WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :   499,507:    90,172     71,461    142,087    234,343    231,926    466,601    445,474:    32,906     54,033
Old  :   464,133:    83,622     78,053    129,052    220,960    208,656    433,634    415,760:    30,499     48,372
Other:    35,374:    16,878      3,737      2,706     13,382     23,270     32,967     29,713:     2,407      5,661
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :     1,817:     2,104      8,989     -3,300      3,896     -1,153      2,699      4,537:      -882     -2,720
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       14.3       28.4       46.9       46.4       93.4       89.2:       6.6       10.8
Old  :     100.0:      18.0       16.8       27.8       47.6       45.0       93.4       89.6:       6.6       10.4
Other:     100.0:      47.7       10.6        7.7       37.8       65.8       93.2       84.0:       6.8       16.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       381:       102        134        153         87        124        296        317:
Old  :       380:       100        137        143         86        123        286        314:
Other:       156:        33         36         16         24         79         66        122:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       15.7       33.1       24.3       19.7       14.0       29.0       20.4
Old  :                 23.2       15.0       34.8       23.8       20.7       13.2       30.7       19.7
Other:                 40.9       28.9       54.3       39.7       40.6       28.1       52.9       37.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  : 2,106,567:   339,585     99,686    657,769    922,568  1,064,069  1,919,922  1,821,524:   186,645    285,043
Old  : 1,000,383:   177,792    139,463    273,254    460,433    471,981    911,479    884,698:    88,904    115,685
Other: 1,106,184:   258,354     56,784    287,954    462,135    592,088  1,008,443    936,825:    97,741    169,359
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :    -8,813:     7,773     -5,448     -9,159      3,099      6,401      1,713     -8,206:   -10,526       -607
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        4.7       31.2       43.8       50.5       91.1       86.5:       8.9       13.5
Old  :     100.0:      17.8       13.9       27.3       46.0       47.2       91.1       88.4:       8.9       11.6
Other:     100.0:      23.4        5.1       26.0       41.8       53.5       91.2       84.7:       8.8       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       896:       255        159        285        311        420        694        763:
Old  :       834:       206        181        204        252        368        556        666:
Other:       772:       209        121        190        221        400        496        652:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.5       14.6       22.0       20.8       10.2        6.9       15.7       10.9
Old  :                 14.7       14.3       23.2       21.2       14.2        9.4       22.1       13.3
Other:                 16.4       17.1       26.8       24.2       10.8        9.9       16.5       13.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 2008                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    16,497:     3,955        605        673      8,373     13,972     13,001     15,249:     3,496      1,247
Old  :    16,497:     3,955        605        673      8,373     13,972     13,001     15,249:     3,496      1,247
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :     1,535:       816        177       -104        785      1,252      1,497      1,324:        38        212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        3.7        4.1       50.8       84.7       78.8       92.4:      21.2        7.6
Old  :     100.0:      24.0        3.7        4.1       50.8       84.7       78.8       92.4:      21.2        7.6
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  :        49:        22          5          6         14         15         38         24:
Old  :        49:        22          5          6         14         15         38         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       55.2       48.2       74.0       30.0       47.8       43.8       64.1
Old  :                 32.5       55.2       48.2       74.0       30.0       47.8       43.8       64.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :   642,804:   129,538     28,432    197,315    258,556    324,268    585,410    550,015:    57,394     92,789
Old  :   315,863:    75,935     26,573     79,095    130,375    174,772    285,405    280,440:    30,458     35,423
Other:   326,941:    77,339     25,595     94,484    128,181    149,496    300,005    269,575:    26,937     57,366
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :   -18,275:    -2,599     -2,323    -11,456     -5,203     -3,606    -19,259    -17,385:       984       -890
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        4.4       30.7       40.2       50.4       91.1       85.6:       8.9       14.4
Old  :     100.0:      24.0        8.4       25.0       41.3       55.3       90.4       88.8:       9.6       11.2
Other:     100.0:      23.7        7.8       28.9       39.2       45.7       91.8       82.5:       8.2       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       506:       168        104        182        121        208        366        434:
Old  :       453:       138        106        110         97        182        284        350:
Other:       412:       112         94        115         99        182        267        341:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.2       24.1       29.4       31.3       13.0       13.8       19.2       17.7
Old  :                 25.0       27.8       36.3       37.0       20.4       20.8       29.4       27.8
Other:                 20.7       22.6       31.7       31.6       10.6       12.4       18.3       16.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 2008                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    21,989:    17,825      1,860      1,649          2      3,412     19,476      6,921:     2,513     15,068
