WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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  :   449,902:    70,922     67,946    136,431    212,059    188,018    419,413    392,396:    30,490     57,507
Old  :   387,702:    57,304     66,284    119,897    183,122    154,084    360,323    340,264:    27,380     47,438
Other:    62,200:    24,998     13,042      5,155     28,937     33,935     59,090     52,132:     3,110     10,068
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :    13,593:        25     -3,638     10,932      1,610      4,058     12,566     11,352:     1,027      2,241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       15.1       30.3       47.1       41.8       93.2       87.2:       6.8       12.8
Old  :     100.0:      14.8       17.1       30.9       47.2       39.7       92.9       87.8:       7.1       12.2
Other:     100.0:      40.2       21.0        8.3       46.5       54.6       95.0       83.8:       5.0       16.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       373:       102        130        153         87        111        287        318:
Old  :       369:       107        129        139         83        107        275        304:
Other:       162:        24         53         21         29         80         67        141:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.6       14.2       32.8       23.0       18.6       12.8       29.1       17.7
Old  :                 23.2       14.8       34.1       22.9       20.7       12.6       30.6       17.5
Other:                 49.5       21.6       62.2       30.5       47.7       18.3       57.0       25.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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  : 1,960,640:   220,837     80,667    706,344    868,953    888,602  1,796,134  1,675,614:   164,507    285,027
Old  :   418,277:    52,083     84,193    131,301    200,842    155,364    384,225    370,858:    34,051     47,419
Other: 1,542,364:   240,689     68,409    503,109    668,111    733,237  1,411,909  1,304,756:   130,455    237,608
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :    20,888:   -19,000      8,158     17,270     11,735    -22,563     10,005      2,865:    10,883     18,023
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        4.1       36.0       44.3       45.3       91.6       85.5:       8.4       14.5
Old  :     100.0:      12.5       20.1       31.4       48.0       37.1       91.9       88.7:       8.1       11.3
Other:     100.0:      15.6        4.4       32.6       43.3       47.5       91.5       84.6:       8.5       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       815:       189        157        270        293        404        624        726:
Old  :       627:       106        142        118        186        301        359        494:
Other:       791:       211        150        233        255        392        561        688:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       14.1       21.4       21.1        8.1        5.4       13.5        8.6
Old  :                 21.1       13.9       33.5       23.4       18.9        8.0       27.8       13.4
Other:                 13.6       14.8       21.5       21.3        7.3        5.9       13.0        9.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 2008                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    16,631:     2,153        771      1,594     10,599     12,465     14,346     14,830:     2,285      1,801
Old  :    16,388:     2,163        771      1,584     10,414     12,304     14,161     14,659:     2,227      1,729
Other:       243:         0         10          0        185        161        185        171:        58         72
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :      -308:      -332        222        277        106     -1,034         51       -535:      -359        227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        4.6        9.6       63.7       75.0       86.3       89.2:      13.7       10.8
Old  :     100.0:      13.2        4.7        9.7       63.5       75.1       86.4       89.4:      13.6       10.6
Other:     100.0:       0.0        4.1        0.0       76.1       66.3       76.1       70.4:      23.9       29.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        17          8          9         17         17         39         31:
Old  :        50:        18          8          9         17         17         39         31:
Other:         4:         0          1          0          2          1          2          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  :                 37.5       54.5       53.5       71.0       36.9       47.6       51.7       60.2
Old  :                 38.1       54.3       54.3       71.1       37.4       47.9       52.5       61.3
Other:                 76.1       70.4       76.1       70.4       76.1       70.4       76.1       70.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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  :   547,771:   104,216     28,882    171,609    222,512    263,543    498,337    464,034:    49,434     83,737
Old  :   495,630:    94,412     35,047    150,322    204,284    233,478    449,018    418,848:    46,612     76,782
Other:    52,141:    19,458      3,489     11,633     18,228     30,064     49,318     45,186:     2,822      6,955
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :    -4,838:    -2,470        839      1,156      1,521     -8,137        206     -6,142:    -5,044      1,304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0        5.3       31.3       40.6       48.1       91.0       84.7:       9.0       15.3
Old  :     100.0:      19.0        7.1       30.3       41.2       47.1       90.6       84.5:       9.4       15.5
Other:     100.0:      37.3        6.7       22.3       35.0       57.7       94.6       86.7:       5.4       13.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       516:       168        118        186        117        203        369        443:
Old  :       515:       162        127        179        117        203        362        442:
Other:       252:        47         53         27         34        135         95        204:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.0       20.0       28.2       28.5       12.6       11.2       18.9       14.9
Old  :                 19.0       20.1       27.9       27.8       12.9       11.0       19.7       15.0
Other:                 42.6       39.3       58.4       51.8       28.3       28.8       38.6       36.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 2008                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    22,509:    18,450      3,867      1,207          2      3,273     19,659      8,347:     2,850     14,162
Old  :    19,979:    16,272      3,981      1,053          2      2,626     17,327      7,660:     2,652     12,319
Other:     2,530:     2,332         40          0          0        647      2,332        687:       198      1,843
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :       584:       286        618         44          0        132        330        794:       254       -210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.0       17.2        5.4        0.0       14.5       87.3       37.1:      12.7       62.9
Old  :     100.0:      81.4       19.9        5.3        0.0       13.1       86.7       38.3:      13.3       61.7
Other:     100.0:      92.2        1.6        0.0        0.0       25.6       92.2       27.2:       7.8       72.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        13         11          9          1         10         16         28:
Old  :        34:        12         12          8          1         10         15         28:
Other:        23:        10          4          0          0          9         10         13:
     :----------------------------------------------------------------------------------------------------
     :             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       14.3       80.4       22.0       63.6       12.4       77.8       18.8
Old  :                 63.5       15.3       80.7       22.7       63.3       12.8       77.6       19.5
Other:                 69.2       21.5       91.0       25.2       69.2       21.5       91.0       25.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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  :   299,973:    28,417     26,396     73,786    171,737    176,236    273,940    276,418:    26,032     23,554
Old  :    53,282:    12,867      7,123      6,401     28,404     34,875     47,672     48,400:     5,610      4,882
Other:   246,690:    31,598     35,321     51,337    143,333    141,361    226,268    228,018:    20,422     18,672
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :     3,681:    -7,455      3,076    -10,248     22,512      7,457      4,810        286:    -1,129      3,396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        8.8       24.6       57.3       58.8       91.3       92.1:       8.7        7.9
Old  :     100.0:      24.1       13.4       12.0       53.3       65.5       89.5       90.8:      10.5        9.2
Other:     100.0:      12.8       14.3       20.8       58.1       57.3       91.7       92.4:       8.3        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        44         41         60         68         68        153        148:
Old  :       118:        32         15         14         41         46         78         71:
Other:       188:        44         53         51         63         66        140        143:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.0       30.1       30.5       42.4       13.2       22.9       20.7       30.6
Old  :                 29.7       30.2       41.2       44.0       25.6       29.2       36.7       39.9
Other:                 21.6       33.0       33.3       45.6       15.4       24.4       23.0       31.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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  :   969,771:   136,711    174,839     67,691    639,244    545,389    843,646    787,919:   126,126    181,853
Old  :   969,771:   136,711    174,839     67,691    639,244    545,389    843,646    787,919:   126,126    181,853
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :    13,363:    18,190     -1,889      5,648    -15,812      6,813      8,027     10,572:     5,336      2,790
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       18.0        7.0       65.9       56.2       87.0       81.2:      13.0       18.8
Old  :     100.0:      14.1       18.0        7.0       65.9       56.2       87.0       81.2:      13.0       18.8
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  :       196:        29         58         50         75         95        138        169:
Old  :       196:        29         58         50         75         95        138        169:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       16.5       37.0       25.0       17.0       10.6       25.9       16.5
Old  :                 24.1       16.5       37.0       25.0       17.0       10.6       25.9       16.5
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, August 5, 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  :   212,919:    41,486      4,820     48,438     89,031    141,523    178,955    194,782:    33,964     18,137
Old  :    46,757:    14,647      1,470      4,246     19,504     34,633     38,397     40,349:     8,360      6,408
Other:   166,161:    36,225     12,736     34,806     69,527    106,891    140,558    154,433:    25,603     11,729
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :     3,315:      -828        940     -1,098      6,573      4,658      4,647      4,500:    -1,332     -1,185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5        2.3       22.7       41.8       66.5       84.0       91.5:      16.0        8.5
Old  :     100.0:      31.3        3.1        9.1       41.7       74.1       82.1       86.3:      17.9       13.7
Other:     100.0:      21.8        7.7       20.9       41.8       64.3       84.6       92.9:      15.4        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        64         20         61         71         71        166        135:
Old  :       132:        37         20         24         44         59         94         90:
Other:       172:        56         31         46         65         55        143        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  :                 11.9       35.8       19.5       47.4       10.3       30.0       16.8       37.9
Old  :                 18.6       27.2       31.0       44.1       18.2       24.2       28.9       38.6
Other:                 12.6       40.0       21.8       53.5       12.4       35.3       20.0       45.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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  :    13,749:     2,051      1,213      1,118      8,528      9,789     11,697     12,119:     2,052      1,629
Old  :    13,736:     2,051      1,208      1,118      8,528      9,789     11,697     12,114:     2,039      1,621
Other:        13:         0          5          0          0          0          0          5:        13          8
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :         6:      -216        -16        317        126       -421        227       -120:      -221        126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9        8.8        8.1       62.0       71.2       85.1       88.1:      14.9       11.9
Old  :     100.0:      14.9        8.8        8.1       62.1       71.3       85.2       88.2:      14.8       11.8
Other:     100.0:       0.0       38.5        0.0        0.0        0.0        0.0       38.5:     100.0       61.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        14         14          8         22         21         42         38:
Old  :        62:        14         14          8         22         21         42         38:
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  :                 32.1       56.6       49.6       67.4       23.5       35.1       35.8       42.4
Old  :                 32.1       56.7       49.7       67.4       23.5       35.1       35.8       42.5
Other:                  0.0       38.5        0.0       38.5        0.0       38.5        0.0       38.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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  :   928,888:   136,461    199,138     28,791    648,429    608,710    813,681    836,639:   115,207     92,249
Old  :   928,888:   136,461    199,138     28,791    648,429    608,710    813,681    836,639:   115,207     92,249
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :    16,821:   -10,564        371      2,611     23,599     12,140     15,645     15,121:     1,175      1,699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       21.4        3.1       69.8       65.5       87.6       90.1:      12.4        9.9
Old  :     100.0:      14.7       21.4        3.1       69.8       65.5       87.6       90.1:      12.4        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       216:        43         44         32         91         99        151        158:
Old  :       216:        43         44         32         91         99        151        158:
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  :                 26.7       29.1       36.7       44.4       23.6       25.5       31.4       38.5
Old  :                 26.7       29.1       36.7       44.4       23.6       25.5       31.4       38.5
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, August 5, 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  : 2,286,076:   230,074    283,336    288,870  1,461,007  1,349,503  1,979,950  1,921,710:   306,125    364,366
Old  : 2,286,076:   230,074    283,336    288,870  1,461,007  1,349,503  1,979,950  1,921,710:   306,125    364,366
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :    69,291:     8,361    -37,444     31,469     10,647     98,270     50,477     92,295:    18,814    -23,004
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       12.4       12.6       63.9       59.0       86.6       84.1:      13.4       15.9
Old  :     100.0:      10.1       12.4       12.6       63.9       59.0       86.6       84.1:      13.4       15.9
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  :       276:        41         75         71        124        137        213        235:
Old  :       276:        41         75         71        124        137        213        235:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       19.6       35.6       26.3       20.3       13.8       26.7       18.7
Old  :                 27.2       19.6       35.6       26.3       20.3       13.8       26.7       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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  : 1,673,503:   376,257    177,710     92,183    974,536  1,165,998  1,442,976  1,435,891:   230,527    237,613
Old  : 1,673,503:   376,257    177,710     92,183    974,536  1,165,998  1,442,976  1,435,891:   230,527    237,613
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :    49,263:    43,125     -9,438     -2,552      1,478     46,941     42,050     34,951:     7,213     14,312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       10.6        5.5       58.2       69.7       86.2       85.8:      13.8       14.2
Old  :     100.0:      22.5       10.6        5.5       58.2       69.7       86.2       85.8:      13.8       14.2
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  :       199:        43         36         35         97         98        155        154:
Old  :       199:        43         36         35         97         98        155        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  :                 24.2       26.8       34.2       38.8       15.8       17.9       22.7       24.7
Old  :                 24.2       26.8       34.2       38.8       15.8       17.9       22.7       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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  :   826,201:   263,689     37,136    177,857    340,439    577,853    781,985    792,846:    44,216     33,354
