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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 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  :   345,164:    61,797     49,139     97,886    157,866    151,452    317,549    298,478:    27,614     46,686
Old  :   217,956:    46,822     43,081     57,381     95,140     89,944    199,343    190,407:    18,613     27,549
Other:   127,208:    26,992     18,075     28,488     62,726     61,508    118,206    108,071:     9,001     19,137
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :    23,368:     3,195       -632     11,134      6,320     10,825     20,648     21,327:     2,720      2,041
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       14.2       28.4       45.7       43.9       92.0       86.5:       8.0       13.5
Old  :     100.0:      21.5       19.8       26.3       43.7       41.3       91.5       87.4:       8.5       12.6
Other:     100.0:      21.2       14.2       22.4       49.3       48.4       92.9       85.0:       7.1       15.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       297:        84         94        118         81         99        239        251:
Old  :       283:        93         82         91         70         82        211        214:
Other:       191:        43         52         61         53         85        130        170:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       14.1       33.1       23.4       17.0       12.9       28.2       18.4
Old  :                 22.0       16.2       33.4       26.0       21.7       14.9       31.9       22.8
Other:                 41.2       16.3       52.8       25.4       40.4       13.1       46.8       18.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 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  : 1,269,024:   128,032     88,425    435,483    556,291    539,255  1,119,806  1,063,163:   149,218    205,861
Old  :   961,237:   100,467     91,869    330,186    407,115    391,008    837,768    813,062:   123,469    148,175
Other:   307,787:    59,054     28,046     73,808    149,176    148,247    282,038    250,101:    25,749     57,686
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :    29,977:     4,576     -5,183     19,529     -2,175      7,413     21,930     21,759:     8,046      8,218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        7.0       34.3       43.8       42.5       88.2       83.8:      11.8       16.2
Old  :     100.0:      10.5        9.6       34.4       42.4       40.7       87.2       84.6:      12.8       15.4
Other:     100.0:      19.2        9.1       24.0       48.5       48.2       91.6       81.3:       8.4       18.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       605:       137        146        223        236        270        499        538:
Old  :       595:       150        136        209        229        264        479        521:
Other:       370:        57         77         62         93        204        185        308:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       17.2       22.1       23.9        8.5        9.3       14.5       12.8
Old  :                 12.4       16.5       20.4       23.4        9.4        9.4       14.9       13.5
Other:                 25.7       21.3       41.2       30.7       20.6       10.9       31.3       15.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 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  :    17,865:       666      1,654      1,173     13,845     12,553     15,684     15,380:     2,180      2,485
Old  :    11,055:       720      1,694        869      7,746      6,661      9,335      9,224:     1,720      1,832
Other:     6,809:        54         68        196      6,099      5,892      6,349      6,156:       460        653
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :      -196:       -61        -42        -28       -124        -32       -212       -102:        16        -94
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        9.3        6.6       77.5       70.3       87.8       86.1:      12.2       13.9
Old  :     100.0:       6.5       15.3        7.9       70.1       60.2       84.4       83.4:      15.6       16.6
Other:     100.0:       0.8        1.0        2.9       89.6       86.5       93.2       90.4:       6.8        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         5         12          7         23         16         34         30:
Old  :        42:         6         12          5         22         13         32         26:
Other:        22:         2          3          3         10         11         14         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 44.4       55.0       63.6       66.6       34.2       35.5       47.3       45.6
Old  :                 37.0       43.7       54.7       60.8       35.0       34.4       47.8       47.1
Other:                 72.8       73.4       87.3       86.0       50.3       45.0       54.9       50.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 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  :   395,931:    55,635     19,351    128,049    163,322    184,753    347,006    332,153:    48,925     63,778
Old  :   319,602:    50,862     21,720     93,639    131,048    158,356    275,549    273,716:    44,054     45,887
Other:    76,328:    17,632     10,489     21,551     32,274     26,397     71,457     58,437:     4,871     17,891
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :    16,879:     3,519        241      8,376      2,423      7,478     14,318     16,095:     2,561        783
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        4.9       32.3       41.3       46.7       87.6       83.9:      12.4       16.1
