WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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  :   418,187:    66,267     56,858    120,162    202,478    188,955    388,907    365,975:    29,280     52,213
Old  :   349,603:    54,429     57,582     97,641    171,867    153,465    323,938    308,688:    25,665     40,915
Other:    68,585:    28,481     15,919      5,878     30,611     35,491     64,970     57,287:     3,615     11,298
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :   -19,670:    -1,892       -927    -17,870      2,057      2,591    -17,706    -16,206:    -1,964     -3,464
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       13.6       28.7       48.4       45.2       93.0       87.5:       7.0       12.5
Old  :     100.0:      15.6       16.5       27.9       49.2       43.9       92.7       88.3:       7.3       11.7
Other:     100.0:      41.5       23.2        8.6       44.6       51.7       94.7       83.5:       5.3       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       367:        97        108        166         81        113        291        317:
Old  :       358:       101        105        148         80        108        278        298:
Other:       171:        35         48         26         31         79         80        142:
     :----------------------------------------------------------------------------------------------------
     :             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       18.1       34.3       25.5       20.8       17.2       32.0       21.4
Old  :                 24.6       18.6       35.3       26.8       23.8       17.5       34.1       22.4
Other:                 45.8       21.8       59.0       31.2       43.7       19.8       53.2       26.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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  : 1,765,382:   199,195     77,224    627,407    791,651    820,889  1,618,253  1,525,519:   147,129    239,862
Old  :    71,591:    38,440      7,108         22     16,375     50,961     54,837     58,091:    16,754     13,500
Other: 1,693,791:   199,686    109,047    588,453    775,276    769,928  1,563,416  1,467,428:   130,375    226,362
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :  -168,290:   -13,986     -8,634   -105,298    -46,847    -47,440   -166,131   -161,373:    -2,159     -6,917
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        4.4       35.5       44.8       46.5       91.7       86.4:       8.3       13.6
Old  :     100.0:      53.7        9.9        0.0       22.9       71.2       76.6       81.1:      23.4       18.9
Other:     100.0:      11.8        6.4       34.7       45.8       45.5       92.3       86.6:       7.7       13.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       818:       175        172        314        291        378        655        740:
Old  :       393:        89         38          2        101        184        192        222:
Other:       817:       166        231        262        268        374        582        733:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.2       14.0       22.5       20.6        8.8        6.7       14.4        9.7
Old  :                 11.6       26.8       17.9       36.3       11.5       26.8       17.7       36.2
Other:                 14.7       14.0       23.4       20.6        9.1        6.0       14.9        8.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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  :    16,350:     2,437      1,231      1,376     10,012     11,631     13,825     14,238:     2,525      2,112
Old  :    15,810:     2,437      1,231      1,376      9,550     11,232     13,363     13,839:     2,447      1,971
Other:       540:         0          0          0        462        399        462        399:        78        141
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :      -275:      -378        -86         52        179       -241       -148       -276:      -127          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9        7.5        8.4       61.2       71.1       84.6       87.1:      15.4       12.9
Old  :     100.0:      15.4        7.8        8.7       60.4       71.0       84.5       87.5:      15.5       12.5
Other:     100.0:       0.0        0.0        0.0       85.6       73.9       85.6       73.9:      14.4       26.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        17         12          7         19         15         40         30:
Old  :        52:        17         12          7         19         15         40         30:
Other:         7:         0          0          0          4          5          4          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.7       54.4       51.0       69.1       34.5       48.4       48.9       58.7
Old  :                 34.3       54.7       51.2       69.3       34.1       49.2       49.0       59.8
Other:                 85.6       72.8       85.6       73.9       66.3       54.6       66.3       54.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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  :   544,315:    95,918     32,773    185,358    209,678    245,204    490,954    463,334:    53,361     80,981
Old  :   492,318:    90,679     35,769    161,077    190,402    222,055    442,158    418,902:    50,160     73,417
Other:    51,997:    16,483      8,247     13,036     19,276     23,149     48,796     44,432:     3,201      7,564
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :   -21,782:     2,391     -1,430    -11,846    -16,155    -10,482    -25,610    -23,758:     3,829      1,976
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        6.0       34.1       38.5       45.0       90.2       85.1:       9.8       14.9
Old  :     100.0:      18.4        7.3       32.7       38.7       45.1       89.8       85.1:      10.2       14.9
Other:     100.0:      31.7       15.9       25.1       37.1       44.5       93.8       85.5:       6.2       14.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       497:       147        134        186        107        191        353        427:
Old  :       496:       145        136        183        107        191        350        426:
Other:       239:        36         57         24         35        133         86        200:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.1       19.8       27.4       28.1       12.1       11.1       18.1       15.3
Old  :                 18.6       19.3       26.2       27.7       12.4       11.5       18.8       15.8
Other:                 46.6       28.8       61.1       43.0       27.1       14.7       35.9       22.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    21,609:    17,388      3,827      1,259          3      3,365     18,650      8,451:     2,959     13,158
Old  :    19,040:    15,390      3,962      1,084          3      2,713     16,477      7,759:     2,563     11,281
Other:     2,569:     2,173         40          0          0        652      2,173        692:       396      1,877
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :      -315:      -505        -69         80          0         33       -425         44:       110       -359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.5       17.7        5.8        0.0       15.6       86.3       39.1:      13.7       60.9
Old  :     100.0:      80.8       20.8        5.7        0.0       14.2       86.5       40.8:      13.5       59.2
Other:     100.0:      84.6        1.6        0.0        0.0       25.4       84.6       26.9:      15.4       73.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        10         11          9          1         10         13         28:
Old  :        31:        10         11          8          1         10         12         28:
Other:        22:         9          4          0          0          9          9         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  :                 63.3       15.6       82.3       23.4       63.2       13.5       78.0       20.0
Old  :                 63.1       16.7       83.0       24.3       62.9       13.5       78.0       20.7
Other:                 68.0       21.4       83.6       25.0       68.0       21.4       83.6       25.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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  :   314,749:    21,842     27,355     85,270    184,176    182,141    291,288    294,765:    23,460     19,984
Old  :    16,183:     5,310      2,988         16      8,803     11,615     14,129     14,619:     2,054      1,564
Other:   298,566:    22,127     29,962     79,659    175,373    170,526    277,159    280,146:    21,406     18,420
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :    -1,492:       189        590     -3,153       -277         96     -3,241     -2,466:     1,749        974
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        8.7       27.1       58.5       57.9       92.5       93.7:       7.5        6.3
Old  :     100.0:      32.8       18.5        0.1       54.4       71.8       87.3       90.3:      12.7        9.7
Other:     100.0:       7.4       10.0       26.7       58.7       57.1       92.8       93.8:       7.2        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        43         40         66         72         69        156        161:
Old  :        77:        18         13          1         20         28         38         42:
Other:       198:        47         49         60         70         68        148        160:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.5       28.5       32.9       39.6       15.1       20.8       21.4       28.1
Old  :                 34.4       48.1       47.3       61.8       34.4       48.1       47.3       61.8
Other:                 21.1       30.0       33.5       41.7       15.9       22.6       22.5       29.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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  :   997,453:   105,470    161,224     67,946    662,404    565,679    835,821    794,850:   161,632    202,603
Old  :   997,453:   105,470    161,224     67,946    662,404    565,679    835,821    794,850:   161,632    202,603
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :    -1,974:     5,659     -2,792     -8,693    -24,439     -1,835    -27,473    -13,321:    25,499     11,347
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       16.2        6.8       66.4       56.7       83.8       79.7:      16.2       20.3
Old  :     100.0:      10.6       16.2        6.8       66.4       56.7       83.8       79.7:      16.2       20.3
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  :       180:        31         44         43         75         91        133        151:
Old  :       180:        31         44         43         75         91        133        151:
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  :                 23.2       14.9       35.1       22.9       16.4       10.4       25.1       17.0
Old  :                 23.2       14.9       35.1       22.9       16.4       10.4       25.1       17.0
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 26, 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  :   194,596:    36,884      2,649     39,177     86,129    136,758    162,191    178,584:    32,406     16,012
Old  :    20,840:     3,393      1,250          0     12,951     15,405     16,344     16,655:     4,496      4,185
Other:   173,756:    35,148      3,056     37,521     73,178    121,353    145,847    161,929:    27,910     11,827
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :    -7,348:     1,158       -924     -2,434     -8,013     -4,059     -9,289     -7,418:     1,941         69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0        1.4       20.1       44.3       70.3       83.3       91.8:      16.7        8.2
Old  :     100.0:      16.3        6.0        0.0       62.1       73.9       78.4       79.9:      21.6       20.1