Old  :     5,649:     3,904      1,092        326          0        890      4,230      2,308:     1,419      3,341
Other:    16,340:    15,114      1,961        130          2      2,522     15,246      4,613:     1,094     11,727
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :       554:      -850       -382      1,079          1        151        230        848:       324       -294
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.1        8.5        7.5        0.0       15.5       88.6       31.5:      11.4       68.5
Old  :     100.0:      69.1       19.3        5.8        0.0       15.8       74.9       40.9:      25.1       59.1
Other:     100.0:      92.5       12.0        0.8        0.0       15.4       93.3       28.2:       6.7       71.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        16          7         11          1         10         19         26:
Old  :        33:        15          8          3          0         10         15         21:
Other:        28:        10          9          6          1          9         12         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  :                 64.8        9.6       78.5       16.5       64.0        8.7       74.3       15.0
Old  :                 38.0       23.8       59.1       33.2       35.7       23.6       55.7       31.5
Other:                 77.4        9.2       91.7       15.8       77.4        9.2       91.5       15.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :   305,808:    33,663     16,959     81,977    162,529    190,051    278,169    288,987:    27,640     16,821
Old  :   192,219:    31,204     27,058     32,107    107,309    119,866    170,619    179,030:    21,600     13,189
Other:   113,589:    20,398      7,839     31,932     55,220     70,186    107,550    109,957:     6,040      3,632
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :   -14,844:    -2,468     -1,666     -5,663     -6,961     -6,324    -15,092    -13,654:       249     -1,190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        5.5       26.8       53.1       62.1       91.0       94.5:       9.0        5.5
Old  :     100.0:      16.2       14.1       16.7       55.8       62.4       88.8       93.1:      11.2        6.9
Other:     100.0:      18.0        6.9       28.1       48.6       61.8       94.7       96.8:       5.3        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        47         37         55         67         63        152        130:
Old  :       173:        48         42         40         63         59        135        119:
Other:       125:        35         21         29         51         42         98         81:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.2       33.9       31.1       47.7       13.3       28.3       20.6       35.4
Old  :                 18.9       40.2       30.7       52.2       18.4       37.6       29.9       46.4
Other:                 29.2       38.7       41.8       59.5       13.2       29.7       23.2       37.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  : 1,063,590:   120,713    150,149     84,266    722,314    625,625    927,292    860,039:   136,297    203,550
Old  : 1,063,590:   120,713    150,149     84,266    722,314    625,625    927,292    860,039:   136,297    203,550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :    23,665:     9,433      7,380       -485     10,542     11,337     19,490     18,232:     4,175      5,433
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       14.1        7.9       67.9       58.8       87.2       80.9:      12.8       19.1
Old  :     100.0:      11.3       14.1        7.9       67.9       58.8       87.2       80.9:      12.8       19.1
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  :       192:        45         42         56         82         93        151        167:
Old  :       192:        45         42         56         82         93        151        167:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       29.4       40.0       36.9       21.5       21.7       29.4       26.7
Old  :                 29.7       29.4       40.0       36.9       21.5       21.7       29.4       26.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :   227,040:    42,365     10,407     39,135    112,609    159,838    194,109    209,379:    32,931     17,661
Old  :   123,199:    32,418     10,575     13,798     56,610     85,566    102,826    109,939:    20,373     13,260
Other:   103,841:    16,921      6,805     18,363     55,999     74,272     91,283     99,440:    12,558      4,402
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :   -10,417:      -478     -1,260     -1,323     -2,956     -4,605     -4,757     -7,187:    -5,660     -3,230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7        4.6       17.2       49.6       70.4       85.5       92.2:      14.5        7.8
Old  :     100.0:      26.3        8.6       11.2       45.9       69.5       83.5       89.2:      16.5       10.8
Other:     100.0:      16.3        6.6       17.7       53.9       71.5       87.9       95.8:      12.1        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        53         29         55         75         66        156        129:
Old  :       164:        51         32         38         62         60        129        114:
Other:       127:        33         22         33         58         40        109         80:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.0       41.8       29.1       52.1       14.4       38.6       21.9       44.1
Old  :                 22.1       39.6       30.4       49.2       21.4       38.3       29.2       47.2
Other:                 20.8       49.0       33.1       62.1       18.6       42.6       29.6       54.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :    20,540:     4,674        733      1,917      9,904     15,919     16,495     18,569:     4,045      1,971
Old  :     9,487:     3,475        966        547      3,507      6,486      7,530      8,000:     1,957      1,487
Other:    11,053:     1,836        403        732      6,396      9,433      8,965     10,569:     2,088        484
