WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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  :   433,127:    69,882     75,636    119,808    215,226    187,446    404,915    382,890:    28,212     50,238
Old  :   373,243:    54,940     73,166    103,564    189,066    154,579    347,570    331,309:    25,673     41,934
Other:    59,885:    26,261     13,789      4,924     26,160     32,867     57,345     51,581:     2,540      8,304
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2008                         :
     :   -10,954:    -6,110      8,315     -4,836      2,623    -10,345     -8,323     -6,866:    -2,631     -4,088
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       17.5       27.7       49.7       43.3       93.5       88.4:       6.5       11.6
Old  :     100.0:      14.7       19.6       27.7       50.7       41.4       93.1       88.8:       6.9       11.2
Other:     100.0:      43.9       23.0        8.2       43.7       54.9       95.8       86.1:       4.2       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       353:       104        117        135         75        110        267        288:
Old  :       348:       104        117        122         73        108        256        277:
Other:       160:        29         43         23         27         78         68        135:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.9       13.6       35.5       22.6       20.0       12.0       31.6       18.6
Old  :                 25.1       14.2       37.8       23.1       22.8       12.1       34.6       18.8
Other:                 50.5       21.9       62.6       32.1       50.1       18.2       59.6       26.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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  : 2,026,074:   295,392     73,062    691,287    878,645    993,864  1,865,324  1,758,214:   160,750    267,860
Old  :   544,641:    91,437     77,944    133,696    275,813    271,410    500,945    483,050:    43,696     61,591
Other: 1,481,433:   265,674     56,837    495,872    602,832    722,455  1,364,378  1,275,164:   117,054    206,268
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2008                         :
     :   -23,891:   -29,597     -2,701       -218     21,704    -17,061     -8,110    -19,980:   -15,781     -3,911
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6        3.6       34.1       43.4       49.1       92.1       86.8:       7.9       13.2
Old  :     100.0:      16.8       14.3       24.5       50.6       49.8       92.0       88.7:       8.0       11.3
Other:     100.0:      17.9        3.8       33.5       40.7       48.8       92.1       86.1:       7.9       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       853:       222        162        274        267        412        623        743:
Old  :       669:       122        147        143        177        329        377        545:
Other:       816:       227        147        224        236        397        554        687:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.6       14.6       22.1       21.9        9.2        6.5       14.8       10.2
Old  :                 19.9       16.5       31.5       25.1       19.9       13.3       30.0       17.4
Other:                 14.3       14.3       23.0       21.4        8.0        6.1       12.7        8.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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  :    17,848:     3,996        499        908      9,232     15,063     14,137     16,469:     3,711      1,378
Old  :    17,848:     3,996        499        908      9,232     15,063     14,137     16,469:     3,711      1,378
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2008                         :
     :      -845:      -376         60          9        180       -253       -187       -184:      -658       -661
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4        2.8        5.1       51.7       84.4       79.2       92.3:      20.8        7.7
Old  :     100.0:      22.4        2.8        5.1       51.7       84.4       79.2       92.3:      20.8        7.7
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  :        53:        23          6          8         18         17         45         27:
Old  :        53:        23          6          8         18         17         45         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       57.9       50.5       74.5       35.6       53.1       49.1       68.7
Old  :                 35.6       57.9       50.5       74.5       35.6       53.1       49.1       68.7
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, July 8, 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  :   644,040:   134,866     29,190    194,015    250,306    330,597    579,186    553,801:    64,853     90,238
Old  :   107,520:    36,402      8,163     24,235     33,850     62,242     94,486     94,639:    13,034     12,881
Other:   536,519:   123,414     45,977    144,830    216,456    268,355    484,700    459,162:    51,819     77,357
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2008                         :
     :   -10,386:   -11,480       -174       -857      2,699    -10,508     -9,638    -11,540:      -748      1,154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        4.5       30.1       38.9       51.3       89.9       86.0:      10.1       14.0
Old  :     100.0:      33.9        7.6       22.5       31.5       57.9       87.9       88.0:      12.1       12.0
Other:     100.0:      23.0        8.6       27.0       40.3       50.0       90.3       85.6:       9.7       14.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       525:       188        108        191        125        206        395        439:
Old  :       338:       110         55         62         68        135        202        229:
Other:       513:       158        139        163        106        203        351        422:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.6       22.5       27.6       31.6       12.3       14.2       18.7       18.3
