WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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  :   419,486:    61,500     73,957    129,542    193,711    154,062    384,753    357,562:    34,733     61,924
Old  :   349,890:    50,835     72,937    105,977    162,001    120,722    318,813    299,636:    31,077     50,254
Other:    69,596:    28,297     18,652      5,934     31,710     33,340     65,940     57,926:     3,656     11,670
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2008                    :
     :    17,453:    -1,165      7,680      6,742      1,797     -7,786      7,374      6,636:    10,079     10,817
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       17.6       30.9       46.2       36.7       91.7       85.2:       8.3       14.8
Old  :     100.0:      14.5       20.8       30.3       46.3       34.5       91.1       85.6:       8.9       14.4
Other:     100.0:      40.7       26.8        8.5       45.6       47.9       94.7       83.2:       5.3       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       352:        95        124        130         81        110        248        309:
Old  :       344:        95        127        113         79        106        236        291:
Other:       167:        38         40         30         37         80         91        138:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       12.9       31.2       20.6       17.7       10.4       28.3       14.1
Old  :                 21.1       13.9       32.9       21.8       20.2       10.5       29.1       15.0
Other:                 45.3       18.7       58.6       28.0       42.9       16.2       52.7       23.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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  : 1,710,581:   183,079     76,654    616,214    763,317    768,013  1,562,610  1,460,881:   147,971    249,699
Old  : 1,495,482:   162,795     86,782    547,130    653,510    648,020  1,363,435  1,281,932:   132,047    213,550
Other:   215,098:    43,407     12,996     45,961    109,807    119,993    199,175    178,949:    15,924     36,149
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2008                    :
     :    25,467:      -954      1,622     17,524     -3,670     -2,389     12,899     16,757:    12,568      8,711
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        4.5       36.0       44.6       44.9       91.3       85.4:       8.7       14.6
Old  :     100.0:      10.9        5.8       36.6       43.7       43.3       91.2       85.7:       8.8       14.3
Other:     100.0:      20.2        6.0       21.4       51.0       55.8       92.6       83.2:       7.4       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       766:       198        148        266        273        359        594        677:
Old  :       760:       207        147        252        266        355        581        660:
Other:       432:        63         76         56         88        255        170        369:
     :----------------------------------------------------------------------------------------------------
     :             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       14.4       21.8       21.2        8.0        6.6       13.4        9.7
Old  :                 13.2       14.3       20.7       21.2        8.5        6.0       14.5        9.4
Other:                 30.6       24.0       45.0       33.0       21.9       12.9       32.4       17.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 2008              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    17,537:     1,582      1,468      1,987     11,567     11,196     15,137     14,652:     2,400      2,885
Old  :    16,219:     1,663      1,458      1,899     10,380     10,240     13,942     13,597:     2,278      2,623
Other:     1,317:         0         91          8      1,187        956      1,195      1,055:       122        262
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2008                    :
     :       775:      -279        129        223        604        -60        548        292:       227        483
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        8.4       11.3       66.0       63.8       86.3       83.6:      13.7       16.4
Old  :     100.0:      10.3        9.0       11.7       64.0       63.1       86.0       83.8:      14.0       16.2
Other:     100.0:       0.0        6.9        0.6       90.1       72.6       90.7       80.1:       9.3       19.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        12         14          7         18         14         34         31:
Old  :        49:        14         12          7         18         14         34         31:
Other:        15:         0          3          2          7          8          9         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       51.7       55.8       63.8       36.0       43.6       49.9       49.6
Old  :                 34.0       51.3       54.7       63.0       33.5       43.1       48.5       49.6
Other:                 87.2       65.1       90.5       79.0       71.8       57.9       72.9       62.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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  :   562,180:    73,092     33,073    208,253    228,505    235,930    509,850    477,256:    52,331     84,925
Old  :   505,311:    67,284     36,543    184,166    205,540    208,701    456,990    429,410:    48,321     75,901
Other:    56,869:    16,488      7,211     13,407     22,965     27,228     52,860     47,846:     4,009      9,023
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2008                    :
     :    15,158:    -9,731     -4,039     12,328      9,790      3,633     12,386     11,922:     2,772      3,237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        5.9       37.0       40.6       42.0       90.7       84.9:       9.3       15.1
Old  :     100.0:      13.3        7.2       36.4       40.7       41.3       90.4       85.0:       9.6       15.0
Other:     100.0:      29.0       12.7       23.6       40.4       47.9       92.9       84.1:       7.1       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       490:       152        126        200        111        180        362        430:
Old  :       488:       147        132        197        111        179        357        429:
Other:       231:        45         50         27         38        122         92        191:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.4       17.7       27.4       26.0       10.8        8.4       16.6       12.2
Old  :                 18.3       17.0       26.9       25.5       11.2        8.3       18.0       12.5
Other:                 41.4       33.5       56.0       46.0       24.0       19.9       34.7       27.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 2008              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    20,446:    16,924      3,811        645        152      3,282     17,721      7,738:     2,725     12,708
Old  :    17,863:    14,925      3,928        488        152      2,617     15,565      7,033:     2,298     10,830
Other:     2,583:     2,156         40          0          0        665      2,156        705:       427      1,878
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2008                    :
     :       -30:       297        264        212        150         53        659        529:      -689       -559
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.8       18.6        3.2        0.7       16.1       86.7       37.8:      13.3       62.2
Old  :     100.0:      83.6       22.0        2.7        0.9       14.7       87.1       39.4:      12.9       60.6
Other:     100.0:      83.5        1.5        0.0        0.0       25.7       83.5       27.3:      16.5       72.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        12         11          4          2          9         15         23:
Old  :        33:        12         11          4          2          9         15         23:
Other:        21:         8          4          0          0          9          8         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  :                 65.6       15.5       80.4       22.9       65.6       14.7       78.7       21.5
Old  :                 65.7       15.7       80.9       23.5       65.7       14.9       79.0       22.5
Other:                 67.6       21.8       83.5       25.4       67.6       21.8       83.5       25.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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  :   341,022:    15,972     34,736     99,570    203,446    181,209    318,988    315,515:    22,034     25,508
Old  :   320,516:    17,548     38,129     86,050    195,863    171,359    299,461    295,538:    21,055     24,978
Other:    20,506:     4,858      3,042      7,086      7,583      9,849     19,527     19,977:       979        529
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2008                    :
     :    10,826:    -2,693      1,892      5,892      5,677      1,932      8,876      9,716:     1,950      1,110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       10.2       29.2       59.7       53.1       93.5       92.5:       6.5        7.5
Old  :     100.0:       5.5       11.9       26.8       61.1       53.5       93.4       92.2:       6.6        7.8
Other:     100.0:      23.7       14.8       34.6       37.0       48.0       95.2       97.4:       4.8        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        35         57         70         70         69        156        173:
Old  :       206:        39         60         68         69         69        153        173:
Other:        45:        10         10         11         19         10         37         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.8       25.2       34.1       36.2       14.7       16.2       21.6       22.6
Old  :                 21.1       23.8       33.2       34.3       15.6       17.0       22.9       23.6
Other:                 72.0       75.1       83.4       89.3       46.5       45.8       54.1       57.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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  : 1,085,201:   101,739    169,142    103,368    728,905    603,265    934,012    875,775:   151,189    209,426
Old  : 1,085,201:   101,739    169,142    103,368    728,905    603,265    934,012    875,775:   151,189    209,426
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2008                    :
     :    36,260:   -28,522     -3,961     16,546     39,916     20,135     27,940     32,720:     8,320      3,540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       15.6        9.5       67.2       55.6       86.1       80.7:      13.9       19.3
Old  :     100.0:       9.4       15.6        9.5       67.2       55.6       86.1       80.7:      13.9       19.3
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  :       192:        30         50         54         85         98        149        168:
Old  :       192:        30         50         54         85         98        149        168:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       12.5       33.4       19.7       14.8       10.0       24.3       15.5
Old  :                 22.6       12.5       33.4       19.7       14.8       10.0       24.3       15.5
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, September 16, 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  :   194,064:    30,376      8,748     39,502     93,722    128,327    163,600    176,577:    30,464     17,487
Old  :   185,582:    29,854      8,924     37,270     88,911    122,051    156,035    168,246:    29,547     17,336
Other:     8,482:     1,458        759      1,296      4,811      6,276      7,565      8,331:       917        151
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2008                    :
     :    -2,319:    -2,202      2,935       -922        284     -5,420     -2,839     -3,406:       521      1,087
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        4.5       20.4       48.3       66.1       84.3       91.0:      15.7        9.0
Old  :     100.0:      16.1        4.8       20.1       47.9       65.8       84.1       90.7:      15.9        9.3
Other:     100.0:      17.2        8.9       15.3       56.7       74.0       89.2       98.2:      10.8        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        45         18         45         71         64        138        116:
Old  :       158:        41         26         45         70         64        137        116:
Other:        46:        15          4         13         17         10         37         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       36.6       26.0       47.8       12.2       25.4       18.9       32.7
Old  :                 17.9       36.5       26.7       47.3       12.5       25.7       19.4       31.4
Other:                 35.9       62.3       55.6       78.8       31.7       59.9       50.8       73.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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  :    10,152:     2,446      1,053        747      4,888      6,932      8,081      8,732:     2,071      1,420
Old  :    10,135:     2,446      1,047        747      4,888      6,932      8,081      8,726:     2,054      1,409
Other:        17:         0          6          0          0          0          0          6:        17         11
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2008                    :
     :      -454:       -80         48       -124       -275       -421       -479       -497:        25         43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       10.4        7.4       48.2       68.3       79.6       86.0:      20.4       14.0
Old  :     100.0:      24.1       10.3        7.4       48.2       68.4       79.7       86.1:      20.3       13.9
Other:     100.0:       0.0       35.3        0.0        0.0        0.0        0.0       35.3:     100.0       64.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        16         11          7         20         23         42         36:
Old  :        63:        16         11          7         20         23         42         36:
Other:         1:         0          1          0          0          0          0          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.9       44.7       49.1       60.4       32.9       44.5       48.4       59.1
Old  :                 32.9       44.8       49.2       60.4       32.9       44.6       48.4       59.2
Other:                  0.0       35.3        0.0       35.3        0.0       35.3        0.0       35.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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  :   843,792:   133,289    168,950     39,490    543,770    513,090    716,548    721,530:   127,243    122,262
Old  :   843,792:   133,289    168,950     39,490    543,770    513,090    716,548    721,530:   127,243    122,262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2008                    :
     :   -34,074:   -39,425      8,554      9,406     -4,187    -76,302    -34,205    -58,342:       131     24,268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       20.0        4.7       64.4       60.8       84.9       85.5:      15.1       14.5
Old  :     100.0:      15.8       20.0        4.7       64.4       60.8       84.9       85.5:      15.1       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        37         36         28         84         91        134        142:
Old  :       183:        37         36         28         84         91        134        142:
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  :                 21.2       28.7       32.0       38.1       20.1       24.8       29.1       32.8
Old  :                 21.2       28.7       32.0       38.1       20.1       24.8       29.1       32.8
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, September 16, 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  : 2,253,131:   225,252    191,835    324,519  1,346,809  1,331,824  1,896,580  1,848,178:   356,551    404,953
Old  : 2,253,131:   225,252    191,835    324,519  1,346,809  1,331,824  1,896,580  1,848,178:   356,551    404,953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2008                    :
     :   110,662:   -26,989    -24,389     54,110     50,892     60,745     78,014     90,466:    32,648     20,196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        8.5       14.4       59.8       59.1       84.2       82.0:      15.8       18.0
Old  :     100.0:      10.0        8.5       14.4       59.8       59.1       84.2       82.0:      15.8       18.0
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  :       259:        48         60         68        119        130        206        219:
Old  :       259:        48         60         68        119        130        206        219:
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  :                 24.6       20.0       31.0       26.5       21.4       18.1       27.1       23.1
Old  :                 24.6       20.0       31.0       26.5       21.4       18.1       27.1       23.1
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, September 16, 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  : 1,627,320:   388,189    177,284    102,359    875,010  1,091,062  1,365,558  1,370,705:   261,762    256,615
Old  : 1,627,320:   388,189    177,284    102,359    875,010  1,091,062  1,365,558  1,370,705:   261,762    256,615
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2008                    :
     :     5,549:     1,083    -22,846     35,606    -45,723    -39,710     -9,034    -26,950:    14,583     32,499
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       10.9        6.3       53.8       67.0       83.9       84.2:      16.1       15.8
Old  :     100.0:      23.9       10.9        6.3       53.8       67.0       83.9       84.2:      16.1       15.8
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  :       185:        39         38         39         89         85        146        144:
Old  :       185:        39         38         39         89         85        146        144:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       29.5       31.1       40.4       12.3       20.2       19.3       26.9
Old  :                 21.2       29.5       31.1       40.4       12.3       20.2       19.3       26.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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  : 1,176,444:   198,515     33,470    423,690    499,433    673,809  1,121,638  1,130,968:    54,806     45,475