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :    -3,352:    -2,206       -180        109       -757     -2,812     -2,854     -2,883:      -498       -469
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8        3.6        9.3       48.2       77.5       80.3       90.4:      19.7        9.6
Old  :     100.0:      36.6       10.2        5.8       37.0       68.4       79.4       84.3:      20.6       15.7
Other:     100.0:      16.6        3.6        6.6       57.9       85.3       81.1       95.6:      18.9        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        28         11         18         37         26         73         49:
Old  :        70:        22         13         10         21         20         48         38:
Other:        59:        18          7          9         29         15         52         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       56.5       31.1       68.0       13.9       47.4       23.3       53.5
Old  :                 25.7       45.4       39.9       63.0       24.8       40.1       37.6       56.1
Other:                 27.4       75.7       43.7       84.0       25.2       62.8       37.7       68.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  : 1,174,403:   232,509    167,140     32,906    783,492    858,108  1,048,907  1,058,154:   125,496    116,249
Old  : 1,174,403:   232,509    167,140     32,906    783,492    858,108  1,048,907  1,058,154:   125,496    116,249
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :    38,710:    38,041     -2,283      5,563     -6,274     31,247     37,330     34,526:     1,380      4,183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       14.2        2.8       66.7       73.1       89.3       90.1:      10.7        9.9
Old  :     100.0:      19.8       14.2        2.8       66.7       73.1       89.3       90.1:      10.7        9.9
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  :       234:        46         42         29        115        100        175        157:
Old  :       234:        46         42         29        115        100        175        157:
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  :                 25.0       49.9       36.5       57.1       22.8       49.6       33.2       55.8
Old  :                 25.0       49.9       36.5       57.1       22.8       49.6       33.2       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  : 2,819,580:   260,912    353,441    379,390  1,865,123  1,660,499  2,505,425  2,393,329:   314,155    426,250
Old  : 2,819,580:   260,912    353,441    379,390  1,865,123  1,660,499  2,505,425  2,393,329:   314,155    426,250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :    86,344:    13,255     41,978     26,154     21,698     24,101     61,106     92,233:    25,238     -5,888
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       12.5       13.5       66.1       58.9       88.9       84.9:      11.1       15.1
Old  :     100.0:       9.3       12.5       13.5       66.1       58.9       88.9       84.9:      11.1       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:        47         76         78        126        138        219        247:
Old  :       280:        47         76         78        126        138        219        247:
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  :                 35.1       20.8       41.1       29.6       31.4       17.0       35.6       24.1
Old  :                 35.1       20.8       41.1       29.6       31.4       17.0       35.6       24.1
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, May 6, 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  : 2,092,022:   566,657    179,274    147,477  1,146,505  1,478,328  1,860,640  1,805,079:   231,382    286,943
Old  : 2,092,022:   566,657    179,274    147,477  1,146,505  1,478,328  1,860,640  1,805,079:   231,382    286,943
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :    -3,499:   -19,650    -27,746     18,153     10,871    -52,635      9,375    -62,228:   -12,873     58,729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1        8.6        7.0       54.8       70.7       88.9       86.3:      11.1       13.7
Old  :     100.0:      27.1        8.6        7.0       54.8       70.7       88.9       86.3:      11.1       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  :       198:        46         37         45         87         98        147        166:
Old  :       198:        46         37         45         87         98        147        166:
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  :                 21.9       37.9       33.8       46.0       16.8       27.6       26.3       33.0
Old  :                 21.9       37.9       33.8       46.0       16.8       27.6       26.3       33.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :   773,749:   176,121     50,286    211,229    334,715    465,203    722,065    726,718:    51,684     47,030
Old  :   773,749:   176,121     50,286    211,229    334,715    465,203    722,065    726,718:    51,684     47,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :   -98,350:    45,149     -8,899    -61,412    -82,888    -29,461    -99,151    -99,772:       801      1,422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8        6.5       27.3       43.3       60.1       93.3       93.9:       6.7        6.1
Old  :     100.0:      22.8        6.5       27.3       43.3       60.1       93.3       93.9:       6.7        6.1
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  :       144:        51         24         53         63         53        131        117:
Old  :       144:        51         24         53         63         53        131        117:
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  :                 30.7       23.4       42.0       36.8       16.6       16.0       20.5       24.1
Old  :                 30.7       23.4       42.0       36.8       16.6       16.0       20.5       24.1
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, May 6, 2008                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    11,738:     2,570      1,858        476      2,471      6,886      5,517      9,220:     6,222      2,518
