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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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  :   412,485:    64,681     73,217    136,468    180,242    153,522    381,391    363,207:    31,094     49,279
Old  :   140,153:    48,451     56,611     21,919     56,185     46,022    126,556    124,553:    13,597     15,600
Other:   272,333:    59,113     59,489     71,666    124,057    107,499    254,835    238,654:    17,498     33,679
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :    15,035:      -304      8,070      9,530      5,233     -3,872     14,458     13,728:       577      1,307
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       17.8       33.1       43.7       37.2       92.5       88.1:       7.5       11.9
Old  :     100.0:      34.6       40.4       15.6       40.1       32.8       90.3       88.9:       9.7       11.1
Other:     100.0:      21.7       21.8       26.3       45.6       39.5       93.6       87.6:       6.4       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       370:        81        140        176         84         96        296        329:
Old  :       310:       117        104         62         59         58        209        191:
Other:       315:        75        136        107         71         94        219        270:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.4        9.6       29.6       16.8       14.8        7.4       24.3       12.0
Old  :                 25.5       18.0       37.8       28.0       25.5       16.7       37.7       26.3
Other:                 23.6       10.8       34.8       17.6       21.8        7.7       30.6       12.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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  : 1,224,961:   157,038     74,905    380,552    547,018    543,741  1,084,608    999,197:   140,353    225,764
Old  :   809,305:    98,620     95,265    240,615    367,049    346,300    706,284    682,180:   103,021    127,125
Other:   415,655:    95,755     16,977    102,600    179,969    197,441    378,324    317,017:    37,332     98,638
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :    29,006:     7,680        789      3,591     15,586     11,791     26,856     16,172:     2,150     12,834
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8        6.1       31.1       44.7       44.4       88.5       81.6:      11.5       18.4
Old  :     100.0:      12.2       11.8       29.7       45.4       42.8       87.3       84.3:      12.7       15.7
Other:     100.0:      23.0        4.1       24.7       43.3       47.5       91.0       76.3:       9.0       23.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       557:       146        112        206        226        245        480        479:
Old  :       537:       111        150        178        210        233        438        451:
Other:       416:       117         61         98        124        204        269        336:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.3       13.9       21.4       21.7        8.7        7.3       14.2       11.0
Old  :                 13.4       15.2       22.8       23.1       10.8        8.1       17.9       12.2
Other:                 20.6       12.0       32.5       21.6       18.6        8.5       26.7       13.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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  :    16,096:       986      2,258      1,540     10,793      9,544     13,320     13,341:     2,777      2,755
Old  :     6,806:       706      2,023        415      4,053      2,675      5,175      5,114:     1,631      1,692
Other:     9,291:       808        762        597      6,740      6,868      8,145      8,227:     1,146      1,063
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :       638:        14        235         91        254         98        359        424:       279        214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       14.0        9.6       67.1       59.3       82.7       82.9:      17.3       17.1
Old  :     100.0:      10.4       29.7        6.1       59.6       39.3       76.0       75.1:      24.0       24.9
Other:     100.0:       8.7        8.2        6.4       72.5       73.9       87.7       88.6:      12.3       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         4         13          5         21         12         29         27:
Old  :        34:         5         10          3         17          7         23         19:
Other:        31:         3          7          3         17         11         23         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.0       50.4       52.1       62.1       27.0       33.8       38.2       41.5
Old  :                 38.5       47.3       53.1       59.9       38.1       46.0       50.6       58.6
Other:                 44.6       61.2       63.5       77.0       39.1       58.3       54.3       65.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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  :   446,942:    77,208     28,459    150,445    175,551    196,242    403,205    375,147:    43,737     71,795
Old  :   291,409:    58,496     31,743     85,351    116,857    135,989    260,704    253,083:    30,705     38,326
Other:   155,533:    36,789     14,793     47,018     58,694     60,253    142,501    122,064:    13,032     33,469
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :    -5,261:     3,633     -1,395     -3,639     -1,775        443     -1,781     -4,591:    -3,480       -670
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        6.4       33.7       39.3       43.9       90.2       83.9:       9.8       16.1
Old  :     100.0:      20.1       10.9       29.3       40.1       46.7       89.5       86.8:      10.5       13.2
Other:     100.0:      23.7        9.5       30.2       37.7       38.7       91.6       78.5:       8.4       21.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       354:       118         89        162        109        114        317        295:
Old  :       338:       113         96        133        101        106        278        275:
Other:       242:        72         60         82         72         87        192        186:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.8       18.8       26.4       29.2       10.6       11.8       17.6       15.9
Old  :                 17.6       22.2       28.7       31.8       14.7       17.0       23.4       22.3
Other:                 22.3       23.0       36.9       33.3       17.9       13.9       25.5       18.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    13,864:    10,046      1,175        464          0      1,612     10,510      3,251:     3,354     10,613
Old  :     7,261:     4,655      1,175        330          0        814      4,985      2,319:     2,276      4,942
Other:     6,603:     5,391          0        134          0        798      5,525        932:     1,078      5,671
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :       247:       575       -117       -195          0        122        380       -190:      -133        437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.5        8.5        3.3        0.0       11.6       75.8       23.4:      24.2       76.6
Old  :     100.0:      64.1       16.2        4.5        0.0       11.2       68.7       31.9:      31.3       68.1
Other:     100.0:      81.6        0.0        2.0        0.0       12.1       83.7       14.1:      16.3       85.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        11          5          8          0          4         11         17:
Old  :        20:        11          5          7          0          4         11         16:
Other:        14:        10          0          4          0          4         10          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 57.0       12.0       69.9       19.0       55.6       12.0       67.7       19.0
Old  :                 46.9       16.5       63.3       26.5       44.6       16.5       59.8       26.5
Other:                 68.2       13.0       82.7       14.1       67.7       12.1       81.4       12.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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  :   241,849:    21,407     33,621     56,915    136,894    129,509    215,216    220,045:    26,633     21,804
Old  :   198,456:    26,348     35,169     33,904    116,653    109,601    176,905    178,674:    21,551     19,782
Other:    43,393:     5,691      9,083     12,380     20,241     19,908     38,311     41,371:     5,082      2,022
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :       299:     1,230     -6,306        116      1,225      9,697      2,571      3,507:    -2,272     -3,209
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       13.9       23.5       56.6       53.5       89.0       91.0:      11.0        9.0
Old  :     100.0:      13.3       17.7       17.1       58.8       55.2       89.1       90.0:      10.9       10.0
Other:     100.0:      13.1       20.9       28.5       46.6       45.9       88.3       95.3:      11.7        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        41         51         60         65         59        147        148:
Old  :       183:        50         53         51         61         53        138        136:
Other:        96:        18         30         26         39         25         74         66:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.1       24.0       28.1       37.7       12.7       18.8       20.0       27.2
Old  :                 16.4       28.0       28.0       41.1       15.5       22.7       24.6       32.6
Other:                 31.1       46.9       47.1       65.3       19.9       36.9       29.0       45.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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  :   799,377:    50,313    120,997     43,711    590,868    495,310    684,891    660,017:   114,486    139,360
Old  :   799,377:    50,313    120,997     43,711    590,868    495,310    684,891    660,017:   114,486    139,360
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :   -15,154:     3,195    -13,662    -11,005     -2,807     10,752    -10,617    -13,916:    -4,536     -1,238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       15.1        5.5       73.9       62.0       85.7       82.6:      14.3       17.4
Old  :     100.0:       6.3       15.1        5.5       73.9       62.0       85.7       82.6:      14.3       17.4
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  :       150:        26         33         30         75         77        115        126:
Old  :       150:        26         33         30         75         77        115        126:
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  :                 31.4       29.3       42.0       36.4       29.7       29.1       39.2       36.2
Old  :                 31.4       29.3       42.0       36.4       29.7       29.1       39.2       36.2
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, March 31, 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  :   126,448:    28,939      5,855     22,345     49,041     80,983    100,325    109,183:    26,123     17,264
Old  :    98,609:    27,426      6,880     14,225     35,121     62,711     76,772     83,816:    21,837     14,793
Other:    27,839:     4,474      1,935      5,160     13,919     18,272     23,553     25,368:     4,286      2,471
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :    -3,302:     1,216       -224       -791     -2,566       -167     -2,141     -1,182:    -1,161     -2,120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        4.6       17.7       38.8       64.0       79.3       86.3:      20.7       13.7
Old  :     100.0:      27.8        7.0       14.4       35.6       63.6       77.9       85.0:      22.1       15.0
Other:     100.0:      16.1        7.0       18.5       50.0       65.6       84.6       91.1:      15.4        8.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        43         26         37         59         51        122         98:
Old  :       140:        48         21         32         56         51        117         94:
Other:        80:        19         15         21         40         24         71         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       34.1       21.3       46.6        9.8       30.6       15.6       37.8
Old  :                 12.0       33.5       20.2       45.4       10.6       29.7       17.4       38.3
Other:                 23.8       50.0       37.2       64.3       18.7       45.6       29.9       53.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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  :     7,505:     1,484      1,092        888      4,161      3,612      6,533      5,592:       972      1,913
Old  :     4,523:       685      1,227        307      2,765      1,678      3,758      3,213:       765      1,310
Other:     2,982:     1,003         69        376      1,396      1,934      2,775      2,379:       207        603
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :       407:       164        -51        364        -95        190        433        503:       -26        -96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       14.5       11.8       55.4       48.1       87.1       74.5:      12.9       25.5
Old  :     100.0:      15.2       27.1        6.8       61.1       37.1       83.1       71.0:      16.9       29.0
Other:     100.0:      33.6        2.3       12.6       46.8       64.9       93.1       79.8:       6.9       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        13          8          7         22         16         37         30:
Old  :        45:         8         11          5         22          9         34         22:
Other:        25:         7          1          4          4         15         12         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       35.4       52.2       50.3       35.4       35.3       49.5       44.8
Old  :                 30.3       44.8       45.8       54.9       30.3       44.4       45.4       53.4
Other:                 69.3       33.2       88.4       58.5       68.3       32.6       74.1       50.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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  :   523,063:   105,179     54,701     21,552    298,566    369,657    425,297    445,911:    97,767     77,153
Old  :   523,063:   105,179     54,701     21,552    298,566    369,657    425,297    445,911:    97,767     77,153
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :     3,704:     8,711      7,210     -7,832     -9,461      6,966     -8,582      6,344:    12,286     -2,641
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       10.5        4.1       57.1       70.7       81.3       85.2:      18.7       14.8
Old  :     100.0:      20.1       10.5        4.1       57.1       70.7       81.3       85.2:      18.7       14.8
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  :       146:        30         26         16         65         68        104        101:
Old  :       146:        30         26         16         65         68        104        101:
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       31.5       26.6       41.7       12.5       26.7       22.5       35.6
Old  :                 15.4       31.5       26.6       41.7       12.5       26.7       22.5       35.6
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, March 31, 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  : 1,414,271:   120,965    143,768    165,556    882,834    836,487  1,169,355  1,145,811:   244,916    268,460
Old  : 1,414,271:   120,965    143,768    165,556    882,834    836,487  1,169,355  1,145,811:   244,916    268,460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :  -131,334:    27,427     25,615    -87,901    -51,712    -73,388   -112,186   -135,675:   -19,148      4,341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       10.2       11.7       62.4       59.1       82.7       81.0:      17.3       19.0
Old  :     100.0:       8.6       10.2       11.7       62.4       59.1       82.7       81.0:      17.3       19.0
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  :       203:        33         41         53        111        104        174        168:
Old  :       203:        33         41         53        111        104        174        168:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       19.3       26.1       26.0       15.8       15.3       22.8       20.3
Old  :                 17.5       19.3       26.1       26.0       15.8       15.3       22.8       20.3
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, March 31, 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  :   892,708:    84,063     89,970     32,690    589,557    604,746    706,310    727,405:   186,398    165,303
Old  :   892,708:    84,063     89,970     32,690    589,557    604,746    706,310    727,405:   186,398    165,303
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :   -62,347:   -22,428     11,721     -7,423    -33,137    -70,733    -62,988    -66,434:       641      4,087
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       10.1        3.7       66.0       67.7       79.1       81.5:      20.9       18.5
Old  :     100.0:       9.4       10.1        3.7       66.0       67.7       79.1       81.5:      20.9       18.5
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  :       128:        16         31         23         63         67         94        106:
Old  :       128:        16         31         23         63         67         94        106:
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  :                 28.4       29.5       39.7       38.5       12.3       17.4       20.2       23.5
Old  :                 28.4       29.5       39.7       38.5       12.3       17.4       20.2       23.5
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, March 31, 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  :   548,592:   167,727     13,612    143,286    201,592    361,683    512,605    518,581:    35,987     30,011