Other:     100.0:      20.2        1.8       21.6       42.1       69.8       83.9       93.2:      16.1        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        53         15         49         69         70        144        123:
Old  :        82:        12          8          0         26         45         38         53:
Other:       163:        53         18         48         68         59        142        111:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       38.4       21.9       49.7        9.2       30.2       15.6       37.0
Old  :                 43.1       34.3       58.3       50.2       42.3       34.3       57.5       50.2
Other:                 13.7       40.6       22.4       53.3       10.3       34.0       17.6       43.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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  :    12,141:     2,540        866        918      6,879      9,085     10,337     10,869:     1,804      1,272
Old  :    12,127:     2,547        866        911      6,879      9,085     10,337     10,862:     1,790      1,265
Other:        14:         0          7          0          0          0          0          7:        14          7
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :      -688:       304       -449       -301       -561        383       -559       -367:      -129       -320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        7.1        7.6       56.7       74.8       85.1       89.5:      14.9       10.5
Old  :     100.0:      21.0        7.1        7.5       56.7       74.9       85.2       89.6:      14.8       10.4
Other:     100.0:       0.0       50.0        0.0        0.0        0.0        0.0       50.0:     100.0       50.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        16          9          7         24         20         45         32:
Old  :        59:        16          9          7         24         20         45         32:
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  :                 30.1       52.2       48.5       64.8       25.9       39.0       40.3       49.6
Old  :                 30.1       52.2       48.6       64.9       25.9       39.0       40.4       49.7
Other:                  0.0       50.0        0.0       50.0        0.0       50.0        0.0       50.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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  :   986,444:   186,997    182,811     37,157    629,254    639,249    853,407    859,217:   133,036    127,227
Old  :   986,444:   186,997    182,811     37,157    629,254    639,249    853,407    859,217:   133,036    127,227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :     9,247:    11,476    -15,964     -8,514       -551     10,930      2,411    -13,549:     6,836     22,796
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       18.5        3.8       63.8       64.8       86.5       87.1:      13.5       12.9
Old  :     100.0:      19.0       18.5        3.8       63.8       64.8       86.5       87.1:      13.5       12.9
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  :       200:        39         39         30         86        101        137        159:
Old  :       200:        39         39         30         86        101        137        159:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       27.4       32.0       40.4       20.5       22.5       28.9       34.0
Old  :                 21.9       27.4       32.0       40.4       20.5       22.5       28.9       34.0
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 26, 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  : 2,035,304:   263,094    256,145    209,751  1,234,636  1,215,959  1,707,482  1,681,856:   327,822    353,448
Old  : 2,035,304:   263,094    256,145    209,751  1,234,636  1,215,959  1,707,482  1,681,856:   327,822    353,448
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :  -440,643:    19,118     -3,579   -167,189   -244,948   -198,417   -393,019   -369,185:   -47,624    -71,458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       12.6       10.3       60.7       59.7       83.9       82.6:      16.1       17.4
Old  :     100.0:      12.9       12.6       10.3       60.7       59.7       83.9       82.6:      16.1       17.4
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  :       257:        61         55         68        115        122        206        215:
Old  :       257:        61         55         68        115        122        206        215:
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  :                 24.9       20.1       33.3       27.4       21.9       17.6       29.3       23.5
Old  :                 24.9       20.1       33.3       27.4       21.9       17.6       29.3       23.5
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 26, 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  : 1,789,912:   456,005    191,785     63,808    994,678  1,276,966  1,514,491  1,532,560:   275,421    257,351
Old  : 1,789,912:   456,005    191,785     63,808    994,678  1,276,966  1,514,491  1,532,560:   275,421    257,351
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :    26,783:    21,457     -8,695    -35,095     31,143     53,500     17,505      9,710:     9,277     17,073
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       10.7        3.6       55.6       71.3       84.6       85.6:      15.4       14.4
Old  :     100.0:      25.5       10.7        3.6       55.6       71.3       84.6       85.6:      15.4       14.4
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  :       198:        45         37         29         96         96        156        147:
Old  :       198:        45         37         29         96         96        156        147:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       28.0       33.6       40.6       11.9       16.7       18.5       23.7
Old  :                 25.0       28.0       33.6       40.6       11.9       16.7       18.5       23.7
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 26, 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  :   931,410:   238,733     36,393    257,149    391,418    601,805    887,300    895,346:    44,110     36,064
