WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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  :   438,234:    72,581     72,898    124,901    213,582    188,400    411,065    386,199:    27,170     52,035
Old  :   377,117:    58,056     71,903    109,014    185,661    153,044    352,731    333,961:    24,386     43,156
Other:    61,117:    25,540     12,009      4,873     27,921     35,356     58,334     52,238:     2,784      8,880
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :       321:     1,626     -5,555      2,237     -2,066      3,582      1,797        265:    -1,476         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       16.6       28.5       48.7       43.0       93.8       88.1:       6.2       11.9
Old  :     100.0:      15.4       19.1       28.9       49.2       40.6       93.5       88.6:       6.5       11.4
Other:     100.0:      41.8       19.6        8.0       45.7       57.8       95.4       85.5:       4.6       14.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       366:       104        125        141         84        112        280        303:
Old  :       360:       110        120        130         81        109        271        289:
Other:       163:        28         47         21         29         80         68        138:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.5       14.4       34.6       23.3       19.4       13.1       30.8       18.9
Old  :                 24.3       14.8       36.7       23.5       22.3       13.0       33.4       18.9
Other:                 50.7       23.4       63.0       32.4       49.7       19.3       59.2       26.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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  : 2,058,725:   248,508     93,734    737,665    915,436    948,978  1,901,610  1,780,377:   157,116    278,349
Old  :   544,151:    68,736     95,090    171,538    271,043    224,758    511,316    491,386:    32,835     52,765
Other: 1,514,574:   254,065     72,936    491,835    644,393    724,219  1,390,293  1,288,990:   124,281    225,584
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :    32,449:   -26,061     -1,563     44,589     14,018    -15,731     32,545     27,295:       -96      5,154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        4.6       35.8       44.5       46.1       92.4       86.5:       7.6       13.5
Old  :     100.0:      12.6       17.5       31.5       49.8       41.3       94.0       90.3:       6.0        9.7
Other:     100.0:      16.8        4.8       32.5       42.5       47.8       91.8       85.1:       8.2       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       845:       204        174        284        279        401        631        740:
Old  :       662:       117        153        137        183        314        370        534:
Other:       811:       221        151        243        248        385        572        685:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9       14.2       21.3       21.3        8.3        5.4       13.7        8.8
Old  :                 19.6       13.1       32.0       22.1       19.2        7.4       28.7       11.6
Other:                 13.6       14.7       21.8       21.3        7.3        5.9       12.5        9.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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  :    17,468:     2,922        671      1,058     10,419     14,291     14,399     16,019:     3,069      1,448
Old  :    17,333:     2,922        671      1,058     10,284     14,180     14,264     15,908:     3,069      1,424
Other:       135:         0          0          0        135        111        135        111:         0         24
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :        91:      -803        132        184        887       -501        269       -185:      -177        276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        3.8        6.1       59.6       81.8       82.4       91.7:      17.6        8.3
Old  :     100.0:      16.9        3.9        6.1       59.3       81.8       82.3       91.8:      17.7        8.2
Other:     100.0:       0.0        0.0        0.0      100.0       82.2      100.0       82.2:       0.0       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        20          7          9         17         16         42         27:
Old  :        50:        20          7          9         17         16         42         27:
Other:         2:         0          0          0          1          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 38.6       58.9       53.8       75.2       38.6       52.3       51.8       67.1
Old  :                 38.9       58.8       54.2       75.1       38.9       52.8       52.2       67.7
Other:                100.0       82.2      100.0       82.2      100.0       82.2      100.0       82.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   607,051:   119,152     32,236    193,948    241,062    297,106    554,162    523,290:    52,888     83,761
Old  :    82,045:    14,464      7,652     28,153     32,072     38,805     74,689     74,610:     7,356      7,435
Other:   525,005:   117,304     37,199    153,180    208,990    258,301    479,473    448,680:    45,532     76,325
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :   -24,411:   -16,213      1,766      5,810     -2,065    -24,578    -12,467    -17,001:   -11,944     -7,410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        5.3       31.9       39.7       48.9       91.3       86.2:       8.7       13.8
Old  :     100.0:      17.6        9.3       34.3       39.1       47.3       91.0       90.9:       9.0        9.1
Other:     100.0:      22.3        7.1       29.2       39.8       49.2       91.3       85.5:       8.7       14.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       528:       172        122        194        124        202        392        444:
Old  :       282:        81         56         62         65        112        172        205:
Other:       521:       159        136        179        107        200        363        432:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       22.4       29.2       30.4       11.8       12.6       17.7       15.9
Old  :                 37.9       32.4       46.8       41.7       16.5       13.0       22.0       18.4
