WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, June 24, 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  :   349,615:    80,453     76,863     47,664    191,393    172,749    319,510    297,276:    30,105     52,339
Old  :   298,513:    65,868     75,700     36,483    168,692    142,264    271,043    254,447:    27,470     44,066
Other:    51,102:    24,811     11,389        955     22,701     30,485     48,467     42,829:     2,635      8,273
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :   -12,511:    -2,783     -8,780     -6,304     -2,807      1,856    -11,894    -13,228:      -617        717
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       22.0       13.6       54.7       49.4       91.4       85.0:       8.6       15.0
Old  :     100.0:      22.1       25.4       12.2       56.5       47.7       90.8       85.2:       9.2       14.8
Other:     100.0:      48.6       22.3        1.9       44.4       59.7       94.8       83.8:       5.2       16.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       331:        87         96        108         61         99        230        257:
Old  :       329:        93         97         92         60         93        222        241:
Other:       147:        20         45         13         25         65         54        117:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.8       16.5       41.0       25.9       24.7       15.2       38.2       23.3
Old  :                 28.8       17.3       42.1       24.8       28.3       16.4       40.0       23.7
Other:                 59.6       26.6       73.5       37.8       58.4       20.8       69.7       30.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, June 24, 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  : 1,366,107:   443,320    103,591    185,552    606,088    833,551  1,234,960  1,122,694:   131,147    243,413
Old  :   464,984:   124,494     70,040     32,021    260,151    295,297    416,666    397,358:    48,318     67,626
Other:   901,123:   385,475    100,200     86,882    345,937    538,254    818,294    725,336:    82,829    175,787
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :   -59,522:   -13,022    -22,536     -2,633    -25,050    -33,061    -40,705    -58,230:   -18,817     -1,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5        7.6       13.6       44.4       61.0       90.4       82.2:       9.6       17.8
Old  :     100.0:      26.8       15.1        6.9       55.9       63.5       89.6       85.5:      10.4       14.5
Other:     100.0:      42.8       11.1        9.6       38.4       59.7       90.8       80.5:       9.2       19.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       847:       228        133        209        219        366        582        643:
Old  :       679:       137        112         93        163        320        369        501:
Other:       759:       209        143         91        153        341        410        536:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       12.9       23.1       19.1       14.8       12.7       22.8       18.2
Old  :                 24.0       18.7       36.9       24.5       24.0       18.6       36.8       24.1
Other:                 14.3       12.5       25.0       18.9       14.2       12.3       24.4       17.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, June 24, 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  :    17,193:     4,060        344        543      9,086     14,992     13,689     15,879:     3,504      1,314
Old  :    17,193:     4,060        344        543      9,086     14,992     13,689     15,879:     3,504      1,314
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :       169:       130        -30        180       -285         62         25        212:       144        -43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6        2.0        3.2       52.8       87.2       79.6       92.4:      20.4        7.6
Old  :     100.0:      23.6        2.0        3.2       52.8       87.2       79.6       92.4:      20.4        7.6
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  :        50:        22          3          7         17         17         41         26:
Old  :        50:        22          3          7         17         17         41         26:
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  :                 36.1       59.6       50.0       77.5       36.1       54.2       48.9       71.0
Old  :                 36.1       59.6       50.0       77.5       36.1       54.2       48.9       71.0
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, June 24, 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  :   476,188:   149,602     29,564     66,299    206,919    297,749    422,820    393,612:    53,368     82,576
Old  :   120,100:    52,402     13,646      5,575     45,422     80,948    103,399    100,169:    16,701     19,931
Other:   356,088:   125,581     44,299     32,343    161,497    216,801    319,421    293,443:    36,667     62,645
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :   -26,991:   -20,507    -12,839     -7,819      3,346     -5,232    -24,980    -25,890:    -2,011     -1,101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4        6.2       13.9       43.5       62.5       88.8       82.7:      11.2       17.3
Old  :     100.0:      43.6       11.4        4.6       37.8       67.4       86.1       83.4:      13.9       16.6
Other:     100.0:      35.3       12.4        9.1       45.4       60.9       89.7       82.4:      10.3       17.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       469:       144         94        121        114        193        327        361:
Old  :       349:        97         58         36         84        156        200        237:
Other:       443:       130        103         79         79        179        248        329:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.6       21.6       25.4       29.9       15.2       21.2       24.7       26.8
