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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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  :   360,625:    60,491     67,915    105,818    164,235    135,289    330,544    309,022:    30,081     51,603
Old  :   163,672:    42,122     55,492     28,675     78,462     54,629    149,260    138,797:    14,412     24,875
Other:   196,953:    44,923     38,977     50,588     85,773     80,660    181,284    170,225:    15,669     26,728
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :   -46,578:       324      2,862    -42,790     -3,580     -7,354    -46,046    -47,281:      -532        703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       18.8       29.3       45.5       37.5       91.7       85.7:       8.3       14.3
Old  :     100.0:      25.7       33.9       17.5       47.9       33.4       91.2       84.8:       8.8       15.2
Other:     100.0:      22.8       19.8       25.7       43.6       41.0       92.0       86.4:       8.0       13.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       311:        69        114        138         75         86        246        274:
Old  :       269:        82         92         85         55         60        180        208:
Other:       230:        42         93         81         60         83        166        203:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       11.2       31.7       19.2       15.6        8.6       26.3       13.9
Old  :                 25.2       16.1       38.5       25.7       25.1       14.7       38.4       23.9
Other:                 27.9       12.4       38.9       20.1       27.3        7.4       34.7       13.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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  : 1,091,888:   129,330    140,851    311,900    510,980    425,535    952,209    878,286:   139,679    213,602
Old  :   731,844:    82,052    143,990    198,810    343,924    258,769    624,786    601,569:   107,059    130,275
Other:   360,044:    74,478     24,061     85,890    167,056    166,767    327,424    276,717:    32,621     83,327
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :  -133,684:      -683     -2,279    -88,807    -44,112    -34,472   -133,602   -125,558:       -82     -8,126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       12.9       28.6       46.8       39.0       87.2       80.4:      12.8       19.6
Old  :     100.0:      11.2       19.7       27.2       47.0       35.4       85.4       82.2:      14.6       17.8
Other:     100.0:      20.7        6.7       23.9       46.4       46.3       90.9       76.9:       9.1       23.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       518:       106        131        182        220        222        440        447:
Old  :       505:        90        145        161        211        211        417        420:
Other:       368:        91         63         87         98        185        222        304:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       12.7       23.0       20.1        9.0        6.1       14.7        9.4
Old  :                 13.0       11.9       21.9       20.3       10.7        7.5       17.6       11.8
Other:                 23.3       16.1       38.5       26.1       19.3        8.3       27.9       12.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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  :    16,986:       366      2,836      1,255     12,943     10,313     14,563     14,403:     2,423      2,584
Old  :     9,816:       362      2,700        900      6,798      4,288      8,059      7,888:     1,756      1,928
Other:     7,171:        19        151        340      6,145      6,024      6,504      6,515:       667        656
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :    -1,675:        -4        435       -131     -1,697     -1,661     -1,833     -1,357:       158       -318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2       16.7        7.4       76.2       60.7       85.7       84.8:      14.3       15.2
Old  :     100.0:       3.7       27.5        9.2       69.3       43.7       82.1       80.4:      17.9       19.6
Other:     100.0:       0.3        2.1        4.7       85.7       84.0       90.7       90.9:       9.3        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         3         16          7         20         15         29         34:
Old  :        41:         3         16          5         17         12         25         29:
Other:        26:         4          3          5         12         11         18         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.8       49.5       63.5       59.9       35.7       33.0       46.6       40.8
Old  :                 45.5       36.6       60.4       51.1       42.9       29.4       54.4       41.6
Other:                 62.4       70.2       79.9       83.3       39.5       44.5       48.6       51.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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  :   399,233:    58,751     39,198    120,148    175,816    172,792    354,716    332,138:    44,517     67,095
Old  :   279,642:    40,444     39,307     70,796    132,714    127,226    243,954    237,330:    35,688     42,312
Other:   119,591:    33,194     14,778     34,465     43,102     45,565    110,762     94,808:     8,829     24,783
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :   -70,066:    -2,422      6,257    -40,925    -22,089    -29,160    -65,436    -63,828:    -4,629     -6,238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        9.8       30.1       44.0       43.3       88.8       83.2:      11.2       16.8
