WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, August 12, 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  :   335,655:    77,049     71,476     55,712    176,202    156,159    308,963    283,347:    26,692     52,308
Old  :   279,268:    64,422     72,544     40,459    150,734    123,942    255,615    236,945:    23,653     42,323
Other:    56,387:    26,192     12,497      1,688     25,468     32,217     53,348     46,402:     3,039      9,985
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :    -4,820:    -2,144     -1,682      3,710     -6,499     -5,969     -4,933     -3,941:       113       -879
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       21.3       16.6       52.5       46.5       92.0       84.4:       8.0       15.6
Old  :     100.0:      23.1       26.0       14.5       54.0       44.4       91.5       84.8:       8.5       15.2
Other:     100.0:      46.5       22.2        3.0       45.2       57.1       94.6       82.3:       5.4       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       342:        87        110        124         65         98        238        284:
Old  :       340:        93        112        101         62         92        223        265:
Other:       157:        28         52         14         26         69         63        126:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.0       17.8       39.1       24.6       24.7       17.6       37.6       23.2
Old  :                 28.0       17.9       40.7       24.8       28.0       17.5       39.6       23.3
Other:                 53.3       24.2       66.5       33.2       52.4       22.3       61.6       29.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 12, 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  : 1,196,785:   313,473    119,559    172,562    582,795    679,052  1,068,830    971,173:   127,955    225,612
Old  :   175,085:    66,074     60,036        974     83,674     86,564    150,722    147,574:    24,363     27,511
Other: 1,021,700:   307,412    119,536    111,575    499,121    592,488    918,108    823,599:   103,592    198,101
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :   -23,950:   -21,496     10,738     -1,456     -2,448    -22,919    -25,400    -13,637:     1,450    -10,313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       10.0       14.4       48.7       56.7       89.3       81.1:      10.7       18.9
Old  :     100.0:      37.7       34.3        0.6       47.8       49.4       86.1       84.3:      13.9       15.7
Other:     100.0:      30.1       11.7       10.9       48.9       58.0       89.9       80.6:      10.1       19.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       769:       170        148        191        219        346        497        628:
Old  :       563:       102        121          7        129        241        237        363:
Other:       743:       172        167        124        179        331        415        571:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.3       13.1       21.8       18.9       13.1       12.0       21.2       17.6
Old  :                 21.0       14.5       30.9       21.9       21.0       14.5       30.8       21.7
Other:                 13.2       14.4       23.0       20.5       13.0       13.2       22.2       18.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 12, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    15,692:     2,659      1,068        598      9,301     11,383     12,558     13,049:     3,134      2,643
Old  :    15,270:     2,670      1,068        587      8,939     11,082     12,196     12,737:     3,074      2,533
Other:       422:         0         11          0        362        301        362        312:        60        110
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :       763:        75        405         26       -399       -767       -298       -336:     1,061      1,099
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        6.8        3.8       59.3       72.5       80.0       83.2:      20.0       16.8
Old  :     100.0:      17.5        7.0        3.8       58.5       72.6       79.9       83.4:      20.1       16.6
Other:     100.0:       0.0        2.6        0.0       85.8       71.3       85.8       73.9:      14.2       26.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        16          7          7         17         17         38         29:
Old  :        49:        17          7          7         17         17         38         29:
Other:         6:         0          1          0          4          3          4          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.1       52.7       51.2       67.4       34.1       46.5       48.7       58.6
Old  :                 34.1       52.4       51.6       67.5       34.1       46.9       49.1       59.9
Other:                 85.8       73.9       85.8       73.9       72.7       60.9       72.7       60.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, August 12, 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  :   392,492:   119,663     42,730     54,870    176,609    220,444    351,142    318,044:    41,350     74,448
Old  :   355,270:   106,468     46,853     46,386    164,056    194,789    316,910    288,028:    38,360     67,242
Other:    37,222:    20,427      3,109      1,252     12,553     25,655     34,232     30,016:     2,990      7,206
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :      -919:    -4,557      3,981      4,858       -142     -8,377        159        462:    -1,078     -1,381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       10.9       14.0       45.0       56.2       89.5       81.0:      10.5       19.0
Old  :     100.0:      30.0       13.2       13.1       46.2       54.8       89.2       81.1:      10.8       18.9
Other:     100.0:      54.9        8.4        3.4       33.7       68.9       92.0       80.6:       8.0       19.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       471:       135        113        110         88        187        285        372:
Old  :       469:       129        122         99         85        185        272        367:
Other:       240:        46         47         13         28        122         81        179:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       18.3       27.6       26.5       16.2       16.8       25.4       22.6
Old  :                 18.1       18.4       28.7       25.7       17.0       17.0       27.5       22.9
Other:                 37.8       41.4       53.1       52.1       37.8       41.4       52.8       51.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, August 12, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    22,028:    17,840      3,990      1,234          2      3,306     19,076      8,530:     2,952     13,498
Old  :    19,478:    15,859      4,124      1,060          2      2,660     16,921      7,844:     2,557     11,634
Other:     2,550:     2,155         40          0          0        646      2,155        686:       395      1,864
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :      -481:      -610        123         27          0         33       -583        183:       102       -664
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.0       18.1        5.6        0.0       15.0       86.6       38.7:      13.4       61.3
Old  :     100.0:      81.4       21.2        5.4        0.0       13.7       86.9       40.3:      13.1       59.7
Other:     100.0:      84.5        1.6        0.0        0.0       25.3       84.5       26.9:      15.5       73.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        11         11         10          1         10         15         28:
Old  :        32:        11         11          8          1         10         13         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  :                 64.1       16.0       82.8       23.7       63.9       13.7       78.6       20.2
Old  :                 63.9       17.3       83.5       24.4       63.7       14.5       78.7       21.1
Other:                 68.1       21.5       83.3       25.0       68.1       21.5       83.3       25.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 12, 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  :   256,460:    30,747     18,327     52,702    150,464    165,809    233,913    236,838:    22,547     19,622
Old  :    36,370:    12,989      3,911         41     19,533     28,942     32,563     32,894:     3,807      3,476
Other:   220,090:    26,569     23,227     43,850    130,931    136,867    201,350    203,944:    18,740     16,146
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :    10,362:    -4,506        715      5,956     10,788      5,876     12,238     12,547:    -1,876     -2,185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0        7.1       20.5       58.7       64.7       91.2       92.3:       8.8        7.7
Old  :     100.0:      35.7       10.8        0.1       53.7       79.6       89.5       90.4:      10.5        9.6
Other:     100.0:      12.1       10.6       19.9       59.5       62.2       91.5       92.7:       8.5        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        43         35         59         66         62        146        142:
Old  :       112:        34         12          3         34         39         68         54:
Other:       182:        44         45         51         62         58        134        137:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       33.8       32.5       47.0       17.8       27.1       26.1       36.9
Old  :                 35.3       39.2       48.6       53.3       32.1       37.6       45.2       51.7
Other:                 24.7       36.3       35.3       49.8       20.3       29.8       29.2       39.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 12, 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  :   852,830:   113,309    169,342      3,624    617,053    516,214    733,986    689,180:   118,844    163,650
Old  :   852,830:   113,309    169,342      3,624    617,053    516,214    733,986    689,180:   118,844    163,650
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :    -4,560:   -25,209    -19,501        105     17,529     15,410     -7,575     -3,986:     3,015       -574
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       19.9        0.4       72.4       60.5       86.1       80.8:      13.9       19.2
Old  :     100.0:      13.3       19.9        0.4       72.4       60.5       86.1       80.8:      13.9       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  :       183:        30         49         16         65         81        103        138:
Old  :       183:        30         49         16         65         81        103        138:
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  :                 26.6       17.7       39.5       26.7       18.6       11.7       27.4       18.9
Old  :                 26.6       17.7       39.5       26.7       18.6       11.7       27.4       18.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, August 12, 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  :   182,430:    43,776      5,911     21,285     87,361    138,908    152,422    166,104:    30,008     16,326
Old  :    39,228:     9,766      1,322        197     21,781     31,371     31,744     32,890:     7,484      6,338
Other:   143,202:    39,191      9,770     15,907     65,580    107,537    120,678    133,214:    22,524      9,988
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :    -2,836:    -3,962         36     -5,099      7,671      2,982     -1,390     -2,081:    -1,446       -755
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        3.2       11.7       47.9       76.1       83.6       91.1:      16.4        8.9
Old  :     100.0:      24.9        3.4        0.5       55.5       80.0       80.9       83.8:      19.1       16.2
Other:     100.0:      27.4        6.8       11.1       45.8       75.1       84.3       93.0:      15.7        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        49         17         42         69         69        140        118:
Old  :       120:        38         10          5         36         51         77         63:
Other:       154:        45         24         37         63         48        128         93:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.7       42.2       25.3       54.1       13.2       35.0       21.0       44.0
Old  :                 36.4       36.3       49.5       54.6       36.4       36.2       49.5       53.6
Other:                 15.4       48.0       25.4       61.3       15.4       44.6       25.4       55.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 12, 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  :    12,512:     2,176      1,367        622      7,914      9,149     10,712     11,138:     1,800      1,374
Old  :    12,498:     2,182      1,367        616      7,914      9,149     10,712     11,132:     1,786      1,366
Other:        14:         0          6          0          0          0          0          6:        14          8
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :      -334:       -40        254         48       -151       -578       -143       -276:      -191        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       10.9        5.0       63.3       73.1       85.6       89.0:      14.4       11.0
Old  :     100.0:      17.5       10.9        4.9       63.3       73.2       85.7       89.1:      14.3       10.9
Other:     100.0:       0.0       42.9        0.0        0.0        0.0        0.0       42.9:     100.0       57.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        13          8          7         22         21         38         35:
Old  :        56:        13          8          7         22         21         38         35:
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  :                 33.2       57.1       50.1       68.5       24.7       36.2       37.0       45.5
Old  :                 33.2       57.2       50.2       68.5       24.7       36.2       37.1       45.5
Other:                  0.0       42.9        0.0       42.9        0.0       42.9        0.0       42.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, August 12, 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  :   900,614:   155,714    230,265     10,576    616,353    573,066    782,643    813,907:   117,971     86,707
Old  :   900,614:   155,714    230,265     10,576    616,353    573,066    782,643    813,907:   117,971     86,707
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :     8,677:    18,333     23,670      3,195    -18,556    -15,338      2,972     11,527:     5,705     -2,850
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       25.6        1.2       68.4       63.6       86.9       90.4:      13.1        9.6
Old  :     100.0:      17.3       25.6        1.2       68.4       63.6       86.9       90.4:      13.1        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       209:        37         44         22         87         94        137        147:
Old  :       209:        37         44         22         87         94        137        147:
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       34.5       36.0       48.2       24.0       31.0       32.9       42.8
Old  :                 25.5       34.5       36.0       48.2       24.0       31.0       32.9       42.8
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 12, 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  : 1,863,520:   257,165    328,787     63,025  1,212,689  1,100,357  1,532,879  1,492,169:   330,641    371,351
Old  : 1,863,520:   257,165    328,787     63,025  1,212,689  1,100,357  1,532,879  1,492,169:   330,641    371,351
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :    46,147:    16,482      3,668     13,291    -22,511     -2,185      7,262     14,774:    38,885     31,373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       17.6        3.4       65.1       59.0       82.3       80.1:      17.7       19.9
Old  :     100.0:      13.8       17.6        3.4       65.1       59.0       82.3       80.1:      17.7       19.9
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  :       274:        53         65         40        105        114        183        195:
Old  :       274:        53         65         40        105        114        183        195:
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  :                 29.8       21.3       39.5       28.4       24.0       15.0       31.9       20.7
Old  :                 29.8       21.3       39.5       28.4       24.0       15.0       31.9       20.7
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 12, 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  : 1,593,412:   443,203    210,441     16,019    877,269  1,135,868  1,336,491  1,362,328:   256,921    231,084
Old  : 1,593,412:   443,203    210,441     16,019    877,269  1,135,868  1,336,491  1,362,328:   256,921    231,084
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :    28,972:    57,403     18,409    -20,392    -44,902     25,386     -7,891     23,403:    36,863      5,569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       13.2        1.0       55.1       71.3       83.9       85.5:      16.1       14.5
Old  :     100.0:      27.8       13.2        1.0       55.1       71.3       83.9       85.5:      16.1       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        42         37         16         90         90        140        135:
Old  :       202:        42         37         16         90         90        140        135:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       29.4       34.7       41.6       16.0       19.2       22.7       26.9
Old  :                 24.7       29.4       34.7       41.6       16.0       19.2       22.7       26.9
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 12, 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  :   580,551:   248,816     38,028     25,048    265,067    483,025    538,931    546,101:    41,620     34,450
