WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :   607,963:   102,765     75,859    205,963    254,355    256,032    563,082    537,854:    44,881     70,109
Old  :   303,554:    48,200     79,051     90,160    139,826    102,344    278,187    271,556:    25,367     31,999
Other:   304,408:    90,907     33,150     79,460    114,528    153,688    284,895    266,298:    19,514     38,110
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2008                     :
     :    -2,325:     3,948      7,399     -7,332       -567      1,912     -3,951      1,979:     1,626     -4,304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       12.5       33.9       41.8       42.1       92.6       88.5:       7.4       11.5
Old  :     100.0:      15.9       26.0       29.7       46.1       33.7       91.6       89.5:       8.4       10.5
Other:     100.0:      29.9       10.9       26.1       37.6       50.5       93.6       87.5:       6.4       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       413:       126        131        178         94        132        336        344:
Old  :       364:       106        136        120         56        108        236        294:
Other:       339:       116         85        104         86        120        255        264:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       14.7       28.5       22.8       17.4       12.6       25.2       17.2
Old  :                 21.7       15.8       33.4       24.8       21.3       13.5       32.1       19.4
Other:                 24.4       18.3       34.6       27.6       20.6       15.2       28.7       20.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  : 2,099,426:   379,029     81,283    628,752    867,083  1,067,681  1,874,864  1,777,716:   224,562    321,710
Old  : 1,382,796:   208,277    119,379    424,771    594,891    650,364  1,227,938  1,194,514:   154,858    188,283
Other:   716,630:   232,153     23,304    142,581    272,192    417,317    646,926    583,202:    69,704    133,428
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2008                     :
     :    30,040:      -547       -540     27,814     10,944      6,900     38,212     34,174:    -8,172     -4,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1        3.9       29.9       41.3       50.9       89.3       84.7:      10.7       15.3
Old  :     100.0:      15.1        8.6       30.7       43.0       47.0       88.8       86.4:      11.2       13.6
Other:     100.0:      32.4        3.3       19.9       38.0       58.2       90.3       81.4:       9.7       18.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       811:       247        124        259        301        376        657        677:
Old  :       779:       184        176        227        270        348        587        632:
Other:       633:       168         90        127        179        333        393        506:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.4       16.2       18.4       21.9        9.4       10.9       14.5       14.3
Old  :                 11.7       15.1       19.4       21.8       11.2       10.8       17.1       14.2
Other:                 15.2       19.0       26.4       24.8       12.5       14.4       19.6       18.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :    15,175:     3,858      2,100        669      6,618     10,589     11,144     13,358:     4,031      1,817
Old  :    11,941:     3,599      2,042        533      4,847      7,857      8,980     10,433:     2,961      1,508
Other:     3,234:       264         64        129      1,770      2,731      2,164      2,925:     1,069        309
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2008                     :
     :       259:       151         56       -126       -199       -190       -173       -260:       432        519
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       13.8        4.4       43.6       69.8       73.4       88.0:      26.6       12.0
Old  :     100.0:      30.1       17.1        4.5       40.6       65.8       75.2       87.4:      24.8       12.6
Other:     100.0:       8.2        2.0        4.0       54.7       84.5       66.9       90.5:      33.1        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        18          8          8         17         14         41         24:
Old  :        47:        20          6          7         13         14         36         24:
Other:        20:         4          3          5          8         12         15         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.3       46.0       39.4       70.7       19.4       36.6       32.3       57.5
Old  :                 24.1       52.0       39.6       70.0       24.1       48.8       39.6       66.8
Other:                 57.2       63.6       65.2       77.5       48.1       55.8       48.2       66.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :   841,245:   166,702     30,653    262,381    311,210    409,609    740,294    702,643:   100,951    138,602
Old  :   592,145:   113,766     37,520    186,860    219,108    281,339    519,734    505,719:    72,412     86,426
Other:   249,100:    75,572     15,769     52,885     92,103    128,270    220,560    196,924:    28,539     52,175
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2008                     :
     :     3,139:    -3,983     -1,312      9,753      3,408        402      9,178      8,843:    -6,039     -5,704
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8        3.6       31.2       37.0       48.7       88.0       83.5:      12.0       16.5
Old  :     100.0:      19.2        6.3       31.6       37.0       47.5       87.8       85.4:      12.2       14.6
Other:     100.0:      30.3        6.3       21.2       37.0       51.5       88.5       79.1:      11.5       20.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       556:       202        107        201        145        205        437        455:
Old  :       533:       177        126        175        126        194        390        427:
Other:       365:       102         74         70         88        169        222        284:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.2       22.0       25.9       29.7       13.3       16.0       18.8       19.5
Old  :                 17.3       22.4       26.8       30.9       14.1       17.3       20.7       21.3