Old  :    11,738:     2,570      1,858        476      2,471      6,886      5,517      9,220:     6,222      2,518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :    -1,168:    -1,072       -531       -236       -245       -202     -1,553       -969:       384       -199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       15.8        4.1       21.1       58.7       47.0       78.5:      53.0       21.5
Old  :     100.0:      21.9       15.8        4.1       21.1       58.7       47.0       78.5:      53.0       21.5
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  :        21:         7          5          3          5          6         13         13:
Old  :        21:         7          5          3          5          6         13         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  :                 28.8       59.3       41.4       72.0       26.5       59.3       37.5       70.1
Old  :                 28.8       59.3       41.4       72.0       26.5       59.3       37.5       70.1
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, May 6, 2008                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    31,479:    16,807     12,419        701      9,458     12,975     26,966     26,095:     4,513      5,384
Old  :    31,479:    16,807     12,419        701      9,458     12,975     26,966     26,095:     4,513      5,384
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :       719:       835        544         21        -41       -210        816        355:       -97        364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.4       39.5        2.2       30.0       41.2       85.7       82.9:      14.3       17.1
Old  :     100.0:      53.4       39.5        2.2       30.0       41.2       85.7       82.9:      14.3       17.1
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  :        52:        16         20         11         11          6         36         28:
Old  :        52:        16         20         11         11          6         36         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       41.4       56.0       61.8       40.6       40.7       56.0       60.8
Old  :                 40.6       41.4       56.0       61.8       40.6       40.7       56.0       60.8
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, May 6, 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  :   106,445:    42,443     28,385      4,538     45,690     57,987     92,671     90,910:    13,774     15,535
Old  :   106,445:    42,443     28,385      4,538     45,690     57,987     92,671     90,910:    13,774     15,535
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :     2,645:     1,977       -120      2,055       -764      1,634      3,268      3,570:      -624       -925
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.9       26.7        4.3       42.9       54.5       87.1       85.4:      12.9       14.6
Old  :     100.0:      39.9       26.7        4.3       42.9       54.5       87.1       85.4:      12.9       14.6
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  :       109:        44         35         17         18         21         72         63:
Old  :       109:        44         35         17         18         21         72         63:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       39.8       47.0       54.1       33.6       38.8       45.8       51.7
Old  :                 34.0       39.8       47.0       54.1       33.6       38.8       45.8       51.7
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, May 6, 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  :    49,081:    11,205      2,685      1,759     35,883     44,566     48,847     49,010:       234         71
Old  :    49,081:    11,205      2,685      1,759     35,883     44,566     48,847     49,010:       234         71
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :    -5,612:     3,090       -123        913     -4,082     -6,419        -79     -5,629:    -5,533         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8        5.5        3.6       73.1       90.8       99.5       99.9:       0.5        0.1
Old  :     100.0:      22.8        5.5        3.6       73.1       90.8       99.5       99.9:       0.5        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  :        45:        10         12          3         19         11         30         25:
Old  :        45:        10         12          3         19         11         30         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.7       81.1       79.6       94.0       56.3       67.9       66.2       74.6
Old  :                 64.7       81.1       79.6       94.0       56.3       67.9       66.2       74.6
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, May 6, 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  :    24,003:     4,172        673         20     19,802     23,188     23,994     23,881:         9        122
Old  :    24,003:     4,172        673         20     19,802     23,188     23,994     23,881:         9        122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2008                       :
     :      -407:    -1,117        -23          0        750       -376       -367       -399:       -40         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        2.8        0.1       82.5       96.6      100.0       99.5:       0.0        0.5
Old  :     100.0:      17.4        2.8        0.1       82.5       96.6      100.0       99.5:       0.0        0.5
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  :        29:         7          6          1         12          9         20         15:
Old  :        29:         7          6          1         12          9         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  :                 82.3       91.0       92.4       96.2       81.1       88.6       90.5       93.2
Old  :                 82.3       91.0       92.4       96.2       81.1       88.6       90.5       93.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 9, 2008