Old  :   826,201:   263,689     37,136    177,857    340,439    577,853    781,985    792,846:    44,216     33,354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :   -62,797:   -40,051     -2,522     -3,502     -9,116    -52,243    -52,669    -58,268:   -10,127     -4,529
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9        4.5       21.5       41.2       69.9       94.6       96.0:       5.4        4.0
Old  :     100.0:      31.9        4.5       21.5       41.2       69.9       94.6       96.0:       5.4        4.0
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  :       126:        48         18         37         56         52        116         97:
Old  :       126:        48         18         37         56         52        116         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       35.3       42.7       52.6       23.5       32.6       29.3       42.8
Old  :                 29.9       35.3       42.7       52.6       23.5       32.6       29.3       42.8
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, August 5, 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  :    33,251:    15,678     14,146      1,254     12,019      8,425     28,950     23,825:     4,301      9,427
Old  :    33,251:    15,678     14,146      1,254     12,019      8,425     28,950     23,825:     4,301      9,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :       512:       721       -204         37        -13        -84        745       -251:      -233        763
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.1       42.5        3.8       36.1       25.3       87.1       71.7:      12.9       28.3
Old  :     100.0:      47.1       42.5        3.8       36.1       25.3       87.1       71.7:      12.9       28.3
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  :        51:        21         16          9         11          8         38         27:
Old  :        51:        21         16          9         11          8         38         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  :                 35.1       34.8       53.2       52.4       34.7       34.8       52.5       48.4
Old  :                 35.1       34.8       53.2       52.4       34.7       34.8       52.5       48.4
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, August 5, 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  :   126,329:    52,665     38,673      5,449     49,511     67,291    107,626    111,413:    18,704     14,916
Old  :   126,329:    52,665     38,673      5,449     49,511     67,291    107,626    111,413:    18,704     14,916
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :     2,181:     2,245       -657        814      1,643      1,292      4,702      1,450:    -2,522        731
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.7       30.6        4.3       39.2       53.3       85.2       88.2:      14.8       11.8
Old  :     100.0:      41.7       30.6        4.3       39.2       53.3       85.2       88.2:      14.8       11.8
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  :       138:        52         43         24         25         26         88         82:
Old  :       138:        52         43         24         25         26         88         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       33.1       41.3       53.6       23.3       31.8       37.4       46.8
Old  :                 25.2       33.1       41.3       53.6       23.3       31.8       37.4       46.8
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, August 5, 2008                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    55,848:    14,965      9,479      1,020     39,797     45,149     55,782     55,648:        66        200
Old  :    55,848:    14,965      9,479      1,020     39,797     45,149     55,782     55,648:        66        200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :    -3,313:      -206      1,334        477     -3,424     -5,133     -3,153     -3,322:      -160          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       17.0        1.8       71.3       80.8       99.9       99.6:       0.1        0.4
Old  :     100.0:      26.8       17.0        1.8       71.3       80.8       99.9       99.6:       0.1        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        11         14          3         16         12         28         28:
Old  :        45:        11         14          3         16         12         28         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.0       75.7       85.6       92.0       49.1       40.1       54.6       54.6
Old  :                 72.0       75.7       85.6       92.0       49.1       40.1       54.6       54.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                                  Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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  :    57,997:    18,343      1,825          0     39,647     55,974     57,990     57,799:         7        198
Old  :    57,997:    18,343      1,825          0     39,647     55,974     57,990     57,799:         7        198
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 29, 2008                        :
     :    -1,491:     1,078        668          0     -2,576     -2,116     -1,498     -1,448:         7        -43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        3.1        0.0       68.4       96.5      100.0       99.7:       0.0        0.3
Old  :     100.0:      31.6        3.1        0.0       68.4       96.5      100.0       99.7:       0.0        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         7         10          0         10         11         17         21:
Old  :        35:         7         10          0         10         11         17         21:
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  :                 87.3       96.1       97.0       97.6       86.8       96.0       96.5       97.4
Old  :                 87.3       96.1       97.0       97.6       86.8       96.0       96.5       97.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 8, 2008