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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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  :   366,634:    59,449     55,506    115,181    162,000    145,551    336,631    316,239:    30,004     50,396
Old  :   225,275:    42,363     47,825     68,148     95,753     79,863    206,264    195,836:    19,011     29,439
Other:   141,359:    31,658     22,253     32,461     66,247     65,688    130,366    120,402:    10,993     20,957
     :          :                                                                            :
     :          :          Changes in Commitments from: January 20, 2009                     :
     :     8,252:     1,262     -4,276      6,579     -4,098      3,991      3,743      6,294:     4,508      1,958
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       15.1       31.4       44.2       39.7       91.8       86.3:       8.2       13.7
Old  :     100.0:      18.8       21.2       30.3       42.5       35.5       91.6       86.9:       8.4       13.1
Other:     100.0:      22.4       15.7       23.0       46.9       46.5       92.2       85.2:       7.8       14.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:        69        114        130         75         91        241        261:
Old  :       281:        77        104         98         63         78        205        222:
Other:       207:        52         63         71         54         80        146        181:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.4       12.5       32.1       20.8       16.0       10.0       26.7       15.2
Old  :                 21.6       13.2       32.7       23.0       21.2       11.3       31.4       18.6
Other:                 37.1       14.8       49.6       24.5       36.7       12.2       43.2       18.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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  : 1,227,531:   127,317    102,347    430,026    538,809    484,648  1,096,152  1,017,020:   131,379    210,511
Old  :   910,565:    93,019    108,604    323,922    388,675    332,506    805,617    765,033:   104,949    145,533
Other:   316,966:    63,122     22,566     77,280    150,134    152,142    290,535    251,987:    26,430     64,978
     :          :                                                                            :
     :          :          Changes in Commitments from: January 20, 2009                     :
     :   -30,732:    -4,165      5,254    -16,236     -2,557    -14,386    -22,959    -25,369:    -7,774     -5,364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        8.3       35.0       43.9       39.5       89.3       82.9:      10.7       17.1
Old  :     100.0:      10.2       11.9       35.6       42.7       36.5       88.5       84.0:      11.5       16.0
Other:     100.0:      19.9        7.1       24.4       47.4       48.0       91.7       79.5:       8.3       20.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       575:       120        147        202        233        252        473        508:
Old  :       564:       116        153        187        226        245        453        490:
Other:       370:        78         65         69         96        192        202        300:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       16.1       22.8       22.5        8.2        7.0       13.4       10.3
Old  :                 13.6       15.0       21.2       22.2        9.0        6.9       14.8       10.5
Other:                 25.2       20.0       40.3       29.6       20.1        9.3       29.9       13.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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  :    18,457:       630      2,051      1,480     14,257     12,611     16,366     16,141:     2,090      2,315
Old  :    11,287:       741      2,056      1,128      7,764      6,393      9,633      9,577:     1,654      1,710
Other:     7,170:        31        136        210      6,493      6,218      6,734      6,565:       436        605
     :          :                                                                            :
     :          :          Changes in Commitments from: January 20, 2009                     :
     :        31:       -41        241        151       -182       -253        -72        138:       103       -107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       11.1        8.0       77.2       68.3       88.7       87.5:      11.3       12.5
Old  :     100.0:       6.6       18.2       10.0       68.8       56.6       85.3       84.8:      14.7       15.2
Other:     100.0:       0.4        1.9        2.9       90.6       86.7       93.9       91.6:       6.1        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         8         12          8         22         17         34         34:
Old  :        45:        11         10          7         19         14         30         31:
Other:        24:         2          4          3         11         11         15         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  :                 42.2       53.4       60.6       64.7       35.4       37.1       47.8       46.3
Old  :                 39.0       41.9       55.9       56.8       37.1       35.1       50.6       47.5
Other:                 68.7       74.1       85.2       86.3       47.8       47.1       56.2       52.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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  :   458,782:    66,615     22,928    160,884    186,934    208,327    414,433    392,139:    44,349     66,643
Old  :   360,601:    51,067     26,544    119,890    153,462    168,120    324,419    314,553:    36,182     46,048
Other:    98,181:    27,022      7,859     29,519     33,472     40,207     90,014     77,585:     8,167     20,596
     :          :                                                                            :
     :          :          Changes in Commitments from: January 20, 2009                     :
     :    16,299:     4,361       -800      3,513      8,316     12,256     16,190     14,969:       109      1,330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5        5.0       35.1       40.7       45.4       90.3       85.5:       9.7       14.5
Old  :     100.0:      14.2        7.4       33.2       42.6       46.6       90.0       87.2:      10.0       12.8
Other:     100.0:      27.5        8.0       30.1       34.1       41.0       91.7       79.0:       8.3       21.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       358:       111         84        155        109        127        304        311:
Old  :       346:       103         94        143        103        119        284        295:
Other:       200:        64         29         56         54         87        138        159:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.3       23.3       28.3       33.2        9.8       12.2       15.5       17.3
Old  :                 19.3       23.9       28.6       33.9       12.2       12.8       19.4       18.0
Other:                 31.1       30.9       47.4       39.9       22.3       16.6       30.1       22.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    12,629:     9,017      1,351        985          0      1,305     10,002      3,641:     2,627      8,988
