WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :   508,301:    81,564     78,214    155,232    239,471    216,344    476,267    449,790:    32,033     58,511
Old  :   467,277:    73,343     81,562    143,179    220,729    191,615    437,252    416,357:    30,025     50,920
Other:    41,024:    16,330      4,761      3,944     18,742     24,728     39,016     33,433:     2,008      7,591
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :     7,893:       390     -2,853      6,064     -1,112      1,423      5,341      4,634:     2,552      3,260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       15.4       30.5       47.1       42.6       93.7       88.5:       6.3       11.5
Old  :     100.0:      15.7       17.5       30.6       47.2       41.0       93.6       89.1:       6.4       10.9
Other:     100.0:      39.8       11.6        9.6       45.7       60.3       95.1       81.5:       4.9       18.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       368:        98        135        143         83        117        278        312:
Old  :       366:        97        135        139         82        115        274        307:
Other:       144:        27         34         24         24         71         63        119:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.1       13.6       32.0       22.4       18.1       11.4       27.8       16.9
Old  :                 21.7       13.6       33.0       22.5       19.2       11.0       29.0       16.7
Other:                 39.3       24.4       57.2       34.8       38.1       20.2       53.1       28.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  : 2,131,857:   316,887     69,828    711,331    913,646  1,050,963  1,941,864  1,832,122:   189,993    299,735
Old  :   903,332:   159,892    116,532    264,371    396,724    416,781    820,987    797,684:    82,345    105,649
Other: 1,228,525:   240,729     37,030    363,226    516,922    634,182  1,120,877  1,034,439:   107,648    194,086
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    22,227:    -4,687     -3,588     24,722    -11,197    -12,659      8,838      8,475:    13,389     13,752
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9        3.3       33.4       42.9       49.3       91.1       85.9:       8.9       14.1
Old  :     100.0:      17.7       12.9       29.3       43.9       46.1       90.9       88.3:       9.1       11.7
Other:     100.0:      19.6        3.0       29.6       42.1       51.6       91.2       84.2:       8.8       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       851:       232        154        277        293        408        652        736:
Old  :       780:       180        172        201        235        360        524        632:
Other:       758:       189        136        199        219        390        496        645:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.3       14.6       21.6       20.7        9.3        6.1       14.7        9.8
Old  :                 14.2       14.8       23.0       22.0       14.0       10.1       21.4       13.8
Other:                 15.9       15.1       25.4       21.9        9.7        8.3       15.0       11.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :    17,157:     2,835        496      1,067      9,920     14,025     13,823     15,589:     3,334      1,568
Old  :    17,157:     2,835        496      1,067      9,920     14,025     13,823     15,589:     3,334      1,568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :       601:      -170        162        135        982         15        948        312:      -347        289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        2.9        6.2       57.8       81.7       80.6       90.9:      19.4        9.1
Old  :     100.0:      16.5        2.9        6.2       57.8       81.7       80.6       90.9:      19.4        9.1
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:        19          8          9         18         17         43         28:
Old  :        51:        19          8          9         18         17         43         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  :                 36.0       53.6       50.7       72.8       35.1       48.2       47.2       64.2
Old  :                 36.0       53.6       50.7       72.8       35.1       48.2       47.2       64.2
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, June 3, 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  :   664,023:   135,910     21,940    219,968    251,711    327,765    607,589    569,673:    56,434     94,351
Old  :   298,192:    73,976     24,309     93,901    103,323    149,801    271,201    268,011:    26,992     30,182
Other:   365,831:    90,092     25,790     97,908    148,388    177,964    336,388    301,662:    29,443     64,169
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    15,935:     6,254         -7      9,490      2,555      5,222     18,299     14,705:    -2,364      1,230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5        3.3       33.1       37.9       49.4       91.5       85.8:       8.5       14.2
Old  :     100.0:      24.8        8.2       31.5       34.6       50.2       90.9       89.9:       9.1       10.1
Other:     100.0:      24.6        7.0       26.8       40.6       48.6       92.0       82.5:       8.0       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       529:       164        124        199        130        208        397        452:
Old  :       477:       150        118        131        105        182        322        369:
Other:       444:       121        110        131        104        190        294        370:
     :----------------------------------------------------------------------------------------------------
