WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, May 27, 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  :   358,385:    83,146     84,107     48,371    202,290    178,110    333,807    310,588:    24,578     47,797
Old  :   325,430:    77,060     89,037     38,812    187,235    156,249    303,107    284,098:    22,323     41,332
Other:    32,955:    14,846      3,830        799     15,055     21,861     30,700     26,490:     2,255      6,465
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :   -10,645:    -8,376     -1,185        -85     -1,015    -10,865     -9,476    -12,135:    -1,169      1,490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       23.5       13.5       56.4       49.7       93.1       86.7:       6.9       13.3
Old  :     100.0:      23.7       27.4       11.9       57.5       48.0       93.1       87.3:       6.9       12.7
Other:     100.0:      45.0       11.6        2.4       45.7       66.3       93.2       80.4:       6.8       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       340:        95        114         98         74        104        233        264:
Old  :       340:        93        117         89         72        101        224        259:
Other:       137:        26         30         11         22         67         54        103:
     :----------------------------------------------------------------------------------------------------
     :             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       16.7       40.4       25.5       25.7       15.2       38.8       21.7
Old  :                 28.4       16.9       43.1       25.5       27.8       15.7       41.7       21.9
Other:                 46.2       26.2       61.3       37.4       46.2       24.1       59.3       34.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 27, 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  : 1,401,116:   458,115    105,795    183,803    633,552    881,044  1,275,470  1,170,642:   125,646    230,474
Old  :   670,992:   226,433    146,081     43,667    342,426    390,304    612,526    580,052:    58,466     90,940
Other:   730,124:   318,871     46,903     52,947    291,126    490,740    662,944    590,590:    67,180    139,534
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :      -553:    -4,378      3,423      6,947      3,244     -6,566      5,813      3,804:    -6,366     -4,357
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7        7.6       13.1       45.2       62.9       91.0       83.6:       9.0       16.4
Old  :     100.0:      33.7       21.8        6.5       51.0       58.2       91.3       86.4:       8.7       13.6
Other:     100.0:      43.7        6.4        7.3       39.9       67.2       90.8       80.9:       9.2       19.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       812:       240        125        179        209        365        539        612:
Old  :       735:       186        147         72        161        325        390        509:
Other:       705:       201        106         84        146        340        382        500:
     :----------------------------------------------------------------------------------------------------
     :             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       14.3       23.1       20.7       14.6       13.1       22.5       19.3
Old  :                 20.0       17.9       31.4       24.6       20.0       17.9       31.4       23.7
Other:                 16.9       17.1       26.0       22.7       16.7       16.9       25.7       22.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 27, 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  :    15,764:     3,376        381        355      8,595     13,937     12,326     14,673:     3,438      1,091
Old  :    15,764:     3,376        381        355      8,595     13,937     12,326     14,673:     3,438      1,091
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :       -83:      -246        -83        135        -38       -451       -149       -399:        66        316
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        2.4        2.3       54.5       88.4       78.2       93.1:      21.8        6.9
Old  :     100.0:      21.4        2.4        2.3       54.5       88.4       78.2       93.1:      21.8        6.9
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  :        47:        21          4          4         14         15         37         21:
Old  :        47:        21          4          4         14         15         37         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  :                 36.5       58.7       51.7       78.5       35.3       52.4       47.9       69.4
Old  :                 36.5       58.7       51.7       78.5       35.3       52.4       47.9       69.4
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 27, 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  :   459,932:   147,460     32,734     59,194    204,170    285,146    410,824    377,074:    49,108     82,858
Old  :   217,505:    76,926     37,915      8,718    106,288    141,977    191,932    188,610:    25,573     28,895
Other:   242,427:   100,724     25,009     20,286     97,882    143,169    218,892    188,464:    23,535     53,963
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :     4,379:    -1,517        518      5,393     -1,723     -3,446      2,153      2,465:     2,226      1,914
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        7.1       12.9       44.4       62.0       89.3       82.0:      10.7       18.0
Old  :     100.0:      35.4       17.4        4.0       48.9       65.3       88.2       86.7:      11.8       13.3
Other:     100.0:      41.5       10.3        8.4       40.4       59.1       90.3       77.7:       9.7       22.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       470:       151         86        120         96        189        308        361:
Old  :       429:       129        100         39         73        164        225        283:
Other:       395:       117         80         69         77        171        221        301:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.4       20.7       26.4       28.5       16.0       19.1       25.3       25.9
Old  :                 25.8       29.1       37.1       38.3       25.8       28.9       36.8       37.9
Other:                 16.0       17.3       27.3       26.3       14.6       15.8       24.7       21.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, May 27, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    22,751:    18,623      2,259      1,177          2      3,622     19,802      7,058:     2,949     15,693
Old  :     5,435:     4,091      1,631         15          0        735      4,106      2,381:     1,329      3,054
Other:    17,316:    15,663      1,759         31          2      2,887     15,696      4,677:     1,620     12,639
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :       341:       519        248       -145          0         33        374        136:       -33        205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.9        9.9        5.2        0.0       15.9       87.0       31.0:      13.0       69.0
Old  :     100.0:      75.3       30.0        0.3        0.0       13.5       75.5       43.8:      24.5       56.2
Other:     100.0:      90.5       10.2        0.2        0.0       16.7       90.6       27.0:       9.4       73.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        14          9         11          1         10         17         28:
Old  :        32:        13         10          3          0          9         15         20:
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  :                 64.9        9.8       80.1       16.5       64.8        8.9       77.4       15.3
Old  :                 48.5       29.0       62.5       38.2       48.3       29.0       62.3       38.2
Other:                 76.3        9.2       90.6       15.7       76.2        9.2       90.5       15.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 27, 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  :   245,668:    43,202     23,906     40,147    130,777    163,941    214,126    227,994:    31,542     17,674
Old  :   152,735:    39,513     31,078      6,066     83,970    101,636    129,549    138,780:    23,186     13,955
Other:    92,933:    24,225     13,364     13,545     46,807     62,305     84,577     89,214:     8,356      3,719
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :    -1,759:      -744      1,166       -708     -2,003     -2,875     -3,455     -2,417:     1,696        658
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        9.7       16.3       53.2       66.7       87.2       92.8:      12.8        7.2
Old  :     100.0:      25.9       20.3        4.0       55.0       66.5       84.8       90.9:      15.2        9.1
Other:     100.0:      26.1       14.4       14.6       50.4       67.0       91.0       96.0:       9.0        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        52         30         47         64         57        146        117:
Old  :       172:        58         33         18         56         49        122         92:
Other:       126:        34         25         19         48         39         92         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  :                 17.0       35.8       27.3       47.7       16.7       31.3       25.6       41.7
Old  :                 19.9       41.0       31.7       53.8       19.9       40.7       31.7       52.3
Other:                 22.1       38.1       35.4       55.6       16.7       32.2       28.2       41.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, May 27, 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  :   967,144:   143,902    161,059     15,964    684,567    585,135    844,433    762,158:   122,711    204,986
Old  :   967,144:   143,902    161,059     15,964    684,567    585,135    844,433    762,158:   122,711    204,986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :    24,175:   -23,067     -1,822      2,399     43,821     -1,896     23,153     -1,319:     1,022     25,494
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       16.7        1.7       70.8       60.5       87.3       78.8:      12.7       21.2
Old  :     100.0:      14.9       16.7        1.7       70.8       60.5       87.3       78.8:      12.7       21.2
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  :       162:        27         40         26         68         78        109        130:
Old  :       162:        27         40         26         68         78        109        130:
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  :                 28.7       29.0       41.9       39.0       20.9       21.7       30.3       26.9
Old  :                 28.7       29.0       41.9       39.0       20.9       21.7       30.3       26.9
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 27, 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  :   200,377:    48,921      7,715     24,938     96,977    153,412    170,836    186,065:    29,541     14,312
Old  :   104,601:    31,540     12,467      7,516     47,548     74,573     86,604     94,556:    17,997     10,045
Other:    95,776:    27,742      5,609      7,061     49,429     78,839     84,232     91,509:    11,544      4,267
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :     1,408:     2,620        986      1,417     -1,353        401      2,684      2,804:    -1,276     -1,396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        3.9       12.4       48.4       76.6       85.3       92.9:      14.7        7.1
Old  :     100.0:      30.2       11.9        7.2       45.5       71.3       82.8       90.4:      17.2        9.6
Other:     100.0:      29.0        5.9        7.4       51.6       82.3       87.9       95.5:      12.1        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        57         22         47         67         55        149        113:
Old  :       157:        43         36         34         53         48        122         97:
Other:       127:        46          9         24         54         36        109         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  :                 19.5       44.4       28.5       54.1       15.7       40.6       22.2       46.5
Old  :                 23.3       37.0       32.8       47.6       23.2       36.7       32.2       45.5
Other:                 20.1       55.8       31.6       71.1       20.1       53.2       31.0       68.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 27, 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  :    18,613:     5,042        821        875      8,880     15,328     14,797     17,024:     3,816      1,589
Old  :     7,985:     3,261        894          0      3,006      5,949      6,267      6,843:     1,718      1,142
Other:    10,628:     2,339        485        317      5,874      9,379      8,530     10,181:     2,098        447
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :       -78:         1          0        -43       -197        -29       -239        -72:       161         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1        4.4        4.7       47.7       82.4       79.5       91.5:      20.5        8.5
Old  :     100.0:      40.8       11.2        0.0       37.6       74.5       78.5       85.7:      21.5       14.3
Other:     100.0:      22.0        4.6        3.0       55.3       88.2       80.3       95.8:      19.7        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        27          5         13         38         29         67         47:
Old  :        58:        16          8          0         17         19         33         27:
Other:        62:        19          5          9         29         16         50         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  :                 17.5       60.3       30.9       70.3       15.3       49.7       25.8       56.3
Old  :                 30.4       51.5       47.3       67.8       30.4       48.2       47.3       64.6
Other:                 26.0       76.9       42.4       83.7       23.2       62.4       35.6       68.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, May 27, 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  : 1,105,372:   246,080    258,867     37,193    720,230    698,088  1,003,503    994,148:   101,869    111,224
Old  : 1,105,372:   246,080    258,867     37,193    720,230    698,088  1,003,503    994,148:   101,869    111,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :   -60,004:   -22,299     26,366      1,761    -34,139    -99,426    -54,677    -71,299:    -5,327     11,295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       23.4        3.4       65.2       63.2       90.8       89.9:       9.2       10.1
Old  :     100.0:      22.3       23.4        3.4       65.2       63.2       90.8       89.9:       9.2       10.1
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  :       216:        46         41         32         97         92        158        150:
Old  :       216:        46         41         32         97         92        158        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  :                 25.6       45.6       37.9       53.5       22.7       45.5       33.2       52.4
Old  :                 25.6       45.6       37.9       53.5       22.7       45.5       33.2       52.4
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 27, 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  : 2,175,930:   332,245    289,731     70,350  1,479,963  1,397,382  1,882,558  1,757,463:   293,372    418,467
Old  : 2,175,930:   332,245    289,731     70,350  1,479,963  1,397,382  1,882,558  1,757,463:   293,372    418,467
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :     5,819:   -23,629    -35,836       -216     29,911     23,495      6,066    -12,557:      -247     18,376
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       13.3        3.2       68.0       64.2       86.5       80.8:      13.5       19.2
Old  :     100.0:      15.3       13.3        3.2       68.0       64.2       86.5       80.8:      13.5       19.2
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  :       257:        56         54         49        108        116        182        202:
Old  :       257:        56         54         49        108        116        182        202:
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  :                 37.7       26.0       44.3       36.8       36.2       22.9       42.2       32.4
Old  :                 37.7       26.0       44.3       36.8       36.2       22.9       42.2       32.4
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 27, 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  : 1,802,047:   556,803    196,201     71,240    933,963  1,226,887  1,562,006  1,494,328:   240,041    307,719
Old  : 1,802,047:   556,803    196,201     71,240    933,963  1,226,887  1,562,006  1,494,328:   240,041    307,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :   -25,176:   -24,246        346      1,312    -21,402    -76,065    -44,336    -74,407:    19,160     49,231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       10.9        4.0       51.8       68.1       86.7       82.9:      13.3       17.1
Old  :     100.0:      30.9       10.9        4.0       51.8       68.1       86.7       82.9:      13.3       17.1
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  :       184:        40         37         29         74         87        123        144:
Old  :       184:        40         37         29         74         87        123        144:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       35.0       32.4       45.1       14.3       26.7       26.5       33.3
Old  :                 19.2       35.0       32.4       45.1       14.3       26.7       26.5       33.3
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 27, 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  :   743,814:   198,509     27,335    129,091    358,705    538,773    686,305    695,199:    57,509     48,615