Old  :   580,551:   248,816     38,028     25,048    265,067    483,025    538,931    546,101:    41,620     34,450
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :    12,134:   -12,666      5,185      4,657     18,738     -2,464     10,729      7,378:     1,405      4,756
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.9        6.6        4.3       45.7       83.2       92.8       94.1:       7.2        5.9
Old  :     100.0:      42.9        6.6        4.3       45.7       83.2       92.8       94.1:       7.2        5.9
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  :       113:        44         13         24         50         42        100         75:
Old  :       113:        44         13         24         50         42        100         75:
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  :                 27.9       49.9       39.2       66.3       26.1       47.1       35.6       61.6
Old  :                 27.9       49.9       39.2       66.3       26.1       47.1       35.6       61.6
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 12, 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  :    34,956:    15,534     14,060      1,271     14,317     11,260     31,122     26,591:     3,834      8,365
Old  :    34,956:    15,534     14,060      1,271     14,317     11,260     31,122     26,591:     3,834      8,365
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :     2,468:      -148        -51        246      2,472      2,966      2,570      3,161:      -102       -693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4       40.2        3.6       41.0       32.2       89.0       76.1:      11.0       23.9
Old  :     100.0:      44.4       40.2        3.6       41.0       32.2       89.0       76.1:      11.0       23.9
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  :        54:        19         17          9         14          9         40         28:
Old  :        54:        19         17          9         14          9         40         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  :                 38.6       36.0       57.0       53.9       38.6       35.9       56.8       50.0
Old  :                 38.6       36.0       57.0       53.9       38.6       35.9       56.8       50.0
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 12, 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  :   114,821:    47,902     37,157      2,995     46,465     59,778     97,362     99,930:    17,459     14,891
Old  :   114,821:    47,902     37,157      2,995     46,465     59,778     97,362     99,930:    17,459     14,891
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :     1,045:    -5,206     -1,975        155      7,097      2,501      2,046        681:    -1,001        364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.7       32.4        2.6       40.5       52.1       84.8       87.0:      15.2       13.0
Old  :     100.0:      41.7       32.4        2.6       40.5       52.1       84.8       87.0:      15.2       13.0
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  :       128:        48         36         16         25         25         81         69:
Old  :       128:        48         36         16         25         25         81         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       35.3       47.0       55.3       31.4       35.1       46.2       55.1
Old  :                 32.2       35.3       47.0       55.3       31.4       35.1       46.2       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders - Futures Only, August 12, 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  :    55,477:    14,801      9,457        793     39,846     45,029     55,440     55,279:        37        198
Old  :    55,477:    14,801      9,457        793     39,846     45,029     55,440     55,279:        37        198
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :      -371:      -164        -22       -227         49       -120       -342       -369:       -29         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       17.0        1.4       71.8       81.2       99.9       99.6:       0.1        0.4
Old  :     100.0:      26.7       17.0        1.4       71.8       81.2       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  :        42:         9         14          3         15         11         25         27:
Old  :        42:         9         14          3         15         11         25         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.0       77.2       88.5       93.4       51.6       41.2       56.9       55.7
Old  :                 75.0       77.2       88.5       93.4       51.6       41.2       56.9       55.7
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 12, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    59,001:    18,529      1,649        187     40,274     56,903     58,990     58,739:        11        262
Old  :    59,001:    18,529      1,649        187     40,274     56,903     58,990     58,739:        11        262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :     1,004:       186       -176        187        627        929      1,000        940:         4         64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4        2.8        0.3       68.3       96.4      100.0       99.6:       0.0        0.4
Old  :     100.0:      31.4        2.8        0.3       68.3       96.4      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:         6          9          1         10         11         16         21:
Old  :        32:         6          9          1         10         11         16         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  :                 87.2       95.3       97.3       97.5       85.8       95.3       95.9       96.7
Old  :                 87.2       95.3       97.3       97.5       85.8       95.3       95.9       96.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 15, 2008