Old  :     100.0:      14.5       14.1       25.3       47.5       45.5       87.2       84.9:      12.8       15.1
Other:     100.0:      27.8       12.4       28.8       36.0       38.1       92.6       79.3:       7.4       20.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       323:        87         95        128        108        113        269        279:
Old  :       311:        75        111        109        102        105        245        261:
Other:       199:        63         41         58         61         77        148        154:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       20.6       28.5       30.1       11.2       10.8       17.9       14.9
Old  :                 18.9       22.1       29.9       31.9       15.2       14.6       23.9       19.8
Other:                 28.2       25.3       42.8       36.7       19.6       12.5       28.3       18.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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  :   237,776:    18,300     31,973     66,435    129,639    111,506    214,374    209,914:    23,402     27,863
Old  :   203,764:    25,997     34,064     45,226    113,350     98,084    184,573    177,374:    19,191     26,390
Other:    34,012:     4,706     10,312      8,806     16,289     13,422     29,801     32,539:     4,211      1,473
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :   -25,603:    -1,617      1,234     -1,745    -18,342    -23,100    -21,704    -23,612:    -3,899     -1,992
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7       13.4       27.9       54.5       46.9       90.2       88.3:       9.8       11.7
Old  :     100.0:      12.8       16.7       22.2       55.6       48.1       90.6       87.0:       9.4       13.0
Other:     100.0:      13.8       30.3       25.9       47.9       39.5       87.6       95.7:      12.4        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        37         43         76         64         61        156        165:
Old  :       192:        48         43         72         63         57        153        158:
Other:        79:        14         24         21         32         20         61         52:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       21.7       26.3       33.2       11.8       16.7       20.1       22.9
Old  :                 15.1       23.4       26.3       34.4       14.2       21.1       24.2       28.2
Other:                 37.8       52.6       54.9       69.6       24.3       35.5       34.9       47.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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  :   814,573:    35,360    127,273     61,341    594,821    457,519    691,521    646,132:   123,052    168,440
Old  :   814,573:    35,360    127,273     61,341    594,821    457,519    691,521    646,132:   123,052    168,440
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :   -44,816:    -5,087     -1,587     -2,333    -35,100    -38,606    -42,520    -42,527:    -2,296     -2,290
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       15.6        7.5       73.0       56.2       84.9       79.3:      15.1       20.7
Old  :     100.0:       4.3       15.6        7.5       73.0       56.2       84.9       79.3:      15.1       20.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       133:        18         33         33         70         70        110        114:
Old  :       133:        18         33         33         70         70        110        114:
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       24.5       41.7       32.4       29.9       21.6       37.9       27.5
Old  :                 31.4       24.5       41.7       32.4       29.9       21.6       37.9       27.5
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, February 24, 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  :   129,294:    17,485      9,001     17,173     69,579     80,054    104,237    106,228:    25,057     23,066
Old  :   107,512:    16,606      9,363     11,525     58,141     65,041     86,272     85,930:    21,240     21,582
Other:    21,782:     3,157      1,916      3,370     11,438     15,012     17,965     20,298:     3,817      1,484
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :   -14,493:    -2,818      2,885     -8,171     -1,677     -7,439    -12,666    -12,725:    -1,827     -1,768
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        7.0       13.3       53.8       61.9       80.6       82.2:      19.4       17.8
Old  :     100.0:      15.4        8.7       10.7       54.1       60.5       80.2       79.9:      19.8       20.1
Other:     100.0:      14.5        8.8       15.5       52.5       68.9       82.5       93.2:      17.5        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        34         19         30         65         57        112        100:
Old  :       134:        35         23         28         63         56        108         99:
Other:        68:        14         12         14         36         19         59         37:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       33.8       29.3       46.0       13.7       28.1       20.9       34.3
Old  :                 20.4       31.9       30.0       41.1       18.6       26.6       25.4       33.7
Other:                 25.2       63.3       38.8       73.0       24.5       55.3       35.3       64.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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  :     7,407:     1,378      1,269        474      4,243      3,260      6,096      5,004:     1,311      2,403