Old  :     100.0:      15.9        6.8       29.3       41.0       49.5       86.2       85.6:      13.8       14.4
Other:     100.0:      23.1       13.7       28.2       42.3       34.6       93.6       76.6:       6.4       23.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       303:        94         70        120         99        111        255        257:
Old  :       294:        96         65        110         93        101        239        241:
Other:       170:        38         44         37         45         75        104        138:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       26.9       30.1       37.0       11.3       15.8       18.0       21.4
Old  :                 19.9       28.6       29.7       39.7       13.5       18.9       21.0       25.3
Other:                 37.8       27.4       56.4       37.6       27.4       10.0       33.5       14.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 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  :   236,752:    17,680     28,369     61,982    131,756    125,854    211,418    216,206:    25,334     20,546
Old  :   207,067:    22,166     30,376     44,579    117,670    112,890    184,415    187,845:    22,651     19,222
Other:    29,686:     4,602      7,082      8,315     14,086     12,965     27,003     28,361:     2,683      1,324
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :    -8,418:     2,257     -4,874     -4,921     -8,276       -461    -10,940    -10,255:     2,521      1,837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       12.0       26.2       55.7       53.2       89.3       91.3:      10.7        8.7
Old  :     100.0:      10.7       14.7       21.5       56.8       54.5       89.1       90.7:      10.9        9.3
Other:     100.0:      15.5       23.9       28.0       47.5       43.7       91.0       95.5:       9.0        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        31         56         70         64         60        151        150:
Old  :       186:        45         49         67         62         58        147        147:
Other:        69:         8         22         15         31         14         50         41:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       21.8       30.5       34.9       13.1       14.7       21.4       22.5
Old  :                 17.9       22.6       28.9       35.7       15.5       17.7       24.3       25.5
Other:                 54.1       55.5       71.2       69.0       40.2       33.8       49.8       45.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 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  :   828,610:    57,160    156,985     53,381    580,901    458,993    691,442    669,359:   137,167    159,250
Old  :   828,610:    57,160    156,985     53,381    580,901    458,993    691,442    669,359:   137,167    159,250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :   -12,255:     1,239    -22,564      7,996    -31,614       -862    -22,380    -15,430:    10,124      3,175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       18.9        6.4       70.1       55.4       83.4       80.8:      16.6       19.2
Old  :     100.0:       6.9       18.9        6.4       70.1       55.4       83.4       80.8:      16.6       19.2
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  :       144:        23         36         30         59         73        101        120:
Old  :       144:        23         36         30         59         73        101        120:
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  :                 31.7       17.5       42.5       25.2       29.5       17.3       38.6       24.9
Old  :                 31.7       17.5       42.5       25.2       29.5       17.3       38.6       24.9
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, January 6, 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  :   135,183:    20,959      8,020     28,640     59,681     78,864    109,279    115,523:    25,903     19,659
Old  :   120,439:    19,915      9,536     23,290     52,982     68,694     96,186    101,520:    24,252     18,918
Other:    14,744:     3,147        586      3,247      6,699     10,169     13,093     14,003:     1,651        741
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :     2,517:     1,576        674        -58     -1,545      1,350        -27      1,965:     2,544        552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        5.9       21.2       44.1       58.3       80.8       85.5:      19.2       14.5
Old  :     100.0:      16.5        7.9       19.3       44.0       57.0       79.9       84.3:      20.1       15.7
Other:     100.0:      21.3        4.0       22.0       45.4       69.0       88.8       95.0:      11.2        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       148:        36         24         39         58         53        122        100:
Old  :       147:        38         27         38         56         52        119         99:
Other:        61:        15         12         15         26         14         50         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7       29.2       23.2       40.3       12.7       26.1       19.6       33.7
Old  :                 15.3       29.5       23.6       39.6       14.2       26.1       21.4       34.8
Other:                 27.1       55.6       44.6       68.6       25.0       52.2       39.4       61.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 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  :     6,552:     1,125        548        448      4,037      4,234      5,610      5,230:       943      1,323
