WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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  :   431,474:    52,069     65,432    175,931    178,503    142,332    406,503    383,695:    24,971     47,779
Old  :   357,297:    44,166     66,347    144,913    148,449    109,792    337,528    321,052:    19,769     36,245
Other:    74,178:    27,605     18,786     11,317     30,053     32,540     68,975     62,643:     5,203     11,534
     :          :                                                                            :
     :          :          Changes in Commitments from: October 14, 2008                     :
     :     8,251:    -1,158       -185     14,062     -2,696     -3,910     10,209      9,967:    -1,958     -1,716
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       15.2       40.8       41.4       33.0       94.2       88.9:       5.8       11.1
Old  :     100.0:      12.4       18.6       40.6       41.5       30.7       94.5       89.9:       5.5       10.1
Other:     100.0:      37.2       25.3       15.3       40.5       43.9       93.0       84.5:       7.0       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       329:        73        124        133         82        104        249        291:
Old  :       322:        92        111        119         81        100        240        275:
Other:       171:        31         54         34         42         80         95        147:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       13.3       29.7       21.0       14.5        6.9       23.7       11.3
Old  :                 17.3       14.0       31.2       22.6       15.4        7.5       24.0       12.2
Other:                 41.4       15.6       56.9       25.3       40.1       12.0       50.0       19.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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  : 1,707,036:   133,069     86,991    697,229    729,680    694,300  1,559,978  1,478,520:   147,058    228,516
Old  : 1,465,020:   117,647     99,124    609,917    607,758    565,844  1,335,321  1,274,885:   129,699    190,135
Other:   242,016:    45,656     18,100     57,079    121,922    128,456    224,657    203,635:    17,360     38,381
     :          :                                                                            :
     :          :          Changes in Commitments from: October 14, 2008                     :
     :   -18,185:    -7,111      6,911     -4,180     -4,002     -9,123    -15,292     -6,392:    -2,893    -11,793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8        5.1       40.8       42.7       40.7       91.4       86.6:       8.6       13.4
Old  :     100.0:       8.0        6.8       41.6       41.5       38.6       91.1       87.0:       8.9       13.0
Other:     100.0:      18.9        7.5       23.6       50.4       53.1       92.8       84.1:       7.2       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       697:       149        178        251        281        323        579        623:
Old  :       691:       149        176        240        276        317        570        605:
Other:       400:        65         66         58         96        230        182        334:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.4       15.9       21.6       22.7        6.0        6.0       11.4        8.6
Old  :                 12.9       14.9       21.2       22.4        6.7        4.9       12.3        7.8
Other:                 24.2       25.4       37.7       33.7       17.9       13.4       27.0       17.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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  :    18,018:       988      2,399      2,129     13,335     10,724     16,452     15,252:     1,566      2,766
Old  :    15,368:     1,099      2,333      1,966     10,776      8,452     13,841     12,751:     1,527      2,617
Other:     2,650:        10        187         42      2,559      2,272      2,611      2,501:        39        149
     :          :                                                                            :
     :          :          Changes in Commitments from: October 14, 2008                     :
     :      -436:       -23        264       -188         73       -155       -138        -78:      -298       -357
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       13.3       11.8       74.0       59.5       91.3       84.6:       8.7       15.4
Old  :     100.0:       7.2       15.2       12.8       70.1       55.0       90.1       83.0:       9.9       17.0
Other:     100.0:       0.4        7.1        1.6       96.6       85.7       98.5       94.4:       1.5        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        12         21          9         19         12         37         37:
Old  :        56:        14         20          9         19         12         37         37:
Other:        17:         1          5          2          6          8          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  :                 44.6       46.4       61.2       60.9       41.9       37.3       54.8       45.2
Old  :                 37.6       42.6       56.7       56.2       35.5       33.3       50.3       42.4
Other:                 90.5       74.5       98.4       91.5       81.5       62.0       81.5       76.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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  :   553,469:    47,499     29,097    208,930    252,339    244,597    508,768    482,624:    44,701     70,845
Old  :   484,165:    41,180     32,118    181,138    220,242    209,892    442,560    423,148:    41,605     61,017
Other:    69,304:    18,625      9,285     15,487     32,097     34,705     66,209     59,476:     3,095      9,828
     :          :                                                                            :
     :          :          Changes in Commitments from: October 14, 2008                     :
     :   -35,791:    -7,153        761    -34,467     10,047      9,450    -31,573    -24,256:    -4,218    -11,535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6        5.3       37.7       45.6       44.2       91.9       87.2:       8.1       12.8
Old  :     100.0:       8.5        6.6       37.4       45.5       43.4       91.4       87.4:       8.6       12.6