Old  :                 24.8       31.5       38.3       42.2       19.9       22.7       29.1       31.0
Other:                 22.0       21.5       31.0       30.4       14.7       13.6       21.8       18.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    22,390:    18,875      3,447        561          5      3,058     19,441      7,066:     2,949     15,324
Old  :       898:       647         49         57          3        103        707        209:       191        689
Other:    21,492:    18,228      3,398        504          2      2,955     18,734      6,857:     2,758     14,635
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2008                         :
     :       510:       561        163        -58          0          3        503        108:         7        402
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.3       15.4        2.5        0.0       13.7       86.8       31.6:      13.2       68.4
Old  :     100.0:      72.0        5.5        6.3        0.3       11.5       78.7       23.3:      21.3       76.7
Other:     100.0:      84.8       15.8        2.3        0.0       13.7       87.2       31.9:      12.8       68.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        12         10          5          2          9         15         23:
Old  :        21:         9          4          4          1          7         10         15:
Other:        31:        12         10          4          1          9         14         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  :                 63.7       12.9       81.4       18.7       63.5       12.4       79.1       18.0
Old  :                 61.9       15.9       77.3       20.7       57.5       13.1       71.5       16.4
Other:                 64.2       13.2       81.7       19.0       64.2       12.5       79.4       18.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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  :   302,299:    39,084     16,188     81,011    148,849    186,115    268,945    283,314:    33,354     18,985
Old  :    95,140:    26,137     11,247     12,965     44,899     63,670     84,002     87,881:    11,138      7,258
Other:   207,159:    33,698     25,692     47,295    103,950    122,445    184,943    195,433:    22,216     11,727
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2008                         :
     :       494:    -4,376      1,548        821      5,775     -3,298      2,220       -929:    -1,726      1,423
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        5.4       26.8       49.2       61.6       89.0       93.7:      11.0        6.3
Old  :     100.0:      27.5       11.8       13.6       47.2       66.9       88.3       92.4:      11.7        7.6
Other:     100.0:      16.3       12.4       22.8       50.2       59.1       89.3       94.3:      10.7        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        45         38         60         63         61        152        132:
Old  :       132:        41         19         34         49         50        102         95:
Other:       162:        45         46         43         52         48        126        109:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       30.9       26.5       45.0       13.9       24.8       21.4       35.1
Old  :                 21.8       28.0       33.3       42.7       17.5       26.7       28.3       41.4
Other:                 21.9       40.3       33.1       53.4       19.7       34.2       27.9       43.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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  : 1,054,543:   165,453    181,793     87,270    665,990    584,438    918,712    853,501:   135,830    201,042
Old  : 1,054,543:   165,453    181,793     87,270    665,990    584,438    918,712    853,501:   135,830    201,042
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2008                         :
     :    25,730:    24,903      4,842     -1,226    -10,505     20,472     13,172     24,088:    12,558      1,642
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       17.2        8.3       63.2       55.4       87.1       80.9:      12.9       19.1
Old  :     100.0:      15.7       17.2        8.3       63.2       55.4       87.1       80.9:      12.9       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  :       198:        34         56         51         84         92        153        164:
Old  :       198:        34         56         51         84         92        153        164:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       19.3       35.2       28.7       15.6       12.2       24.9       19.2
Old  :                 22.2       19.3       35.2       28.7       15.6       12.2       24.9       19.2
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, July 8, 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  :   248,842:    60,090      5,962     59,515     87,505    164,319    207,110    229,796:    41,732     19,046
Old  :    96,540:    30,351      4,541     14,955     35,556     67,876     80,862     87,372:    15,678      9,168
Other:   152,302:    43,015     14,696     31,284     51,949     96,443    126,247    142,424:    26,055      9,878
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2008                         :
     :    -3,889:    -5,809      1,336      3,379       -496     -8,952     -2,926     -4,237:      -962        349
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        2.4       23.9       35.2       66.0       83.2       92.3:      16.8        7.7
Old  :     100.0:      31.4        4.7       15.5       36.8       70.3       83.8       90.5:      16.2        9.5
Other:     100.0:      28.2        9.6       20.5       34.1       63.3       82.9       93.5:      17.1        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        79         18         66         66         69        173        144:
Old  :       158:        51         26         41         48         57        119        109:
Other:       182:        75         30         46         59         51        150        114:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9       31.3       18.6       41.8        7.3       29.6       13.2       35.0