Old  :     6,128:     1,130        547        383      3,712      4,025      5,225      4,955:       904      1,173
Other:       424:        11         17         48        326        209        385        274:        39        150
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :      -276:         0         96        -10       -214       -145       -224        -60:       -52       -216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2        8.4        6.8       61.6       64.6       85.6       79.8:      14.4       20.2
Old  :     100.0:      18.4        8.9        6.3       60.6       65.7       85.3       80.9:      14.7       19.1
Other:     100.0:       2.7        4.1       11.3       76.8       49.3       90.8       64.7:       9.2       35.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         8          9          5         17         15         27         27:
Old  :        45:         9          8          5         17         14         27         26:
Other:        10:         3          2          4          3          3          8          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       42.7       55.5       57.5       36.1       42.7       51.7       54.2
Old  :                 35.4       44.7       55.5       59.8       35.0       44.7       51.6       57.0
Other:                 87.3       58.3       90.8       64.7       55.9       29.8       55.9       29.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 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  :   524,308:    64,391     87,111     11,076    378,920    354,999    454,387    453,186:    69,921     71,122
Old  :   524,308:    64,391     87,111     11,076    378,920    354,999    454,387    453,186:    69,921     71,122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :   -16,605:     5,259      5,748     -1,348     -7,288    -12,501     -3,377     -8,101:   -13,228     -8,504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       16.6        2.1       72.3       67.7       86.7       86.4:      13.3       13.6
Old  :     100.0:      12.3       16.6        2.1       72.3       67.7       86.7       86.4:      13.3       13.6
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  :       150:        24         29         13         70         73        101        108:
Old  :       150:        24         29         13         70         73        101        108:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       26.7       40.0       36.1       26.1       21.2       33.2       28.6
Old  :                 28.6       26.7       40.0       36.1       26.1       21.2       33.2       28.6
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, January 6, 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  : 1,328,603:   157,445    134,951    145,309    813,725    771,931  1,116,479  1,052,192:   212,123    276,411
Old  : 1,328,603:   157,445    134,951    145,309    813,725    771,931  1,116,479  1,052,192:   212,123    276,411
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :    22,309:     8,912     21,171      4,822     -4,627    -27,978      9,107     -1,985:    13,201     24,294
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       10.2       10.9       61.2       58.1       84.0       79.2:      16.0       20.8
Old  :     100.0:      11.9       10.2       10.9       61.2       58.1       84.0       79.2:      16.0       20.8
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  :       188:        36         42         49         84         92        147        156:
Old  :       188:        36         42         49         84         92        147        156:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       20.4       33.6       28.2       22.3       15.4       30.2       21.5
Old  :                 23.6       20.4       33.6       28.2       22.3       15.4       30.2       21.5
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, January 6, 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  : 1,090,823:   105,424    146,807     51,135    750,636    707,519    907,196    905,462:   183,627    185,361
Old  : 1,090,823:   105,424    146,807     51,135    750,636    707,519    907,196    905,462:   183,627    185,361
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :   -58,205:   -46,154        232     -1,099     -9,641    -65,388    -56,894    -66,255:    -1,312      8,050
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       13.5        4.7       68.8       64.9       83.2       83.0:      16.8       17.0
Old  :     100.0:       9.7       13.5        4.7       68.8       64.9       83.2       83.0:      16.8       17.0
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  :       140:        21         36         29         69         63        108        110:
Old  :       140:        21         36         29         69         63        108        110:
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  :                 32.9       38.3       44.5       46.6       24.2       25.9       30.7       32.6
Old  :                 32.9       38.3       44.5       46.6       24.2       25.9       30.7       32.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 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  :   700,792:   159,048     14,552    334,526    174,584    315,793    668,159    664,872:    32,633     35,920
Old  :   700,792:   159,048     14,552    334,526    174,584    315,793    668,159    664,872:    32,633     35,920
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :  -194,017:    -3,615        515   -113,968    -77,105    -84,341   -194,688   -197,793:       671      3,777
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        2.1       47.7       24.9       45.1       95.3       94.9:       4.7        5.1
