WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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  :   440,593:    78,427     71,649    114,264    213,377    196,821    406,068    382,735:    34,525     57,859
Old  :   383,665:    64,405     69,927    100,043    187,430    164,306    351,878    334,277:    31,786     49,388
Other:    56,929:    24,288     11,988      3,955     25,946     32,515     54,190     48,458:     2,739      8,471
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :   -65,946:    -3,068     -5,826    -42,980    -17,717    -14,988    -63,766    -63,794:    -2,180     -2,152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       16.3       25.9       48.4       44.7       92.2       86.9:       7.8       13.1
Old  :     100.0:      16.8       18.2       26.1       48.9       42.8       91.7       87.1:       8.3       12.9
Other:     100.0:      42.7       21.1        6.9       45.6       57.1       95.2       85.1:       4.8       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       345:        94        103        137         70        105        262        281:
Old  :       343:        94        107        130         70        102        258        273:
Other:       150:        22         46         20         25         70         58        128:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.9       14.4       35.3       23.1       19.5       13.3       31.1       20.0
Old  :                 24.7       14.6       35.9       22.7       22.2       13.4       32.8       19.9
Other:                 55.3       25.2       68.4       35.9       52.6       18.4       62.9       27.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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  : 2,067,462:   325,462     73,018    686,905    879,516  1,034,373  1,891,883  1,794,296:   175,579    273,165
Old  :   594,413:   120,486     72,395    122,200    291,816    324,423    534,503    519,018:    59,911     75,395
Other: 1,473,049:   272,970     68,618    496,710    587,700    709,950  1,357,380  1,275,278:   115,669    197,770
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :  -270,192:    -8,412      3,802   -167,656    -61,999    -82,156   -238,066   -246,010:   -32,125    -24,182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        3.5       33.2       42.5       50.0       91.5       86.8:       8.5       13.2
Old  :     100.0:      20.3       12.2       20.6       49.1       54.6       89.9       87.3:      10.1       12.7
Other:     100.0:      18.5        4.7       33.7       39.9       48.2       92.1       86.6:       7.9       13.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       893:       234        153        312        281        408        680        775:
Old  :       728:       150        134        186        201        348        465        598:
Other:       819:       216        165        212        229        390        536        684:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       15.2       22.4       22.3        9.7        7.5       15.3       11.0
Old  :                 18.9       17.0       29.9       24.5       18.8       15.3       28.8       19.5
Other:                 14.8       15.2       24.5       22.6        8.5        6.8       13.2        9.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    17,842:     3,749        361        994      9,325     15,064     14,068     16,419:     3,774      1,423
Old  :    17,842:     3,749        361        994      9,325     15,064     14,068     16,419:     3,774      1,423
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :       -59:       125        -14         -7       -317        -32       -198        -53:       139         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        2.0        5.6       52.3       84.4       78.8       92.0:      21.2        8.0
Old  :     100.0:      21.0        2.0        5.6       52.3       84.4       78.8       92.0:      21.2        8.0
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  :        51:        21          5          8         19         17         44         27:
Old  :        51:        21          5          8         19         17         44         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       57.5       48.5       74.8       34.8       52.0       47.1       68.2
Old  :                 34.8       57.5       48.5       74.8       34.8       52.0       47.1       68.2
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 24, 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  :   631,526:   138,786     26,742    174,722    255,424    337,214    568,932    538,678:    62,595     92,849
Old  :   146,152:    51,417     12,635     25,378     51,358     86,913    128,153    124,926:    17,999     21,226
Other:   485,375:   115,621     42,359    121,092    204,066    250,301    440,779    413,751:    44,596     71,623
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :  -101,590:    -7,761       -177    -83,675     -5,249    -14,266    -96,685    -98,117:    -4,905     -3,473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        4.2       27.7       40.4       53.4       90.1       85.3:       9.9       14.7
Old  :     100.0:      35.2        8.6       17.4       35.1       59.5       87.7       85.5:      12.3       14.5
Other:     100.0:      23.8        8.7       24.9       42.0       51.6       90.8       85.2:       9.2       14.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       495:       158        102        163        133        205        374        408:
Old  :       367:       105         64         71         95        162        233        270:
Other:       469:       147        107        127        101        196        308        376:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.6       22.8       27.2       31.1       12.9       14.9       19.5       19.4