Other:     100.0:      26.9       13.4       22.3       46.3       50.1       95.5       85.8:       4.5       14.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       427:       137        118        201        119        149        355        387:
Old  :       425:       133        124        192        117        148        349        380:
Other:       188:        36         39         27         42         98         91        151:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       20.0       28.3       29.8        7.9        7.6       13.8       10.9
Old  :                 18.3       19.2       28.4       28.4        9.4        7.5       16.1       11.7
Other:                 39.8       38.3       60.0       50.2       32.2       25.3       41.6       31.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,276:    11,142      4,308        690          7      1,027     11,839      6,025:     3,437      9,251
Old  :    12,730:     9,205      4,294        683          7        600      9,895      5,577:     2,835      7,153
Other:     2,546:     1,942         19          2          0        427      1,944        448:       602      2,098
     :          :                                                                            :
     :          :          Changes in Commitments from: October 14, 2008                     :
     :    -2,964:    -3,202       -184       -311          4       -462     -3,509       -957:       545     -2,007
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.9       28.2        4.5        0.0        6.7       77.5       39.4:      22.5       60.6
Old  :     100.0:      72.3       33.7        5.4        0.1        4.7       77.7       43.8:      22.3       56.2
Other:     100.0:      76.3        0.7        0.1        0.0       16.8       76.4       17.6:      23.6       82.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        10          9          7          1          3         12         18:
Old  :        22:        10          9          7          1          3         12         18:
Other:        11:         7          1          1          0          3          7          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  :                 57.1       24.2       74.0       32.7       56.7       23.4       71.1       30.5
Old  :                 56.3       27.6       73.6       36.3       56.0       26.1       70.1       33.4
Other:                 67.2       17.5       76.4       17.6       67.1       17.5       76.3       17.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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  :   341,689:    15,887     37,856    100,020    203,513    180,052    319,421    317,928:    22,268     23,760
Old  :   316,492:    17,451     41,093     86,191    191,727    165,777    295,369    293,061:    21,123     23,431
Other:    25,197:     4,958      3,285      7,308     11,786     14,274     24,052     24,867:     1,145        329
     :          :                                                                            :
     :          :          Changes in Commitments from: October 14, 2008                     :
     :    -4,970:    -2,172      9,170     -6,502      1,701     -8,797     -6,973     -6,130:     2,002      1,159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       11.1       29.3       59.6       52.7       93.5       93.0:       6.5        7.0
Old  :     100.0:       5.5       13.0       27.2       60.6       52.4       93.3       92.6:       6.7        7.4
Other:     100.0:      19.7       13.0       29.0       46.8       56.7       95.5       98.7:       4.5        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        37         49         72         66         65        151        166:
Old  :       195:        42         51         70         64         64        147        165:
Other:        53:         7         12         12         24         14         41         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.5       22.7       34.2       35.7       10.3       14.6       17.0       19.8
Old  :                 23.0       23.3       34.3       35.3       12.7       14.8       20.1       21.6
Other:                 66.3       75.5       83.5       88.6       48.5       50.9       59.8       60.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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  :   883,654:    40,561    141,607     82,944    628,315    485,482    751,820    710,034:   131,835    173,621
Old  :   883,654:    40,561    141,607     82,944    628,315    485,482    751,820    710,034:   131,835    173,621
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 14, 2008                     :
     :   -39,317:    -5,177    -29,509    -10,032    -27,276    -11,147    -42,485    -50,688:     3,168     11,371
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       16.0        9.4       71.1       54.9       85.1       80.4:      14.9       19.6
Old  :     100.0:       4.6       16.0        9.4       71.1       54.9       85.1       80.4:      14.9       19.6
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  :       160:        23         37         43         77         88        126        142:
Old  :       160:        23         37         43         77         88        126        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  :                 26.7       11.9       36.8       19.9       19.5       11.7       27.7       17.5
Old  :                 26.7       11.9       36.8       19.9       19.5       11.7       27.7       17.5
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, October 21, 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  :   194,116:    22,508     14,524     46,389     94,312    109,067    163,208    169,980:    30,908     24,135
Old  :   183,585:    21,985     14,180     43,300     88,545    102,137    153,830    159,617:    29,755     23,968
Other:    10,530:     1,434      1,256      2,176      5,767      6,930      9,378     10,363:     1,152        167
     :          :                                                                            :
     :          :          Changes in Commitments from: October 14, 2008                     :
     :     5,760:       -85       -785      3,134      3,187      4,115      6,236      6,464:      -476       -704
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        7.5       23.9       48.6       56.2       84.1       87.6:      15.9       12.4
Old  :     100.0:      12.0        7.7       23.6       48.2       55.6       83.8       86.9:      16.2       13.1