Old  :     100.0:      22.7        2.1       47.7       24.9       45.1       95.3       94.9:       4.7        5.1
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  :        71:        24         12         31         32         25         67         59:
Old  :        71:        24         12         31         32         25         67         59:
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  :                 41.6       39.8       58.3       57.2       16.6       21.6       22.5       29.1
Old  :                 41.6       39.8       58.3       57.2       16.6       21.6       22.5       29.1
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, January 6, 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  :    10,432:     2,952      3,713         12      5,694      2,258      8,657      5,983:     1,775      4,449
Old  :    10,432:     2,952      3,713         12      5,694      2,258      8,657      5,983:     1,775      4,449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :       478:      -128       -566        -15      2,033       -197      1,890       -778:    -1,412      1,255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       35.6        0.1       54.6       21.6       83.0       57.4:      17.0       42.6
Old  :     100.0:      28.3       35.6        0.1       54.6       21.6       83.0       57.4:      17.0       42.6
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  :        27:         5          7          1         12          5         17         13:
Old  :        27:         5          7          1         12          5         17         13:
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  :                 46.1       37.4       62.1       49.3       46.1       37.4       62.1       49.3
Old  :                 46.1       37.4       62.1       49.3       46.1       37.4       62.1       49.3
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, January 6, 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  :    69,087:    20,790     10,291        523     37,351     42,130     58,664     52,944:    10,424     16,143
Old  :    69,087:    20,790     10,291        523     37,351     42,130     58,664     52,944:    10,424     16,143
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :     6,566:    -1,157      1,066       -214      7,563      1,346      6,191      2,198:       375      4,368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       14.9        0.8       54.1       61.0       84.9       76.6:      15.1       23.4
Old  :     100.0:      30.1       14.9        0.8       54.1       61.0       84.9       76.6:      15.1       23.4
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  :        81:        27         13          4         27         24         55         40:
Old  :        81:        27         13          4         27         24         55         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       34.1       43.8       48.9       24.6       27.9       36.7       39.3
Old  :                 29.1       34.1       43.8       48.9       24.6       27.9       36.7       39.3
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, January 6, 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  :    31,020:    17,697      7,094        187     12,911     23,608     30,795     30,889:       225        131
Old  :    31,020:    17,697      7,094        187     12,911     23,608     30,795     30,889:       225        131
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :     2,307:     2,082         -7         74        156      2,238      2,312      2,305:        -5          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.1       22.9        0.6       41.6       76.1       99.3       99.6:       0.7        0.4
Old  :     100.0:      57.1       22.9        0.6       41.6       76.1       99.3       99.6:       0.7        0.4
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  :        41:        12         10          4         12         14         26         26:
Old  :        41:        12         10          4         12         14         26         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.0       85.5       90.0       95.0       78.4       81.1       87.6       90.5
Old  :                 79.0       85.5       90.0       95.0       78.4       81.1       87.6       90.5
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, January 6, 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  :    50,166:    31,429      1,144      1,663     16,706     47,328     49,798     50,135:       368         31
Old  :    50,166:    31,429      1,144      1,663     16,706     47,328     49,798     50,135:       368         31
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :      -241:      -279        107         12        -53       -338       -320       -219:        79        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.7        2.3        3.3       33.3       94.3       99.3       99.9:       0.7        0.1
Old  :     100.0:      62.7        2.3        3.3       33.3       94.3       99.3       99.9:       0.7        0.1
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  :        34:        11          8          3         11          8         23         18:
Old  :        34:        11          8          3         11          8         23         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.3       82.3       92.1       97.2       70.2       79.0       79.2       83.5
Old  :                 81.3       82.3       92.1       97.2       70.2       79.0       79.2       83.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 9, 2009