WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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  :   430,190:    50,177     62,047    184,682    173,188    140,615    408,047    387,344:    22,143     42,846
Old  :   350,680:    43,108     63,561    149,723    141,587    107,088    334,419    320,372:    16,261     30,308
Other:    79,510:    28,220     19,637     13,808     31,601     33,527     73,628     66,972:     5,882     12,538
     :          :                                                                            :
     :          :          Changes in Commitments from: October 21, 2008                     :
     :    -1,284:    -1,893     -3,385      8,751     -5,314     -1,717      1,544      3,649:    -2,828     -4,933
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       14.4       42.9       40.3       32.7       94.9       90.0:       5.1       10.0
Old  :     100.0:      12.3       18.1       42.7       40.4       30.5       95.4       91.4:       4.6        8.6
Other:     100.0:      35.5       24.7       17.4       39.7       42.2       92.6       84.2:       7.4       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       309:        65        121        124         82         97        237        272:
Old  :       301:        81        110        112         79         93        226        257:
Other:       170:        31         55         34         45         76         98        145:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.6       13.5       28.9       21.9       13.8        6.9       22.8       11.5
Old  :                 16.5       14.4       30.3       24.2       14.3        7.6       22.7       12.4
Other:                 38.3       13.2       54.2       22.8       37.3       11.0       47.9       17.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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  : 1,697,112:   135,749    100,889    688,932    728,891    687,147  1,553,571  1,476,968:   143,541    220,144
Old  : 1,452,495:   119,648    110,554    601,390    605,953    558,999  1,326,991  1,270,943:   125,504    181,552
Other:   244,617:    43,721     17,955     59,921    122,938    128,149    226,580    206,025:    18,037     38,592
     :          :                                                                            :
     :          :          Changes in Commitments from: October 21, 2008                     :
     :    -9,924:     2,680     13,898     -8,297       -789     -7,153     -6,407     -1,552:    -3,518     -8,372
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        5.9       40.6       42.9       40.5       91.5       87.0:       8.5       13.0
Old  :     100.0:       8.2        7.6       41.4       41.7       38.5       91.4       87.5:       8.6       12.5
Other:     100.0:      17.9        7.3       24.5       50.3       52.4       92.6       84.2:       7.4       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       687:       146        178        255        278        311        576        615:
Old  :       683:       141        185        245        274        304        567        599:
Other:       393:        62         68         62         95        223        182        329:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.6       16.0       21.8       22.7        5.9        6.2       11.3        8.9
Old  :                 13.0       15.0       21.2       22.2        6.7        5.1       12.2        8.1
Other:                 24.8       25.9       38.1       34.7       18.2       13.2       27.1       16.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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  :    17,839:       820      2,355      2,186     12,730     10,469     15,737     15,011:     2,102      2,828
Old  :    13,388:     1,013      2,353      1,854      8,541      6,579     11,408     10,786:     1,980      2,601
Other:     4,451:        92        286         48      4,189      3,890      4,329      4,224:       122        227
     :          :                                                                            :
     :          :          Changes in Commitments from: October 21, 2008                     :
     :      -179:      -168        -44         58       -604       -255       -715       -241:       536         63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       13.2       12.3       71.4       58.7       88.2       84.1:      11.8       15.9
Old  :     100.0:       7.6       17.6       13.8       63.8       49.1       85.2       80.6:      14.8       19.4
Other:     100.0:       2.1        6.4        1.1       94.1       87.4       97.3       94.9:       2.7        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        12         19          9         21         13         38         37:
Old  :        53:        13         18          8         20         12         36         35:
Other:        20:         1          5          2          8         10         11         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 45.3       44.5       61.0       59.5       41.1       33.4       50.5       41.8
Old  :                 39.8       36.9       56.3       51.8       33.4       29.4       41.1       37.7
Other:                 82.6       76.5       95.0       91.2       82.6       68.4       85.7       80.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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  :   419,138:    48,404     20,752    121,801    198,701    203,044    368,906    345,597:    50,232     73,541
Old  :   348,090:    43,933     23,785     92,372    164,842    169,528    301,147    285,686:    46,943     62,404
Other:    71,048:    17,329      9,824     16,571     33,859     33,516     67,759     59,911:     3,289     11,137
     :          :                                                                            :
     :          :          Changes in Commitments from: October 21, 2008                     :