Other:                 20.6       22.0       29.7       30.4       13.6       13.5       20.5       17.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    21,921:    18,259      3,252        868          2      3,171     19,129      7,291:     2,792     14,630
Old  :       699:       515         60          0          0        102        515        162:       184        537
Other:    21,222:    17,751      3,199        861          2      3,069     18,614      7,129:     2,608     14,093
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :       484:       367         50        207          0         44        574        301:       -90        183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.3       14.8        4.0        0.0       14.5       87.3       33.3:      12.7       66.7
Old  :     100.0:      73.7        8.6        0.0        0.0       14.6       73.7       23.2:      26.3       76.8
Other:     100.0:      83.6       15.1        4.1        0.0       14.5       87.7       33.6:      12.3       66.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:        12          8          4          1          9         13         21:
Old  :        17:         7          3          0          0          7          7         10:
Other:        29:        12          8          4          1          9         13         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.9       15.1       82.7       21.7       65.9       13.1       79.1       19.3
Old  :                 61.7       20.9       73.7       22.9       61.7       20.9       73.7       22.9
Other:                 66.3       15.3       83.0       21.8       66.3       13.3       79.2       19.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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  :   310,471:    36,302     22,421     88,804    156,878    178,669    281,984    289,894:    28,487     20,577
Old  :    89,735:    23,006     10,889     18,853     39,349     53,157     81,208     82,898:     8,527      6,836
Other:   220,736:    30,834     29,069     52,414    117,528    125,513    200,776    206,995:    19,960     13,741
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :     6,717:    -2,306      5,532      6,113      5,895     -7,600      9,702      4,045:    -2,985      2,672
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7        7.2       28.6       50.5       57.5       90.8       93.4:       9.2        6.6
Old  :     100.0:      25.6       12.1       21.0       43.9       59.2       90.5       92.4:       9.5        7.6
Other:     100.0:      14.0       13.2       23.7       53.2       56.9       91.0       93.8:       9.0        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        49         31         66         72         65        165        142:
Old  :       136:        38         20         35         53         50        107         96:
Other:       168:        47         42         46         64         56        137        120:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       27.4       25.8       43.1       12.9       22.6       20.0       30.8
Old  :                 22.1       26.1       35.9       39.6       17.4       20.7       26.5       30.5
Other:                 21.3       34.5       32.1       50.4       17.7       27.5       24.8       37.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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  : 1,038,339:   151,762    177,922     82,924    662,299    575,266    896,985    836,111:   141,354    202,228
Old  : 1,038,339:   151,762    177,922     82,924    662,299    575,266    896,985    836,111:   141,354    202,228
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :   -47,404:   -12,455     -9,010    -14,602    -15,940    -21,763    -42,997    -45,375:    -4,407     -2,029
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       17.1        8.0       63.8       55.4       86.4       80.5:      13.6       19.5
Old  :     100.0:      14.6       17.1        8.0       63.8       55.4       86.4       80.5:      13.6       19.5
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  :       203:        39         51         52         81         96        146        173:
Old  :       203:        39         51         52         81         96        146        173:
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       17.1       36.2       25.5       15.6       10.1       24.8       15.9
Old  :                 22.8       17.1       36.2       25.5       15.6       10.1       24.8       15.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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  :   231,748:    49,383     10,163     57,827     85,727    142,774    192,937    210,764:    38,811     20,984
Old  :    76,797:    23,723      4,903     12,113     27,295     49,289     63,131     66,305:    13,667     10,492
Other:   154,951:    37,777     17,377     33,597     58,432     93,484    129,806    144,458:    25,145     10,493
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :   -16,584:    -9,469      4,963     -5,289      2,449    -16,295    -12,309    -16,621:    -4,275         37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        4.4       25.0       37.0       61.6       83.3       90.9:      16.7        9.1
Old  :     100.0:      30.9        6.4       15.8       35.5       64.2       82.2       86.3:      17.8       13.7
Other:     100.0:      24.4       11.2       21.7       37.7       60.3       83.8       93.2:      16.2        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        74         21         69         66         65        172        139:
Old  :       152:        51         22         38         49         55        119        102:
Other:       174:        63         32         44         58         52        141        113:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.0       32.2       18.2       44.6        8.0       29.6       14.2       35.6
Old  :                 19.6       22.6       30.6       37.9       15.9       21.8       25.8       34.7
Other:                 11.0       37.2       20.3       50.3       10.6       33.5       18.0       41.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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  :    13,689:     2,446        966        760      8,138     10,535     11,343     12,260:     2,346      1,429
