WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, July 15, 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  :   331,716:    76,798     82,143     42,089    188,433    160,799    307,320    285,031:    24,396     46,685
Old  :   275,597:    62,425     80,434     27,433    163,896    129,614    253,754    237,481:    21,843     38,116
Other:    56,119:    26,401     13,737      2,628     24,537     31,185     53,566     47,550:     2,553      8,569
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2008                         :
     :     2,519:     3,439      2,601       -387       -796     -1,413      2,256        801:       263      1,718
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       24.8       12.7       56.8       48.5       92.6       85.9:       7.4       14.1
Old  :     100.0:      22.7       29.2       10.0       59.5       47.0       92.1       86.2:       7.9       13.8
Other:     100.0:      47.0       24.5        4.7       43.7       55.6       95.5       84.7:       4.5       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       335:        92        108         88         66        106        217        262:
Old  :       331:        99        107         66         61        101        200        243:
Other:       159:        25         47         17         27         76         64        129:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.9       16.1       42.5       25.2       26.3       15.3       41.2       23.4
Old  :                 30.5       17.6       46.1       25.6       30.0       17.0       44.3       25.0
Other:                 54.3       23.0       65.1       33.7       54.1       20.7       64.6       29.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 15, 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  : 1,300,222:   394,361    115,125    182,456    603,877    774,515  1,180,694  1,072,096:   119,528    228,126
Old  :   359,957:   102,415     84,914     10,049    221,182    218,187    333,646    313,150:    26,311     46,807
Other:   940,265:   357,737     96,002    106,616    382,695    556,328    847,048    758,946:    93,217    181,319
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2008                         :
     :    17,241:   -16,060     16,750     11,844     23,050    -14,585     18,834     14,009:    -1,593      3,232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        8.9       14.0       46.4       59.6       90.8       82.5:       9.2       17.5
Old  :     100.0:      28.5       23.6        2.8       61.4       60.6       92.7       87.0:       7.3       13.0
Other:     100.0:      38.0       10.2       11.3       40.7       59.2       90.1       80.7:       9.9       19.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       804:       220        131        180        190        357        502        615:
Old  :       606:       107        129         12        110        279        224        414:
Other:       760:       229        120        127        164        337        442        547:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.9       12.7       23.0       18.8       13.8       11.6       22.3       17.3
Old  :                 29.7       17.7       44.2       24.3       29.7       17.7       44.2       24.3
Other:                 12.8       12.2       22.5       19.2       12.5       10.8       21.3       17.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 15, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    16,631:     3,947        473        454      9,189     14,690     13,590     15,617:     3,041      1,014
Old  :    16,631:     3,947        473        454      9,189     14,690     13,590     15,617:     3,041      1,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2008                         :
     :      -509:      -305         15        -25        237       -264        -93       -274:      -416       -235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7        2.8        2.7       55.3       88.3       81.7       93.9:      18.3        6.1
Old  :     100.0:      23.7        2.8        2.7       55.3       88.3       81.7       93.9:      18.3        6.1
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  :        52:        24          4          6         17         17         42         26:
Old  :        52:        24          4          6         17         17         42         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  :                 39.4       61.9       55.0       79.6       39.4       57.1       53.9       74.0
Old  :                 39.4       61.9       55.0       79.6       39.4       57.1       53.9       74.0
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, July 15, 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  :   459,324:   153,194     37,359     57,381    192,021    282,135    402,596    376,875:    56,728     82,449
Old  :    66,317:    30,016      8,316        285     24,176     45,867     54,477     54,468:    11,840     11,849
Other:   393,007:   137,756     43,621     42,518    167,845    236,268    348,119    322,407:    44,888     70,600
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2008                         :
     :   -13,132:     3,561      4,024     -8,861     -8,463     -8,980    -13,763    -13,817:       631        685
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4        8.1       12.5       41.8       61.4       87.6       82.0:      12.4       18.0
Old  :     100.0:      45.3       12.5        0.4       36.5       69.2       82.1       82.1:      17.9       17.9
Other:     100.0:      35.1       11.1       10.8       42.7       60.1       88.6       82.0:      11.4       18.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       493:       164         95        122        104        193        333        374:
Old  :       300:        91         50          4         48        122        141        174:
Other:       483:       152        117         94         84        185        290        352:
     :----------------------------------------------------------------------------------------------------
     :             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       21.4       24.8       29.8       14.7       21.0       23.9       26.6
Old  :                 26.2       30.0       37.5       39.1       26.0       30.0       37.3       39.1
