WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, July 22, 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  :   331,426:    80,439     77,439     42,781    185,122    163,997    308,342    284,217:    23,084     47,209
Old  :   276,282:    65,870     77,316     29,710    160,293    130,684    255,873    237,710:    20,409     38,572
Other:    55,144:    25,873     11,427      1,767     24,829     33,313     52,469     46,507:     2,675      8,637
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :      -290:     3,641     -4,704        692     -3,311      3,198      1,022       -814:    -1,312        524
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       23.4       12.9       55.9       49.5       93.0       85.8:       7.0       14.2
Old  :     100.0:      23.8       28.0       10.8       58.0       47.3       92.6       86.0:       7.4       14.0
Other:     100.0:      46.9       20.7        3.2       45.0       60.4       95.1       84.3:       4.9       15.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       339:        97        107         92         68        107        227        262:
Old  :       334:       104        101         71         64        101        213        240:
Other:       161:        24         49         15         28         76         63        130:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.5       17.2       42.0       26.0       25.8       17.0       40.5       24.4
Old  :                 30.1       17.9       45.1       25.7       29.5       17.8       42.9       25.4
Other:                 55.7       24.5       67.2       33.9       55.2       21.7       65.6       29.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 22, 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  : 1,296,404:   362,658    116,590    196,428    616,291    754,912  1,175,377  1,067,930:   121,027    228,474
Old  :   335,572:    91,542    100,583      8,859    211,223    185,227    311,624    294,669:    23,948     40,903
Other:   960,832:   351,513     96,404    107,172    405,068    569,685    863,753    773,261:    97,079    187,571
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :    -3,818:   -31,703      1,465     13,972     12,414    -19,603     -5,317     -4,166:     1,499        348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        9.0       15.2       47.5       58.2       90.7       82.4:       9.3       17.6
Old  :     100.0:      27.3       30.0        2.6       62.9       55.2       92.9       87.8:       7.1       12.2
Other:     100.0:      36.6       10.0       11.2       42.2       59.3       89.9       80.5:      10.1       19.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       785:       195        145        184        192        355        484        620:
Old  :       593:        88        138         15        112        276        210        420:
Other:       744:       209        129        126        165        335        423        551:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.5       12.9       22.4       18.9       13.4       11.6       21.7       17.0
Old  :                 31.1       14.4       45.4       21.5       31.1       14.4       45.4       21.1
Other:                 12.0       13.9       21.4       20.8       11.8       12.2       20.5       17.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 22, 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  :    16,188:     3,217        454        387      9,700     14,098     13,304     14,939:     2,884      1,249
Old  :    16,053:     3,217        454        387      9,565     13,987     13,169     14,828:     2,884      1,225
Other:       135:         0          0          0        135        111        135        111:         0         24
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :      -443:      -730        -19        -67        511       -592       -286       -678:      -157        235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        2.8        2.4       59.9       87.1       82.2       92.3:      17.8        7.7
Old  :     100.0:      20.0        2.8        2.4       59.6       87.1       82.0       92.4:      18.0        7.6
Other:     100.0:       0.0        0.0        0.0      100.0       82.2      100.0       82.2:       0.0       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        21          4          7         16         16         39         25:
Old  :        48:        21          4          7         16         16         39         25:
Other:         2:         0          0          0          1          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 41.7       62.8       57.0       79.9       41.7       56.7       55.9       72.8
Old  :                 42.0       62.6       57.4       79.9       42.0       57.3       56.4       73.5
Other:                100.0       82.2      100.0       82.2      100.0       82.2      100.0       82.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, July 22, 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  :   431,191:   141,798     37,636     59,544    184,026    258,411    385,368    355,591:    45,823     75,600
Old  :    46,473:    22,400      6,422        470     17,287     33,115     40,157     40,007:     6,316      6,466
Other:   384,718:   130,028     41,844     48,444    166,739    225,296    345,211    315,584:    39,507     69,134
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :   -28,133:   -11,396        277      2,163     -7,995    -23,724    -17,228    -21,284:   -10,905     -6,849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9        8.7       13.8       42.7       59.9       89.4       82.5:      10.6       17.5
Old  :     100.0:      48.2       13.8        1.0       37.2       71.3       86.4       86.1:      13.6       13.9
Other:     100.0:      33.8       10.9       12.6       43.3       58.6       89.7       82.0:      10.3       18.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       499:       156        112        125        106        191        333        382:
Old  :       266:        81         45          3         53        102        135        149:
Other:       489:       146        123         99         88        187        291        367:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.5       21.1       26.3       28.6       14.7       20.8       24.2       26.6