Old  :                 22.8       26.4       35.1       40.2       19.7       25.7       30.3       38.7
Other:                 11.2       36.6       19.5       48.3        9.5       32.4       16.4       41.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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  :    14,684:     2,789        908        854      8,030     11,474     11,672     13,236:     3,011      1,448
Old  :    14,673:     2,793        908        850      8,030     11,474     11,672     13,232:     3,000      1,441
Other:        11:         0          4          0          0          0          0          4:        11          7
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2008                         :
     :      -577:      -388         14        147        -28       -873       -268       -713:      -308        136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0        6.2        5.8       54.7       78.1       79.5       90.1:      20.5        9.9
Old  :     100.0:      19.0        6.2        5.8       54.7       78.2       79.6       90.2:      20.4        9.8
Other:     100.0:       0.0       36.4        0.0        0.0        0.0        0.0       36.4:     100.0       63.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        18          9          9         27         23         48         39:
Old  :        62:        18          9          9         27         23         48         39:
Other:         2:         0          2          0          0          0          0          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       61.7       41.2       71.1       17.9       43.3       30.5       50.7
Old  :                 26.7       61.7       41.3       71.1       18.0       43.3       30.5       50.7
Other:                  0.0       36.4        0.0       36.4        0.0       36.4        0.0       36.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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  :   965,793:   192,931    218,031     30,861    614,654    625,302    838,447    874,194:   127,346     91,600
Old  :   965,793:   192,931    218,031     30,861    614,654    625,302    838,447    874,194:   127,346     91,600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2008                         :
     :    -4,922:    20,394     23,989      3,966    -39,557    -20,767    -15,197      7,188:    10,275    -12,110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       22.6        3.2       63.6       64.7       86.8       90.5:      13.2        9.5
Old  :     100.0:      20.0       22.6        3.2       63.6       64.7       86.8       90.5:      13.2        9.5
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  :       212:        46         41         35         90         90        153        149:
Old  :       212:        46         41         35         90         90        153        149:
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  :                 21.7       38.4       32.4       51.8       19.9       36.1       28.7       45.6
Old  :                 21.7       38.4       32.4       51.8       19.9       36.1       28.7       45.6
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, July 8, 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  : 2,446,140:   280,717    248,835    332,118  1,512,339  1,452,351  2,125,174  2,033,304:   320,966    412,836
Old  : 2,446,140:   280,717    248,835    332,118  1,512,339  1,452,351  2,125,174  2,033,304:   320,966    412,836
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2008                         :
     :    53,061:    34,636     -7,256     29,736    -24,596     33,546     39,775     56,025:    13,286     -2,965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       10.2       13.6       61.8       59.4       86.9       83.1:      13.1       16.9
Old  :     100.0:      11.5       10.2       13.6       61.8       59.4       86.9       83.1:      13.1       16.9
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  :       283:        61         56         74        126        141        224        234:
Old  :       283:        61         56         74        126        141        224        234:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       18.0       33.3       26.1       21.4       13.9       27.5       19.2
Old  :                 26.3       18.0       33.3       26.1       21.4       13.9       27.5       19.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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  : 1,793,243:   468,747    202,382     83,304  1,018,488  1,241,597  1,570,539  1,527,283:   222,704    265,961
Old  : 1,793,243:   468,747    202,382     83,304  1,018,488  1,241,597  1,570,539  1,527,283:   222,704    265,961
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2008                         :
     :    76,602:    25,026     39,710      4,732     32,229      3,361     61,987     47,803:    14,614     28,798
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       11.3        4.6       56.8       69.2       87.6       85.2:      12.4       14.8
Old  :     100.0:      26.1       11.3        4.6       56.8       69.2       87.6       85.2:      12.4       14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        43         38         34         94         96        151        154:
Old  :       202:        43         38         34         94         96        151        154:
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  :                 20.7       25.9       30.6       37.9       14.2       18.2       23.8       25.4
Old  :                 20.7       25.9       30.6       37.9       14.2       18.2       23.8       25.4
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, July 8, 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  :   816,900:   309,088     34,670    144,007    305,182    590,193    758,276    768,869:    58,624     48,030
Old  :   816,900:   309,088     34,670    144,007    305,182    590,193    758,276    768,869:    58,624     48,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2008                         :