Other:     100.0:      13.6       11.9       20.7       54.8       65.8       89.1       98.4:      10.9        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        30         34         41         68         61        127        118:
Old  :       152:        34         37         41         68         61        127        118:
Other:        54:        12         10         15         22         14         44         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.3       29.8       31.2       44.7       17.0       22.4       23.0       30.2
Old  :                 21.9       29.9       32.3       43.9       17.5       22.0       23.3       29.0
Other:                 32.8       52.7       50.2       70.4       28.9       46.6       42.9       60.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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  :     8,709:     1,078        403      1,493      4,864      5,128      7,435      7,024:     1,274      1,685
Old  :     8,679:     1,079        406      1,489      4,864      5,128      7,431      7,022:     1,248      1,657
Other:        30:         4          2          0          0          0          4          2:        26         28
     :          :                                                                            :
     :          :          Changes in Commitments from: October 14, 2008                     :
     :      -700:        61       -423        178       -170         25         68       -220:      -768       -479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        4.6       17.1       55.8       58.9       85.4       80.7:      14.6       19.3
Old  :     100.0:      12.4        4.7       17.2       56.0       59.1       85.6       80.9:      14.4       19.1
Other:     100.0:      13.3        6.7        0.0        0.0        0.0       13.3        6.7:      86.7       93.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         9         12          9         21         16         38         30:
Old  :        49:        10         11          9         21         16         38         30:
Other:         3:         2          1          0          0          0          2          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  :                 32.3       38.8       49.4       59.3       29.4       34.8       41.7       45.6
Old  :                 32.3       38.9       49.5       59.5       29.5       34.9       41.8       45.7
Other:                 13.3        6.7       13.3        6.7       13.3        6.7       13.3        6.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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  :   788,393:   157,342    135,280     48,848    472,840    505,637    679,030    689,766:   109,362     98,627
Old  :   788,393:   157,342    135,280     48,848    472,840    505,637    679,030    689,766:   109,362     98,627
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 14, 2008                     :
     :    -9,755:     8,092      7,213      6,671    -11,900    -13,258      2,863        626:   -12,618    -10,381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       17.2        6.2       60.0       64.1       86.1       87.5:      13.9       12.5
Old  :     100.0:      20.0       17.2        6.2       60.0       64.1       86.1       87.5:      13.9       12.5
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  :       192:        39         33         26         84         94        136        140:
Old  :       192:        39         33         26         84         94        136        140:
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  :                 16.5       24.2       26.9       37.1       14.2       19.2       23.6       30.2
Old  :                 16.5       24.2       26.9       37.1       14.2       19.2       23.6       30.2
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, October 21, 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  : 1,925,787:   211,606    193,314    288,101  1,189,493  1,129,056  1,689,201  1,610,472:   236,586    315,315
Old  : 1,925,787:   211,606    193,314    288,101  1,189,493  1,129,056  1,689,201  1,610,472:   236,586    315,315
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 14, 2008                     :
     :  -147,308:    -7,291    -51,926    -33,201    -83,962    -48,805   -124,453   -133,932:   -22,854    -13,376
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       10.0       15.0       61.8       58.6       87.7       83.6:      12.3       16.4
Old  :     100.0:      11.0       10.0       15.0       61.8       58.6       87.7       83.6:      12.3       16.4
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  :       223:        34         60         61        110        113        181        197:
Old  :       223:        34         60         61        110        113        181        197:
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  :                 21.3       19.5       30.2       26.6       17.9       13.7       24.7       20.3
Old  :                 21.3       19.5       30.2       26.6       17.9       13.7       24.7       20.3
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, October 21, 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  : 1,479,004:   427,310    161,598     85,947    778,158  1,026,981  1,291,415  1,274,526:   187,589    204,478
Old  : 1,479,004:   427,310    161,598     85,947    778,158  1,026,981  1,291,415  1,274,526:   187,589    204,478
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 14, 2008                     :
     :   -71,125:     1,798      6,024     -2,328    -61,312    -59,023    -61,842    -55,327:    -9,282    -15,798
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       10.9        5.8       52.6       69.4       87.3       86.2:      12.7       13.8
Old  :     100.0:      28.9       10.9        5.8       52.6       69.4       87.3       86.2:      12.7       13.8
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  :       181:        43         32         41         88         86        144        146:
Old  :       181:        43         32         41         88         86        144        146:
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  :                 23.0       33.1       33.8       44.0       12.7       23.5       21.5       30.5
Old  :                 23.0       33.1       33.8       44.0       12.7       23.5       21.5       30.5
