.2       52.2       79.6       34.4       52.7       48.3       70.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, May 20, 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  :   455,553:   148,977     32,216     53,801    205,893    288,592    408,671    374,609:    46,882     80,944
Old  :   219,999:    80,153     37,380      6,744    109,186    147,520    196,083    191,644:    23,916     28,355
Other:   235,554:    99,193     25,205     16,688     96,707    141,072    212,588    182,965:    22,966     52,589
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2008                         :
     :      -870:     4,320       -254      4,673     -5,882     -4,159      3,111        260:    -3,981     -1,130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7        7.1       11.8       45.2       63.3       89.7       82.2:      10.3       17.8
Old  :     100.0:      36.4       17.0        3.1       49.6       67.1       89.1       87.1:      10.9       12.9
Other:     100.0:      42.1       10.7        7.1       41.1       59.9       90.3       77.7:       9.7       22.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       465:       152         78        106         95        192        296        349:
Old  :       427:       136         85         36         71        170        224        276:
Other:       383:       106         76         59         80        170        209        287:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       20.4       26.8       29.1       16.5       19.0       25.9       26.1
Old  :                 25.6       28.5       38.1       38.2       25.6       28.4       37.8       38.1
Other:                 18.0       18.5       29.9       27.5       15.6       17.3       26.4       22.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, May 20, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    22,410:    18,104      2,011      1,322          2      3,589     19,428      6,922:     2,982     15,488
Old  :     5,280:     3,820      1,477          0          0        722      3,820      2,199:     1,460      3,081
Other:    17,130:    15,577      1,827         29          2      2,867     15,608      4,723:     1,522     12,407
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2008                         :
     :        78:      -602       -447        346          0        -90       -256       -191:       334        269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.8        9.0        5.9        0.0       16.0       86.7       30.9:      13.3       69.1
Old  :     100.0:      72.3       28.0        0.0        0.0       13.7       72.3       41.6:      27.7       58.4
Other:     100.0:      90.9       10.7        0.2        0.0       16.7       91.1       27.6:       8.9       72.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        14          9         10          1         10         17         27:
Old  :        33:        14          9          0          0         10         14         19:
Other:        26:         8          8          5          1         10          9         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.4       10.2       79.6       16.5       65.3        8.8       76.0       14.6
Old  :                 44.1       26.5       59.7       36.2       44.1       26.5       59.7       36.2
Other:                 76.8        9.2       91.1       15.8       76.7        9.2       90.9       15.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 20, 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  :   247,427:    43,946     22,740     40,855    132,780    166,816    217,581    230,411:    29,846     17,016
Old  :   153,907:    37,804     29,815      6,099     88,459    104,727    132,362    140,641:    21,545     13,266
Other:    93,520:    24,495     11,278     16,403     44,321     62,089     85,219     89,770:     8,301      3,750
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2008                         :
     :   -13,018:    -3,359     -1,467        230    -10,912    -15,057    -14,041    -16,294:     1,023      3,276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8        9.2       16.5       53.7       67.4       87.9       93.1:      12.1        6.9
Old  :     100.0:      24.6       19.4        4.0       57.5       68.0       86.0       91.4:      14.0        8.6
Other:     100.0:      26.2       12.1       17.5       47.4       66.4       91.1       96.0:       8.9        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        56         27         47         59         52        144        111:
Old  :       169:        58         34         23         54         46        125         91:
Other:       124:        38         24         20         44         38         91         73:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.2       35.1       28.5       48.7       16.9       30.7       25.5       42.2
Old  :                 20.6       42.7       32.6       55.2       20.6       42.2       32.2       53.5
Other:                 26.2       38.9       39.8       57.6       16.1       33.2       26.5       43.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, May 20, 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  :   942,969:   166,969    162,881     13,565    640,746    587,031    821,280    763,477:   121,689    179,492
Old  :   942,969:   166,969    162,881     13,565    640,746    587,031    821,280    763,477:   121,689    179,492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2008                         :
     :     1,790:     4,805      7,331      1,594    -15,104     -6,126     -8,705      2,799:    10,495     -1,009
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       17.3        1.4       67.9       62.3       87.1       81.0:      12.9       19.0
Old  :     100.0:      17.7       17.3        1.4       67.9       62.3       87.1       81.0:      12.9       19.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        34         42         27         67         84        114        140:
Old  :       178:        34         42         27         67         84        114        140:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       30.9       44.1       39.0       23.3       23.2       32.8       28.6
Old  :                 30.3       30.9       44.1       39.0       23.3       23.2       32.8       28.6
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 - Futures Only, May 20, 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  :   198,969:    46,301      6,729     23,521     98,330    153,011    168,152    183,261:    30,817     15,708
Old  :   105,100:    29,279     11,737      6,684     48,669     75,048     84,632     93,469:    20,468     11,631
