WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, September 23, 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  :   292,219:    69,405     78,600     38,626    161,303    128,604    269,334    245,830:    22,885     46,389
Old  :   230,815:    57,588     76,944     20,303    133,484     97,985    211,375    195,232:    19,440     35,583
Other:    61,404:    28,152     17,991      1,988     27,819     30,619     57,959     50,598:     3,445     10,806
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2008                   :
     :   -10,255:    -1,172     -2,753        738     -1,654      2,244     -2,088        229:    -8,167    -10,484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       26.9       13.2       55.2       44.0       92.2       84.1:       7.8       15.9
Old  :     100.0:      24.9       33.3        8.8       57.8       42.5       91.6       84.6:       8.4       15.4
Other:     100.0:      45.8       29.3        3.2       45.3       49.9       94.4       82.4:       5.6       17.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       312:        70        115         81         66        103        191        259:
Old  :       302:        76        109         57         61         96        170        235:
Other:       162:        22         50         18         36         78         74        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  :                 24.4       14.1       40.5       20.8       23.7       13.7       38.3       19.2
Old  :                 27.8       16.1       43.1       24.0       27.7       15.9       41.8       23.1
Other:                 50.5       19.8       66.2       30.9       50.1       16.8       61.2       25.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 23, 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  : 1,037,977:   278,779     89,858    132,610    515,470    615,045    926,859    837,513:   111,118    200,464
Old  :   890,966:   246,089    104,628     98,038    449,011    518,211    793,138    720,877:    97,828    170,089
Other:   147,011:    59,958     12,498      7,304     66,459     96,834    133,721    116,636:    13,290     30,375
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2008                   :
     :   -32,840:       795    -11,840     -5,210    -23,422     -7,397    -27,837    -24,447:    -5,003     -8,393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9        8.7       12.8       49.7       59.3       89.3       80.7:      10.7       19.3
Old  :     100.0:      27.6       11.7       11.0       50.4       58.2       89.0       80.9:      11.0       19.1
Other:     100.0:      40.8        8.5        5.0       45.2       65.9       91.0       79.3:       9.0       20.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       662:       149        121        135        193        315        418        522:
Old  :       657:       150        130        113        181        305        394        499:
Other:       406:        54         68         22         75        242        135        328:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       16.1       22.6       22.5       12.7       14.4       22.1       20.2
Old  :                 13.5       15.8       23.8       22.6       13.5       14.3       23.3       20.0
Other:                 30.3       22.7       44.4       30.8       30.0       22.4       42.9       30.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 23, 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  :    14,777:     2,117      1,439        374     10,349     10,643     12,840     12,456:     1,937      2,321
Old  :    13,511:     2,199      1,439        284      9,130      9,656     11,613     11,379:     1,898      2,132
Other:     1,266:         8         90          0      1,219        987      1,227      1,077:        39        189
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2008                   :
     :      -395:      -347         47         -1        178       -218       -170       -172:      -225       -223
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3        9.7        2.5       70.0       72.0       86.9       84.3:      13.1       15.7
Old  :     100.0:      16.3       10.7        2.1       67.6       71.5       86.0       84.2:      14.0       15.8
Other:     100.0:       0.6        7.1        0.0       96.3       78.0       96.9       85.1:       3.1       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        13         11          2         19         14         33         26:
Old  :        47:        13         11          2         19         14         33         26:
Other:        14:         2          1          0          6          8          8          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 40.8       54.7       60.7       67.2       40.4       48.6       56.4       56.4
Old  :                 37.9       54.0       59.5       66.0       37.5       48.2       55.6       56.8
Other:                 93.3       69.0       96.9       84.6       76.7       61.3       78.4       66.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 23, 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  :   355,159:    93,993     40,417     48,008    170,294    193,148    312,295    281,573:    42,864     73,586
Old  :   315,384:    82,799     43,677     37,414    156,385    169,031    276,598    250,122:    38,786     65,262
Other:    39,775:    19,350      4,896      2,438     13,909     24,117     35,697     31,451:     4,078      8,324
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2008                   :
     :   -19,234:      -384     -3,234     -7,679     -8,965     -6,286    -17,028    -17,199:    -2,206     -2,035
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       11.4       13.5       47.9       54.4       87.9       79.3:      12.1       20.7
Old  :     100.0:      26.3       13.8       11.9       49.6       53.6       87.7       79.3:      12.3       20.7
Other:     100.0:      48.6       12.3        6.1       35.0       60.6       89.7       79.1:      10.3       20.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       433:       127        105        101         88        158        268        334:
Old  :       429:       118        114         94         86        155        260        327:
Other:       215:        42         43         13         33        105         78        160:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.7       17.4       27.0       26.5       14.5       16.1       24.6       22.9
Old  :                 16.7       17.8       29.1       26.0       15.7       16.4       27.3       24.1
Other:                 33.9       35.6       47.5       45.3       32.8       35.6       45.8       44.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, September 23, 2008              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    19,513:    15,964      3,590        633          2      3,036     16,599      7,259:     2,914     12,254
Old  :    16,947:    13,994      3,711        472          2      2,385     14,468      6,568:     2,479     10,379
Other:     2,566:     2,131         40          0          0        651      2,131        691:       435      1,875
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2008                   :
     :      -933:      -960       -221        -12       -150       -246     -1,122       -479:       189       -454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.8       18.4        3.2        0.0       15.6       85.1       37.2:      14.9       62.8
Old  :     100.0:      82.6       21.9        2.8        0.0       14.1       85.4       38.8:      14.6       61.2
Other:     100.0:      83.0        1.6        0.0        0.0       25.4       83.0       26.9:      17.0       73.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:        11          9          5          1          8         13         21:
Old  :        28:        11          9          5          1          8         13         21:
Other:        19:         7          4          0          0          8          7         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 67.2       17.3       80.6       25.1       67.1       16.0       78.7       23.7
Old  :                 67.6       17.9       81.2       26.2       67.5       17.2       79.0       25.3
Other:                 68.0       21.9       83.0       25.6       68.0       21.9       83.0       25.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 23, 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  :   252,707:    31,999     29,187     45,684    155,129    156,778    232,812    231,649:    19,895     21,058
Old  :   230,951:    32,769     32,897     32,459    146,574    144,746    211,802    210,102:    19,149     20,849
Other:    21,756:     5,262      2,322      7,193      8,555     12,032     21,010     21,547:       746        209
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2008                   :
     :    -9,753:     3,902      1,879     -8,245     -4,155       -297     -8,498     -6,663:    -1,255     -3,090
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       11.5       18.1       61.4       62.0       92.1       91.7:       7.9        8.3
Old  :     100.0:      14.2       14.2       14.1       63.5       62.7       91.7       91.0:       8.3        9.0
Other:     100.0:      24.2       10.7       33.1       39.3       55.3       96.6       99.0:       3.4        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        46         36         56         62         61        141        143:
Old  :       187:        47         43         53         61         60        139        140:
Other:        47:        13          8         11         19          9         38         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       30.0       31.5       42.5       17.3       22.8       25.4       32.5
Old  :                 19.9       29.3       30.3       40.2       18.8       25.4       27.7       35.0
Other:                 70.0       80.4       82.4       93.2       47.0       52.8       55.1       62.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 23, 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  :   819,964:    84,259    181,982      9,234    608,215    482,112    701,708    673,328:   118,256    146,636
Old  :   819,964:    84,259    181,982      9,234    608,215    482,112    701,708    673,328:   118,256    146,636
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2008                   :
     :   -88,681:   -22,993      5,567     -8,759    -38,625    -49,612    -70,377    -52,804:   -18,304    -35,877
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       22.2        1.1       74.2       58.8       85.6       82.1:      14.4       17.9
Old  :     100.0:      10.3       22.2        1.1       74.2       58.8       85.6       82.1:      14.4       17.9
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  :       176:        32         46         23         65         79        108        137:
Old  :       176:        32         46         23         65         79        108        137:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       15.9       39.2       25.1       17.8       12.8       28.0       20.1
Old  :                 25.7       15.9       39.2       25.1       17.8       12.8       28.0       20.1
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, September 23, 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  :   158,540:    35,658      9,921     17,021     77,418    114,183    130,097    141,125:    28,443     17,415
Old  :   150,378:    35,368     10,433     14,812     72,693    107,830    122,873    133,075:    27,505     17,303
Other:     8,162:     1,491        689      1,008      4,725      6,353      7,224      8,050:       938        112
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2008                   :
     :    -7,721:      -636       -872         71     -7,739     -8,063     -8,304     -8,864:       583      1,143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5        6.3       10.7       48.8       72.0       82.1       89.0:      17.9       11.0
Old  :     100.0:      23.5        6.9        9.8       48.3       71.7       81.7       88.5:      18.3       11.5
Other:     100.0:      18.3        8.4       12.3       57.9       77.8       88.5       98.6:      11.5        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        34         21         36         66         59        126        102:
Old  :       147:        34         25         36         65         59        125        102:
Other:        44:        13          5         10         15         10         32         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.6       38.5       25.9       51.9       14.5       31.7       23.6       41.7
Old  :                 17.0       38.4       26.8       51.0       14.8       31.8       24.4       40.5
Other:                 36.2       68.7       57.0       84.1       36.2       66.4       56.7       80.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 23, 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  :     9,626:     2,742      1,198        376      4,414      6,757      7,532      8,331:     2,094      1,295
Old  :     9,606:     2,742      1,193        375      4,414      6,757      7,531      8,325:     2,075      1,281
Other:        20:         0          5          1          0          0          1          6:        19         14
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2008                   :
     :        -9:       307         26        -31       -383         24       -107         19:        98        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       12.4        3.9       45.9       70.2       78.2       86.5:      21.8       13.5
Old  :     100.0:      28.5       12.4        3.9       46.0       70.3       78.4       86.7:      21.6       13.3
Other:     100.0:       0.0       25.0        5.0        0.0        0.0        5.0       30.0:      95.0       70.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        17          9          4         15         23         36         33:
Old  :        60:        17          9          4         15         23         36         33:
Other:         2:         0          2          1          0          0          1          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  :                 33.8       47.2       48.9       64.2       33.8       47.2       48.9       63.7
Old  :                 33.9       47.3       49.0       64.3       33.9       47.3       49.0       63.9
Other:                  5.0       30.0        5.0       30.0        0.0       25.0        0.0       25.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, September 23, 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  :   695,462:   126,408    120,862      7,255    445,763    471,904    579,426    600,021:   116,036     95,441
Old  :   695,462:   126,408    120,862      7,255    445,763    471,904    579,426    600,021:   116,036     95,441
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2008                   :
     :   -97,174:   -14,187    -44,089        494    -74,714    -30,048    -88,407    -73,643:    -8,767    -23,531
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       17.4        1.0       64.1       67.9       83.3       86.3:      16.7       13.7
Old  :     100.0:      18.2       17.4        1.0       64.1       67.9       83.3       86.3:      16.7       13.7
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  :       182:        29         38         16         76         84        114        129:
Old  :       182:        29         38         16         76         84        114        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       32.9       32.7       41.9       17.5       27.7       27.4       36.1
Old  :                 20.9       32.9       32.7       41.9       17.5       27.7       27.4       36.1
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, September 23, 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  : 1,596,998:   232,273    253,488     18,670  1,071,590    991,056  1,322,533  1,263,214:   274,465    333,784
Old  : 1,596,998:   232,273    253,488     18,670  1,071,590    991,056  1,322,533  1,263,214:   274,465    333,784
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2008                   :
     :  -126,213:     2,622     13,293    -26,411    -45,848    -73,694    -69,637    -86,812:   -56,576    -39,401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       15.9        1.2       67.1       62.1       82.8       79.1:      17.2       20.9
Old  :     100.0:      14.5       15.9        1.2       67.1       62.1       82.8       79.1:      17.2       20.9
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  :       250:        42         64         27         94        111        149        189:
Old  :       250:        42         64         27         94        111        149        189:
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  :                 29.4       24.5       37.3       31.6       28.3       22.2       35.5       29.2
Old  :                 29.4       24.5       37.3       31.6       28.3       22.2       35.5       29.2
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, September 23, 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  : 1,418,574:   446,507    157,599     14,561    755,788  1,024,561  1,216,856  1,196,721:   201,718    221,853
Old  : 1,418,574:   446,507    157,599     14,561    755,788  1,024,561  1,216,856  1,196,721:   201,718    221,853
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2008                   :
     :   -49,827:    35,435    -21,547     -2,376    -37,289        103     -4,230    -23,820:   -45,597    -26,007
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       11.1        1.0       53.3       72.2       85.8       84.4:      14.2       15.6
Old  :     100.0:      31.5       11.1        1.0       53.3       72.2       85.8       84.4:      14.2       15.6
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  :       169:        43         29         22         74         68        127        109:
Old  :       169:        43         29         22         74         68        127        109:
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       32.3       38.8       45.4       17.1       22.9       26.4       33.8
Old  :                 27.2       32.3       38.8       45.4       17.1       22.9       26.4       33.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, September 23, 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  :   587,969:   184,978     44,209     62,390    298,541    451,957    545,909    558,556:    42,060     29,413