Old  :                 35.4       31.3       45.7       41.4       34.4       31.3       44.7       41.1
Other:                 16.3       20.5       27.6       28.2       16.1       20.1       26.2       25.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, July 22, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    21,921:    18,259      3,252        868          2      3,171     19,129      7,291:     2,792     14,630
Old  :       699:       515         60          0          0        102        515        162:       184        537
Other:    21,222:    17,751      3,199        861          2      3,069     18,614      7,129:     2,608     14,093
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :       484:       367         50        207          0         44        574        301:       -90        183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.3       14.8        4.0        0.0       14.5       87.3       33.3:      12.7       66.7
Old  :     100.0:      73.7        8.6        0.0        0.0       14.6       73.7       23.2:      26.3       76.8
Other:     100.0:      83.6       15.1        4.1        0.0       14.5       87.7       33.6:      12.3       66.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:        12          8          4          1          9         13         21:
Old  :        17:         7          3          0          0          7          7         10:
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  :                 65.9       15.1       82.7       21.7       65.9       13.1       79.1       19.3
Old  :                 61.7       20.9       73.7       22.9       61.7       20.9       73.7       22.9
Other:                 66.3       15.3       83.0       21.8       66.3       13.3       79.2       19.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 22, 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  :   260,321:    43,897     21,571     53,268    137,827    167,439    234,992    242,278:    25,329     18,043
Old  :    73,416:    28,130     10,059      5,191     31,934     51,781     65,255     67,031:     8,161      6,385
Other:   186,905:    33,433     29,178     30,411    105,893    115,658    169,737    175,247:    17,168     11,658
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :    -1,717:      -995      3,684       -309      1,515     -8,400        211     -5,025:    -1,928      3,308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        8.3       20.5       52.9       64.3       90.3       93.1:       9.7        6.9
Old  :     100.0:      38.3       13.7        7.1       43.5       70.5       88.9       91.3:      11.1        8.7
Other:     100.0:      17.9       15.6       16.3       56.7       61.9       90.8       93.8:       9.2        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        48         28         57         68         56        156        125:
Old  :       131:        39         16         21         49         44         98         78:
Other:       163:        46         39         35         60         47        128        102:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.3       31.0       27.0       46.3       15.6       27.5       24.0       39.0
Old  :                 24.1       30.4       38.1       45.1       20.5       29.9       32.3       42.3
Other:                 23.8       37.1       35.2       53.5       21.2       32.9       29.6       44.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 22, 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  :   883,247:   150,372    193,598      3,428    608,543    506,411    762,343    703,437:   120,904    179,810
Old  :   883,247:   150,372    193,598      3,428    608,543    506,411    762,343    703,437:   120,904    179,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :   -35,849:   -11,550     -7,829       -124    -11,486    -27,311    -23,160    -35,264:   -12,689       -585
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       21.9        0.4       68.9       57.3       86.3       79.6:      13.7       20.4
Old  :     100.0:      17.0       21.9        0.4       68.9       57.3       86.3       79.6:      13.7       20.4
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  :       186:        29         53         17         66         80        104        141:
Old  :       186:        29         53         17         66         80        104        141:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       19.0       41.8       28.3       18.4       11.8       29.1       18.7
Old  :                 26.7       19.0       41.8       28.3       18.4       11.8       29.1       18.7
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 22, 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  :   202,095:    54,462     11,799     35,228     76,872    135,822    166,562    182,849:    35,533     19,246
Old  :    68,997:    23,730      5,244      7,301     25,037     46,691     56,068     59,236:    12,929      9,761
Other:   133,098:    42,582     18,405     16,077     51,835     89,131    110,494    123,613:    22,604      9,485
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :   -15,579:    -8,346      4,201     -5,336      1,629    -14,855    -12,053    -15,990:    -3,526        411
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9        5.8       17.4       38.0       67.2       82.4       90.5:      17.6        9.5
Old  :     100.0:      34.4        7.6       10.6       36.3       67.7       81.3       85.9:      18.7       14.1
Other:     100.0:      32.0       13.8       12.1       38.9       67.0       83.0       92.9:      17.0        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        69         24         61         64         57        167        124:
Old  :       149:        50         21         28         46         49        111         89:
Other:       167:        57         34         34         55         42        132         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  :                 10.4       35.6       18.4       49.0        9.2       34.2       16.3       41.8
Old  :                 21.3       24.3       32.5       40.4       17.7       24.3       28.4       38.1
Other:                 12.3       41.9       21.9       56.4       12.3       40.0       21.2       50.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 22, 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  :    13,010:     2,527        895        377      7,799     10,474     10,703     11,746:     2,307      1,264