     :             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       22.5       27.9       31.2       12.0       13.3       18.0       18.3
Old  :                 21.2       27.4       30.8       36.1       16.1       20.3       22.8       26.6
Other:                 21.4       20.6       31.3       30.4       11.1       10.7       19.0       15.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    23,703:    18,589      2,136      1,301          2      3,613     19,892      7,050:     3,811     16,653
Old  :     6,032:     3,973      1,659         31          0        697      4,004      2,387:     2,028      3,645
Other:    17,671:    15,862      1,723         24          2      2,916     15,888      4,663:     1,783     13,008
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :       952:       -34       -123        124          0         -9         90         -8:       862        960
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.4        9.0        5.5        0.0       15.2       83.9       29.7:      16.1       70.3
Old  :     100.0:      65.9       27.5        0.5        0.0       11.6       66.4       39.6:      33.6       60.4
Other:     100.0:      89.8        9.8        0.1        0.0       16.5       89.9       26.4:      10.1       73.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        13          8          9          1         10         15         26:
Old  :        29:        12          8          3          0          9         13         19:
Other:        25:         8          7          5          1         10          9         22:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.2       11.0       77.5       16.9       63.0        8.4       74.6       14.1
Old  :                 45.2       29.4       58.2       35.6       45.1       29.2       58.1       35.4
Other:                 75.8        9.1       89.9       15.6       75.7        9.1       89.8       15.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :   304,569:    39,256     20,191     84,196    147,100    180,419    270,551    284,805:    34,018     19,764
Old  :   183,199:    31,886     29,260     34,520     94,094    105,804    160,500    169,584:    22,699     13,615
Other:   121,370:    25,945      9,506     31,100     53,006     74,615    110,052    115,221:    11,318      6,149
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :     5,067:      -916       -252      6,671      1,433       -243      7,187      6,175:    -2,121     -1,108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        6.6       27.6       48.3       59.2       88.8       93.5:      11.2        6.5
Old  :     100.0:      17.4       16.0       18.8       51.4       57.8       87.6       92.6:      12.4        7.4
Other:     100.0:      21.4        7.8       25.6       43.7       61.5       90.7       94.9:       9.3        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        53         42         59         65         67        160        141:
Old  :       184:        58         43         43         58         60        136        129:
Other:       133:        33         30         31         52         44        106         85:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.6       29.6       24.6       42.0       13.1       26.0       20.6       32.8
Old  :                 15.6       32.8       26.6       43.9       15.6       30.8       26.0       39.2
Other:                 18.0       38.1       29.7       55.3       14.9       29.0       23.3       39.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  : 1,030,329:   130,560    140,792     89,554    685,000    587,513    905,115    817,859:   125,214    212,470
Old  : 1,030,329:   130,560    140,792     89,554    685,000    587,513    905,115    817,859:   125,214    212,470
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :   -34,607:   -14,890    -11,775     16,834    -26,782    -33,854    -24,838    -28,795:    -9,769     -5,812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       13.7        8.7       66.5       57.0       87.8       79.4:      12.2       20.6
Old  :     100.0:      12.7       13.7        8.7       66.5       57.0       87.8       79.4:      12.2       20.6
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  :       186:        41         39         57         80         91        148        160:
Old  :       186:        41         39         57         80         91        148        160:
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  :                 25.2       25.7       36.7       33.6       18.9       19.0       27.0       23.7
Old  :                 25.2       25.7       36.7       33.6       18.9       19.0       27.0       23.7
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, June 3, 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  :   229,375:    45,372      7,231     46,831    104,098    158,300    196,300    212,362:    33,075     17,013
Old  :   118,004:    29,346     11,064     18,021     51,899     77,469     99,267    106,554:    18,737     11,450
Other:   111,371:    26,201      6,343     18,634     52,198     80,831     97,034    105,808:    14,337      5,563
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :     2,626:     3,607       -488      2,621     -4,360       -804      1,868      1,330:       757      1,296
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8        3.2       20.4       45.4       69.0       85.6       92.6:      14.4        7.4
Old  :     100.0:      24.9        9.4       15.3       44.0       65.6       84.1       90.3:      15.9        9.7
Other:     100.0:      23.5        5.7       16.7       46.9       72.6       87.1       95.0:      12.9        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        66         23         58         68         67        160        134:
Old  :       167:        55         33         45         60         61        141        116:
Other:       129:        42         17         37         54         43        110         87:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.7       38.7       25.2       48.4       11.0       34.0       17.2       38.9
Old  :                 21.5       32.5       29.3       42.4       19.8       29.9       27.0       38.8
Other:                 16.7       48.6       28.7       61.2       15.9       43.7       25.9       55.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :    20,473:     4,235        800      2,126     10,751     15,940     17,113     18,867:     3,360      1,606
Old  :     8,165:     2,584        595        906      3,352      5,651      6,842      7,152:     1,323      1,013
Other:    12,307:     2,121        676        749      7,399     10,289     10,270     11,714:     2,037        593
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :       -64:      -401       -189        143        805        231        547        185:      -611       -249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        3.9       10.4       52.5       77.9       83.6       92.2:      16.4        7.8
Old  :     100.0:      31.7        7.3       11.1       41.0       69.2       83.8       87.6:      16.2       12.4
Other:     100.0:      17.2        5.5        6.1       60.1       83.6       83.4       95.2:      16.6        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        26         11         15         36         28         68         50:
Old  :        57:        18         10          6         17         19         37         33:
Other:        63:        15         10         11         32         16         54         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.8       57.3       35.7       69.4       13.8       39.8       24.0       45.4
Old  :                 32.9       48.4       54.9       66.8       24.6       33.2       37.1       43.5
Other:                 26.1       72.4       44.1       80.4       21.6       60.2       37.6       66.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  : 1,046,084:   197,595    256,971     18,232    710,023    664,302    925,850    939,505:   120,234    106,579
Old  : 1,046,084:   197,595    256,971     18,232    710,023    664,302    925,850    939,505:   120,234    106,579
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :   -67,823:   -49,542     -2,973    -22,301    -13,466    -36,971    -85,309    -62,245:    17,486     -5,578
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       24.6        1.7       67.9       63.5       88.5       89.8:      11.5       10.2
Old  :     100.0:      18.9       24.6        1.7       67.9       63.5       88.5       89.8:      11.5       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       216:        46         40         27        104         93        166        144:
Old  :       216:        46         40         27        104         93        166        144:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       47.1       34.8       56.5       19.2       46.7       30.6       55.1
Old  :                 22.8       47.1       34.8       56.5       19.2       46.7       30.6       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  : 2,723,600:   319,476    263,994    344,107  1,757,600  1,664,258  2,421,183  2,272,360:   302,418    451,241
Old  : 2,723,600:   319,476    263,994    344,107  1,757,600  1,664,258  2,421,183  2,272,360:   302,418    451,241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :   120,200:    -2,923    -17,011     61,472     69,988     64,030    128,537    108,491:    -8,337     11,709
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7        9.7       12.6       64.5       61.1       88.9       83.4:      11.1       16.6
Old  :     100.0:      11.7        9.7       12.6       64.5       61.1       88.9       83.4:      11.1       16.6
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  :       282:        50         67         77        120        145        215        246:
Old  :       282:        50         67         77        120        145        215        246:
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  :                 32.4       21.2       38.3       29.0       29.1       17.1       34.6       22.7
Old  :                 32.4       21.2       38.3       29.0       29.1       17.1       34.6       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  : 1,878,988:   498,270    187,507    102,254  1,072,772  1,313,608  1,673,296  1,603,370:   205,692    275,619
Old  : 1,878,988:   498,270    187,507    102,254  1,072,772  1,313,608  1,673,296  1,603,370:   205,692    275,619
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :     4,091:   -58,411     -5,624     -2,466    104,729     51,721     43,852     43,631:   -39,761    -39,540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       10.0        5.4       57.1       69.9       89.1       85.3:      10.9       14.7
Old  :     100.0:      26.5       10.0        5.4       57.1       69.9       89.1       85.3:      10.9       14.7
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  :       183:        36         42         36         83         88        139        146:
Old  :       183:        36         42         36         83         88        139        146:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       35.0       32.6       45.1       14.1       26.3       24.9       31.9
Old  :                 20.9       35.0       32.6       45.1       14.1       26.3       24.9       31.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :   695,658:   206,708     23,409    124,949    310,713    505,451    642,369    653,808:    53,289     41,850