Other:    93,869:    26,706      4,676      7,153     49,661     77,963     83,520     89,792:    10,349      4,077
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2008                         :
     :     4,048:    -3,792     -2,297      5,236      4,357      1,260      5,801      4,199:    -1,753       -151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        3.4       11.8       49.4       76.9       84.5       92.1:      15.5        7.9
Old  :     100.0:      27.9       11.2        6.4       46.3       71.4       80.5       88.9:      19.5       11.1
Other:     100.0:      28.5        5.0        7.6       52.9       83.1       89.0       95.7:      11.0        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        58         18         47         68         56        148        113:
Old  :       158:        48         32         35         54         48        124         96:
Other:       129:        46         11         24         55         37        111         66:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       45.8       28.2       55.6       15.8       42.6       22.9       48.3
Old  :                 22.2       39.8       30.8       49.9       22.2       39.5       30.1       48.5
Other:                 20.4       55.8       32.1       70.8       20.4       53.3       30.8       68.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 20, 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  :    18,691:     5,041        821        918      9,077     15,357     15,036     17,096:     3,655      1,595
Old  :     8,099:     3,343        863          0      3,064      6,107      6,407      6,970:     1,692      1,129
Other:    10,592:     2,225        485        391      6,013      9,250      8,629     10,126:     1,963        466
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2008                         :
     :      -524:        79        -88       -124       -216       -233       -261       -445:      -263        -79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0        4.4        4.9       48.6       82.2       80.4       91.5:      19.6        8.5
Old  :     100.0:      41.3       10.7        0.0       37.8       75.4       79.1       86.1:      20.9       13.9
Other:     100.0:      21.0        4.6        3.7       56.8       87.3       81.5       95.6:      18.5        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        25          5         13         39         29         66         47:
Old  :        58:        16          8          0         17         19         33         27:
Other:        63:        18          5          8         31         17         51         29:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       59.6       31.5       70.2       15.3       50.0       25.5       56.7
Old  :                 32.2       50.7       49.2       68.9       32.2       49.6       49.2       67.8
Other:                 26.7       76.3       44.2       83.1       24.5       61.9       37.0       67.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, May 20, 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  : 1,165,376:   268,379    232,501     35,432    754,369    797,514  1,058,180  1,065,447:   107,196     99,929
Old  : 1,165,376:   268,379    232,501     35,432    754,369    797,514  1,058,180  1,065,447:   107,196     99,929
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2008                         :
     :   -55,507:    -2,840     15,967      8,224    -54,780    -74,287    -49,396    -50,096:    -6,111     -5,411
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       20.0        3.0       64.7       68.4       90.8       91.4:       9.2        8.6
Old  :     100.0:      23.0       20.0        3.0       64.7       68.4       90.8       91.4:       9.2        8.6
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  :       230:        46         38         23        108         98        163        150:
Old  :       230:        46         38         23        108         98        163        150:
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  :                 26.6       49.0       38.1       57.2       23.6       48.9       33.9       55.6
Old  :                 26.6       49.0       38.1       57.2       23.6       48.9       33.9       55.6
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 - Futures Only, May 20, 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  : 2,170,111:   355,874    325,567     70,566  1,450,052  1,373,887  1,876,492  1,770,020:   293,619    400,091
Old  : 2,170,111:   355,874    325,567     70,566  1,450,052  1,373,887  1,876,492  1,770,020:   293,619    400,091
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2008                         :
     :    53,866:    52,618    -15,495     11,855     -1,823     38,195     62,650     34,555:    -8,784     19,311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       15.0        3.3       66.8       63.3       86.5       81.6:      13.5       18.4
Old  :     100.0:      16.4       15.0        3.3       66.8       63.3       86.5       81.6:      13.5       18.4
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  :       287:        65         64         48        108        122        199        209:
Old  :       287:        65         64         48        108        122        199        209:
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  :                 35.9       27.3       42.1       36.9       34.7       24.5       40.2       33.5
Old  :                 35.9       27.3       42.1       36.9       34.7       24.5       40.2       33.5
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 - Futures Only, May 20, 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  : 1,827,223:   581,049    195,855     69,928    955,365  1,302,952  1,606,342  1,568,735:   220,881    258,488
Old  : 1,827,223:   581,049    195,855     69,928    955,365  1,302,952  1,606,342  1,568,735:   220,881    258,488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2008                         :
     :   -91,531:    -5,617    -18,914      7,578    -96,925    -71,390    -94,964    -82,726:     3,433     -8,805
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       10.7        3.8       52.3       71.3       87.9       85.9:      12.1       14.1
Old  :     100.0:      31.8       10.7        3.8       52.3       71.3       87.9       85.9:      12.1       14.1
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  :       199:        43         42         26         82         86        137        142:
Old  :       199:        43         42         26         82         86        137        142:
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  :                 20.4       35.7       33.5       45.6       16.5       27.2       27.3       33.8
Old  :                 20.4       35.7       33.5       45.6       16.5       27.2       27.3       33.8
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 - Futures Only, May 20, 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  :   717,725:   181,818     37,674    122,844    357,286    510,934    661,948    671,452:    55,777     46,273
Old  :   717,725:   181,818     37,674    122,844    357,286    510,934    661,948    671,452:    55,777     46,273
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2008                         :
     :    22,446:     5,590    -11,372        296     11,233     32,970     17,119     21,894:     5,327        552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        5.2       17.1       49.8       71.2       92.2       93.6:       7.8        6.4
Old  :     100.0:      25.3        5.2       17.1       49.8       71.2       92.2       93.6:       7.8        6.4
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  :       144:        53         19         42         65         51        131        103:
Old  :       144:        53         19         42         65         51        131        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       29.1       37.8       44.4       12.0       24.0       18.1       32.1
Old  :                 23.6       29.1       37.8       44.4       12.0       24.0       18.1       32.1
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 - Futures Only, May 20, 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  :    32,072:    16,812     13,205        372      9,905     12,984     27,089     26,561:     4,983      5,511
Old  :    32,072:    16,812     13,205        372      9,905     12,984     27,089     26,561:     4,983      5,511
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2008                         :
     :      -177:      -292        166         -2        524       -179        230        -15:      -407       -162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.4       41.2        1.2       30.9       40.5       84.5       82.8:      15.5       17.2
Old  :     100.0:      52.4       41.2        1.2       30.9       40.5       84.5       82.8:      15.5       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  :        55:        17         21          7         11          7         35         28:
Old  :        55:        17         21          7         11          7         35         28:
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  :                 37.8       38.3       55.9       59.1       37.8       37.6       55.9       58.1
Old  :                 37.8       38.3       55.9       59.1       37.8       37.6       55.9       58.1
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 - Futures Only, May 20, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   107,456:    42,039     41,285      1,627     49,198     51,143     92,864     94,055:    14,592     13,401
Old  :   107,456:    42,039     41,285      1,627     49,198     51,143     92,864     94,055:    14,592     13,401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2008                         :
     :     5,011:    -3,050      6,426        552      6,744     -3,453      4,246      3,525:       765      1,486
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1       38.4        1.5       45.8       47.6       86.4       87.5:      13.6       12.5
Old  :     100.0:      39.1       38.4        1.5       45.8       47.6       86.4       87.5:      13.6       12.5
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  :       112:        41         39         11         18         21         63         67:
Old  :       112:        41         39         11         18         21         63         67:
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  :                 37.3       39.9       50.3       51.9       36.9       39.9       49.8       51.9
Old  :                 37.3       39.9       50.3       51.9       36.9       39.9       49.8       51.9
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 - Futures Only, May 20, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    60,934:    18,828      4,546      1,473     40,405     54,764     60,706     60,783:       228        151
Old  :    60,934:    18,828      4,546      1,473     40,405     54,764     60,706     60,783:       228        151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2008                         :
     :     1,153:        72         77         35      1,052        976      1,159      1,088:        -6         65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9        7.5        2.4       66.3       89.9       99.6       99.8:       0.4        0.2
Old  :     100.0:      30.9        7.5        2.4       66.3       89.9       99.6       99.8:       0.4        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        10         13          3         18         12         29         27:
Old  :        46:        10         13          3         18         12         29         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  :                 58.3       82.2       79.8       94.0       42.5       58.9       57.3       65.2
Old  :                 58.3       82.2       79.8       94.0       42.5       58.9       57.3       65.2
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 - Futures Only, May 20, 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  :    41,167:     9,579      1,568         10     31,572     39,454     41,161     41,032:         6        135
Old  :    41,167:     9,579      1,568         10     31,572     39,454     41,161     41,032:         6        135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2008                         :
     :    17,005:     6,747        384        -10     10,268     16,651     17,005     17,025:         0        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        3.8        0.0       76.7       95.8      100.0       99.7:       0.0        0.3
Old  :     100.0:      23.3        3.8        0.0       76.7       95.8      100.0       99.7:       0.0        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         7          8          1         13          9         21         17:
Old  :        32:         7          8          1         13          9         21         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.4       93.1       95.3       96.7       86.8       92.8       94.7       96.3
Old  :                 87.4       93.1       95.3       96.7       86.8       92.8       94.7       96.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 23, 2008