Old  :     5,419:       908      1,258        170      3,160      2,023      4,239      3,451:     1,180      1,967
Other:     1,988:       620        161        154      1,083      1,238      1,857      1,552:       131        436
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :      -479:        38          6       -280       -253       -117       -494       -391:        15        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       17.1        6.4       57.3       44.0       82.3       67.6:      17.7       32.4
Old  :     100.0:      16.8       23.2        3.1       58.3       37.3       78.2       63.7:      21.8       36.3
Other:     100.0:      31.2        8.1        7.7       54.5       62.2       93.4       78.1:       6.6       21.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         9         11          5         18         15         29         29:
Old  :        40:         9         10          4         17         10         27         23:
Other:        19:         3          3          3          3         11          7         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.6       35.5       50.2       44.7       33.6       32.4       46.1       39.4
Old  :                 29.5       40.0       46.6       49.5       26.8       37.2       42.4       44.9
Other:                 87.2       33.5       93.4       55.3       81.0       33.4       81.2       53.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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  :   489,030:    80,388     62,292     23,334    327,685    357,732    431,407    443,358:    57,623     45,672
Old  :   489,030:    80,388     62,292     23,334    327,685    357,732    431,407    443,358:    57,623     45,672
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :   -47,275:     2,069      2,895      7,015    -19,409    -20,893    -10,325    -10,983:   -36,951    -36,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       12.7        4.8       67.0       73.2       88.2       90.7:      11.8        9.3
Old  :     100.0:      16.4       12.7        4.8       67.0       73.2       88.2       90.7:      11.8        9.3
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  :       153:        30         26         19         75         74        116        109:
Old  :       153:        30         26         19         75         74        116        109:
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  :                 15.8       32.6       26.6       42.9       13.6       26.5       22.4       35.3
Old  :                 15.8       32.6       26.6       42.9       13.6       26.5       22.4       35.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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  : 1,100,403:   104,751    121,699    102,903    731,909    676,482    939,564    901,085:   160,840    199,318
Old  : 1,100,403:   104,751    121,699    102,903    731,909    676,482    939,564    901,085:   160,840    199,318
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :  -395,726:    -2,164    -20,141   -109,690   -174,507   -180,996   -286,361   -310,827:  -109,365    -84,899
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       11.1        9.4       66.5       61.5       85.4       81.9:      14.6       18.1
Old  :     100.0:       9.5       11.1        9.4       66.5       61.5       85.4       81.9:      14.6       18.1
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  :       188:        35         34         39         97         99        151        153:
Old  :       188:        35         34         39         97         99        151        153:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       14.0       30.8       21.1       21.0       10.2       28.4       15.7
Old  :                 21.6       14.0       30.8       21.1       21.0       10.2       28.4       15.7
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, February 24, 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  :   898,788:   106,646    104,711     39,026    675,767    650,197    821,439    793,934:    77,349    104,854
Old  :   898,788:   106,646    104,711     39,026    675,767    650,197    821,439    793,934:    77,349    104,854
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :  -179,581:    23,507     -1,853    -25,200    -72,375    -60,937    -74,068    -87,990:  -105,513    -91,591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       11.7        4.3       75.2       72.3       91.4       88.3:       8.6       11.7
Old  :     100.0:      11.9       11.7        4.3       75.2       72.3       91.4       88.3:       8.6       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        18         33         24         65         60         98        102:
Old  :       128:        18         33         24         65         60         98        102:
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  :                 29.3       45.2       43.1       53.2       19.5       29.8       29.1       35.2
Old  :                 29.3       45.2       43.1       53.2       19.5       29.8       29.1       35.2
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, February 24, 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  :   683,982:   170,669     14,388    305,238    171,841    329,998    647,748    649,624:    36,235     34,359
Old  :   683,982:   170,669     14,388    305,238    171,841    329,998    647,748    649,624:    36,235     34,359
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :    35,005:    13,671     -3,034     17,181      5,539     22,206     36,392     36,354:    -1,387     -1,349