Old  :                 21.1       29.9       30.8       37.4       17.8       24.2       25.4       29.2
Other:                 23.2       21.2       32.1       30.2       16.2       12.9       23.7       18.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    21,508:    17,248      2,076        845          2      3,678     18,095      6,599:     3,413     14,909
Old  :     2,797:     2,148        594         18          0        569      2,166      1,181:       631      1,616
Other:    18,711:    15,544      1,926        383          2      3,109     15,929      5,418:     2,782     13,293
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    -1,467:    -1,193       -639       -373          0        -17     -1,566     -1,029:        99       -438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.2        9.7        3.9        0.0       17.1       84.1       30.7:      15.9       69.3
Old  :     100.0:      76.8       21.2        0.6        0.0       20.3       77.4       42.2:      22.6       57.8
Other:     100.0:      83.1       10.3        2.0        0.0       16.6       85.1       29.0:      14.9       71.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         9          8          8          1         10         10         26:
Old  :        24:         8          6          2          0         10          8         18:
Other:        26:         7          9          6          1         10          8         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 69.0       10.4       82.8       17.1       68.9        9.2       79.6       15.7
Old  :                 61.3       26.1       77.4       35.7       61.3       26.1       76.8       35.7
Other:                 73.2        9.2       85.1       15.9       73.1        9.1       83.1       15.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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  :   299,269:    44,877     17,114     80,617    139,234    182,534    264,728    280,265:    34,541     19,004
Old  :   113,778:    31,641     14,035     17,975     48,490     71,284     98,106    103,294:    15,671     10,484
Other:   185,492:    34,338     24,181     41,540     90,744    111,250    166,622    176,971:    18,870      8,521
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :   -25,900:       150     -1,246    -17,964     -6,906     -6,436    -24,720    -25,647:    -1,180       -253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0        5.7       26.9       46.5       61.0       88.5       93.6:      11.5        6.4
Old  :     100.0:      27.8       12.3       15.8       42.6       62.7       86.2       90.8:      13.8        9.2
Other:     100.0:      18.5       13.0       22.4       48.9       60.0       89.8       95.4:      10.2        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        55         24         56         62         63        152        126:
Old  :       143:        43         23         35         52         54        110        100:
Other:       146:        46         30         39         49         47        118         95:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.2       29.8       25.8       43.3       13.3       23.7       20.9       34.8
Old  :                 19.3       27.8       29.5       43.2       17.1       26.3       26.1       39.1
Other:                 23.7       39.0       34.3       53.3       20.3       33.9       29.5       42.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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  :   998,861:   107,237    183,094     76,165    707,512    566,479    890,914    825,738:   107,947    173,123
Old  :   998,861:   107,237    183,094     76,165    707,512    566,479    890,914    825,738:   107,947    173,123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :   -16,015:       906      8,760    -14,493      5,032     10,751     -8,555      5,018:    -7,459    -21,032
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       18.3        7.6       70.8       56.7       89.2       82.7:      10.8       17.3
Old  :     100.0:      10.7       18.3        7.6       70.8       56.7       89.2       82.7:      10.8       17.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        27         58         53         78         87        144        160:
Old  :       191:        27         58         53         78         87        144        160:
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       20.6       38.5       29.0       18.5       12.5       27.8       18.2
Old  :                 25.5       20.6       38.5       29.0       18.5       12.5       27.8       18.2
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 24, 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  :   245,244:    66,531      5,521     50,707     89,782    171,853    207,020    228,081:    38,224     17,163
Old  :   108,341:    37,871      5,442     13,275     40,102     80,398     91,248     99,115:    17,093      9,226
Other:   136,903:    39,758     11,177     26,334     49,681     91,455    115,772    128,966:    21,131      7,937
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :   -12,767:     3,281        930     -7,795     -5,004     -4,082     -9,518    -10,948:    -3,249     -1,819
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1        2.3       20.7       36.6       70.1       84.4       93.0:      15.6        7.0
Old  :     100.0:      35.0        5.0       12.3       37.0       74.2       84.2       91.5:      15.8        8.5
Other:     100.0:      29.0        8.2       19.2       36.3       66.8       84.6       94.2:      15.4        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        79         19         58         70         68        173        136:
Old  :       163:        61         21         37         56         54        131        101:
Other:       169:        59         31         47         57         53        142        109:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       34.6       19.4       45.2        8.0       32.7       13.7       38.4
Old  :                 19.7       32.6       29.2       45.5       16.8       32.0       25.6       44.0
Other:                 12.3       38.3       20.7       51.2        9.9       33.8       17.0       44.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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  :    17,064:     3,933        844      1,101      8,182     13,282     13,215     15,227:     3,849      1,837
Old  :     4,104:     2,003        532          0      1,154      2,741      3,157      3,273:       947        831
Other:    12,960:     2,282        665        748      7,028     10,541     10,058     11,954:     2,902      1,006
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    -2,531:         3          0       -931     -1,783     -1,822     -2,712     -2,753:       181        222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0        4.9        6.5       47.9       77.8       77.4       89.2:      22.6       10.8
Old  :     100.0:      48.8       13.0        0.0       28.1       66.8       76.9       79.8:      23.1       20.2
Other:     100.0:      17.6        5.1        5.8       54.2       81.3       77.6       92.2:      22.4        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        22         11         12         29         24         56         43:
Old  :        37:        10          7          0          7         13         17         20:
Other:        59:        18          8         10         26         17         48         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       55.0       35.1       66.7       17.2       43.2       28.7       52.0
Old  :                 42.5       46.8       61.8       61.9       42.5       46.8       61.8       61.9
Other:                 27.0       67.5       43.9       76.6       22.2       55.1       37.0       62.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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  : 1,039,918:   192,550    200,927     22,241    717,272    716,437    932,063    939,605:   107,855    100,313
Old  : 1,039,918:   192,550    200,927     22,241    717,272    716,437    932,063    939,605:   107,855    100,313
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    91,954:    24,897     58,676       -727     67,975     63,735     92,144    121,683:      -190    -29,729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       19.3        2.1       69.0       68.9       89.6       90.4:      10.4        9.6
Old  :     100.0:      18.5       19.3        2.1       69.0       68.9       89.6       90.4:      10.4        9.6
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  :       206:        35         42         24         93         94        142        146:
Old  :       206:        35         42         24         93         94        142        146:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       44.3       33.2       57.5       19.0       40.0       28.9       49.1
Old  :                 20.4       44.3       33.2       57.5       19.0       40.0       28.9       49.1
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 24, 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  : 2,416,950:   258,428    273,512    316,602  1,567,351  1,421,741  2,142,381  2,011,855:   274,568    405,094
Old  : 2,416,950:   258,428    273,512    316,602  1,567,351  1,421,741  2,142,381  2,011,855:   274,568    405,094
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :  -226,335:     3,763     -2,887   -101,194   -107,479    -73,975   -204,910   -178,056:   -21,425    -48,280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       11.3       13.1       64.8       58.8       88.6       83.2:      11.4       16.8
Old  :     100.0:      10.7       11.3       13.1       64.8       58.8       88.6       83.2:      11.4       16.8
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  :       263:        48         61         72        115        130        202        224:
Old  :       263:        48         61         72        115        130        202        224:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       20.7       37.4       27.7       28.3       16.7       33.8       22.2
Old  :                 31.3       20.7       37.4       27.7       28.3       16.7       33.8       22.2
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 24, 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  : 1,701,922:   457,325    148,333     74,383    957,471  1,205,529  1,489,179  1,428,244:   212,743    273,678
Old  : 1,701,922:   457,325    148,333     74,383    957,471  1,205,529  1,489,179  1,428,244:   212,743    273,678
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :  -172,460:     1,939        687    -43,347   -118,496   -107,682   -159,903   -150,341:   -12,556    -22,119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9        8.7        4.4       56.3       70.8       87.5       83.9:      12.5       16.1
Old  :     100.0:      26.9        8.7        4.4       56.3       70.8       87.5       83.9:      12.5       16.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        31         38         32         87         86        136        138:
Old  :       176:        31         38         32         87         86        136        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       31.5       34.3       42.7       15.6       22.8       25.6       29.9
Old  :                 23.1       31.5       34.3       42.7       15.6       22.8       25.6       29.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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  :   915,286:   377,154     43,497    119,242    354,434    702,038    850,830    864,778:    64,456     50,509
