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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   384,367:    68,391     77,265    110,842    173,429    146,716    352,663    334,823:    31,705     49,544
Old  :    24,443:    17,779      4,625          2        475     15,243     18,256     19,870:     6,187      4,573
Other:   359,924:    69,144     91,172     92,308    172,954    131,473    334,407    314,953:    25,518     44,971
     :          :                                                                            :
     :          :          Changes in Commitments from: April 21, 2009                       :
     :   -25,274:     2,971        144    -22,125     -7,051     -4,536    -26,205    -26,517:       931      1,243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       20.1       28.8       45.1       38.2       91.8       87.1:       8.2       12.9
Old  :     100.0:      72.7       18.9        0.0        1.9       62.4       74.7       81.3:      25.3       18.7
Other:     100.0:      19.2       25.3       25.6       48.1       36.5       92.9       87.5:       7.1       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       378:        91        124        170         85        101        293        333:
Old  :       113:        53         16          1         16         28         69         45:
Other:       373:        89        159        133         82        101        253        328:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.0       10.1       30.1       17.7       17.4        8.9       28.1       14.1
Old  :                 14.5       42.3       26.5       60.3       14.5       42.3       26.5       60.3
Other:                 20.3        9.5       32.2       17.2       18.6        8.3       30.1       13.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,164,978:   159,337    126,995    356,303    520,479    465,107  1,036,120    948,406:   128,857    216,571
Old  :   676,005:    97,546    146,283    181,003    312,825    243,059    591,374    570,344:    84,632    105,661
Other:   488,972:   110,986     29,908    126,106    207,654    222,048    444,747    378,062:    44,226    110,910
     :          :                                                                            :
     :          :          Changes in Commitments from: April 21, 2009                       :
     :   -69,658:    -4,070      4,139    -40,770    -25,712    -27,070    -70,552    -63,701:       895     -5,957
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       10.9       30.6       44.7       39.9       88.9       81.4:      11.1       18.6
Old  :     100.0:      14.4       21.6       26.8       46.3       36.0       87.5       84.4:      12.5       15.6
Other:     100.0:      22.7        6.1       25.8       42.5       45.4       91.0       77.3:       9.0       22.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       572:       134        138        200        220        249        468        495:
Old  :       541:       109        154        161        201        231        414        452:
Other:       441:       125         72        118        127        210        293        362:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       10.5       20.9       17.7        9.9        6.5       15.8       10.5
Old  :                 13.7       10.5       23.4       18.9       12.2        7.4       20.9       12.2
Other:                 19.8       11.0       30.3       20.1       17.0        8.5       24.0       13.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    15,773:     1,864      3,092      1,074     10,037      9,126     12,976     13,292:     2,797      2,481
Old  :       462:        53        226          0         54        118        107        344:       355        118
Other:    15,311:     1,849      2,903      1,037      9,983      9,008     12,869     12,948:     2,442      2,363
     :          :                                                                            :
     :          :          Changes in Commitments from: April 21, 2009                       :
     :    -1,863:       334        171       -416     -1,668     -1,463     -1,749     -1,708:      -114       -156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       19.6        6.8       63.6       57.9       82.3       84.3:      17.7       15.7
Old  :     100.0:      11.5       48.9        0.0       11.7       25.5       23.2       74.5:      76.8       25.5
Other:     100.0:      12.1       19.0        6.8       65.2       58.8       84.1       84.6:      15.9       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         8         19          3         20         13         30         33:
Old  :         8:         1          1          0          3          3          4          4:
Other:        49:         7         19          3         20         12         30         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  :                 32.1       48.3       49.3       60.2       29.2       38.2       42.8       46.5
Old  :                 23.2       74.5       23.2       74.5       23.2       74.5       23.2       74.5
Other:                 33.1       49.1       50.4       61.3       30.2       38.7       44.0       47.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   503,822:   107,818     22,525    145,128    199,060    258,337    452,006    425,990:    51,815     77,831
Old  :   292,626:    76,667     34,190     63,641    118,500    158,275    258,808    256,106:    33,818     36,520
Other:   211,196:    57,171     14,355     55,467     80,560    100,062    193,199    169,885:    17,997     41,311
     :          :                                                                            :
     :          :          Changes in Commitments from: April 21, 2009                       :
     :   -33,285:    -9,050      4,060    -33,834      5,673     -4,672    -37,212    -34,445:     3,926      1,160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        4.5       28.8       39.5       51.3       89.7       84.6:      10.3       15.4
Old  :     100.0:      26.2       11.7       21.7       40.5       54.1       88.4       87.5:      11.6       12.5
Other:     100.0:      27.1        6.8       26.3       38.1       47.4       91.5       80.4:       8.5       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       380:       130         87        147        115        137        327        305:
Old  :       354:       122         85        113         95        123        268        274:
Other:       289:        91         65         87         87        109        235        209:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       20.2       26.0       31.0        9.7       12.6       16.0       16.8
Old  :                 19.9       23.2       31.3       31.6       17.6       16.1       26.2       22.6
Other:                 16.9       27.0       29.1       38.2       14.1       20.1       21.8       23.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    13,385:     9,782        504        363          0      1,287     10,145      2,154:     3,240     11,231
Old  :     3,959:     1,795        398        257          0        280      2,052        935:     1,907      3,024
Other:     9,426:     8,037        156         56          0      1,007      8,093      1,219:     1,333      8,207
     :          :                                                                            :
     :          :          Changes in Commitments from: April 21, 2009                       :
     :    -1,448:    -1,124       -176       -185          0       -456     -1,309       -817:      -139       -631
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.1        3.8        2.7        0.0        9.6       75.8       16.1:      24.2       83.9
Old  :     100.0:      45.3       10.1        6.5        0.0        7.1       51.8       23.6:      48.2       76.4
Other:     100.0:      85.3        1.7        0.6        0.0       10.7       85.9       12.9:      14.1       87.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        17          2         10          0          3         18         14:
Old  :        22:        14          4          6          0          3         17         11:
Other:        17:        13          1          8          0          3         14         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 48.2       11.7       60.6       15.7       47.3       11.7       59.6       13.4
Old  :                 25.5       19.9       43.1       23.4       25.4       15.8       40.2       17.1
Other:                 63.2       12.4       78.0       12.9       62.8       12.3       77.5       12.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   239,257:    29,082     24,288     61,083    120,087    132,301    210,252    217,672:    29,005     21,585
Old  :   190,217:    29,689     26,153     39,522     99,298    105,688    168,509    171,362:    21,708     18,855
Other:    49,040:     8,850      7,592     12,104     20,789     26,613     41,743     46,310:     7,297      2,730
     :          :                                                                            :
     :          :          Changes in Commitments from: April 21, 2009                       :
     :   -13,435:       356       -454     -8,953     -2,721     -5,049    -11,318    -14,455:    -2,116      1,021
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       10.2       25.5       50.2       55.3       87.9       91.0:      12.1        9.0
Old  :     100.0:      15.6       13.7       20.8       52.2       55.6       88.6       90.1:      11.4        9.9
Other:     100.0:      18.0       15.5       24.7       42.4       54.3       85.1       94.4:      14.9        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       201:        53         43         74         66         61        178        147:
Old  :       197:        56         49         61         62         54        164        134:
Other:       112:        29         26         29         46         36         89         78:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.6       26.3       27.5       39.2       11.7       21.2       19.1       30.0
Old  :                 18.3       30.9       28.9       40.9       14.4       25.0       23.0       33.7
Other:                 22.9       36.5       35.3       55.7       15.6       33.2       24.7       42.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   750,019:    43,901    111,003     33,952    558,676    457,910    636,529    602,864:   113,490    147,154
Old  :   750,019:    43,901    111,003     33,952    558,676    457,910    636,529    602,864:   113,490    147,154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 21, 2009                       :
     :   -27,931:     6,896        852     -9,524    -21,919    -21,255    -24,547    -29,926:    -3,384      1,995
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       14.8        4.5       74.5       61.1       84.9       80.4:      15.1       19.6
Old  :     100.0:       5.9       14.8        4.5       74.5       61.1       84.9       80.4:      15.1       19.6
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  :       143:        21         37         35         70         71        116        118:
Old  :       143:        21         37         35         70         71        116        118:
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  :                 31.5       31.5       41.9       38.8       29.0       31.2       37.1       37.4
Old  :                 31.5       31.5       41.9       38.8       29.0       31.2       37.1       37.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   147,616:    39,713      6,125     24,609     52,722     95,944    117,044    126,678:    30,572     20,938
Old  :   108,406:    36,865      6,491     14,228     31,435     68,726     82,528     89,446:    25,878     18,961
Other:    39,210:     5,955      2,741      7,274     21,288     27,218     34,516     37,232:     4,694      1,978
     :          :                                                                            :
     :          :          Changes in Commitments from: April 21, 2009                       :
     :    -4,138:    -3,202         17     -1,597        -88     -7,232     -4,888     -8,812:       750      4,674
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9        4.1       16.7       35.7       65.0       79.3       85.8:      20.7       14.2
Old  :     100.0:      34.0        6.0       13.1       29.0       63.4       76.1       82.5:      23.9       17.5