Old  :   931,410:   238,733     36,393    257,149    391,418    601,805    887,300    895,346:    44,110     36,064
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :     9,397:     1,255      2,978     10,308        235      2,913     11,798     16,198:    -2,401     -6,801
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        3.9       27.6       42.0       64.6       95.3       96.1:       4.7        3.9
Old  :     100.0:      25.6        3.9       27.6       42.0       64.6       95.3       96.1:       4.7        3.9
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  :       135:        48         18         42         63         58        123        108:
Old  :       135:        48         18         42         63         58        123        108:
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  :                 27.5       31.6       41.7       51.4       19.0       28.9       26.2       38.0
Old  :                 27.5       31.6       41.7       51.4       19.0       28.9       26.2       38.0
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, August 26, 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  :    37,295:    16,530     14,716      1,771     14,162     11,422     32,463     27,909:     4,832      9,386
Old  :    37,295:    16,530     14,716      1,771     14,162     11,422     32,463     27,909:     4,832      9,386
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :     1,250:     1,172       -437        486       -735        598        923        647:       327        604
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.3       39.5        4.7       38.0       30.6       87.0       74.8:      13.0       25.2
Old  :     100.0:      44.3       39.5        4.7       38.0       30.6       87.0       74.8:      13.0       25.2
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  :        55:        17         19         10         16         11         40         33:
Old  :        55:        17         19         10         16         11         40         33:
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  :                 34.6       32.5       53.2       48.3       34.6       31.8       51.5       43.8
Old  :                 34.6       32.5       53.2       48.3       34.6       31.8       51.5       43.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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  :   126,746:    47,817     51,918      3,362     59,681     55,914    110,860    111,194:    15,885     15,552
Old  :   126,746:    47,817     51,918      3,362     59,681     55,914    110,860    111,194:    15,885     15,552
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :    -3,774:    -1,629       -231        187      1,270     -4,085       -172     -4,130:    -3,603        355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7       41.0        2.7       47.1       44.1       87.5       87.7:      12.5       12.3
Old  :     100.0:      37.7       41.0        2.7       47.1       44.1       87.5       87.7:      12.5       12.3
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  :       136:        45         46         21         31         25         86         82:
Old  :       136:        45         46         21         31         25         86         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  :                 30.8       28.9       45.7       48.2       28.0       28.7       40.9       44.0
Old  :                 30.8       28.9       45.7       48.2       28.0       28.7       40.9       44.0
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 26, 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  :    52,067:    14,175      9,072        748     37,081     42,135     52,004     51,955:        63        112
Old  :    52,067:    14,175      9,072        748     37,081     42,135     52,004     51,955:        63        112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :    -1,426:     1,132        -13       -250     -2,314       -424     -1,432       -687:         6       -739
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       17.4        1.4       71.2       80.9       99.9       99.8:       0.1        0.2
Old  :     100.0:      27.2       17.4        1.4       71.2       80.9       99.9       99.8:       0.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        10         11          2         16         11         27         23:
Old  :        41:        10         11          2         16         11         27         23:
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  :                 70.6       76.3       84.7       93.9       50.1       42.7       57.3       58.1
Old  :                 70.6       76.3       84.7       93.9       50.1       42.7       57.3       58.1
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 26, 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  :    55,282:    20,611      3,127        187     34,412     51,660     55,210     54,974:        72        308
Old  :    55,282:    20,611      3,127        187     34,412     51,660     55,210     54,974:        72        308
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :    -6,994:       293        134          0     -7,236     -7,100     -6,943     -6,966:       -51        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3        5.7        0.3       62.2       93.4       99.9       99.4:       0.1        0.6
Old  :     100.0:      37.3        5.7        0.3       62.2       93.4       99.9       99.4:       0.1        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         5         10          1         12          9         17         20:
Old  :        33:         5         10          1         12          9         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  :                 83.8       94.9       94.7       98.0       81.4       94.7       92.3       96.0
Old  :                 83.8       94.9       94.7       98.0       81.4       94.7       92.3       96.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 29, 2008