WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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  :   503,348:    84,149     83,661    156,509    230,730    204,930    471,388    445,100:    31,960     58,248
Old  :   451,634:    71,682     83,505    141,863    208,082    175,930    421,627    401,298:    30,007     50,336
Other:    51,714:    23,684     11,373      3,429     22,648     29,000     49,761     43,802:     1,953      7,912
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2008                         :
     :    -4,953:     2,585      5,447      1,277     -8,741    -11,414     -4,879     -4,690:       -74       -263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       16.6       31.1       45.8       40.7       93.7       88.4:       6.3       11.6
Old  :     100.0:      15.9       18.5       31.4       46.1       39.0       93.4       88.9:       6.6       11.1
Other:     100.0:      45.8       22.0        6.6       43.8       56.1       96.2       84.7:       3.8       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       370:       112        119        146         80        117        284        308:
Old  :       369:       120        115        143         79        115        281        304:
Other:       145:        20         47         19         24         69         58        122:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.4       13.7       31.7       22.6       17.7       11.8       27.5       16.4
Old  :                 21.6       14.0       32.6       22.7       19.3       11.7       28.5       16.2
Other:                 56.0       23.2       70.1       34.0       54.5       17.3       65.6       25.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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  : 2,227,228:   350,749     65,240    767,799    902,706  1,093,689  2,021,255  1,926,728:   205,973    300,500
Old  :   912,460:   165,755     89,347    291,316    364,567    426,265    821,638    806,928:    90,822    105,532
Other: 1,314,768:   254,759     45,657    406,719    538,139    667,424  1,199,616  1,119,800:   115,151    194,968
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2008                         :
     :    95,371:    33,862     -4,588     56,468    -10,939     42,726     79,390     94,606:    15,980        765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        2.9       34.5       40.5       49.1       90.8       86.5:       9.2       13.5
Old  :     100.0:      18.2        9.8       31.9       40.0       46.7       90.0       88.4:      10.0       11.6
Other:     100.0:      19.4        3.5       30.9       40.9       50.8       91.2       85.2:       8.8       14.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       867:       250        143        294        295        411        669        754:
Old  :       777:       205        145        208        229        360        516        639:
Other:       780:       208        138        212        224        392        517        663:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       14.9       21.0       21.1        9.2        7.1       14.4       10.6
Old  :                 13.8       15.4       22.4       22.6       12.8       10.3       20.2       13.8
Other:                 15.3       15.3       24.6       22.3        9.8        8.1       14.8       10.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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  :    16,982:     2,976        431        971      9,952     14,255     13,900     15,658:     3,083      1,325
Old  :    16,982:     2,976        431        971      9,952     14,255     13,900     15,658:     3,083      1,325
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2008                         :
     :      -174:       141        -65        -96         32        230         77         69:      -251       -244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5        2.5        5.7       58.6       83.9       81.8       92.2:      18.2        7.8
Old  :     100.0:      17.5        2.5        5.7       58.6       83.9       81.8       92.2:      18.2        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        24          3          9         17         16         43         26:
Old  :        50:        24          3          9         17         16         43         26:
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  :                 35.9       55.0       50.7       74.7       35.4       49.7       46.8       65.8
Old  :                 35.9       55.0       50.7       74.7       35.4       49.7       46.8       65.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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  :   699,193:   146,576     25,889    235,647    251,589    344,179    633,813    605,715:    65,380     93,478
Old  :   276,258:    73,901     20,535     93,505     80,082    135,402    247,489    249,443:    28,769     26,815
Other:   422,935:   100,897     33,576    113,920    171,507    208,777    386,324    356,272:    36,611     66,663
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2008                         :
     :    35,169:    10,666      3,949     15,680       -122     16,413     26,224     36,042:     8,946       -873
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        3.7       33.7       36.0       49.2       90.6       86.6:       9.4       13.4
Old  :     100.0:      26.8        7.4       33.8       29.0       49.0       89.6       90.3:      10.4        9.7
Other:     100.0:      23.9        7.9       26.9       40.6       49.4       91.3       84.2:       8.7       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       537:       180        117        198        135        214        405        459:
Old  :       473:       163        103        128        106        185        320        366:
Other:       451:       123        117        138        103        193        298        379:
     :----------------------------------------------------------------------------------------------------
     :             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       22.6       27.0       30.8       11.6       13.7       17.4       18.2