Old  :                 22.1       32.2       32.6       38.8       22.1       32.2       32.6       38.1
Other:                 19.0       19.1       30.6       28.7       19.0       18.4       30.0       26.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    21,508:    17,248      2,076        845          2      3,678     18,095      6,599:     3,413     14,909
Old  :     2,797:     2,148        594         18          0        569      2,166      1,181:       631      1,616
Other:    18,711:    15,544      1,926        383          2      3,109     15,929      5,418:     2,782     13,293
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    -1,467:    -1,193       -639       -373          0        -17     -1,566     -1,029:        99       -438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.2        9.7        3.9        0.0       17.1       84.1       30.7:      15.9       69.3
Old  :     100.0:      76.8       21.2        0.6        0.0       20.3       77.4       42.2:      22.6       57.8
Other:     100.0:      83.1       10.3        2.0        0.0       16.6       85.1       29.0:      14.9       71.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         9          8          8          1         10         10         26:
Old  :        24:         8          6          2          0         10          8         18:
Other:        26:         7          9          6          1         10          8         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 69.0       10.4       82.8       17.1       68.9        9.2       79.6       15.7
Old  :                 61.3       26.1       77.4       35.7       61.3       26.1       76.8       35.7
Other:                 73.2        9.2       85.1       15.9       73.1        9.1       83.1       15.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, June 24, 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  :   260,825:    48,824     19,611     53,588    127,915    171,874    230,327    245,073:    30,498     15,752
Old  :   102,705:    34,212     15,324      8,021     45,323     69,282     87,556     92,627:    15,149     10,078
Other:   158,120:    36,597     26,272     23,582     82,592    102,592    142,771    152,446:    15,349      5,674
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    -7,516:       162     -4,680     -6,456       -896      3,750     -7,190     -7,386:      -326       -130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7        7.5       20.5       49.0       65.9       88.3       94.0:      11.7        6.0
Old  :     100.0:      33.3       14.9        7.8       44.1       67.5       85.2       90.2:      14.8        9.8
Other:     100.0:      23.1       16.6       14.9       52.2       64.9       90.3       96.4:       9.7        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        53         24         47         60         55        146        111:
Old  :       140:        43         21         22         49         48        104         82:
Other:       143:        48         27         28         48         38        112         79:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.1       31.3       27.3       46.4       15.3       26.6       23.9       39.6
Old  :                 20.4       30.2       31.2       47.3       18.8       29.9       28.8       43.7
Other:                 26.9       41.3       39.4       56.8       23.9       38.8       34.7       50.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, June 24, 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  :   889,210:   109,556    192,410     10,239    671,962    525,591    791,757    728,240:    97,453    160,970
Old  :   889,210:   109,556    192,410     10,239    671,962    525,591    791,757    728,240:    97,453    160,970
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    16,973:     5,690     11,705     -4,455     15,411     28,211     16,646     35,461:       327    -18,488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       21.6        1.2       75.6       59.1       89.0       81.9:      11.0       18.1
Old  :     100.0:      12.3       21.6        1.2       75.6       59.1       89.0       81.9:      11.0       18.1
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  :       177:        25         52         15         66         77        100        135:
Old  :       177:        25         52         15         66         77        100        135:
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  :                 28.5       22.4       43.0       31.9       20.8       13.6       31.2       19.9
Old  :                 28.5       22.4       43.0       31.9       20.8       13.6       31.2       19.9
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, June 24, 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  :   221,465:    70,578      5,861     33,668     82,093    166,351    186,339    205,880:    35,126     15,585
Old  :   101,785:    37,375      5,693      9,498     38,579     77,800     85,452     92,991:    16,333      8,794
Other:   119,680:    43,978     10,943     13,395     43,514     88,551    100,887    112,889:    18,793      6,791
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    -1,445:     6,457       -835     -2,083     -3,660      2,925        714          7:    -2,159     -1,452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9        2.6       15.2       37.1       75.1       84.1       93.0:      15.9        7.0
Old  :     100.0:      36.7        5.6        9.3       37.9       76.4       84.0       91.4:      16.0        8.6
Other:     100.0:      36.7        9.1       11.2       36.4       74.0       84.3       94.3:      15.7        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        80         18         52         69         64        172        126:
Old  :       163:        61         20         31         54         50        128         92:
Other:       167:        62         28         36         54         47        136         95:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.3       37.3       19.7       48.6        8.9       36.2       15.0       42.7
Old  :                 20.5       34.1       30.1       47.1       17.5       33.8       26.9       45.9
Other:                 12.7       42.4       21.7       56.5       11.4       39.9       19.5       52.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, June 24, 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  :    16,470:     3,924        803        790      7,970     13,164     12,684     14,757:     3,786      1,713
Old  :     4,104:     2,003        532          0      1,154      2,741      3,157      3,273:       947        831
Other:    12,366:     2,315        665        396      6,816     10,423      9,527     11,484:     2,839        882
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    -1,407:      -593        -61        -50       -990     -1,514     -1,633     -1,625:       226        218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        4.9        4.8       48.4       79.9       77.0       89.6:      23.0       10.4
Old  :     100.0:      48.8       13.0        0.0       28.1       66.8       76.9       79.8:      23.1       20.2
Other:     100.0:      18.7        5.4        3.2       55.1       84.3       77.0       92.9:      23.0        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        23          7         11         28         23         53         40:
Old  :        37:        10          7          0          7         13         17         20:
Other:        56:        18          5          9         24         16         44         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  :                 21.5       56.9       35.8       68.8       17.7       44.9       29.2       54.0
Old  :                 42.5       46.8       61.8       61.9       42.5       46.8       61.8       61.9
Other:                 27.8       70.6       44.7       78.7       23.1       58.0       38.0       66.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, June 24, 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  : 1,011,360:   194,191    203,375      5,279    706,386    704,427    905,856    913,081:   105,504     98,279
Old  : 1,011,360:   194,191    203,375      5,279    706,386    704,427    905,856    913,081:   105,504     98,279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    93,539:    25,435     58,684        153     67,951     64,088     93,539    122,925:         0    -29,386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       20.1        0.5       69.8       69.7       89.6       90.3:      10.4        9.7
Old  :     100.0:      19.2       20.1        0.5       69.8       69.7       89.6       90.3:      10.4        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        38         36         10         91         86        133        128:
Old  :       203:        38         36         10         91         86        133        128:
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  :                 20.8       45.5       33.9       59.2       19.4       41.2       29.7       50.6
Old  :                 20.8       45.5       33.9       59.2       19.4       41.2       29.7       50.6
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, June 24, 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  : 1,901,679:   284,955    281,898     54,375  1,308,391  1,181,673  1,647,721  1,517,946:   253,958    383,733
Old  : 1,901,679:   284,955    281,898     54,375  1,308,391  1,181,673  1,647,721  1,517,946:   253,958    383,733
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :   -63,340:   -17,655    -26,740      7,316    -40,247     -8,175    -50,586    -27,599:   -12,754    -35,741
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       14.8        2.9       68.8       62.1       86.6       79.8:      13.4       20.2
Old  :     100.0:      15.0       14.8        2.9       68.8       62.1       86.6       79.8:      13.4       20.2
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  :       255:        55         50         34         95        108        166        177:
Old  :       255:        55         50         34         95        108        166        177:
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  :                 35.3       24.8       43.0       32.6       34.5       22.1       41.5       29.5
Old  :                 35.3       24.8       43.0       32.6       34.5       22.1       41.5       29.5
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, June 24, 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  : 1,569,390:   465,559    155,556     11,735    884,129  1,133,969  1,361,423  1,301,260:   207,967    268,130
Old  : 1,569,390:   465,559    155,556     11,735    884,129  1,133,969  1,361,423  1,301,260:   207,967    268,130
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :  -139,867:     4,340        -69    -23,436   -111,359    -95,056   -130,455   -118,561:    -9,412    -21,306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        9.9        0.7       56.3       72.3       86.7       82.9:      13.3       17.1
Old  :     100.0:      29.7        9.9        0.7       56.3       72.3       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  :       175:        31         37         13         79         74        118        116:
Old  :       175:        31         37         13         79         74        118        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       33.9       36.6       45.7       17.4       26.0       28.3       33.8
Old  :                 24.5       33.9       36.6       45.7       17.4       26.0       28.3       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, June 24, 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  :   772,484:   374,802     42,482     26,610    310,465    656,902    711,877    725,994:    60,607     46,490