     :  -134,331:       905     -8,345    -87,129    -53,638    -41,552   -139,862   -137,027:     5,531      2,696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5        5.0       29.1       47.4       48.4       88.0       82.5:      12.0       17.5
Old  :     100.0:      12.6        6.8       26.5       47.4       48.7       86.5       82.1:      13.5       17.9
Other:     100.0:      24.4       13.8       23.3       47.7       47.2       95.4       84.3:       4.6       15.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       322:        99         69        111        109        131        252        284:
Old  :       320:       101         71        106        106        130        245        281:
Other:       170:        31         36         30         39         88         86        139:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.7       22.1       29.5       31.6       10.2       11.5       18.0       14.8
Old  :                 18.6       21.8       29.9       30.0       12.3       13.0       21.5       18.2
Other:                 40.1       38.1       60.9       49.3       31.5       23.9       41.2       30.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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  :   336,701:    13,427     34,306    102,842    198,376    172,662    314,645    309,810:    22,057     26,891
Old  :   310,199:    14,981     36,816     88,964    185,600    158,261    289,545    284,041:    20,654     26,157
Other:    26,502:     4,454      3,498      7,870     12,776     14,401     25,100     25,769:     1,402        733
     :          :                                                                            :
     :          :          Changes in Commitments from: October 21, 2008                     :
     :    -4,988:    -2,460     -3,550      2,822     -5,138     -7,390     -4,776     -8,118:      -212      3,131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       10.2       30.5       58.9       51.3       93.4       92.0:       6.6        8.0
Old  :     100.0:       4.8       11.9       28.7       59.8       51.0       93.3       91.6:       6.7        8.4
Other:     100.0:      16.8       13.2       29.7       48.2       54.3       94.7       97.2:       5.3        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        35         50         70         70         70        153        168:
Old  :       197:        41         52         68         70         69        151        167:
Other:        53:         9         11         15         23         14         42         32:
     :----------------------------------------------------------------------------------------------------
     :             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       21.6       34.6       34.9       10.2       14.9       16.7       20.6
Old  :                 22.0       21.6       34.6       33.8       12.4       14.5       19.6       21.6
Other:                 64.4       71.2       80.5       84.1       46.8       47.8       56.6       57.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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  :   858,723:    36,049    135,209     64,865    628,682    488,081    729,596    688,155:   129,128    170,569
Old  :   858,723:    36,049    135,209     64,865    628,682    488,081    729,596    688,155:   129,128    170,569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 21, 2008                     :
     :   -24,931:    -4,511     -6,399    -18,079        367      2,599    -22,224    -21,879:    -2,707     -3,052
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       15.7        7.6       73.2       56.8       85.0       80.1:      15.0       19.9
Old  :     100.0:       4.2       15.7        7.6       73.2       56.8       85.0       80.1:      15.0       19.9
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  :       154:        21         35         36         77         85        118        136:
Old  :       154:        21         35         36         77         85        118        136:
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  :                 28.6       13.3       39.0       21.8       21.5       11.9       30.2       19.4
Old  :                 28.6       13.3       39.0       21.8       21.5       11.9       30.2       19.4
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 28, 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  :   186,507:    22,590     10,286     45,612     89,623    107,331    157,824    163,230:    28,683     23,277
Old  :   175,742:    22,004     10,207     42,427     83,754    100,031    148,185    152,666:    27,558     23,077
Other:    10,765:     1,542      1,034      2,230      5,868      7,300      9,640     10,564:     1,125        201
     :          :                                                                            :
     :          :          Changes in Commitments from: October 21, 2008                     :
     :    -7,609:        82     -4,239       -776     -4,689     -1,736     -5,383     -6,750:    -2,225       -858
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        5.5       24.5       48.1       57.5       84.6       87.5:      15.4       12.5
Old  :     100.0:      12.5        5.8       24.1       47.7       56.9       84.3       86.9:      15.7       13.1
Other:     100.0:      14.3        9.6       20.7       54.5       67.8       89.5       98.1:      10.5        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        31         32         40         67         61        125        114:
Old  :       147:        32         37         40         67         61        125        114:
Other:        53:        14          7         14         22         15         43         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  :                 21.2       30.1       31.2       44.0       16.9       22.3       23.0       30.3
Old  :                 21.8       30.0       32.3       43.2       17.6       21.9       23.5       29.2