Other:     100.0:      15.2        7.0       18.6       54.3       69.4       88.0       95.0:      12.0        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        48         21         38         59         51        131         95:
Old  :       140:        56         18         33         52         46        122         87:
Other:        88:        18         19         23         41         29         74         58:
     :----------------------------------------------------------------------------------------------------
     :             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       37.9       23.1       51.1        9.1       32.2       15.8       39.7
Old  :                 13.3       37.0       22.3       48.8       11.1       33.8       18.4       42.3
Other:                 22.8       48.8       36.1       64.9       15.9       37.4       24.2       47.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :     8,363:     2,061      1,023        700      4,446      4,749      7,207      6,473:     1,156      1,890
Old  :     4,235:       868      1,178        139      2,359      1,976      3,365      3,292:       870        943
Other:     4,128:     1,416         69        338      2,087      2,773      3,842      3,181:       286        947
     :          :                                                                            :
     :          :          Changes in Commitments from: April 21, 2009                       :
     :       -17:       152        -97       -132         30        165         51        -63:       -67         47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       12.2        8.4       53.2       56.8       86.2       77.4:      13.8       22.6
Old  :     100.0:      20.5       27.8        3.3       55.7       46.7       79.5       77.7:      20.5       22.3
Other:     100.0:      34.3        1.7        8.2       50.6       67.2       93.1       77.1:       6.9       22.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        13          7          5         22         16         37         26:
Old  :        41:         9          9          4         21         12         33         22:
Other:        27:         7          1          3          8         15         15         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.6       31.5       47.5       52.3       30.6       30.7       43.6       44.8
Old  :                 28.2       44.1       44.9       59.8       28.2       42.9       44.8       56.5
Other:                 56.9       37.6       81.1       57.1       55.1       28.8       70.2       45.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   486,493:    62,823     53,799     17,172    307,325    327,921    387,320    398,892:    99,172     87,601
Old  :   486,493:    62,823     53,799     17,172    307,325    327,921    387,320    398,892:    99,172     87,601
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 21, 2009                       :
     :   -18,431:    -7,805      5,868     -9,557    -11,527    -15,920    -28,889    -19,609:    10,458      1,178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       11.1        3.5       63.2       67.4       79.6       82.0:      20.4       18.0
Old  :     100.0:      12.9       11.1        3.5       63.2       67.4       79.6       82.0:      20.4       18.0
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  :       135:        24         23         15         65         64         97         94:
Old  :       135:        24         23         15         65         64         97         94:
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  :                 15.4       29.1       26.3       41.0       13.2       23.4       23.0       32.3
Old  :                 15.4       29.1       26.3       41.0       13.2       23.4       23.0       32.3
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, April 28, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,328,391:    67,041    143,646    111,144    903,506    781,771  1,081,692  1,036,562:   246,699    291,829
Old  : 1,328,391:    67,041    143,646    111,144    903,506    781,771  1,081,692  1,036,562:   246,699    291,829
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 21, 2009                       :
     :   -42,572:    -4,119      5,679    -47,197     -6,378    -22,708    -57,694    -64,226:    15,122     21,654
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       10.8        8.4       68.0       58.9       81.4       78.0:      18.6       22.0
Old  :     100.0:       5.0       10.8        8.4       68.0       58.9       81.4       78.0:      18.6       22.0
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  :       211:        28         48         50        116        113        175        180:
Old  :       211:        28         48         50        116        113        175        180:
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  :                 24.4       17.3       34.4       22.9       22.1       12.5       29.2       17.3
Old  :                 24.4       17.3       34.4       22.9       22.1       12.5       29.2       17.3
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, April 28, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   866,449:    89,740     78,911     30,048    581,165    586,276    700,953    695,235:   165,496    171,214
Old  :   866,449:    89,740     78,911     30,048    581,165    586,276    700,953    695,235:   165,496    171,214
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 21, 2009                       :
     :    26,290:    10,204     11,153        549       -970     13,966      9,782     25,668:    16,508        623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        9.1        3.5       67.1       67.7       80.9       80.2:      19.1       19.8
Old  :     100.0:      10.4        9.1        3.5       67.1       67.7       80.9       80.2:      19.1       19.8
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  :       132:        18         32         22         58         68         91        107:
Old  :       132:        18         32         22         58         68         91        107:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       27.2       41.5       35.6       14.6       14.7       24.4       21.5
Old  :                 30.1       27.2       41.5       35.6       14.6       14.7       24.4       21.5