Old  :    13,678:     2,446        963        760      8,138     10,535     11,343     12,257:     2,335      1,421
Other:        11:         0          3          0          0          0          0          3:        11          8
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :       -64:       -98         78        -72        445       -217        276       -210:      -340        146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        7.1        5.5       59.4       77.0       82.9       89.6:      17.1       10.4
Old  :     100.0:      17.9        7.0        5.6       59.5       77.0       82.9       89.6:      17.1       10.4
Other:     100.0:       0.0       27.3        0.0        0.0        0.0        0.0       27.3:     100.0       72.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        15         11          8         24         21         44         36:
Old  :        59:        15         11          8         24         21         44         36:
Other:         1:         0          1          0          0          0          0          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       62.8       45.6       72.0       20.5       41.6       32.9       48.4
Old  :                 30.3       62.9       45.7       72.1       20.5       41.7       33.0       48.4
Other:                  0.0       27.3        0.0       27.3        0.0       27.3        0.0       27.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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  :   908,778:   152,623    197,139     32,393    614,301    591,110    799,317    820,643:   109,461     88,135
Old  :   908,778:   152,623    197,139     32,393    614,301    591,110    799,317    820,643:   109,461     88,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :   -43,805:   -24,672    -16,508     -7,161        254    -13,605    -31,579    -37,274:   -12,226     -6,531
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       21.7        3.6       67.6       65.0       88.0       90.3:      12.0        9.7
Old  :     100.0:      16.8       21.7        3.6       67.6       65.0       88.0       90.3:      12.0        9.7
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  :       211:        38         42         31         88        104        141        162:
Old  :       211:        38         42         31         88        104        141        162:
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  :                 22.6       30.8       33.4       47.4       21.9       27.5       30.3       39.5
Old  :                 22.6       30.8       33.4       47.4       21.9       27.5       30.3       39.5
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 22, 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  : 2,416,904:   246,207    341,632    365,428  1,467,162  1,304,684  2,078,797  2,011,744:   338,107    405,160
Old  : 2,416,904:   246,207    341,632    365,428  1,467,162  1,304,684  2,078,797  2,011,744:   338,107    405,160
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :   -98,385:   -13,299     72,997    -29,422    -53,019   -158,233    -95,739   -114,657:    -2,646     16,272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       14.1       15.1       60.7       54.0       86.0       83.2:      14.0       16.8
Old  :     100.0:      10.2       14.1       15.1       60.7       54.0       86.0       83.2:      14.0       16.8
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  :       284:        45         78         74        125        140        219        243:
Old  :       284:        45         78         74        125        140        219        243:
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  :                 25.3       16.5       31.7       24.1       21.5       13.2       27.5       18.4
Old  :                 25.3       16.5       31.7       24.1       21.5       13.2       27.5       18.4
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 22, 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  : 1,754,270:   354,281    202,939    122,874  1,057,382  1,183,491  1,534,537  1,509,305:   219,733    244,966
Old  : 1,754,270:   354,281    202,939    122,874  1,057,382  1,183,491  1,534,537  1,509,305:   219,733    244,966
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :   -26,176:   -35,223      8,530     25,557     -4,886    -66,835    -14,552    -32,748:   -11,624      6,572
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       11.6        7.0       60.3       67.5       87.5       86.0:      12.5       14.0
Old  :     100.0:      20.2       11.6        7.0       60.3       67.5       87.5       86.0:      12.5       14.0
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  :       198:        40         40         36         98         95        153        156:
Old  :       198:        40         40         36         98         95        153        156:
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       25.2       32.5       36.4       15.1       16.6       24.1       23.4
Old  :                 22.2       25.2       32.5       36.4       15.1       16.6       24.1       23.4
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 22, 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  :   868,952:   299,885     40,271    173,586    346,320    619,336    819,791    833,193:    49,161     35,759
Old  :   868,952:   299,885     40,271    173,586    346,320    619,336    819,791    833,193:    49,161     35,759
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :   -12,196:    -1,361     -1,455     -9,052      2,937      4,307     -7,476     -6,199:    -4,721     -5,997
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5        4.6       20.0       39.9       71.3       94.3       95.9:       5.7        4.1
Old  :     100.0:      34.5        4.6       20.0       39.9       71.3       94.3       95.9:       5.7        4.1
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  :       135:        51         18         38         61         57        121        105:
Old  :       135:        51         18         38         61         57        121        105:
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  :                 31.2       37.3       42.9       54.0       26.0       35.7       32.0       46.2