Other:                 32.1       53.4       49.3       70.5       28.4       47.5       42.3       60.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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  :     7,926:     1,048        348        948      4,834      5,003      6,830      6,299:     1,096      1,627
Old  :     7,873:     1,042        349        947      4,814      4,983      6,803      6,279:     1,070      1,594
Other:        53:         7          0          0         20         20         27         20:        26         33
     :          :                                                                            :
     :          :          Changes in Commitments from: October 21, 2008                     :
     :      -783:       -30        -55       -545        -30       -125       -605       -725:      -178        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        4.4       12.0       61.0       63.1       86.2       79.5:      13.8       20.5
Old  :     100.0:      13.2        4.4       12.0       61.1       63.3       86.4       79.8:      13.6       20.2
Other:     100.0:      13.2        0.0        0.0       37.7       37.7       50.9       37.7:      49.1       62.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        10          6          5         20         17         32         27:
Old  :        43:        10          6          5         20         17         32         27:
Other:         5:         2          0          0          1          2          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       39.8       54.5       61.6       34.6       39.2       48.2       50.7
Old  :                 37.4       39.8       54.6       61.8       34.6       39.3       48.3       50.8
Other:                 50.9       37.7       50.9       37.7       50.9       37.7       50.9       37.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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  :   773,467:   156,550    142,686     38,601    454,482    478,867    649,633    660,154:   123,835    113,313
Old  :   773,467:   156,550    142,686     38,601    454,482    478,867    649,633    660,154:   123,835    113,313
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 21, 2008                     :
     :   -14,926:      -792      7,406    -10,248    -18,358    -26,770    -29,398    -29,612:    14,472     14,686
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       18.4        5.0       58.8       61.9       84.0       85.3:      16.0       14.7
Old  :     100.0:      20.2       18.4        5.0       58.8       61.9       84.0       85.3:      16.0       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        33         34         25         79         82        124        129:
Old  :       176:        33         34         25         79         82        124        129:
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  :                 18.1       28.1       28.7       40.1       15.5       22.7       25.0       33.2
Old  :                 18.1       28.1       28.7       40.1       15.5       22.7       25.0       33.2
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 28, 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  : 1,729,723:   192,090    195,110    204,512  1,067,962  1,000,754  1,464,564  1,400,375:   265,159    329,348
Old  : 1,729,723:   192,090    195,110    204,512  1,067,962  1,000,754  1,464,564  1,400,375:   265,159    329,348
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 21, 2008                     :
     :  -196,064:   -19,517      1,795    -83,589   -121,531   -128,303   -224,637   -210,096:    28,573     14,033
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       11.3       11.8       61.7       57.9       84.7       81.0:      15.3       19.0
Old  :     100.0:      11.1       11.3       11.8       61.7       57.9       84.7       81.0:      15.3       19.0
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  :       200:        36         43         49         97        108        156        177:
Old  :       200:        36         43         49         97        108        156        177:
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  :                 21.7       18.2       30.6       26.1       17.6       11.7       24.9       17.9
Old  :                 21.7       18.2       30.6       26.1       17.6       11.7       24.9       17.9
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 28, 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  : 1,464,317:   423,950    164,657     71,522    768,868  1,007,414  1,264,340  1,243,593:   199,977    220,724
Old  : 1,464,317:   423,950    164,657     71,522    768,868  1,007,414  1,264,340  1,243,593:   199,977    220,724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 21, 2008                     :
     :   -14,687:    -3,359      3,060    -14,425     -9,290    -19,567    -27,075    -30,933:    12,388     16,246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       11.2        4.9       52.5       68.8       86.3       84.9:      13.7       15.1
Old  :     100.0:      29.0       11.2        4.9       52.5       68.8       86.3       84.9:      13.7       15.1
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  :       168:        32         35         36         84         81        135        133:
Old  :       168:        32         35         36         84         81        135        133:
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  :                 22.0       33.2       33.6       44.2       13.0       22.8       21.4       29.9
Old  :                 22.0       33.2       33.6       44.2       13.0       22.8       21.4       29.9
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, October 28, 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  : 1,290,401:   204,318     33,483    562,642    471,066    640,563  1,238,025  1,236,688:    52,375     53,713
Old  : 1,290,401:   204,318     33,483    562,642    471,066    640,563  1,238,025  1,236,688:    52,375     53,713