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, April 28, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   567,879:   171,768     19,387    132,680    216,184    382,875    520,632    534,942:    47,247     32,937
Old  :   567,879:   171,768     19,387    132,680    216,184    382,875    520,632    534,942:    47,247     32,937
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 21, 2009                       :
     :    14,855:     3,812        -68      4,393        591      4,393      8,797      8,718:     6,058      6,137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        3.4       23.4       38.1       67.4       91.7       94.2:       8.3        5.8
Old  :     100.0:      30.2        3.4       23.4       38.1       67.4       91.7       94.2:       8.3        5.8
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  :        90:        35         12         37         36         35         82         75:
Old  :        90:        35         12         37         36         35         82         75:
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  :                 26.4       34.7       40.9       51.1       17.9       31.7       26.1       40.4
Old  :                 26.4       34.7       40.9       51.1       17.9       31.7       26.1       40.4
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, April 28, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    12,014:     3,187      1,348         99      4,706      6,826      7,992      8,273:     4,022      3,741
Old  :    12,014:     3,187      1,348         99      4,706      6,826      7,992      8,273:     4,022      3,741
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 21, 2009                       :
     :     1,807:       203       -251          0      1,448      1,983      1,651      1,732:       156         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       11.2        0.8       39.2       56.8       66.5       68.9:      33.5       31.1
Old  :     100.0:      26.5       11.2        0.8       39.2       56.8       66.5       68.9:      33.5       31.1
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  :        21:         5          4          2          7          6         12         12:
Old  :        21:         5          4          2          7          6         12         12:
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  :                 43.9       53.4       59.0       65.4       42.9       53.4       57.4       65.4
Old  :                 43.9       53.4       59.0       65.4       42.9       53.4       57.4       65.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    62,095:    15,779     15,069        485     35,160     30,177     51,425     45,731:    10,670     16,364
Old  :    62,095:    15,779     15,069        485     35,160     30,177     51,425     45,731:    10,670     16,364
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 21, 2009                       :
     :     3,385:    -1,882      2,434       -218      5,618     -1,736      3,518        479:      -133      2,906
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       24.3        0.8       56.6       48.6       82.8       73.6:      17.2       26.4
Old  :     100.0:      25.4       24.3        0.8       56.6       48.6       82.8       73.6:      17.2       26.4
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  :        89:        26         23          8         28         25         58         52:
Old  :        89:        26         23          8         28         25         58         52:
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  :                 27.9       26.1       44.7       40.2       26.2       24.2       40.4       33.3
Old  :                 27.9       26.1       44.7       40.2       26.2       24.2       40.4       33.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    18,985:     4,992      2,205         77     13,796     16,386     18,865     18,668:       120        317
Old  :    18,985:     4,992      2,205         77     13,796     16,386     18,865     18,668:       120        317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 21, 2009                       :
     :    -1,439:     3,052     -3,134       -105     -4,384      1,865     -1,437     -1,374:        -2        -65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       11.6        0.4       72.7       86.3       99.4       98.3:       0.6        1.7
Old  :     100.0:      26.3       11.6        0.4       72.7       86.3       99.4       98.3:       0.6        1.7
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:        10         11          1         12         14         23         25:
Old  :        42:        10         11          1         12         14         23         25:
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  :                 70.1       75.2       86.7       88.3       67.7       64.6       80.0       77.7
Old  :                 70.1       75.2       86.7       88.3       67.7       64.6       80.0       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    35,325:     2,750      1,270         69     32,361     33,932     35,180     35,271:       145         54
Old  :    35,325:     2,750      1,270         69     32,361     33,932     35,180     35,271:       145         54
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 21, 2009                       :
     :     9,979:      -565        280       -181     10,825      9,894     10,079      9,993:      -100        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8        3.6        0.2       91.6       96.1       99.6       99.8:       0.4        0.2
Old  :     100.0:       7.8        3.6        0.2       91.6       96.1       99.6       99.8:       0.4        0.2
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  :        28:         8          5          2         10          8         19         14:
Old  :        28:         8          5          2         10          8         19         14:
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  :                 81.2       84.8       91.8       97.9       79.1       84.5       89.5       94.5
Old  :                 81.2       84.8       91.8       97.9       79.1       84.5       89.5       94.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 1, 2009