WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      358,385
COMMITMENTS
  83,146   84,107   48,371  202,290  178,110  333,807  310,588   24,578   47,797

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:    -10,645)
  -8,376   -1,185      -85   -1,015  -10,865   -9,476  -12,135   -1,169    1,490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     23.5     13.5     56.4     49.7     93.1     86.7      6.9     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
      95      114       98       74      104      233      264
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,401,116
COMMITMENTS
 458,115  105,795  183,803  633,552  881,044  1275470  1170642  125,646  230,474

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:       -553)
  -4,378    3,423    6,947    3,244   -6,566    5,813    3,804   -6,366   -4,357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7      7.6     13.1     45.2     62.9     91.0     83.6      9.0     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      812)
     240      125      179      209      365      539      612
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,764
COMMITMENTS
   3,376      381      355    8,595   13,937   12,326   14,673    3,438    1,091

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        -83)
    -246      -83      135      -38     -451     -149     -399       66      316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      2.4      2.3     54.5     88.4     78.2     93.1     21.8      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      21        4        4       14       15       37       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      459,932
COMMITMENTS
 147,460   32,734   59,194  204,170  285,146  410,824  377,074   49,108   82,858

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:      4,379)
  -1,517      518    5,393   -1,723   -3,446    2,153    2,465    2,226    1,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1      7.1     12.9     44.4     62.0     89.3     82.0     10.7     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      470)
     151       86      120       96      189      308      361
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       22,751
COMMITMENTS
  18,623    2,259    1,177        2    3,622   19,802    7,058    2,949   15,693

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        341)
     519      248     -145        0       33      374      136      -33      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.9      9.9      5.2      0.0     15.9     87.0     31.0     13.0     69.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      14        9       11        1       10       17       28
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      245,668
COMMITMENTS
  43,202   23,906   40,147  130,777  163,941  214,126  227,994   31,542   17,674

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:     -1,759)
    -744    1,166     -708   -2,003   -2,875   -3,455   -2,417    1,696      658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      9.7     16.3     53.2     66.7     87.2     92.8     12.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      52       30       47       64       57      146      117
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      967,144
COMMITMENTS
 143,902  161,059   15,964  684,567  585,135  844,433  762,158  122,711  204,986

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:     24,175)
 -23,067   -1,822    2,399   43,821   -1,896   23,153   -1,319    1,022   25,494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     16.7      1.7     70.8     60.5     87.3     78.8     12.7     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      27       40       26       68       78      109      130
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      200,377
COMMITMENTS
  48,921    7,715   24,938   96,977  153,412  170,836  186,065   29,541   14,312

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:      1,408)
   2,620      986    1,417   -1,353      401    2,684    2,804   -1,276   -1,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      3.9     12.4     48.4     76.6     85.3     92.9     14.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      57       22       47       67       55      149      113
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,613
COMMITMENTS
   5,042      821      875    8,880   15,328   14,797   17,024    3,816    1,589

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        -78)
       1        0      -43     -197      -29     -239      -72      161       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1      4.4      4.7     47.7     82.4     79.5     91.5     20.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      27        5       13       38       29       67       47
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,105,372
COMMITMENTS
 246,080  258,867   37,193  720,230  698,088  1003503  994,148  101,869  111,224

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:    -60,004)
 -22,299   26,366    1,761  -34,139  -99,426  -54,677  -71,299   -5,327   11,295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     23.4      3.4     65.2     63.2     90.8     89.9      9.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      46       41       32       97       92      158      150
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,175,930
COMMITMENTS
 332,245  289,731   70,350  1479963  1397382  1882558  1757463  293,372  418,467

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:      5,819)
 -23,629  -35,836     -216   29,911   23,495    6,066  -12,557     -247   18,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     13.3      3.2     68.0     64.2     86.5     80.8     13.5     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      56       54       49      108      116      182      202
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,802,047
COMMITMENTS
 556,803  196,201   71,240  933,963  1226887  1562006  1494328  240,041  307,719

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:    -25,176)
 -24,246      346    1,312  -21,402  -76,065  -44,336  -74,407   19,160   49,231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     10.9      4.0     51.8     68.1     86.7     82.9     13.3     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      40       37       29       74       87      123      144
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      743,814
COMMITMENTS
 198,509   27,335  129,091  358,705  538,773  686,305  695,199   57,509   48,615

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:     26,089)
  16,691  -10,339    6,247    1,419   27,839   24,357   23,747    1,732    2,342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      3.7     17.4     48.2     72.4     92.3     93.5      7.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      57       15       42       66       50      135       99
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       31,417
COMMITMENTS
  16,841   13,116      369    9,760   12,850   26,970   26,335    4,447    5,082

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:       -655)
      29      -89       -3     -145     -134     -119     -226     -536     -429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.6     41.7      1.2     31.1     40.9     85.8     83.8     14.2     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      16       20        8       11        7       34       28
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      107,146
COMMITMENTS
  38,561   41,936    2,523   51,686   50,364   92,770   94,823   14,376   12,323

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:       -310)
  -3,478      651      896    2,488     -779      -94      768     -216   -1,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0     39.1      2.4     48.2     47.0     86.6     88.5     13.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      45       41       12       20       21       70       69
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       59,355
COMMITMENTS
  18,475    4,452    1,433   39,219   53,199   59,127   59,084      228      271

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:     -1,579)
    -353      -94      -40   -1,186   -1,565   -1,579   -1,699        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1      7.5      2.4     66.1     89.6     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      11       14        3       19       11       31       27
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       40,696
COMMITMENTS
   9,877    1,589       50   30,763   38,851   40,690   40,490        6      206

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:       -471)
     298       21       40     -809     -603     -471     -542        0       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3      3.9      0.1     75.6     95.5    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        7        1       12        9       19       17
 

Updated May 30,2008