WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, August 5, 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  :   340,475:    79,193     73,158     52,002    182,701    162,128    313,896    287,288:    26,579     53,187
Old  :   284,721:    65,746     72,368     38,277    157,095    130,712    261,118    241,357:    23,603     43,364
Other:    55,754:    25,328     12,671      1,844     25,606     31,416     52,778     45,931:     2,976      9,823
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :    11,447:     2,363     -1,605      7,079        934      3,457     10,376      8,931:     1,071      2,516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       21.5       15.3       53.7       47.6       92.2       84.4:       7.8       15.6
Old  :     100.0:      23.1       25.4       13.4       55.2       45.9       91.7       84.8:       8.3       15.2
Other:     100.0:      45.4       22.7        3.3       45.9       56.3       94.7       82.4:       5.3       17.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       346:        95        111        105         71        105        234        278:
Old  :       342:       101        109         83         66        100        217        259:
Other:       160:        22         53         14         28         76         62        132:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.2       17.4       39.5       25.2       24.6       16.8       37.4       22.9
Old  :                 28.1       17.8       41.3       25.6       27.4       17.5       39.3       23.9
Other:                 53.3       22.1       66.4       31.6       53.3       19.7       63.4       27.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 5, 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  : 1,220,735:   334,969    108,821    174,018    585,243    701,971  1,094,230    984,810:   126,505    235,925
Old  :   251,637:    71,305     98,283      1,932    154,764    113,933    228,001    214,148:    23,636     37,489
Other:   969,098:   339,227     86,101     96,523    430,479    588,038    866,229    770,662:   102,869    198,436
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :    -7,140:   -19,739     12,806    -10,943     11,595    -16,601    -19,087    -14,738:    11,947      7,598
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4        8.9       14.3       47.9       57.5       89.6       80.7:      10.4       19.3
Old  :     100.0:      28.3       39.1        0.8       61.5       45.3       90.6       85.1:       9.4       14.9
Other:     100.0:      35.0        8.9       10.0       44.4       60.7       89.4       79.5:      10.6       20.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       758:       166        148        169        208        353        470        613:
Old  :       570:        80        137         12        124        259        213        399:
Other:       723:       186        134        118        174        336        408        549:
     :----------------------------------------------------------------------------------------------------
     :             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       22.1       18.6       13.3       11.8       21.6       17.3
Old  :                 31.0       13.9       45.1       22.6       31.0       13.8       44.7       22.5
Other:                 12.0       14.9       21.5       21.4       11.7       13.6       20.8       19.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 5, 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  :    14,929:     2,584        663        572      9,700     12,150     12,856     13,385:     2,073      1,544
Old  :    14,686:     2,594        663        562      9,515     11,989     12,671     13,214:     2,015      1,472
Other:       243:         0         10          0        185        161        185        171:        58         72
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :      -667:      -282        169         87        -94     -1,102       -289       -846:      -378        179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        4.4        3.8       65.0       81.4       86.1       89.7:      13.9       10.3
Old  :     100.0:      17.7        4.5        3.8       64.8       81.6       86.3       90.0:      13.7       10.0
Other:     100.0:       0.0        4.1        0.0       76.1       66.3       76.1       70.4:      23.9       29.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        17          6          6         16         17         37         27:
Old  :        48:        18          6          6         16         17         37         27:
Other:         4:         0          1          0          2          1          2          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  :                 40.9       59.4       58.0       75.0       40.9       52.8       56.0       67.0
Old  :                 41.6       59.2       58.9       75.2       41.6       53.2       56.9       68.3
Other:                 76.1       70.4       76.1       70.4       76.1       70.4       76.1       70.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, August 5, 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  :   393,411:   124,220     38,749     50,012    176,751    228,821    350,983    317,582:    42,428     75,829
Old  :   357,297:   112,307     44,018     40,091    165,104    203,933    317,502    288,042:    39,795     69,255
Other:    36,114:    20,620      3,438      1,214     11,647     24,888     33,481     29,540:     2,633      6,574
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :    -5,081:       694      1,922     -2,158      1,456     -6,137         -8     -6,373:    -5,073      1,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        9.8       12.7       44.9       58.2       89.2       80.7:      10.8       19.3
Old  :     100.0:      31.4       12.3       11.2       46.2       57.1       88.9       80.6:      11.1       19.4
Other:     100.0:      57.1        9.5        3.4       32.3       68.9       92.7       81.8:       7.3       18.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       484:       142        115        109         91        191        295        377:
Old  :       482:       141        120         95         88        190        280        372:
Other:       247:        47         50         12         29        125         85        182:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.9       18.7       27.1       27.1       16.3       17.7       26.1       23.6
Old  :                 17.2       18.8       28.2       26.3       16.5       17.9       27.2       23.9
Other:                 37.0       40.6       52.8       51.8       37.0       40.6       52.5       51.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, August 5, 2008                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    22,509:    18,450      3,867      1,207          2      3,273     19,659      8,347:     2,850     14,162
Old  :    19,979:    16,272      3,981      1,053          2      2,626     17,327      7,660:     2,652     12,319
Other:     2,530:     2,332         40          0          0        647      2,332        687:       198      1,843
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :       584:       286        618         44          0        132        330        794:       254       -210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.0       17.2        5.4        0.0       14.5       87.3       37.1:      12.7       62.9
Old  :     100.0:      81.4       19.9        5.3        0.0       13.1       86.7       38.3:      13.3       61.7
Other:     100.0:      92.2        1.6        0.0        0.0       25.6       92.2       27.2:       7.8       72.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        13         11          9          1         10         16         28:
Old  :        34:        12         12          8          1         10         15         28:
Other:        23:        10          4          0          0          9         10         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 63.7       14.3       80.4       22.0       63.6       12.4       77.8       18.8
Old  :                 63.5       15.3       80.7       22.7       63.3       12.8       77.6       19.5
Other:                 69.2       21.5       91.0       25.2       69.2       21.5       91.0       25.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 5, 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  :   246,098:    35,253     17,612     46,746    139,676    159,933    221,675    224,291:    24,423     21,807
Old  :    43,546:    15,696      6,425        535     21,791     32,007     38,022     38,967:     5,524      4,579
Other:   202,552:    35,674     27,304     30,094    117,885    127,926    183,653    185,324:    18,899     17,228
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :    -5,601:    -3,394     -4,980     -7,905      6,053      3,509     -5,246     -9,376:      -355      3,775
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3        7.2       19.0       56.8       65.0       90.1       91.1:       9.9        8.9
Old  :     100.0:      36.0       14.8        1.2       50.0       73.5       87.3       89.5:      12.7       10.5
Other:     100.0:      17.6       13.5       14.9       58.2       63.2       90.7       91.5:       9.3        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        50         31         52         64         58        146        129:
Old  :       115:        35         10          4         37         41         73         55:
Other:       184:        47         47         39         59         54        131        121:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       32.5       29.5       45.8       16.7       29.0       25.4       38.6
Old  :                 29.2       36.0       41.7       50.4       27.3       36.0       39.8       49.1
Other:                 23.4       35.8       34.2       49.2       19.6       31.2       28.5       40.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 5, 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  :   857,390:   138,518    188,843      3,519    599,524    500,804    741,561    693,166:   115,829    164,224
Old  :   857,390:   138,518    188,843      3,519    599,524    500,804    741,561    693,166:   115,829    164,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :     8,729:    18,194         96        976    -15,772      6,150      3,398      7,222:     5,331      1,507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       22.0        0.4       69.9       58.4       86.5       80.8:      13.5       19.2
Old  :     100.0:      16.2       22.0        0.4       69.9       58.4       86.5       80.8:      13.5       19.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        27         52         17         62         82         96        144:
Old  :       182:        27         52         17         62         82         96        144:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       17.5       41.6       26.8       19.3       11.9       29.4       18.5
Old  :                 27.2       17.5       41.6       26.8       19.3       11.9       29.4       18.5
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, August 5, 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  :   185,266:    47,738      5,875     26,384     79,690    135,926    153,812    168,185:    31,454     17,081
Old  :    41,479:    15,600      1,260        953     16,885     33,128     33,438     35,341:     8,041      6,138
Other:   143,787:    41,894     14,371     15,675     62,805    102,798    120,374    132,844:    23,413     10,943
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :     2,273:      -128       -338     -1,792      5,224      5,297      3,304      3,167:    -1,031       -894
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        3.2       14.2       43.0       73.4       83.0       90.8:      17.0        9.2
Old  :     100.0:      37.6        3.0        2.3       40.7       79.9       80.6       85.2:      19.4       14.8