Old  :   915,286:   377,154     43,497    119,242    354,434    702,038    850,830    864,778:    64,456     50,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    42,796:    42,985      7,921       -193      2,786     35,634     45,577     43,361:    -2,781       -565
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.2        4.8       13.0       38.7       76.7       93.0       94.5:       7.0        5.5
Old  :     100.0:      41.2        4.8       13.0       38.7       76.7       93.0       94.5:       7.0        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  :       152:        58         18         41         70         59        139        108:
Old  :       152:        58         18         41         70         59        139        108:
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  :                 30.1       37.7       41.4       52.2       27.9       35.6       35.2       48.3
Old  :                 30.1       37.7       41.4       52.2       27.9       35.6       35.2       48.3
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 24, 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  :    25,756:     9,655     11,394      1,040     11,351      8,125     22,046     20,559:     3,711      5,197
Old  :    25,756:     9,655     11,394      1,040     11,351      8,125     22,046     20,559:     3,711      5,197
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :   -25,960:    -7,809     -3,252     -3,920     -6,629    -12,236    -18,358    -19,407:    -7,602     -6,553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.5       44.2        4.0       44.1       31.5       85.6       79.8:      14.4       20.2
Old  :     100.0:      37.5       44.2        4.0       44.1       31.5       85.6       79.8:      14.4       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  :        35:        10         11          3          9          8         22         19:
Old  :        35:        10         11          3          9          8         22         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.2       46.4       62.6       67.7       45.2       46.4       61.2       62.0
Old  :                 45.2       46.4       62.6       67.7       45.2       46.4       61.2       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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  :   100,643:    42,104     29,502      2,400     35,094     53,914     79,598     85,817:    21,046     14,827
Old  :   100,643:    42,104     29,502      2,400     35,094     53,914     79,598     85,817:    21,046     14,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :   -46,961:     3,223    -21,318    -15,782    -37,725     -8,070    -50,284    -45,170:     3,324     -1,790
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8       29.3        2.4       34.9       53.6       79.1       85.3:      20.9       14.7
Old  :     100.0:      41.8       29.3        2.4       34.9       53.6       79.1       85.3:      20.9       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        35         28         12         24         19         64         54:
Old  :        99:        35         28         12         24         19         64         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       42.2       45.3       56.5       29.2       41.8       44.1       52.9
Old  :                 29.9       42.2       45.3       56.5       29.2       41.8       44.1       52.9
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 24, 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  :    52,927:    13,630      6,490        846     38,069     45,213     52,545     52,549:       382        378
Old  :    52,927:    13,630      6,490        846     38,069     45,213     52,545     52,549:       382        378
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :     1,083:       394        526        -11        694        543      1,077      1,058:         6         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       12.3        1.6       71.9       85.4       99.3       99.3:       0.7        0.7
Old  :     100.0:      25.8       12.3        1.6       71.9       85.4       99.3       99.3:       0.7        0.7
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  :        42:         9         13          3         16         11         26         26:
Old  :        42:         9         13          3         16         11         26         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  :                 69.1       79.3       85.8       92.9       51.5       55.2       60.4       63.2
Old  :                 69.1       79.3       85.8       92.9       51.5       55.2       60.4       63.2
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 24, 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  :    57,420:    16,665      2,653         55     40,693     54,432     57,413     57,140:         7        280
Old  :    57,420:    16,665      2,653         55     40,693     54,432     57,413     57,140:         7        280
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    -2,095:      -431       -238         55     -1,720     -1,942     -2,096     -2,125:         1         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        4.6        0.1       70.9       94.8      100.0       99.5:       0.0        0.5
Old  :     100.0:      29.0        4.6        0.1       70.9       94.8      100.0       99.5:       0.0        0.5
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  :        30:         6          8          1         12          9         18         18:
Old  :        30:         6          8          1         12          9         18         18:
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  :                 88.1       96.8       96.7       98.4       87.8       96.4       96.4       98.0
Old  :                 88.1       96.8       96.7       98.4       87.8       96.4       96.4       98.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 27, 2008