Other:                 22.8       21.5       35.4       32.2       15.7       15.2       25.2       20.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :    25,228:    21,335      4,479        190          2      2,713     21,527      7,382:     3,701     17,846
Old  :    11,525:     8,953      4,055        137          2      1,296      9,092      5,488:     2,433      6,037
Other:    13,703:    12,432        474          3          0      1,417     12,435      1,894:     1,268     11,809
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2008                     :
     :      -144:     1,123        108        -40          0       -120      1,083        -52:    -1,227        -92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.6       17.8        0.8        0.0       10.8       85.3       29.3:      14.7       70.7
Old  :     100.0:      77.7       35.2        1.2        0.0       11.2       78.9       47.6:      21.1       52.4
Other:     100.0:      90.7        3.5        0.0        0.0       10.3       90.7       13.8:       9.3       86.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        17          9          7          1          6         19         21:
Old  :        32:        17          9          5          1          6         19         19:
Other:        20:        10          4          2          0          6         10         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  :                 61.1       14.8       74.2       21.7       60.7       14.8       73.6       21.7
Old  :                 42.9       29.0       60.5       37.8       42.9       29.0       59.6       37.7
Other:                 79.2        7.8       90.6       13.1       79.2        7.8       90.6       13.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :   342,671:    55,927     22,979     87,695    165,828    215,545    309,450    326,219:    33,221     16,452
Old  :   296,366:    55,329     29,174     68,593    142,204    183,179    266,126    280,946:    30,240     15,420
Other:    46,305:    13,914      7,120      5,786     23,625     32,367     43,325     45,273:     2,981      1,032
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2008                     :
     :     1,641:       763       -809      1,380      2,072      1,117      4,214      1,688:    -2,573        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3        6.7       25.6       48.4       62.9       90.3       95.2:       9.7        4.8
Old  :     100.0:      18.7        9.8       23.1       48.0       61.8       89.8       94.8:      10.2        5.2
Other:     100.0:      30.0       15.4       12.5       51.0       69.9       93.6       97.8:       6.4        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       209:        70         40         63         62         64        170        144:
Old  :       209:        71         46         57         59         64        161        144:
Other:       105:        31         19         21         40         30         81         61:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       35.7       27.1       46.3       15.4       27.7       22.1       35.1
Old  :                 18.9       35.4       29.1       46.2       17.6       32.3       24.4       38.8
Other:                 32.5       47.4       46.2       62.8       29.9       44.8       43.0       58.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  : 1,270,282:   220,065    197,496    133,064    754,677    730,976  1,107,806  1,061,536:   162,477    208,746
Old  : 1,270,282:   220,065    197,496    133,064    754,677    730,976  1,107,806  1,061,536:   162,477    208,746
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2008                     :
     :   -12,441:     3,862    -18,665      1,742    -15,230     -3,701     -9,626    -20,623:    -2,816      8,182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       15.5       10.5       59.4       57.5       87.2       83.6:      12.8       16.4
Old  :     100.0:      17.3       15.5       10.5       59.4       57.5       87.2       83.6:      12.8       16.4
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  :       203:        39         52         57         85         94        157        170:
Old  :       203:        39         52         57         85         94        157        170:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       24.8       34.6       32.3       20.2       22.3       27.8       26.9
Old  :                 23.9       24.8       34.6       32.3       20.2       22.3       27.8       26.9
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 with Delta-adjusted Options and Futures Combined, February 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  :   270,010:    57,113     13,006     47,783    121,112    187,788    226,008    248,577:    44,002     21,433
Old  :   201,489:    48,310     12,275     31,315     87,384    138,921    167,008    182,511:    34,481     18,978
Other:    68,521:    11,289      3,216     13,983     33,728     48,867     59,000     66,065:     9,521      2,456
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2008                     :
     :     1,849:     1,676     -1,714      1,346       -791      1,607      2,232      1,239:      -382        610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2        4.8       17.7       44.9       69.5       83.7       92.1:      16.3        7.9
Old  :     100.0:      24.0        6.1       15.5       43.4       68.9       82.9       90.6:      17.1        9.4
Other:     100.0:      16.5        4.7       20.4       49.2       71.3       86.1       96.4:      13.9        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        73         27         48         72         68        170        127:
Old  :       190:        66         34         46         63         68        158        125:
Other:        98:        27         13         21         52         24         87         50:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       41.9       26.9       51.0       12.0       36.6       19.4       42.0
Old  :                 21.0       37.0       29.6       46.4       17.7       36.1       26.3       43.5
Other:                 21.9       57.4       35.4       69.8       20.9       50.4       31.9       60.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :    21,286:     8,092        345      1,705      7,444     18,151     17,241     20,202:     4,045      1,085
Old  :    16,612:     6,813        370      1,120      5,372     14,293     13,306     15,783:     3,306        829