Other:     100.0:      29.1       10.0       10.9       43.7       71.5       83.7       92.4:      16.3        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        64         16         48         70         68        160        121:
Old  :       132:        44         13          8         41         57         87         76:
Other:       166:        53         29         33         62         47        133         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  :                 12.0       39.9       20.0       52.3       12.0       36.6       19.7       45.6
Old  :                 20.2       29.5       33.3       48.5       20.2       27.2       32.5       44.7
Other:                 14.4       44.9       23.5       59.6       14.4       42.4       23.5       53.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 5, 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  :    12,846:     2,216      1,113        574      8,065      9,727     10,855     11,414:     1,991      1,432
Old  :    12,833:     2,221      1,113        569      8,065      9,727     10,855     11,409:     1,978      1,424
Other:        13:         0          5          0          0          0          0          5:        13          8
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :      -118:      -187        -60        229         50       -415         92       -246:      -210        128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        8.7        4.5       62.8       75.7       84.5       88.9:      15.5       11.1
Old  :     100.0:      17.3        8.7        4.4       62.8       75.8       84.6       88.9:      15.4       11.1
Other:     100.0:       0.0       38.5        0.0        0.0        0.0        0.0       38.5:     100.0       61.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        14          8          6         21         20         38         33:
Old  :        57:        14          8          6         21         20         38         33:
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  :                 32.5       60.6       50.4       70.4       23.3       38.2       36.4       46.4
Old  :                 32.5       60.6       50.5       70.4       23.3       38.2       36.5       46.4
Other:                  0.0       38.5        0.0       38.5        0.0       38.5        0.0       38.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, August 5, 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  :   891,937:   137,381    206,595      7,381    634,909    588,404    779,671    802,380:   112,266     89,557
Old  :   891,937:   137,381    206,595      7,381    634,909    588,404    779,671    802,380:   112,266     89,557
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :    13,868:   -10,366        782        698     22,252     10,927     12,584     12,407:     1,284      1,461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       23.2        0.8       71.2       66.0       87.4       90.0:      12.6       10.0
Old  :     100.0:      15.4       23.2        0.8       71.2       66.0       87.4       90.0:      12.6       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  :       214:        38         47         23         84         97        135        154:
Old  :       214:        38         47         23         84         97        135        154:
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       30.3       38.0       44.9       24.6       26.6       32.7       38.5
Old  :                 27.7       30.3       38.0       44.9       24.6       26.6       32.7       38.5
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, August 5, 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  : 1,817,373:   240,683    325,119     49,734  1,235,200  1,102,542  1,525,617  1,477,395:   291,756    339,978
Old  : 1,817,373:   240,683    325,119     49,734  1,235,200  1,102,542  1,525,617  1,477,395:   291,756    339,978
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :    50,928:     9,675    -33,841     11,085     10,137     95,786     30,897     73,030:    20,031    -22,102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       17.9        2.7       68.0       60.7       83.9       81.3:      16.1       18.7
Old  :     100.0:      13.2       17.9        2.7       68.0       60.7       83.9       81.3:      16.1       18.7
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  :       270:        46         66         36        108        115        175        196:
Old  :       270:        46         66         36        108        115        175        196:
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  :                 31.0       21.2       41.0       28.6       25.9       15.8       33.3       21.8
Old  :                 31.0       21.2       41.0       28.6       25.9       15.8       33.3       21.8
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, August 5, 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  : 1,564,440:   385,800    192,032     36,411    922,171  1,110,482  1,344,382  1,338,925:   220,058    225,515
Old  : 1,564,440:   385,800    192,032     36,411    922,171  1,110,482  1,344,382  1,338,925:   220,058    225,515
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :    49,223:    43,375    -13,174      1,085      1,863     52,446     46,323     40,357:     2,900      8,866
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       12.3        2.3       58.9       71.0       85.9       85.6:      14.1       14.4
Old  :     100.0:      24.7       12.3        2.3       58.9       71.0       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:        41         36         21         87         87        136        136:
Old  :       197:        41         36         21         87         87        136        136:
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  :                 25.5       28.6       35.9       40.5       17.3       19.7       24.6       27.0
Old  :                 25.5       28.6       35.9       40.5       17.3       19.7       24.6       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, August 5, 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  :   568,417:   261,482     32,843     20,391    246,329    485,489    528,202    538,723:    40,215     29,694