Old  :                 31.2       37.3       42.9       54.0       26.0       35.7       32.0       46.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    12,684:     3,583      1,890      1,988      1,549      5,987      7,121      9,865:     5,564      2,819
Old  :    12,684:     3,583      1,890      1,988      1,549      5,987      7,121      9,865:     5,564      2,819
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :      -326:      -927        811        427        388     -1,088       -111        150:      -214       -476
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       14.9       15.7       12.2       47.2       56.1       77.8:      43.9       22.2
Old  :     100.0:      28.3       14.9       15.7       12.2       47.2       56.1       77.8:      43.9       22.2
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  :        21:        10          5          6          3          5         15         14:
Old  :        21:        10          5          6          3          5         15         14:
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  :                 25.4       50.8       41.6       68.0       22.9       50.8       34.9       61.0
Old  :                 25.4       50.8       41.6       68.0       22.9       50.8       34.9       61.0
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 22, 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  :    32,414:    14,387     14,467      1,184     11,925      8,170     27,497     23,821:     4,918      8,594
Old  :    32,414:    14,387     14,467      1,184     11,925      8,170     27,497     23,821:     4,918      8,594
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :    -1,023:     1,770       -572       -159       -872       -685        739     -1,415:    -1,762        392
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4       44.6        3.7       36.8       25.2       84.8       73.5:      15.2       26.5
Old  :     100.0:      44.4       44.6        3.7       36.8       25.2       84.8       73.5:      15.2       26.5
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  :        51:        19         18          8         11          8         38         26:
Old  :        51:        19         18          8         11          8         38         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  :                 34.4       35.2       53.0       53.3       34.1       35.1       52.3       49.4
Old  :                 34.4       35.2       53.0       53.3       34.1       35.1       52.3       49.4
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 22, 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  :   121,827:    47,607     40,184      4,636     49,389     59,857    101,631    104,676:    20,196     17,151
Old  :   121,827:    47,607     40,184      4,636     49,389     59,857    101,631    104,676:    20,196     17,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :    -5,092:    -2,210     -2,096       -583     -1,360     -3,990     -4,152     -6,669:      -940      1,576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1       33.0        3.8       40.5       49.1       83.4       85.9:      16.6       14.1
Old  :     100.0:      39.1       33.0        3.8       40.5       49.1       83.4       85.9:      16.6       14.1
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  :       129:        39         48         19         26         24         75         81:
Old  :       129:        39         48         19         26         24         75         81:
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  :                 25.5       32.4       43.7       49.0       24.8       31.9       40.9       44.2
Old  :                 25.5       32.4       43.7       49.0       24.8       31.9       40.9       44.2
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 22, 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  :    57,918:    15,484      7,585        646     41,569     49,499     57,699     57,730:       219        188
Old  :    57,918:    15,484      7,585        646     41,569     49,499     57,699     57,730:       219        188
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :     1,459:      -244        329       -127      1,882      1,261      1,511      1,463:       -52         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       13.1        1.1       71.8       85.5       99.6       99.7:       0.4        0.3
Old  :     100.0:      26.7       13.1        1.1       71.8       85.5       99.6       99.7:       0.4        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  :        41:        10         14          2         14         10         25         25:
Old  :        41:        10         14          2         14         10         25         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  :                 73.0       81.5       86.9       94.0       45.8       41.9       52.8       53.0
Old  :                 73.0       81.5       86.9       94.0       45.8       41.9       52.8       53.0
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, July 22, 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  :    60,715:    18,742        560         68     41,889     59,839     60,699     60,467:        16        248
Old  :    60,715:    18,742        560         68     41,889     59,839     60,699     60,467:        16        248
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2008                        :
     :     2,038:     1,411     -1,235         68        564      3,217      2,043      2,050:        -5        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9        0.9        0.1       69.0       98.6      100.0       99.6:       0.0        0.4
Old  :     100.0:      30.9        0.9        0.1       69.0       98.6      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  :        32:         7          8          1         10         11         17         20:
Old  :        32:         7          8          1         10         11         17         20:
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       96.9       96.0       98.1       87.7       96.7       95.8       97.9
Old  :                 87.8       96.9       96.0       98.1       87.7       96.7       95.8       97.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 25, 2008