Other:                 17.3       20.6       28.1       29.2       17.2       20.3       27.2       27.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, July 15, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    21,437:    17,892      3,202        661          2      3,127     18,555      6,990:     2,882     14,447
Old  :       804:       570         44          5          0        121        575        170:       229        634
Other:    20,633:    17,322      3,158        656          2      3,006     17,980      6,820:     2,653     13,813
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2008                         :
     :      -953:      -983       -245        100         -3         69       -886        -76:       -67       -877
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.5       14.9        3.1        0.0       14.6       86.6       32.6:      13.4       67.4
Old  :     100.0:      70.9        5.5        0.6        0.0       15.0       71.5       21.1:      28.5       78.9
Other:     100.0:      84.0       15.3        3.2        0.0       14.6       87.1       33.1:      12.9       66.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:        12          8          4          1          9         13         21:
Old  :        19:         8          3          1          0          8          8         12:
Other:        29:        12          8          4          1          9         13         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 66.3       14.4       82.9       21.1       66.3       13.3       79.8       19.5
Old  :                 57.0       18.3       71.5       20.5       57.0       18.3       70.9       20.1
Other:                 66.7       14.6       83.4       21.2       66.7       13.5       80.2       19.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 15, 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  :   262,038:    44,892     17,887     53,577    136,312    175,839    234,781    247,303:    27,257     14,735
Old  :    80,329:    28,774     11,216      4,283     37,196     58,158     70,253     73,657:    10,076      6,672
Other:   181,709:    37,068     27,621     28,344     99,116    117,681    164,528    173,646:    17,181      8,063
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2008                         :
     :     1,818:      -830       -274      2,652      1,834        477      3,656      2,855:    -1,838     -1,037
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        6.8       20.4       52.0       67.1       89.6       94.4:      10.4        5.6
Old  :     100.0:      35.8       14.0        5.3       46.3       72.4       87.5       91.7:      12.5        8.3
Other:     100.0:      20.4       15.2       15.6       54.5       64.8       90.5       95.6:       9.5        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        49         29         52         61         55        145        118:
Old  :       128:        43         16         16         46         42         93         72:
Other:       160:        47         39         32         54         47        123         97:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.9       31.5       28.3       47.2       15.9       25.9       24.5       38.8
Old  :                 22.6       31.5       37.0       48.1       20.5       29.7       33.2       46.3
Other:                 24.5       40.5       36.5       55.3       22.4       35.7       31.7       48.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 15, 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  :   919,096:   161,922    201,427      3,552    620,029    533,722    785,503    738,701:   133,593    180,395
Old  :   919,096:   161,922    201,427      3,552    620,029    533,722    785,503    738,701:   133,593    180,395
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2008                         :
     :     9,804:    -1,516      8,822        583      1,818       -815        885      8,590:     8,919      1,214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       21.9        0.4       67.5       58.1       85.5       80.4:      14.5       19.6
Old  :     100.0:      17.6       21.9        0.4       67.5       58.1       85.5       80.4:      14.5       19.6
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  :       185:        29         50         20         71         79        112        137:
Old  :       185:        29         50         20         71         79        112        137:
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  :                 25.4       19.3       40.1       29.5       17.5       12.7       28.0       20.0
Old  :                 25.4       19.3       40.1       29.5       17.5       12.7       28.0       20.0
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, July 15, 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  :   217,674:    62,808      7,598     40,564     75,243    150,677    178,615    198,839:    39,059     18,835
Old  :    84,112:    31,172      4,780     10,166     28,662     59,958     70,000     74,904:    14,112      9,208
Other:   133,562:    45,150     16,332     16,884     46,581     90,719    108,615    123,935:    24,947      9,627
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2008                         :
     :    -2,491:      -158        467        670     -4,048     -5,504     -3,536     -4,367:     1,045      1,876
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9        3.5       18.6       34.6       69.2       82.1       91.3:      17.9        8.7
Old  :     100.0:      37.1        5.7       12.1       34.1       71.3       83.2       89.1:      16.8       10.9
Other:     100.0:      33.8       12.2       12.6       34.9       67.9       81.3       92.8:      18.7        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        77         17         62         64         59        171        130:
Old  :       158:        53         26         32         42         52        114         96:
Other:       175:        66         36         38         58         41        142         99:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.5       33.9       18.1       45.5        8.2       32.6       14.9       41.0
Old  :                 24.6       25.9       37.1       40.8       20.7       25.9       31.3       39.8
Other:                 11.6       40.7       20.3       53.4       11.0       39.0       18.9       49.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 15, 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  :    13,125:     2,632        863        445      7,408     10,672     10,485     11,980:     2,640      1,145
