WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 07/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      331,426
COMMITMENTS
  80,439   77,439   42,781  185,122  163,997  308,342  284,217   23,084   47,209

CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST:       -290)
   3,641   -4,704      692   -3,311    3,198    1,022     -814   -1,312      524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     23.4     12.9     55.9     49.5     93.0     85.8      7.0     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
      97      107       92       68      107      227      262
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,296,404
COMMITMENTS
 362,658  116,590  196,428  616,291  754,912  1175377  1067930  121,027  228,474

CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST:     -3,818)
 -31,703    1,465   13,972   12,414  -19,603   -5,317   -4,166    1,499      348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0      9.0     15.2     47.5     58.2     90.7     82.4      9.3     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      785)
     195      145      184      192      355      484      620
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       16,188
COMMITMENTS
   3,217      454      387    9,700   14,098   13,304   14,939    2,884    1,249

CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST:       -443)
    -730      -19      -67      511     -592     -286     -678     -157      235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9      2.8      2.4     59.9     87.1     82.2     92.3     17.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      21        4        7       16       16       39       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      431,191
COMMITMENTS
 141,798   37,636   59,544  184,026  258,411  385,368  355,591   45,823   75,600

CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST:    -28,133)
 -11,396      277    2,163   -7,995  -23,724  -17,228  -21,284  -10,905   -6,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9      8.7     13.8     42.7     59.9     89.4     82.5     10.6     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      499)
     156      112      125      106      191      333      382
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       21,921
COMMITMENTS
  18,259    3,252      868        2    3,171   19,129    7,291    2,792   14,630

CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST:        484)
     367       50      207        0       44      574      301      -90      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.3     14.8      4.0      0.0     14.5     87.3     33.3     12.7     66.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      12        8        4        1        9       13       21
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      260,321
COMMITMENTS
  43,897   21,571   53,268  137,827  167,439  234,992  242,278   25,329   18,043

CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST:     -1,717)
    -995    3,684     -309    1,515   -8,400      211   -5,025   -1,928    3,308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9      8.3     20.5     52.9     64.3     90.3     93.1      9.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      48       28       57       68       56      156      125
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      883,247
COMMITMENTS
 150,372  193,598    3,428  608,543  506,411  762,343  703,437  120,904  179,810

CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST:    -35,849)
 -11,550   -7,829     -124  -11,486  -27,311  -23,160  -35,264  -12,689     -585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     21.9      0.4     68.9     57.3     86.3     79.6     13.7     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      29       53       17       66       80      104      141
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      202,095
COMMITMENTS
  54,462   11,799   35,228   76,872  135,822  166,562  182,849   35,533   19,246

CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST:    -15,579)
  -8,346    4,201   -5,336    1,629  -14,855  -12,053  -15,990   -3,526      411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9      5.8     17.4     38.0     67.2     82.4     90.5     17.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      69       24       61       64       57      167      124
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,010
COMMITMENTS
   2,527      895      377    7,799   10,474   10,703   11,746    2,307    1,264

CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST:       -115)
    -105       32      -68      391     -198      218     -234     -333      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4      6.9      2.9     59.9     80.5     82.3     90.3     17.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      16        6        7       23       20       41       32
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      865,506
COMMITMENTS
 154,779  202,130    6,107  597,609  570,992  758,495  779,229  107,011   86,277

CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST:    -31,325)
 -24,099  -15,143     -583    3,212  -10,614  -21,470  -26,340   -9,855   -4,985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     23.4      0.7     69.0     66.0     87.6     90.0     12.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      36       41       16       82       99      126      148
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,779,735
COMMITMENTS
 263,760  372,776   36,709  1169364  1001143  1469833  1410628  309,902  369,107

CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST:    -29,392)
 -15,285   50,154    7,552  -13,127 -101,047  -20,860  -43,341   -8,532   13,949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     20.9      2.1     65.7     56.3     82.6     79.3     17.4     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      49       70       37      109      111      176      200
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,577,141
COMMITMENTS
 358,527  230,668   30,709  973,408  1076659  1362644  1338036  214,497  239,105

CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST:    -11,907)
 -38,167   15,883   22,223   14,072  -60,333   -1,872  -22,227  -10,035   10,320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     14.6      1.9     61.7     68.3     86.4     84.8     13.6     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      32       46       14       86       78      125      131
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      637,046
COMMITMENTS
 296,870   38,191   20,784  273,654  545,966  591,308  604,941   45,738   32,105

CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST:      4,767)
  -4,107   -1,853      544   11,383   10,924    7,820    9,615   -3,053   -4,848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.6      6.0      3.3     43.0     85.7     92.8     95.0      7.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      46       13       22       52       49      103       80
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 07/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       11,538
COMMITMENTS
   3,630    2,011    1,035    1,549    5,987    6,214    9,033    5,324    2,505

CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST:       -304)
    -755      932      269      388   -1,088      -98      113     -206     -417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     17.4      9.0     13.4     51.9     53.9     78.3     46.1     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        6        5        3        5       15       13
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 07/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       31,819
COMMITMENTS
  14,389   14,387    1,042   11,825    8,049   27,256   23,478    4,563    8,341

CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST:       -344)
   1,752     -322       41     -770     -546    1,023     -827   -1,367      483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.2     45.2      3.3     37.2     25.3     85.7     73.8     14.3     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      19       17        6       11        7       36       24
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      111,827
COMMITMENTS
  48,329   40,359    2,531   40,983   52,046   91,843   94,936   19,984   16,891

CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST:     -2,120)
  -1,718   -2,866      809     -685   -1,628   -1,594   -3,685     -526    1,565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2     36.1      2.3     36.6     46.5     82.1     84.9     17.9     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      38       48       11       25       22       68       76
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 07/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       57,918
COMMITMENTS
  15,484    7,585      646   41,569   49,499   57,699   57,730      219      188

CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST:      1,459)
    -244      329     -127    1,882    1,261    1,511    1,463      -52       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     13.1      1.1     71.8     85.5     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      10       14        2       14       10       25       25
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
FUTURES ONLY POSITIONS AS OF 07/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       60,715
COMMITMENTS
  18,742      560       68   41,889   59,839   60,699   60,467       16      248

CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST:      2,038)
   1,411   -1,235       68      564    3,217    2,043    2,050       -5      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9      0.9      0.1     69.0     98.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        8        1       10       11       17       20
 

Updated July 25, 2008