Old  : 1,176,444:   198,515     33,470    423,690    499,433    673,809  1,121,638  1,130,968:    54,806     45,475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2008                    :
     :   234,572:   -18,176     -7,478    133,102    110,922     94,669    225,848    220,293:     8,724     14,278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        2.8       36.0       42.5       57.3       95.3       96.1:       4.7        3.9
Old  :     100.0:      16.9        2.8       36.0       42.5       57.3       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  :       146:        49         20         52         66         66        134        123:
Old  :       146:        49         20         52         66         66        134        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       28.3       44.6       46.5       12.5       21.1       17.9       27.4
Old  :                 31.1       28.3       44.6       46.5       12.5       21.1       17.9       27.4
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, September 16, 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  :    62,342:    17,392     14,760      3,931     28,014     23,374     49,337     42,065:    13,005     20,276
Old  :    62,342:    17,392     14,760      3,931     28,014     23,374     49,337     42,065:    13,005     20,276
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2008                    :
     :    21,113:       362        399      1,510      7,419      8,368      9,291     10,276:    11,822     10,837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       23.7        6.3       44.9       37.5       79.1       67.5:      20.9       32.5
Old  :     100.0:      27.9       23.7        6.3       44.9       37.5       79.1       67.5:      20.9       32.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        19         24         17         20         16         50         46:
Old  :        66:        19         24         17         20         16         50         46:
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  :                 29.6       29.3       46.9       41.8       28.0       18.5       39.1       27.9
Old  :                 29.6       29.3       46.9       41.8       28.0       18.5       39.1       27.9
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, September 16, 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  :   162,807:    49,290     49,345      8,177     86,444     89,804    143,911    147,326:    18,895     15,481
Old  :   162,807:    49,290     49,345      8,177     86,444     89,804    143,911    147,326:    18,895     15,481
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2008                    :
     :    33,680:     1,586     -1,467      4,412     24,081     28,468     30,079     31,413:     3,601      2,268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3       30.3        5.0       53.1       55.2       88.4       90.5:      11.6        9.5
Old  :     100.0:      30.3       30.3        5.0       53.1       55.2       88.4       90.5:      11.6        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        47         48         29         34         33         96         96:
Old  :       142:        47         48         29         34         33         96         96:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       25.5       40.3       45.0       16.3       24.0       25.8       33.4
Old  :                 25.4       25.5       40.3       45.0       16.3       24.0       25.8       33.4
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, September 16, 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  :    36,571:    13,635      8,344        630     22,150     27,562     36,415     36,536:       156         35
Old  :    36,571:    13,635      8,344        630     22,150     27,562     36,415     36,536:       156         35
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2008                    :
     :   -22,983:      -764       -777     -1,054    -20,754    -20,600    -22,572    -22,431:      -411       -552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3       22.8        1.7       60.6       75.4       99.6       99.9:       0.4        0.1
Old  :     100.0:      37.3       22.8        1.7       60.6       75.4       99.6       99.9:       0.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         9         11          3         14         11         24         24:
Old  :        38:         9         11          3         14         11         24         24:
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  :                 65.4       79.7       82.3       92.8       48.7       53.7       59.5       63.0
Old  :                 65.4       79.7       82.3       92.8       48.7       53.7       59.5       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                                  Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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  :    53,034:    23,194     12,513        297     29,171     39,817     52,662     52,627:       372        407
Old  :    53,034:    23,194     12,513        297     29,171     39,817     52,662     52,627:       372        407
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2008                    :
     :   -14,718:       906     11,010     -1,815     -7,249    -17,278     -8,158     -8,083:    -6,560     -6,635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.7       23.6        0.6       55.0       75.1       99.3       99.2:       0.7        0.8
Old  :     100.0:      43.7       23.6        0.6       55.0       75.1       99.3       99.2:       0.7        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         7          6          1          9          6         16         13:
Old  :        27:         7          6          1          9          6         16         13:
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  :                 85.6       97.0       94.5       98.7       77.0       89.6       85.9       90.4
Old  :                 85.6       97.0       94.5       98.7       77.0       89.6       85.9       90.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 19, 2008