Old  :    13,114:     2,636        863        441      7,408     10,672     10,485     11,976:     2,629      1,138
Other:        11:         0          4          0          0          0          0          4:        11          7
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2008                         :
     :      -944:      -247        -50        -17       -355       -717       -619       -784:      -325       -160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        6.6        3.4       56.4       81.3       79.9       91.3:      20.1        8.7
Old  :     100.0:      20.1        6.6        3.4       56.5       81.4       80.0       91.3:      20.0        8.7
Other:     100.0:       0.0       36.4        0.0        0.0        0.0        0.0       36.4:     100.0       63.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        17          7          9         24         20         44         34:
Old  :        57:        17          7          9         24         20         44         34:
Other:         2:         0          2          0          0          0          0          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.6       66.2       43.6       74.7       20.0       47.3       32.7       55.0
Old  :                 28.6       66.2       43.6       74.8       20.0       47.3       32.8       55.0
Other:                  0.0       36.4        0.0       36.4        0.0       36.4        0.0       36.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, July 15, 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  :   896,831:   178,878    217,273      6,690    594,397    581,606    779,965    805,569:   116,866     91,262
Old  :   896,831:   178,878    217,273      6,690    594,397    581,606    779,965    805,569:   116,866     91,262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2008                         :
     :   -22,303:   -15,367       -983      2,142     -3,295    -25,915    -16,520    -24,756:    -5,783      2,453
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       24.2        0.7       66.3       64.9       87.0       89.8:      13.0       10.2
Old  :     100.0:      19.9       24.2        0.7       66.3       64.9       87.0       89.8:      13.0       10.2
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  :       210:        44         42         17         82         87        133        139:
Old  :       210:        44         42         17         82         87        133        139:
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  :                 22.2       38.1       33.7       52.2       21.3       34.1       31.1       45.7
Old  :                 22.2       38.1       33.7       52.2       21.3       34.1       31.1       45.7
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, July 15, 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  : 1,809,127:   279,045    322,622     29,157  1,182,491  1,102,190  1,490,693  1,453,969:   318,434    355,158
Old  : 1,809,127:   279,045    322,622     29,157  1,182,491  1,102,190  1,490,693  1,453,969:   318,434    355,158
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2008                         :
     :   -34,706:   -19,199     40,200     -1,808    -30,264    -44,266    -51,271     -5,874:    16,565    -28,832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       17.8        1.6       65.4       60.9       82.4       80.4:      17.6       19.6
Old  :     100.0:      15.4       17.8        1.6       65.4       60.9       82.4       80.4:      17.6       19.6
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  :       286:        53         67         33        105        115        176        197:
Old  :       286:        53         67         33        105        115        176        197:
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  :                 30.2       19.8       38.6       27.1       28.0       16.8       36.1       23.6
Old  :                 30.2       19.8       38.6       27.1       28.0       16.8       36.1       23.6
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, July 15, 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  : 1,589,048:   396,694    214,785      8,486    959,336  1,136,992  1,364,516  1,360,263:   224,532    228,785
Old  : 1,589,048:   396,694    214,785      8,486    959,336  1,136,992  1,364,516  1,360,263:   224,532    228,785
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2008                         :
     :   -41,974:   -77,465       -859     -1,055     32,571     -7,641    -45,949     -9,555:     3,975    -32,419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       13.5        0.5       60.4       71.6       85.9       85.6:      14.1       14.4
Old  :     100.0:      25.0       13.5        0.5       60.4       71.6       85.9       85.6:      14.1       14.4
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  :       197:        39         42         14         86         77        130        128:
Old  :       197:        39         42         14         86         77        130        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  :                 22.7       27.2       33.6       40.4       16.0       19.9       25.5       28.8
Old  :                 22.7       27.2       33.6       40.4       16.0       19.9       25.5       28.8
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, July 15, 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  :   632,279:   300,977     40,044     20,240    262,271    535,042    583,488    595,326:    48,791     36,953
Old  :   632,279:   300,977     40,044     20,240    262,271    535,042    583,488    595,326:    48,791     36,953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2008                         :
     :    -1,052:    -5,412      5,027     -1,045     12,153      3,199      5,696      7,181:    -6,748     -8,233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.6        6.3        3.2       41.5       84.6       92.3       94.2:       7.7        5.8
Old  :     100.0:      47.6        6.3        3.2       41.5       84.6       92.3       94.2:       7.7        5.8
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  :       118:        45         12         22         53         46        103         76:
Old  :       118:        45         12         22         53         46        103         76:
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  :                 30.6       50.7       41.2       66.5       28.7       49.0       37.9       63.2