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 21, 2008                     :
     :    33,606:    15,529     -3,331     73,437    -45,555    -42,736     43,412     27,371:    -9,806      6,235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        2.6       43.6       36.5       49.6       95.9       95.8:       4.1        4.2
Old  :     100.0:      15.8        2.6       43.6       36.5       49.6       95.9       95.8:       4.1        4.2
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  :       127:        42         20         41         57         58        114        107:
Old  :       127:        42         20         41         57         58        114        107:
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  :                 31.9       31.0       46.2       45.5       10.3       16.6       15.2       22.5
Old  :                 31.9       31.0       46.2       45.5       10.3       16.6       15.2       22.5
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 28, 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  :    30,107:    12,134      5,739        441     13,062     12,787     25,638     18,967:     4,469     11,139
Old  :    30,107:    12,134      5,739        441     13,062     12,787     25,638     18,967:     4,469     11,139
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 21, 2008                     :
     :     2,289:       860      2,353         88        444     -1,588      1,393        852:       897      1,437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.3       19.1        1.5       43.4       42.5       85.2       63.0:      14.8       37.0
Old  :     100.0:      40.3       19.1        1.5       43.4       42.5       85.2       63.0:      14.8       37.0
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  :        48:        16         11          5         15         11         34         24:
Old  :        48:        16         11          5         15         11         34         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  :                 29.9       31.0       50.2       44.0       26.1       30.7       46.4       43.4
Old  :                 29.9       31.0       50.2       44.0       26.1       30.7       46.4       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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  :   122,075:    22,637     24,196      2,051     82,369     74,247    107,056    100,494:    15,019     21,581
Old  :   122,075:    22,637     24,196      2,051     82,369     74,247    107,056    100,494:    15,019     21,581
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 21, 2008                     :
     :    13,755:     5,034      5,732        280      4,820      1,550     10,134      7,561:     3,621      6,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       19.8        1.7       67.5       60.8       87.7       82.3:      12.3       17.7
Old  :     100.0:      18.5       19.8        1.7       67.5       60.8       87.7       82.3:      12.3       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        30         29         11         34         27         70         61:
Old  :       107:        30         29         11         34         27         70         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       33.4       51.1       51.3       30.1       25.3       40.3       39.5
Old  :                 34.2       33.4       51.1       51.3       30.1       25.3       40.3       39.5
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 28, 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  :    32,682:    15,441      8,953        428     16,477     23,107     32,346     32,488:       336        194
Old  :    32,682:    15,441      8,953        428     16,477     23,107     32,346     32,488:       336        194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 21, 2008                     :
     :    -1,600:       310       -190        -33     -2,023     -1,561     -1,746     -1,784:       146        184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.2       27.4        1.3       50.4       70.7       99.0       99.4:       1.0        0.6
Old  :     100.0:      47.2       27.4        1.3       50.4       70.7       99.0       99.4:       1.0        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        12         12          4         12         13         26         27:
Old  :        41:        12         12          4         12         13         26         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.9       86.2       87.1       92.9       67.4       72.1       74.9       77.0
Old  :                 71.9       86.2       87.1       92.9       67.4       72.1       74.9       77.0
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 28, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    60,107:    30,864      6,562      1,118     27,764     52,358     59,746     60,038:       361         69
Old  :    60,107:    30,864      6,562      1,118     27,764     52,358     59,746     60,038:       361         69
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 21, 2008                     :
     :     1,309:     2,795       -938        -25     -1,330      2,385      1,440      1,422:      -131       -113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.3       10.9        1.9       46.2       87.1       99.4       99.9:       0.6        0.1
Old  :     100.0:      51.3       10.9        1.9       46.2       87.1       99.4       99.9:       0.6        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  :        34:        12          7          3         10          7         23         16:
Old  :        34:        12          7          3         10          7         23         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  :                 86.5       90.0       94.7       99.0       78.2       90.0       86.4       91.3
Old  :                 86.5       90.0       94.7       99.0       78.2       90.0       86.4       91.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 31, 2008