Old  :   568,417:   261,482     32,843     20,391    246,329    485,489    528,202    538,723:    40,215     29,694
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :   -73,724:   -38,062     -4,176     -2,007    -23,894    -63,533    -63,963    -69,716:    -9,761     -4,008
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.0        5.8        3.6       43.3       85.4       92.9       94.8:       7.1        5.2
Old  :     100.0:      46.0        5.8        3.6       43.3       85.4       92.9       94.8:       7.1        5.2
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  :       114:        44         12         26         51         47        101         81:
Old  :       114:        44         12         26         51         47        101         81:
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  :                 30.4       50.4       40.6       68.2       28.9       47.7       36.1       63.6
Old  :                 30.4       50.4       40.6       68.2       28.9       47.7       36.1       63.6
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, August 5, 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  :    32,488:    15,682     14,111      1,025     11,845      8,294     28,552     23,430:     3,936      9,058
Old  :    32,488:    15,682     14,111      1,025     11,845      8,294     28,552     23,430:     3,936      9,058
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :       557:       721       -148         15         40         65        776        -68:      -219        625
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.3       43.4        3.2       36.5       25.5       87.9       72.1:      12.1       27.9
Old  :     100.0:      48.3       43.4        3.2       36.5       25.5       87.9       72.1:      12.1       27.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        20         16          7         11          7         36         25:
Old  :        50:        20         16          7         11          7         36         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  :                 35.4       35.6       53.9       53.7       35.4       35.6       53.6       49.5
Old  :                 35.4       35.6       53.9       53.7       35.4       35.6       53.6       49.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, August 5, 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  :   113,776:    53,108     39,132      2,840     39,368     57,277     95,316     99,249:    18,460     14,527
Old  :   113,776:    53,108     39,132      2,840     39,368     57,277     95,316     99,249:    18,460     14,527
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :     1,637:     2,420       -563        270      1,060      1,148      3,750        855:    -2,113        782
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.7       34.4        2.5       34.6       50.3       83.8       87.2:      16.2       12.8
Old  :     100.0:      46.7       34.4        2.5       34.6       50.3       83.8       87.2:      16.2       12.8
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  :       136:        50         43         15         23         25         79         77:
Old  :       136:        50         43         15         23         25         79         77:
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  :                 26.8       35.3       42.6       53.6       25.8       35.3       41.6       53.4
Old  :                 26.8       35.3       42.6       53.6       25.8       35.3       41.6       53.4
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, August 5, 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  :    55,848:    14,965      9,479      1,020     39,797     45,149     55,782     55,648:        66        200
Old  :    55,848:    14,965      9,479      1,020     39,797     45,149     55,782     55,648:        66        200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :    -3,313:      -206      1,334        477     -3,424     -5,133     -3,153     -3,322:      -160          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       17.0        1.8       71.3       80.8       99.9       99.6:       0.1        0.4
Old  :     100.0:      26.8       17.0        1.8       71.3       80.8       99.9       99.6:       0.1        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  :        45:        11         14          3         16         12         28         28:
Old  :        45:        11         14          3         16         12         28         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.0       75.7       85.6       92.0       49.1       40.1       54.6       54.6
Old  :                 72.0       75.7       85.6       92.0       49.1       40.1       54.6       54.6
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, August 5, 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  :    57,997:    18,343      1,825          0     39,647     55,974     57,990     57,799:         7        198
Old  :    57,997:    18,343      1,825          0     39,647     55,974     57,990     57,799:         7        198
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :    -1,491:     1,078        668          0     -2,576     -2,116     -1,498     -1,448:         7        -43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        3.1        0.0       68.4       96.5      100.0       99.7:       0.0        0.3
Old  :     100.0:      31.6        3.1        0.0       68.4       96.5      100.0       99.7:       0.0        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         7         10          0         10         11         17         21:
Old  :        35:         7         10          0         10         11         17         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.3       96.1       97.0       97.6       86.8       96.0       96.5       97.4
Old  :                 87.3       96.1       97.0       97.6       86.8       96.0       96.5       97.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 8, 2008