Old  :                 17.0       24.8       26.7       33.4        9.7       17.3       16.4       23.0
Other:                 22.3       21.7       30.9       30.5       13.8       12.0       21.2       16.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    24,174:    19,541      2,694      1,217          2      3,787     20,760      7,698:     3,414     16,476
Old  :     5,696:     3,757      1,578        228          0        766      3,985      2,572:     1,711      3,124
Other:    18,478:    16,405      1,737        368          2      3,021     16,775      5,126:     1,703     13,352
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2008                         :
     :       471:       952        558        -84          0        174        868        648:      -397       -177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.8       11.1        5.0        0.0       15.7       85.9       31.8:      14.1       68.2
Old  :     100.0:      66.0       27.7        4.0        0.0       13.4       70.0       45.2:      30.0       54.8
Other:     100.0:      88.8        9.4        2.0        0.0       16.3       90.8       27.7:       9.2       72.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        16         10         12          1         10         19         30:
Old  :        35:        14         12          3          0          9         16         22:
Other:        28:        10          8          6          1         10         11         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.7       10.7       76.2       16.8       62.6        8.8       75.3       14.7
Old  :                 38.4       26.3       54.1       37.8       38.2       22.7       53.3       34.2
Other:                 73.8        9.0       89.5       15.3       73.7        8.8       87.5       15.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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  :   317,252:    40,647     22,366     89,365    150,807    185,828    280,818    297,559:    36,434     19,693
Old  :   168,352:    29,109     28,450     32,096     83,410     95,420    144,615    155,965:    23,737     12,387
Other:   148,900:    28,659     11,037     40,147     67,397     90,409    136,203    141,593:    12,698      7,307
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2008                         :
     :    12,683:     1,391      2,175      5,169      3,707      5,410     10,266     12,754:     2,417        -71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8        7.0       28.2       47.5       58.6       88.5       93.8:      11.5        6.2
Old  :     100.0:      17.3       16.9       19.1       49.5       56.7       85.9       92.6:      14.1        7.4
Other:     100.0:      19.2        7.4       27.0       45.3       60.7       91.5       95.1:       8.5        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        55         35         60         64         66        157        139:
Old  :       179:        58         41         42         60         58        137        123:
Other:       135:        38         28         36         48         48        106         93:
     :----------------------------------------------------------------------------------------------------
     :             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       27.1       24.9       41.4       12.6       23.1       19.9       31.2
Old  :                 15.4       26.9       26.2       40.6       14.9       22.5       24.0       32.8
Other:                 22.2       40.0       33.2       57.1       18.3       35.2       25.2       43.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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  : 1,013,596:   107,982    161,702     93,471    690,127    554,000    891,581    809,173:   122,015    204,423
Old  : 1,013,596:   107,982    161,702     93,471    690,127    554,000    891,581    809,173:   122,015    204,423
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2008                         :
     :   -16,733:   -22,578     20,909      3,917      5,127    -33,513    -13,534     -8,686:    -3,199     -8,047
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       16.0        9.2       68.1       54.7       88.0       79.8:      12.0       20.2
Old  :     100.0:      10.7       16.0        9.2       68.1       54.7       88.0       79.8:      12.0       20.2
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  :       193:        39         48         62         81         88        151        168:
Old  :       193:        39         48         62         81         88        151        168:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       23.4       37.1       31.7       19.1       16.4       26.3       21.6
Old  :                 25.5       23.4       37.1       31.7       19.1       16.4       26.3       21.6
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, June 10, 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  :   237,204:    51,678      6,250     48,687     96,861    163,074    197,226    218,011:    39,978     19,193
Old  :   124,568:    36,590      9,295     17,857     47,084     85,302    101,531    112,454:    23,037     12,114
Other:   112,636:    25,363      7,231     20,554     49,778     77,772     95,695    105,557:    16,941      7,079
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2008                         :
     :     7,829:     6,305       -981      1,857     -7,236      4,774        926      5,649:     6,904      2,180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        2.6       20.5       40.8       68.7       83.1       91.9:      16.9        8.1
Old  :     100.0:      29.4        7.5       14.3       37.8       68.5       81.5       90.3:      18.5        9.7
Other:     100.0:      22.5        6.4       18.2       44.2       69.0       85.0       93.7:      15.0        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        72         24         58         67         65        166        130:
Old  :       172:        63         29         47         61         56        149        109:
Other:       135:        49         16         41         54         44        118         89:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.0       36.7       21.9       47.1        8.9       32.9       13.9       37.6
Old  :                 17.3       34.8       25.4       45.4       16.2       31.5       23.4       41.3
Other:                 16.7       42.7       27.5       54.5       14.2       37.7       22.4       48.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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  :    19,885:     3,837        786      2,054     10,468     15,392     16,359     18,232:     3,527      1,653
Old  :     7,284:     2,351        607        844      2,667      4,886      5,862      6,337:     1,422        947
Other:    12,602:     1,872        566        823      7,801     10,506     10,497     11,895:     2,105        707
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2008                         :
     :      -587:      -399        -14        -73       -283       -548       -754       -635:       167         47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3        4.0       10.3       52.6       77.4       82.3       91.7:      17.7        8.3
Old  :     100.0:      32.3        8.3       11.6       36.6       67.1       80.5       87.0:      19.5       13.0
Other:     100.0:      14.9        4.5        6.5       61.9       83.4       83.3       94.4:      16.7        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        20         13         15         37         27         65         49:
Old  :        51:        12         11          7         15         18         32         31:
Other:        63:        16          8          9         33         17         53         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  :                 22.7       54.7       35.8       67.6       14.4       39.7       24.9       46.7
Old  :                 35.3       48.4       55.7       64.2       28.6       34.9       43.5       46.8
Other:                 28.1       70.9       45.6       79.3       22.7       57.9       38.2       64.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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  :   986,512:   179,534    189,648     26,102    676,989    657,159    882,626    872,910:   103,886    113,602
Old  :   986,512:   179,534    189,648     26,102    676,989    657,159    882,626    872,910:   103,886    113,602
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2008                         :
     :   -59,572:   -18,061    -67,323      7,871    -33,034     -7,143    -43,224    -66,595:   -16,348      7,024
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       19.2        2.6       68.6       66.6       89.5       88.5:      10.5       11.5
Old  :     100.0:      18.2       19.2        2.6       68.6       66.6       89.5       88.5:      10.5       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       217:        42         43         31        103         94        160        154:
Old  :       217:        42         43         31        103         94        160        154:
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  :                 22.1       42.5       33.6       52.5       19.3       42.0       30.2       51.1
Old  :                 22.1       42.5       33.6       52.5       19.3       42.0       30.2       51.1
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, June 10, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,706,778:   288,342    269,506    414,450  1,694,270  1,591,073  2,397,063  2,275,030:   309,715    431,748
Old  : 2,706,778:   288,342    269,506    414,450  1,694,270  1,591,073  2,397,063  2,275,030:   309,715    431,748
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2008                         :
     :   -16,822:   -31,133      5,511     70,344    -63,330    -73,185    -24,120      2,670:     7,298    -19,492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       10.0       15.3       62.6       58.8       88.6       84.0:      11.4       16.0
Old  :     100.0:      10.7       10.0       15.3       62.6       58.8       88.6       84.0:      11.4       16.0
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  :       273:        51         62         71        123        141        211        238:
Old  :       273:        51         62         71        123        141        211        238:
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  :                 30.8       20.9       36.8       28.9       27.7       17.3       32.7       23.0
Old  :                 30.8       20.9       36.8       28.9       27.7       17.3       32.7       23.0
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, June 10, 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  : 1,817,194:   462,006    179,297    104,363  1,036,621  1,251,251  1,602,990  1,534,911:   214,204    282,284
Old  : 1,817,194:   462,006    179,297    104,363  1,036,621  1,251,251  1,602,990  1,534,911:   214,204    282,284
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2008                         :
     :   -61,794:   -36,263     -8,210      2,109    -36,151    -62,357    -70,305    -68,459:     8,511      6,665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        9.9        5.7       57.0       68.9       88.2       84.5:      11.8       15.5
Old  :     100.0:      25.4        9.9        5.7       57.0       68.9       88.2       84.5:      11.8       15.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        32         44         35         81         85        132        145:
Old  :       182:        32         44         35         81         85        132        145:
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  :                 21.5       32.9       33.1       42.5       14.9       23.6       26.0       28.6
Old  :                 21.5       32.9       33.1       42.5       14.9       23.6       26.0       28.6
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, June 10, 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  :   732,950:   235,142     21,669    116,727    325,675    554,178    677,544    692,574:    55,406     40,376