Old  :    12,999:     2,530        895        374      7,799     10,474     10,703     11,743:     2,296      1,256
Other:        11:         0          3          0          0          0          0          3:        11          8
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :      -115:      -105         32        -68        391       -198        218       -234:      -333        119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4        6.9        2.9       59.9       80.5       82.3       90.3:      17.7        9.7
Old  :     100.0:      19.5        6.9        2.9       60.0       80.6       82.3       90.3:      17.7        9.7
Other:     100.0:       0.0       27.3        0.0        0.0        0.0        0.0       27.3:     100.0       72.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        16          6          7         23         20         41         32:
Old  :        55:        16          6          7         23         20         41         32:
Other:         1:         0          1          0          0          0          0          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.2       66.1       46.1       74.6       20.5       44.2       33.3       51.7
Old  :                 31.2       66.2       46.2       74.6       20.5       44.2       33.3       51.7
Other:                  0.0       27.3        0.0       27.3        0.0       27.3        0.0       27.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, July 22, 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  :   865,506:   154,779    202,130      6,107    597,609    570,992    758,495    779,229:   107,011     86,277
Old  :   865,506:   154,779    202,130      6,107    597,609    570,992    758,495    779,229:   107,011     86,277
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :   -31,325:   -24,099    -15,143       -583      3,212    -10,614    -21,470    -26,340:    -9,855     -4,985
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       23.4        0.7       69.0       66.0       87.6       90.0:      12.4       10.0
Old  :     100.0:      17.9       23.4        0.7       69.0       66.0       87.6       90.0:      12.4       10.0
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  :       207:        36         41         16         82         99        126        148:
Old  :       207:        36         41         16         82         99        126        148:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       32.3       34.9       48.7       22.9       28.9       31.8       40.7
Old  :                 23.7       32.3       34.9       48.7       22.9       28.9       31.8       40.7
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 22, 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  : 1,779,735:   263,760    372,776     36,709  1,169,364  1,001,143  1,469,833  1,410,628:   309,902    369,107
Old  : 1,779,735:   263,760    372,776     36,709  1,169,364  1,001,143  1,469,833  1,410,628:   309,902    369,107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :   -29,392:   -15,285     50,154      7,552    -13,127   -101,047    -20,860    -43,341:    -8,532     13,949
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       20.9        2.1       65.7       56.3       82.6       79.3:      17.4       20.7
Old  :     100.0:      14.8       20.9        2.1       65.7       56.3       82.6       79.3:      17.4       20.7
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  :       277:        49         70         37        109        111        176        200:
Old  :       277:        49         70         37        109        111        176        200:
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  :                 29.7       20.4       38.2       27.9       27.4       17.8       35.5       24.5
Old  :                 29.7       20.4       38.2       27.9       27.4       17.8       35.5       24.5
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, July 22, 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  : 1,577,141:   358,527    230,668     30,709    973,408  1,076,659  1,362,644  1,338,036:   214,497    239,105
Old  : 1,577,141:   358,527    230,668     30,709    973,408  1,076,659  1,362,644  1,338,036:   214,497    239,105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :   -11,907:   -38,167     15,883     22,223     14,072    -60,333     -1,872    -22,227:   -10,035     10,320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       14.6        1.9       61.7       68.3       86.4       84.8:      13.6       15.2
Old  :     100.0:      22.7       14.6        1.9       61.7       68.3       86.4       84.8:      13.6       15.2
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  :       196:        32         46         14         86         78        125        131:
Old  :       196:        32         46         14         86         78        125        131:
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  :                 24.2       27.8       35.7       39.9       17.6       19.5       27.7       27.0
Old  :                 24.2       27.8       35.7       39.9       17.6       19.5       27.7       27.0
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 22, 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  :   637,046:   296,870     38,191     20,784    273,654    545,966    591,308    604,941:    45,738     32,105
Old  :   637,046:   296,870     38,191     20,784    273,654    545,966    591,308    604,941:    45,738     32,105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :     4,767:    -4,107     -1,853        544     11,383     10,924      7,820      9,615:    -3,053     -4,848
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.6        6.0        3.3       43.0       85.7       92.8       95.0:       7.2        5.0
Old  :     100.0:      46.6        6.0        3.3       43.0       85.7       92.8       95.0:       7.2        5.0
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  :       122:        46         13         22         52         49        103         80:
Old  :       122:        46         13         22         52         49        103         80:
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  :                 29.5       50.6       40.3       67.3       27.6       48.9       36.6       63.7