Old  :   587,969:   184,978     44,209     62,390    298,541    451,957    545,909    558,556:    42,060     29,413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2008                   :
     :   -17,388:   -27,895      9,608      2,144     10,819    -23,533    -14,932    -11,781:    -2,456     -5,607
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5        7.5       10.6       50.8       76.9       92.8       95.0:       7.2        5.0
Old  :     100.0:      31.5        7.5       10.6       50.8       76.9       92.8       95.0:       7.2        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        46         19         34         54         51        114         92:
Old  :       128:        46         19         34         54         51        114         92:
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  :                 24.6       41.6       37.5       59.8       19.6       37.2       29.5       52.8
Old  :                 24.6       41.6       37.5       59.8       19.6       37.2       29.5       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, September 23, 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  :    23,763:     9,179      3,550          2     11,004     11,380     20,185     14,932:     3,578      8,831
Old  :    23,763:     9,179      3,550          2     11,004     11,380     20,185     14,932:     3,578      8,831
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2008                   :
     :   -37,512:    -8,213    -10,991     -3,803    -16,717    -11,654    -28,733    -26,448:    -8,779    -11,064
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6       14.9        0.0       46.3       47.9       84.9       62.8:      15.1       37.2
Old  :     100.0:      38.6       14.9        0.0       46.3       47.9       84.9       62.8:      15.1       37.2
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  :        33:        11          6          1          9          8         20         15:
Old  :        33:        11          6          1          9          8         20         15:
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  :                 47.2       42.2       68.2       55.2       44.7       42.2       65.7       54.3
Old  :                 47.2       42.2       68.2       55.2       44.7       42.2       65.7       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, September 23, 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  :    88,498:    18,326     31,831      1,949     52,820     41,483     73,095     75,263:    15,403     13,235
Old  :    88,498:    18,326     31,831      1,949     52,820     41,483     73,095     75,263:    15,403     13,235
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2008                   :
     :   -58,603:   -30,231    -17,374     -4,085    -21,386    -35,294    -55,702    -56,753:    -2,901     -1,850
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       36.0        2.2       59.7       46.9       82.6       85.0:      17.4       15.0
Old  :     100.0:      20.7       36.0        2.2       59.7       46.9       82.6       85.0:      17.4       15.0
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  :        94:        21         36          4         26         18         50         55:
Old  :        94:        21         36          4         26         18         50         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       41.4       50.8       58.9       35.0       39.5       49.4       54.0
Old  :                 35.7       41.4       50.8       58.9       35.0       39.5       49.4       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, September 23, 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  :    34,939:    13,128      8,221        513     21,078     26,141     34,719     34,875:       220         64
Old  :    34,939:    13,128      8,221        513     21,078     26,141     34,719     34,875:       220         64
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2008                   :
     :    -1,632:      -507       -123       -117     -1,072     -1,421     -1,696     -1,661:        64         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6       23.5        1.5       60.3       74.8       99.4       99.8:       0.6        0.2
Old  :     100.0:      37.6       23.5        1.5       60.3       74.8       99.4       99.8:       0.6        0.2
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  :        37:         9         11          2         13         11         23         23:
Old  :        37:         9         11          2         13         11         23         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.0       84.3       86.3       94.6       56.3       58.4       64.5       66.5
Old  :                 69.0       84.3       86.3       94.6       56.3       58.4       64.5       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, September 23, 2008              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    52,881:    22,857     10,240        430     29,178     42,195     52,465     52,865:       416         16
Old  :    52,881:    22,857     10,240        430     29,178     42,195     52,465     52,865:       416         16
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2008                   :
     :      -153:      -337     -2,273        133          7      2,378       -197        238:        44       -391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.2       19.4        0.8       55.2       79.8       99.2      100.0:       0.8        0.0
Old  :     100.0:      43.2       19.4        0.8       55.2       79.8       99.2      100.0:       0.8        0.0
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  :        29:         7          8          2          9          8         16         18:
Old  :        29:         7          8          2          9          8         16         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.2       96.5       93.5       98.6       72.6       83.9       80.9       85.2
Old  :                 83.2       96.5       93.5       98.6       72.6       83.9       80.9       85.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 26, 2008