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, October 21, 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  : 1,256,795:   188,789     36,814    489,204    516,621    683,299  1,194,614  1,209,317:    62,181     47,478
Old  : 1,256,795:   188,789     36,814    489,204    516,621    683,299  1,194,614  1,209,317:    62,181     47,478
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 14, 2008                     :
     :    77,494:    22,967      8,138     49,884      2,996     19,571     75,847     77,593:     1,647        -99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0        2.9       38.9       41.1       54.4       95.1       96.2:       4.9        3.8
Old  :     100.0:      15.0        2.9       38.9       41.1       54.4       95.1       96.2:       4.9        3.8
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  :       126:        42         19         44         55         57        115        106:
Old  :       126:        42         19         44         55         57        115        106:
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  :                 31.7       30.4       44.8       45.8        9.9       16.3       14.4       22.3
Old  :                 31.7       30.4       44.8       45.8        9.9       16.3       14.4       22.3
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, October 21, 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  :    27,817:    11,274      3,387        353     12,618     14,375     24,245     18,115:     3,572      9,702
Old  :    27,817:    11,274      3,387        353     12,618     14,375     24,245     18,115:     3,572      9,702
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 14, 2008                     :
     :    -1,765:       802       -338       -747       -668       -115       -613     -1,200:    -1,152       -565
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5       12.2        1.3       45.4       51.7       87.2       65.1:      12.8       34.9
Old  :     100.0:      40.5       12.2        1.3       45.4       51.7       87.2       65.1:      12.8       34.9
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  :        44:        17          6          6         16         10         36         19:
Old  :        44:        17          6          6         16         10         36         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       38.4       51.4       53.1       27.7       38.0       47.3       51.0
Old  :                 31.8       38.4       51.4       53.1       27.7       38.0       47.3       51.0
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, October 21, 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  :   108,320:    17,603     18,464      1,771     77,548     72,697     96,922     92,933:    11,397     15,387
Old  :   108,320:    17,603     18,464      1,771     77,548     72,697     96,922     92,933:    11,397     15,387
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 14, 2008                     :
     :   -16,284:     1,039       -544       -472    -11,979    -11,145    -11,412    -12,161:    -4,872     -4,123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       17.0        1.6       71.6       67.1       89.5       85.8:      10.5       14.2
Old  :     100.0:      16.3       17.0        1.6       71.6       67.1       89.5       85.8:      10.5       14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        22         28         11         33         28         62         60:
Old  :        98:        22         28         11         33         28         62         60:
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  :                 37.9       35.6       54.5       53.7       33.4       27.1       45.4       40.6
Old  :                 37.9       35.6       54.5       53.7       33.4       27.1       45.4       40.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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  :    34,282:    15,131      9,143        461     18,500     24,668     34,092     34,272:       190         10
Old  :    34,282:    15,131      9,143        461     18,500     24,668     34,092     34,272:       190         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 14, 2008                     :
     :       345:     1,167        647        -29       -655        -95        483        523:      -138       -178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.1       26.7        1.3       54.0       72.0       99.4      100.0:       0.6        0.0
Old  :     100.0:      44.1       26.7        1.3       54.0       72.0       99.4      100.0:       0.6        0.0
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  :        42:        11         14          5         13         12         26         29:
Old  :        42:        11         14          5         13         12         26         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.1       85.6       87.0       92.9       67.4       69.3       76.9       76.5
Old  :                 71.1       85.6       87.0       92.9       67.4       69.3       76.9       76.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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  :    58,798:    28,069      7,500      1,143     29,094     49,973     58,306     58,616:       492        182
Old  :    58,798:    28,069      7,500      1,143     29,094     49,973     58,306     58,616:       492        182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 14, 2008                     :
     :     2,742:     1,346        752         37      1,445      1,842      2,828      2,631:       -86        111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.7       12.8        1.9       49.5       85.0       99.2       99.7:       0.8        0.3
Old  :     100.0:      47.7       12.8        1.9       49.5       85.0       99.2       99.7:       0.8        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         9          9          3         10          5         20         16:
Old  :        31:         9          9          3         10          5         20         16:
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  :                 84.9       88.5       94.4       98.6       76.2       88.2       85.8       90.4
Old  :                 84.9       88.5       94.4       98.6       76.2       88.2       85.8       90.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 24, 2008