Old  :   732,950:   235,142     21,669    116,727    325,675    554,178    677,544    692,574:    55,406     40,376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2008                         :
     :    37,292:    28,434     -1,740     -8,221     14,962     48,727     35,175     38,766:     2,117     -1,474
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        3.0       15.9       44.4       75.6       92.4       94.5:       7.6        5.5
Old  :     100.0:      32.1        3.0       15.9       44.4       75.6       92.4       94.5:       7.6        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       133:        56         10         40         65         52        126         97:
Old  :       133:        56         10         40         65         52        126         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       35.8       38.9       50.8       21.7       32.8       28.2       43.3
Old  :                 24.6       35.8       38.9       50.8       21.7       32.8       28.2       43.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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  :    34,400:    16,263     13,560        778     11,305     13,961     28,346     28,299:     6,054      6,101
Old  :    34,400:    16,263     13,560        778     11,305     13,961     28,346     28,299:     6,054      6,101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2008                         :
     :     1,715:       -42        594         99        479      1,003        536      1,696:     1,178         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.3       39.4        2.3       32.9       40.6       82.4       82.3:      17.6       17.7
Old  :     100.0:      47.3       39.4        2.3       32.9       40.6       82.4       82.3:      17.6       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  :        53:        14         21         11         12         10         36         32:
Old  :        53:        14         21         11         12         10         36         32:
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  :                 36.2       32.9       56.0       54.5       36.2       31.1       52.9       49.1
Old  :                 36.2       32.9       56.0       54.5       36.2       31.1       52.9       49.1
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, June 10, 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  :   117,319:    38,748     46,362      4,173     59,712     51,986    102,632    102,521:    14,686     14,798
Old  :   117,319:    38,748     46,362      4,173     59,712     51,986    102,632    102,521:    14,686     14,798
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2008                         :
     :    -3,756:    -1,086     -6,701        827     -3,684        -96     -3,943     -5,971:       188      2,215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0       39.5        3.6       50.9       44.3       87.5       87.4:      12.5       12.6
Old  :     100.0:      33.0       39.5        3.6       50.9       44.3       87.5       87.4:      12.5       12.6
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  :       120:        46         38         22         25         23         76         78:
Old  :       120:        46         38         22         25         23         76         78:
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  :                 34.6       38.9       48.3       51.4       31.7       37.9       43.4       49.3
Old  :                 34.6       38.9       48.3       51.4       31.7       37.9       43.4       49.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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  :    62,714:    14,711      3,464      1,224     46,330     57,437     62,265     62,125:       449        589
Old  :    62,714:    14,711      3,464      1,224     46,330     57,437     62,265     62,125:       449        589
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2008                         :
     :     1,427:      -778     -1,211          7      2,025      2,158      1,254        954:       173        473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        5.5        2.0       73.9       91.6       99.3       99.1:       0.7        0.9
Old  :     100.0:      23.5        5.5        2.0       73.9       91.6       99.3       99.1:       0.7        0.9
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  :        46:        10         14          3         19         12         30         28:
Old  :        46:        10         14          3         19         12         30         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.3       85.8       83.8       93.8       42.4       55.8       54.3       59.4
Old  :                 65.3       85.8       83.8       93.8       42.4       55.8       54.3       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                                  Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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  :    70,629:    15,776      2,586      2,121     50,077     60,625     67,974     65,332:     2,655      5,297
Old  :    70,629:    15,776      2,586      2,121     50,077     60,625     67,974     65,332:     2,655      5,297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2008                         :
     :    25,391:     5,815      1,110      1,720     15,208     17,408     22,743     20,238:     2,648      5,153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        3.7        3.0       70.9       85.8       96.2       92.5:       3.8        7.5
Old  :     100.0:      22.3        3.7        3.0       70.9       85.8       96.2       92.5:       3.8        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         5          6          2          9         10         15         17:
Old  :        26:         5          6          2          9         10         15         17:
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  :                 76.0       86.7       89.9       91.1       75.6       81.2       85.1       82.7
Old  :                 76.0       86.7       89.9       91.1       75.6       81.2       85.1       82.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 13, 2008