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        2.1       44.6       25.1       48.2       94.7       95.0:       5.3        5.0
Old  :     100.0:      25.0        2.1       44.6       25.1       48.2       94.7       95.0:       5.3        5.0
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  :        78:        26         12         34         35         29         74         65:
Old  :        78:        26         12         34         35         29         74         65:
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  :                 37.2       37.1       52.5       55.7       16.6       26.1       22.7       31.1
Old  :                 37.2       37.1       52.5       55.7       16.6       26.1       22.7       31.1
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, February 24, 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  :    25,211:     5,252      4,727        243     14,266     15,324     19,761     20,294:     5,450      4,917
Old  :    25,211:     5,252      4,727        243     14,266     15,324     19,761     20,294:     5,450      4,917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :     2,313:       971        -86        148        693      1,180      1,812      1,243:       502      1,071
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       18.7        1.0       56.6       60.8       78.4       80.5:      21.6       19.5
Old  :     100.0:      20.8       18.7        1.0       56.6       60.8       78.4       80.5:      21.6       19.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         6          8          5         11          6         21         15:
Old  :        30:         6          8          5         11          6         21         15:
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  :                 48.9       61.3       67.7       73.8       48.1       61.2       66.9       73.7
Old  :                 48.9       61.3       67.7       73.8       48.1       61.2       66.9       73.7
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, February 24, 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  :    82,421:    23,432     15,963      1,189     38,663     52,624     63,283     69,776:    19,138     12,646
Old  :    82,421:    23,432     15,963      1,189     38,663     52,624     63,283     69,776:    19,138     12,646
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :    -6,699:    -1,350       -240        141     -4,186     -2,459     -5,396     -2,558:    -1,303     -4,140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       19.4        1.4       46.9       63.8       76.8       84.7:      23.2       15.3
Old  :     100.0:      28.4       19.4        1.4       46.9       63.8       76.8       84.7:      23.2       15.3
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  :        96:        28         21         10         31         28         64         54:
Old  :        96:        28         21         10         31         28         64         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       37.4       36.6       54.9       21.2       33.0       30.6       45.3
Old  :                 24.5       37.4       36.6       54.9       21.2       33.0       30.6       45.3
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, February 24, 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  :    26,146:    10,746      4,485      1,574     13,743     19,346     26,063     25,405:        83        741
Old  :    26,146:    10,746      4,485      1,574     13,743     19,346     26,063     25,405:        83        741
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :    -5,890:       788        251      1,103     -7,693     -7,161     -5,802     -5,807:       -88        -83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.1       17.2        6.0       52.6       74.0       99.7       97.2:       0.3        2.8
Old  :     100.0:      41.1       17.2        6.0       52.6       74.0       99.7       97.2:       0.3        2.8
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  :        42:        10         13          3         11         13         23         27:
Old  :        42:        10         13          3         11         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  :                 75.3       68.8       90.5       84.6       66.8       62.0       77.2       73.2
Old  :                 75.3       68.8       90.5       84.6       66.8       62.0       77.2       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, February 24, 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  :    36,006:     9,496      1,204      2,447     21,779     32,191     33,722     35,842:     2,284        164
Old  :    36,006:     9,496      1,204      2,447     21,779     32,191     33,722     35,842:     2,284        164
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :      -223:    -1,478       -470        657        661       -433       -160       -246:       -63         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        3.3        6.8       60.5       89.4       93.7       99.5:       6.3        0.5
Old  :     100.0:      26.4        3.3        6.8       60.5       89.4       93.7       99.5:       6.3        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  :        31:         9          8          4         11          8         21         19:
Old  :        31:         9          8          4         11          8         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.4       82.1       82.0       93.8       51.6       71.8       66.0       76.0
Old  :                 64.4       82.1       82.0       93.8       51.6       71.8       66.0       76.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 27, 2009