Old  :                 29.5       50.6       40.3       67.3       27.6       48.9       36.6       63.7
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 22, 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  :    11,538:     3,630      2,011      1,035      1,549      5,987      6,214      9,033:     5,324      2,505
Old  :    11,538:     3,630      2,011      1,035      1,549      5,987      6,214      9,033:     5,324      2,505
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :      -304:      -755        932        269        388     -1,088        -98        113:      -206       -417
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       17.4        9.0       13.4       51.9       53.9       78.3:      46.1       21.7
Old  :     100.0:      31.5       17.4        9.0       13.4       51.9       53.9       78.3:      46.1       21.7
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  :        21:         9          6          5          3          5         15         13:
Old  :        21:         9          6          5          3          5         15         13:
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  :                 27.0       55.9       42.6       70.9       25.2       55.9       38.3       67.0
Old  :                 27.0       55.9       42.6       70.9       25.2       55.9       38.3       67.0
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, July 22, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    31,819:    14,389     14,387      1,042     11,825      8,049     27,256     23,478:     4,563      8,341
Old  :    31,819:    14,389     14,387      1,042     11,825      8,049     27,256     23,478:     4,563      8,341
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :      -344:     1,752       -322         41       -770       -546      1,023       -827:    -1,367        483
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.2       45.2        3.3       37.2       25.3       85.7       73.8:      14.3       26.2
Old  :     100.0:      45.2       45.2        3.3       37.2       25.3       85.7       73.8:      14.3       26.2
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  :        50:        19         17          6         11          7         36         24:
Old  :        50:        19         17          6         11          7         36         24:
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  :                 34.8       35.8       53.7       54.3       34.8       35.8       53.4       50.3
Old  :                 34.8       35.8       53.7       54.3       34.8       35.8       53.4       50.3
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 22, 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  :   111,827:    48,329     40,359      2,531     40,983     52,046     91,843     94,936:    19,984     16,891
Old  :   111,827:    48,329     40,359      2,531     40,983     52,046     91,843     94,936:    19,984     16,891
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :    -2,120:    -1,718     -2,866        809       -685     -1,628     -1,594     -3,685:      -526      1,565
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.2       36.1        2.3       36.6       46.5       82.1       84.9:      17.9       15.1
Old  :     100.0:      43.2       36.1        2.3       36.6       46.5       82.1       84.9:      17.9       15.1
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  :       128:        38         48         11         25         22         68         76:
Old  :       128:        38         48         11         25         22         68         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  :                 27.7       34.7       45.8       49.4       27.0       34.7       44.8       48.8
Old  :                 27.7       34.7       45.8       49.4       27.0       34.7       44.8       48.8
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 22, 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  :    57,918:    15,484      7,585        646     41,569     49,499     57,699     57,730:       219        188
Old  :    57,918:    15,484      7,585        646     41,569     49,499     57,699     57,730:       219        188
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :     1,459:      -244        329       -127      1,882      1,261      1,511      1,463:       -52         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       13.1        1.1       71.8       85.5       99.6       99.7:       0.4        0.3
Old  :     100.0:      26.7       13.1        1.1       71.8       85.5       99.6       99.7:       0.4        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  :        41:        10         14          2         14         10         25         25:
Old  :        41:        10         14          2         14         10         25         25:
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  :                 73.0       81.5       86.9       94.0       45.8       41.9       52.8       53.0
Old  :                 73.0       81.5       86.9       94.0       45.8       41.9       52.8       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                                  Code-247602
Commitments of Traders - Futures Only, July 22, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    60,715:    18,742        560         68     41,889     59,839     60,699     60,467:        16        248
Old  :    60,715:    18,742        560         68     41,889     59,839     60,699     60,467:        16        248
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :     2,038:     1,411     -1,235         68        564      3,217      2,043      2,050:        -5        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9        0.9        0.1       69.0       98.6      100.0       99.6:       0.0        0.4
Old  :     100.0:      30.9        0.9        0.1       69.0       98.6      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  :        32:         7          8          1         10         11         17         20:
Old  :        32:         7          8          1         10         11         17         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.8       96.9       96.0       98.1       87.7       96.7       95.8       97.9
Old  :                 87.8       96.9       96.0       98.1       87.7       96.7       95.8       97.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 25, 2008