Old  :   772,484:   374,802     42,482     26,610    310,465    656,902    711,877    725,994:    60,607     46,490
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    26,073:    40,010      8,544    -10,192       -532     28,693     29,286     27,045:    -3,213       -972
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.5        5.5        3.4       40.2       85.0       92.2       94.0:       7.8        6.0
Old  :     100.0:      48.5        5.5        3.4       40.2       85.0       92.2       94.0:       7.8        6.0
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  :       140:        55         14         25         62         54        124         87:
Old  :       140:        55         14         25         62         54        124         87:
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  :                 30.5       44.5       41.7       61.4       29.0       42.4       37.5       58.0
Old  :                 30.5       44.5       41.7       61.4       29.0       42.4       37.5       58.0
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, June 24, 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  :    25,180:     9,655     11,323        980     11,254      8,009     21,889     20,312:     3,291      4,868
Old  :    25,180:     9,655     11,323        980     11,254      8,009     21,889     20,312:     3,291      4,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :   -25,260:    -7,809     -3,236     -3,622     -6,564    -12,186    -17,995    -19,044:    -7,265     -6,216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3       45.0        3.9       44.7       31.8       86.9       80.7:      13.1       19.3
Old  :     100.0:      38.3       45.0        3.9       44.7       31.8       86.9       80.7:      13.1       19.3
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  :        34:        10         10          2          9          8         21         18:
Old  :        34:        10         10          2          9          8         21         18:
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  :                 46.2       47.5       63.7       68.7       46.2       47.5       62.6       63.5
Old  :                 46.2       47.5       63.7       68.7       46.2       47.5       62.6       63.5
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, June 24, 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  :    94,129:    42,369     29,579        911     30,313     49,116     73,593     79,606:    20,536     14,523
Old  :    94,129:    42,369     29,579        911     30,313     49,116     73,593     79,606:    20,536     14,523
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :   -44,427:     2,935    -21,611    -14,357    -36,361     -6,614    -47,783    -42,582:     3,356     -1,845
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.0       31.4        1.0       32.2       52.2       78.2       84.6:      21.8       15.4
Old  :     100.0:      45.0       31.4        1.0       32.2       52.2       78.2       84.6:      21.8       15.4
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  :        96:        32         28          5         22         18         57         48:
Old  :        96:        32         28          5         22         18         57         48:
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  :                 32.0       44.9       48.0       57.7       31.2       44.7       47.2       57.5
Old  :                 32.0       44.9       48.0       57.7       31.2       44.7       47.2       57.5
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, June 24, 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  :    52,927:    13,630      6,490        846     38,069     45,213     52,545     52,549:       382        378
Old  :    52,927:    13,630      6,490        846     38,069     45,213     52,545     52,549:       382        378
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :     1,083:       394        526        -11        694        543      1,077      1,058:         6         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       12.3        1.6       71.9       85.4       99.3       99.3:       0.7        0.7
Old  :     100.0:      25.8       12.3        1.6       71.9       85.4       99.3       99.3:       0.7        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         9         13          3         16         11         26         26:
Old  :        42:         9         13          3         16         11         26         26:
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  :                 69.1       79.3       85.8       92.9       51.5       55.2       60.4       63.2
Old  :                 69.1       79.3       85.8       92.9       51.5       55.2       60.4       63.2
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, June 24, 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  :    57,420:    16,665      2,653         55     40,693     54,432     57,413     57,140:         7        280
Old  :    57,420:    16,665      2,653         55     40,693     54,432     57,413     57,140:         7        280
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    -2,095:      -431       -238         55     -1,720     -1,942     -2,096     -2,125:         1         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        4.6        0.1       70.9       94.8      100.0       99.5:       0.0        0.5
Old  :     100.0:      29.0        4.6        0.1       70.9       94.8      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:         6          8          1         12          9         18         18:
Old  :        30:         6          8          1         12          9         18         18:
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  :                 88.1       96.8       96.7       98.4       87.8       96.4       96.4       98.0
Old  :                 88.1       96.8       96.7       98.4       87.8       96.4       96.4       98.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 27, 2008