Old  :                 30.6       50.7       41.2       66.5       28.7       49.0       37.9       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders - Futures Only, July 15, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    11,842:     4,385      1,079        766      1,161      7,075      6,312      8,920:     5,530      2,922
Old  :    11,842:     4,385      1,079        766      1,161      7,075      6,312      8,920:     5,530      2,922
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2008                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0        9.1        6.5        9.8       59.7       53.3       75.3:      46.7       24.7
Old  :     100.0:      37.0        9.1        6.5        9.8       59.7       53.3       75.3:      46.7       24.7
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  :        20:        11          2          4          2          6         13         12:
Old  :        20:        11          2          4          2          6         13         12:
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       58.8       46.1       71.2       31.2       58.8       41.5       68.8
Old  :                 35.3       58.8       46.1       71.2       31.2       58.8       41.5       68.8
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, July 15, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    32,163:    12,637     14,709      1,001     12,595      8,595     26,233     24,305:     5,930      7,858
Old  :    32,163:    12,637     14,709      1,001     12,595      8,595     26,233     24,305:     5,930      7,858
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2008                         :
     :     2,503:       417      1,069         19        738        342      1,174      1,430:     1,329      1,073
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3       45.7        3.1       39.2       26.7       81.6       75.6:      18.4       24.4
Old  :     100.0:      39.3       45.7        3.1       39.2       26.7       81.6       75.6:      18.4       24.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        16         14          5         13          8         34         22:
Old  :        46:        16         14          5         13          8         34         22:
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  :                 32.2       34.7       50.9       55.5       32.2       34.7       50.6       54.4
Old  :                 32.2       34.7       50.9       55.5       32.2       34.7       50.6       54.4
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, July 15, 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  :   113,947:    50,047     43,225      1,722     41,668     53,674     93,437     98,621:    20,510     15,326
Old  :   113,947:    50,047     43,225      1,722     41,668     53,674     93,437     98,621:    20,510     15,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2008                         :
     :    12,677:     4,934      3,934        426      6,868      7,231     12,228     11,591:       449      1,086
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.9       37.9        1.5       36.6       47.1       82.0       86.5:      18.0       13.5
Old  :     100.0:      43.9       37.9        1.5       36.6       47.1       82.0       86.5:      18.0       13.5
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  :       124:        40         46          7         25         20         68         70:
Old  :       124:        40         46          7         25         20         68         70:
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  :                 35.7       36.5       51.7       49.2       34.6       36.5       50.1       49.1
Old  :                 35.7       36.5       51.7       49.2       34.6       36.5       50.1       49.1
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, July 15, 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  :    56,459:    15,728      7,256        773     39,687     48,238     56,188     56,267:       271        192
Old  :    56,459:    15,728      7,256        773     39,687     48,238     56,188     56,267:       271        192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2008                         :
     :       436:       459       -262        -40         26        992        445        690:        -9       -254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       12.9        1.4       70.3       85.4       99.5       99.7:       0.5        0.3
Old  :     100.0:      27.9       12.9        1.4       70.3       85.4       99.5       99.7:       0.5        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        11         14          3         13         11         25         27:
Old  :        42:        11         14          3         13         11         25         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.4       79.7       86.2       92.3       47.5       45.3       54.0       53.3
Old  :                 72.4       79.7       86.2       92.3       47.5       45.3       54.0       53.3
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, July 15, 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  :    58,677:    17,331      1,795          0     41,325     56,622     58,656     58,417:        21        260
Old  :    58,677:    17,331      1,795          0     41,325     56,622     58,656     58,417:        21        260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2008                         :
     :    -1,421:     1,094       -745          0     -2,530       -714     -1,436     -1,459:        15         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5        3.1        0.0       70.4       96.5      100.0       99.6:       0.0        0.4
Old  :     100.0:      29.5        3.1        0.0       70.4       96.5      100.0       99.6:       0.0        0.4
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  :        34:         5         12          0         10         11         15         23:
Old  :        34:         5         12          0         10         11         15         23:
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  :                 89.8       96.0       97.2       97.5       89.7       95.8       97.1       97.3
Old  :                 89.8       96.0       97.2       97.5       89.7       95.8       97.1       97.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 18, 2008