Old  :   695,658:   206,708     23,409    124,949    310,713    505,451    642,369    653,808:    53,289     41,850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :  -214,285:    -2,374     -8,142   -116,215    -89,236    -81,097   -207,824   -205,454:    -6,461     -8,831
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        3.4       18.0       44.7       72.7       92.3       94.0:       7.7        6.0
Old  :     100.0:      29.7        3.4       18.0       44.7       72.7       92.3       94.0:       7.7        6.0
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  :       138:        59         13         44         61         51        129        101:
Old  :       138:        59         13         44         61         51        129        101:
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  :                 22.7       32.6       36.6       47.8       19.7       29.8       25.2       38.6
Old  :                 22.7       32.6       36.6       47.8       19.7       29.8       25.2       38.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    32,685:    16,305     12,966        679     10,826     12,958     27,810     26,602:     4,875      6,083
Old  :    32,685:    16,305     12,966        679     10,826     12,958     27,810     26,602:     4,875      6,083
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :       450:      -536       -158        113        975         16        552        -28:      -102        478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.9       39.7        2.1       33.1       39.6       85.1       81.4:      14.9       18.6
Old  :     100.0:      49.9       39.7        2.1       33.1       39.6       85.1       81.4:      14.9       18.6
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  :        54:        15         21         11         13          9         38         31:
Old  :        54:        15         21         11         13          9         38         31:
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  :                 37.9       33.5       56.6       54.9       37.9       32.3       55.3       49.2
Old  :                 37.9       33.5       56.6       54.9       37.9       32.3       55.3       49.2
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, June 3, 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  :   121,074:    39,833     53,064      3,346     63,396     52,082    106,576    108,492:    14,499     12,582
Old  :   121,074:    39,833     53,064      3,346     63,396     52,082    106,576    108,492:    14,499     12,582
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :     7,070:     1,533     11,698     -1,143      7,562     -2,858      7,952      7,697:      -882       -627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       43.8        2.8       52.4       43.0       88.0       89.6:      12.0       10.4
Old  :     100.0:      32.9       43.8        2.8       52.4       43.0       88.0       89.6:      12.0       10.4
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  :       124:        44         47         21         20         22         71         83:
Old  :       124:        44         47         21         20         22         71         83:
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  :                 39.9       37.2       52.4       48.1       38.9       36.3       48.8       46.9
Old  :                 39.9       37.2       52.4       48.1       38.9       36.3       48.8       46.9
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, June 3, 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  :    61,287:    15,489      4,675      1,217     44,305     55,279     61,011     61,171:       276        116
Old  :    61,287:    15,489      4,675      1,217     44,305     55,279     61,011     61,171:       276        116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :     1,932:    -2,986        223       -216      5,086      2,080      1,884      2,087:        48       -155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        7.6        2.0       72.3       90.2       99.5       99.8:       0.5        0.2
Old  :     100.0:      25.3        7.6        2.0       72.3       90.2       99.5       99.8:       0.5        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         9         12          3         18         11         28         25:
Old  :        43:         9         12          3         18         11         28         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  :                 58.4       84.0       80.9       95.2       43.7       59.7       57.4       66.0
Old  :                 58.4       84.0       80.9       95.2       43.7       59.7       57.4       66.0
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, June 3, 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  :    45,238:     9,961      1,476        401     34,869     43,217     45,231     45,094:         7        144
Old  :    45,238:     9,961      1,476        401     34,869     43,217     45,231     45,094:         7        144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :     4,542:        84       -113        351      4,106      4,366      4,541      4,604:         1        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        3.3        0.9       77.1       95.5      100.0       99.7:       0.0        0.3
Old  :     100.0:      22.0        3.3        0.9       77.1       95.5      100.0       99.7:       0.0        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         5          7          1         12          8         17         16:
Old  :        27:         5          7          1         12          8         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.2       95.5       93.8       98.1       82.6       94.1       92.4       95.9
Old  :                 83.2       95.5       93.8       98.1       82.6       94.1       92.4       95.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 6, 2008