Other:     4,674:     1,593        289        271      2,071      3,858      3,935      4,419:       739        256
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2008                     :
     :       604:       251        -30       -188        541        829        604        611:        -1         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0        1.6        8.0       35.0       85.3       81.0       94.9:      19.0        5.1
Old  :     100.0:      41.0        2.2        6.7       32.3       86.0       80.1       95.0:      19.9        5.0
Other:     100.0:      34.1        6.2        5.8       44.3       82.5       84.2       94.5:      15.8        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        37          5         14         29         21         69         37:
Old  :        72:        33          4         11         27         19         62         32:
Other:        40:        15          4          5         14         12         29         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.0       65.8       27.3       78.7       16.0       60.9       26.8       67.9
Old  :                 17.7       66.0       31.1       80.2       17.7       62.7       30.1       71.4
Other:                 41.6       71.7       57.3       84.1       37.7       60.5       49.9       71.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  : 1,328,422:   353,997    342,822     32,015    803,173    840,277  1,189,185  1,215,114:   139,237    113,308
Old  : 1,328,422:   353,997    342,822     32,015    803,173    840,277  1,189,185  1,215,114:   139,237    113,308
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2008                     :
     :    70,309:    36,065      1,965      2,211     40,538     56,042     78,814     60,218:    -8,505     10,091
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       25.8        2.4       60.5       63.3       89.5       91.5:      10.5        8.5
Old  :     100.0:      26.6       25.8        2.4       60.5       63.3       89.5       91.5:      10.5        8.5
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  :       250:        69         48         35        103         95        187        164:
Old  :       250:        69         48         35        103         95        187        164:
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  :                 17.1       48.9       29.4       58.6       14.9       46.9       25.8       53.0
Old  :                 17.1       48.9       29.4       58.6       14.9       46.9       25.8       53.0
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 with Delta-adjusted Options and Futures Combined, February 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  : 3,658,586:   567,294    329,231    651,905  2,078,558  2,206,632  3,297,757  3,187,768:   360,829    470,818
Old  : 3,658,586:   567,294    329,231    651,905  2,078,558  2,206,632  3,297,757  3,187,768:   360,829    470,818
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2008                     :
     :   -39,786:   -13,588      7,285    -18,888     -1,186    -37,268    -33,662    -48,870:    -6,124      9,084
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        9.0       17.8       56.8       60.3       90.1       87.1:       9.9       12.9
Old  :     100.0:      15.5        9.0       17.8       56.8       60.3       90.1       87.1:       9.9       12.9
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  :       323:        60         79         83        142        156        243        277:
Old  :       323:        60         79         83        142        156        243        277:
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  :                 27.3       18.2       35.0       26.8       20.3       14.9       26.3       19.1
Old  :                 27.3       18.2       35.0       26.8       20.3       14.9       26.3       19.1
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 with Delta-adjusted Options and Futures Combined, February 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  : 2,499,444:   441,828    529,163    261,346  1,525,720  1,463,743  2,228,894  2,254,252:   270,550    245,192
Old  : 2,499,444:   441,828    529,163    261,346  1,525,720  1,463,743  2,228,894  2,254,252:   270,550    245,192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2008                     :
     :    49,954:    43,294     35,456     -8,082     16,146     14,547     51,358     41,922:    -1,404      8,032
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       21.2       10.5       61.0       58.6       89.2       90.2:      10.8        9.8
Old  :     100.0:      17.7       21.2       10.5       61.0       58.6       89.2       90.2:      10.8        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        50         50         53        104         96        182        172:
Old  :       229:        50         50         53        104         96        182        172:
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  :                 17.2       41.4       27.3       51.4       13.9       35.8       21.3       41.7
Old  :                 17.2       41.4       27.3       51.4       13.9       35.8       21.3       41.7
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 with Delta-adjusted Options and Futures Combined, February 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  :   493,701:    51,146     31,244    167,178    247,820    262,716    466,144    461,138:    27,557     32,563
Old  :   493,701:    51,146     31,244    167,178    247,820    262,716    466,144    461,138:    27,557     32,563
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2008                     :
     :    20,812:      -327     13,712      1,550     17,303      6,135     18,526     21,398:     2,286       -586
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        6.3       33.9       50.2       53.2       94.4       93.4:       5.6        6.6
Old  :     100.0:      10.4        6.3       33.9       50.2       53.2       94.4       93.4:       5.6        6.6
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  :       140:        25         38         40         61         68        109        126:
Old  :       140:        25         38         40         61         68        109        126:
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  :                 24.8       22.1       38.5       36.8       16.3       12.2       22.1       18.3