     :   -62,992:   -25,949     -3,100     16,246    -49,867    -70,575    -59,570    -57,429:    -3,422     -5,564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8        4.2       17.6       37.4       72.2       92.8       94.1:       7.2        5.9
Old  :     100.0:      37.8        4.2       17.6       37.4       72.2       92.8       94.1:       7.2        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       133:        54         14         38         61         50        123         95:
Old  :       133:        54         14         38         61         50        123         95:
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  :                 31.8       38.6       43.2       53.2       27.4       37.1       33.4       47.8
Old  :                 31.8       38.6       43.2       53.2       27.4       37.1       33.4       47.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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  :    30,498:    12,201     13,831      1,213     11,987      8,432     25,401     23,476:     5,096      7,021
Old  :    30,498:    12,201     13,831      1,213     11,987      8,432     25,401     23,476:     5,096      7,021
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2008                         :
     :     2,036:       909        853         -5        524        763      1,428      1,610:       608        426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0       45.4        4.0       39.3       27.6       83.3       77.0:      16.7       23.0
Old  :     100.0:      40.0       45.4        4.0       39.3       27.6       83.3       77.0:      16.7       23.0
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  :        47:        14         17          6         12          9         32         26:
Old  :        47:        14         17          6         12          9         32         26:
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  :                 33.6       37.2       51.8       56.2       33.6       37.2       51.5       52.4
Old  :                 33.6       37.2       51.8       56.2       33.6       37.2       51.5       52.4
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, July 8, 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  :   111,119:    44,720     38,945      3,775     42,089     53,881     90,584     96,602:    20,535     14,518
Old  :   111,119:    44,720     38,945      3,775     42,089     53,881     90,584     96,602:    20,535     14,518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2008                         :
     :     5,688:    -2,539      8,145        226      9,077     -2,281      6,763      6,089:    -1,076       -402
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2       35.0        3.4       37.9       48.5       81.5       86.9:      18.5       13.1
Old  :     100.0:      40.2       35.0        3.4       37.9       48.5       81.5       86.9:      18.5       13.1
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  :       119:        42         43         16         23         19         72         71:
Old  :       119:        42         43         16         23         19         72         71:
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  :                 32.6       37.1       49.1       52.4       31.4       36.2       45.4       48.2
Old  :                 32.6       37.1       49.1       52.4       31.4       36.2       45.4       48.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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  :    56,023:    15,269      7,518        813     39,661     47,246     55,743     55,577:       280        446
Old  :    56,023:    15,269      7,518        813     39,661     47,246     55,743     55,577:       280        446
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2008                         :
     :       133:       -94       -111         81        -54       -243        -67       -273:       200        406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       13.4        1.5       70.8       84.3       99.5       99.2:       0.5        0.8
Old  :     100.0:      27.3       13.4        1.5       70.8       84.3       99.5       99.2:       0.5        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        10         14          3         14         11         25         27:
Old  :        42:        10         14          3         14         11         25         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.8       78.8       87.1       92.0       47.8       47.6       55.0       55.7
Old  :                 71.8       78.8       87.1       92.0       47.8       47.6       55.0       55.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                                  Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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  :    60,098:    16,237      2,540          0     43,855     57,336     60,092     59,876:         6        222
Old  :    60,098:    16,237      2,540          0     43,855     57,336     60,092     59,876:         6        222
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2008                         :
     :     1,318:     1,060       -169        -38        297      1,583      1,319      1,376:        -1        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0        4.2        0.0       73.0       95.4      100.0       99.6:       0.0        0.4
Old  :     100.0:      27.0        4.2        0.0       73.0       95.4      100.0       99.6:       0.0        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         5         11          0         12         11         17         22:
Old  :        35:         5         11          0         12         11         17         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.8       95.4       96.8       97.7       87.4       95.2       96.4       97.5
Old  :                 87.8       95.4       96.8       97.7       87.4       95.2       96.4       97.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 11, 2008