Old  :   743,814:   198,509     27,335    129,091    358,705    538,773    686,305    695,199:    57,509     48,615
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :    26,089:    16,691    -10,339      6,247      1,419     27,839     24,357     23,747:     1,732      2,342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        3.7       17.4       48.2       72.4       92.3       93.5:       7.7        6.5
Old  :     100.0:      26.7        3.7       17.4       48.2       72.4       92.3       93.5:       7.7        6.5
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  :       145:        57         15         42         66         50        135         99:
Old  :       145:        57         15         42         66         50        135         99:
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  :                 21.4       30.4       35.9       46.3       11.4       25.2       17.3       33.4
Old  :                 21.4       30.4       35.9       46.3       11.4       25.2       17.3       33.4
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 27, 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  :    31,417:    16,841     13,116        369      9,760     12,850     26,970     26,335:     4,447      5,082
Old  :    31,417:    16,841     13,116        369      9,760     12,850     26,970     26,335:     4,447      5,082
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :      -655:        29        -89         -3       -145       -134       -119       -226:      -536       -429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.6       41.7        1.2       31.1       40.9       85.8       83.8:      14.2       16.2
Old  :     100.0:      53.6       41.7        1.2       31.1       40.9       85.8       83.8:      14.2       16.2
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  :        53:        16         20          8         11          7         34         28:
Old  :        53:        16         20          8         11          7         34         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  :                 36.9       38.8       55.6       59.8       36.9       38.1       55.6       58.7
Old  :                 36.9       38.8       55.6       59.8       36.9       38.1       55.6       58.7
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 27, 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  :   107,146:    38,561     41,936      2,523     51,686     50,364     92,770     94,823:    14,376     12,323
Old  :   107,146:    38,561     41,936      2,523     51,686     50,364     92,770     94,823:    14,376     12,323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :      -310:    -3,478        651        896      2,488       -779        -94        768:      -216     -1,078
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       39.1        2.4       48.2       47.0       86.6       88.5:      13.4       11.5
Old  :     100.0:      36.0       39.1        2.4       48.2       47.0       86.6       88.5:      13.4       11.5
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  :       120:        45         41         12         20         21         70         69:
Old  :       120:        45         41         12         20         21         70         69:
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  :                 37.7       41.4       49.2       53.3       37.3       41.4       48.8       53.3
Old  :                 37.7       41.4       49.2       53.3       37.3       41.4       48.8       53.3
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 27, 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  :    59,355:    18,475      4,452      1,433     39,219     53,199     59,127     59,084:       228        271
Old  :    59,355:    18,475      4,452      1,433     39,219     53,199     59,127     59,084:       228        271
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :    -1,579:      -353        -94        -40     -1,186     -1,565     -1,579     -1,699:         0        120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1        7.5        2.4       66.1       89.6       99.6       99.5:       0.4        0.5
Old  :     100.0:      31.1        7.5        2.4       66.1       89.6       99.6       99.5:       0.4        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  :        47:        11         14          3         19         11         31         27:
Old  :        47:        11         14          3         19         11         31         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  :                 59.0       83.4       80.3       94.7       42.3       59.2       56.9       65.0
Old  :                 59.0       83.4       80.3       94.7       42.3       59.2       56.9       65.0
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 27, 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  :    40,696:     9,877      1,589         50     30,763     38,851     40,690     40,490:         6        206
Old  :    40,696:     9,877      1,589         50     30,763     38,851     40,690     40,490:         6        206
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :      -471:       298         21         40       -809       -603       -471       -542:         0         71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        3.9        0.1       75.6       95.5      100.0       99.5:       0.0        0.5
Old  :     100.0:      24.3        3.9        0.1       75.6       95.5      100.0       99.5:       0.0        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  :        30:         7          7          1         12          9         19         17:
Old  :        30:         7          7          1         12          9         19         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  :                 86.3       95.2       95.4       97.6       85.7       94.9       94.7       97.0
Old  :                 86.3       95.2       95.4       97.6       85.7       94.9       94.7       97.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 30,2008