Old  :   548,592:   167,727     13,612    143,286    201,592    361,683    512,605    518,581:    35,987     30,011
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :    31,231:    15,429     -2,575      6,795     13,372     29,561     35,597     33,781:    -4,366     -2,551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        2.5       26.1       36.7       65.9       93.4       94.5:       6.6        5.5
Old  :     100.0:      30.6        2.5       26.1       36.7       65.9       93.4       94.5:       6.6        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        32          9         36         39         36         82         75:
Old  :        89:        32          9         36         39         36         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  :                 27.3       36.1       43.4       51.4       19.5       34.5       28.2       39.6
Old  :                 27.3       36.1       43.4       51.4       19.5       34.5       28.2       39.6
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, March 31, 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  :     8,548:     3,479      1,044          0      1,932      3,832      5,411      4,876:     3,137      3,672
Old  :     8,548:     3,479      1,044          0      1,932      3,832      5,411      4,876:     3,137      3,672
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :    -1,532:       436        258          0       -540        -61       -104        197:    -1,428     -1,729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.7       12.2        0.0       22.6       44.8       63.3       57.0:      36.7       43.0
Old  :     100.0:      40.7       12.2        0.0       22.6       44.8       63.3       57.0:      36.7       43.0
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  :        21:         6          3          0          7          5         13          8:
Old  :        21:         6          3          0          7          5         13          8:
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  :                 34.7       41.7       50.3       57.0       34.7       41.7       50.3       57.0
Old  :                 34.7       41.7       50.3       57.0       34.7       41.7       50.3       57.0
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, March 31, 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  :    56,645:    15,155     12,707        601     30,465     30,365     46,221     43,673:    10,424     12,972
Old  :    56,645:    15,155     12,707        601     30,465     30,365     46,221     43,673:    10,424     12,972
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :     4,043:     1,682        -23         -8      2,826      5,229      4,500      5,199:      -457     -1,156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       22.4        1.1       53.8       53.6       81.6       77.1:      18.4       22.9
Old  :     100.0:      26.8       22.4        1.1       53.8       53.6       81.6       77.1:      18.4       22.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        23         20          8         26         25         53         49:
Old  :        83:        23         20          8         26         25         53         49:
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  :                 25.4       25.5       42.3       40.7       22.6       23.4       35.7       34.6
Old  :                 25.4       25.5       42.3       40.7       22.6       23.4       35.7       34.6
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, March 31, 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  :    21,845:    10,442      5,661        114     11,108     15,950     21,664     21,725:       181        120
Old  :    21,845:    10,442      5,661        114     11,108     15,950     21,664     21,725:       181        120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :       720:       947       -216         -4       -321        995        622        775:        98        -55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.8       25.9        0.5       50.8       73.0       99.2       99.5:       0.8        0.5
Old  :     100.0:      47.8       25.9        0.5       50.8       73.0       99.2       99.5:       0.8        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  :        46:        12         14          2          9         13         23         27:
Old  :        46:        12         14          2          9         13         23         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  :                 69.4       62.3       87.9       82.6       69.4       53.6       82.1       73.2
Old  :                 69.4       62.3       87.9       82.6       69.4       53.6       82.1       73.2
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, March 31, 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  :    22,218:     8,936      1,090      1,784     11,253     19,287     21,973     22,161:       245         57
Old  :    22,218:     8,936      1,090      1,784     11,253     19,287     21,973     22,161:       245         57
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :    -5,541:    -3,069        122      1,486     -4,017     -7,066     -5,600     -5,458:        59        -83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2        4.9        8.0       50.6       86.8       98.9       99.7:       1.1        0.3
Old  :     100.0:      40.2        4.9        8.0       50.6       86.8       98.9       99.7:       1.1        0.3
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  :        31:        10          7          3         11          7         22         16:
Old  :        31:        10          7          3         11          7         22         16:
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  :                 66.7       78.3       85.3       96.2       57.7       70.7       73.9       82.0
Old  :                 66.7       78.3       85.3       96.2       57.7       70.7       73.9       82.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 3, 2009