Old  :                 24.8       22.1       38.5       36.8       16.3       12.2       22.1       18.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    14,958:     3,119      2,375      1,297      1,620      6,084      6,036      9,756:     8,922      5,202
Old  :    14,958:     3,119      2,375      1,297      1,620      6,084      6,036      9,756:     8,922      5,202
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2008                     :
     :       -75:      -297         76         76        525        741        304        893:      -379       -968
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       15.9        8.7       10.8       40.7       40.4       65.2:      59.6       34.8
Old  :     100.0:      20.8       15.9        8.7       10.8       40.7       40.4       65.2:      59.6       34.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         9          5          3          4          6         14         13:
Old  :        22:         9          5          3          4          6         14         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       42.5       32.5       56.7       18.1       42.1       25.0       52.3
Old  :                 20.1       42.5       32.5       56.7       18.1       42.1       25.0       52.3
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 with Delta-adjusted Options and Futures Combined, February 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  :    34,928:    15,342     12,497      2,389     13,041     12,341     30,772     27,227:     4,156      7,701
Old  :    34,928:    15,342     12,497      2,389     13,041     12,341     30,772     27,227:     4,156      7,701
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2008                     :
     :     3,148:     2,019        -47        729        343      2,058      3,091      2,740:        57        408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.9       35.8        6.8       37.3       35.3       88.1       78.0:      11.9       22.0
Old  :     100.0:      43.9       35.8        6.8       37.3       35.3       88.1       78.0:      11.9       22.0
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  :        61:        24         17         12         14         10         44         33:
Old  :        61:        24         17         12         14         10         44         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       34.0       47.1       52.5       30.4       34.0       46.2       52.5
Old  :                 30.4       34.0       47.1       52.5       30.4       34.0       46.2       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :    98,524:    42,991     32,936      2,953     32,453     45,035     78,397     80,924:    20,126     17,599
Old  :    98,524:    42,991     32,936      2,953     32,453     45,035     78,397     80,924:    20,126     17,599
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2008                     :
     :     7,162:     3,322      2,856        305      1,110        -94      4,737      3,066:     2,426      4,096
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.6       33.4        3.0       32.9       45.7       79.6       82.1:      20.4       17.9
Old  :     100.0:      43.6       33.4        3.0       32.9       45.7       79.6       82.1:      20.4       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  :       119:        47         38         17         21         22         73         72:
Old  :       119:        47         38         17         21         22         73         72:
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  :                 26.1       27.0       41.1       40.7       25.6       27.0       40.5       40.2
Old  :                 26.1       27.0       41.1       40.7       25.6       27.0       40.5       40.2
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 with Delta-adjusted Options and Futures Combined, February 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  :    55,484:    11,583     11,515      1,045     42,466     42,881     55,094     55,441:       390         43
Old  :    55,484:    11,583     11,515      1,045     42,466     42,881     55,094     55,441:       390         43
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2008                     :
     :         4:      -552        870        188        384       -437         20        621:       -16       -617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       20.8        1.9       76.5       77.3       99.3       99.9:       0.7        0.1
Old  :     100.0:      20.9       20.8        1.9       76.5       77.3       99.3       99.9:       0.7        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        11         18          4         17         11         29         32:
Old  :        51:        11         18          4         17         11         29         32:
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  :                 77.5       80.8       90.7       89.9       75.1       73.5       83.1       82.6
Old  :                 77.5       80.8       90.7       89.9       75.1       73.5       83.1       82.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                                  Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :    16,082:       838      2,499        111     14,958     13,403     15,907     16,013:       175         69
Old  :    16,082:       838      2,499        111     14,958     13,403     15,907     16,013:       175         69
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2008                     :
     :       718:      -448        596          0      1,104        116        656        712:        62          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       15.5        0.7       93.0       83.3       98.9       99.6:       1.1        0.4
Old  :     100.0:       5.2       15.5        0.7       93.0       83.3       98.9       99.6:       1.1        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  :        27:         6          6          1          8          8         14         15:
Old  :        27:         6          6          1          8          8         14         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  :                 89.1       85.3       95.8       95.2       88.7       85.3       93.9       93.8
Old  :                 89.1       85.3       95.8       95.2       88.7       85.3       93.9       93.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 15, 2008