Old  :     8,593:     5,521      1,411        818          0        697      6,339      2,926:     2,254      5,667
Other:     4,036:     3,656        100          7          0        608      3,663        715:       373      3,321
     :          :                                                                            :
     :          :          Changes in Commitments from: January 20, 2009                     :
     :       911:       753         99        118          0         91        871        308:        40        603
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.4       10.7        7.8        0.0       10.3       79.2       28.8:      20.8       71.2
Old  :     100.0:      64.2       16.4        9.5        0.0        8.1       73.8       34.1:      26.2       65.9
Other:     100.0:      90.6        2.5        0.2        0.0       15.1       90.8       17.7:       9.2       82.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        15          5         11          0          3         17         17:
Old  :        23:        15          5          9          0          3         16         16:
Other:        16:        11          2          3          0          3         11          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.8       14.2       64.5       23.8       46.2       13.7       60.6       21.0
Old  :                 38.8       18.5       58.8       29.5       37.8       16.3       53.2       24.5
Other:                 67.1       16.8       87.0       17.7       67.0       16.8       86.9       17.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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  :   249,622:    15,537     26,424     65,265    145,219    136,868    226,021    228,558:    23,602     21,064
Old  :   219,720:    19,457     29,569     47,241    132,415    123,140    199,114    199,949:    20,606     19,770
Other:    29,903:     4,684      5,460      9,419     12,804     13,729     26,907     28,608:     2,996      1,294
     :          :                                                                            :
     :          :          Changes in Commitments from: January 20, 2009                     :
     :    -1,674:        41        -27     -1,834      1,040       -704       -753     -2,565:      -921        891
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       10.6       26.1       58.2       54.8       90.5       91.6:       9.5        8.4
Old  :     100.0:       8.9       13.5       21.5       60.3       56.0       90.6       91.0:       9.4        9.0
Other:     100.0:      15.7       18.3       31.5       42.8       45.9       90.0       95.7:      10.0        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        34         42         71         64         66        149        159:
Old  :       188:        40         46         69         62         64        145        157:
Other:        75:        10         21         17         35         20         58         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       22.6       30.9       34.7       13.9       16.3       21.7       24.0
Old  :                 19.4       25.2       31.2       36.6       15.7       18.7       24.4       26.3
Other:                 45.9       55.2       64.9       70.2       32.8       34.9       41.9       44.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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  :   809,589:    40,800    121,233     47,706    600,199    478,538    688,705    647,477:   120,883    162,111
Old  :   809,589:    40,800    121,233     47,706    600,199    478,538    688,705    647,477:   120,883    162,111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 20, 2009                     :
     :    -9,717:    -1,095    -15,226     -9,072        392     16,708     -9,776     -7,590:        58     -2,127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       15.0        5.9       74.1       59.1       85.1       80.0:      14.9       20.0
Old  :     100.0:       5.0       15.0        5.9       74.1       59.1       85.1       80.0:      14.9       20.0
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  :       148:        24         30         32         68         80        108        126:
Old  :       148:        24         30         32         68         80        108        126:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.9       22.2       44.8       28.8       31.1       21.7       41.2       28.3
Old  :                 32.9       22.2       44.8       28.8       31.1       21.7       41.2       28.3
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 27, 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  :   146,117:    25,494      4,937     29,644     63,758     92,349    118,896    126,930:    27,221     19,187
Old  :   129,596:    23,474      6,063     25,514     55,753     80,168    104,741    111,745:    24,855     17,851
Other:    16,521:     3,509        363      2,641      8,005     12,181     14,155     15,185:     2,367      1,337
     :          :                                                                            :
     :          :          Changes in Commitments from: January 20, 2009                     :
     :     7,938:     3,750     -1,267      1,982      2,019      6,260      7,752      6,975:       186        962
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        3.4       20.3       43.6       63.2       81.4       86.9:      18.6       13.1
Old  :     100.0:      18.1        4.7       19.7       43.0       61.9       80.8       86.2:      19.2       13.8
Other:     100.0:      21.2        2.2       16.0       48.5       73.7       85.7       91.9:      14.3        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        42         25         39         65         57        132        103:
Old  :       152:        42         32         35         61         56        125        101:
Other:        67:        20          8         15         33         20         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  :                 17.1       34.3       25.3       45.7       10.2       29.7       16.6       36.4
Old  :                 17.3       35.6       25.9       43.9       13.8       31.3       21.4       38.0
Other:                 24.6       64.9       39.6       74.8       22.7       60.9       34.5       66.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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  :     7,165:     1,304        990        374      4,217      3,570      5,894      4,934:     1,270      2,231
Old  :     6,133:     1,319        992        264      3,365      2,914      4,948      4,170:     1,185      1,963
Other:     1,031:         3         16         92        852        656        946        764:        85        268
     :          :                                                                            :
     :          :          Changes in Commitments from: January 20, 2009                     :
     :       898:       127        290         61        492       -109        680        242:       218        656
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       13.8        5.2       58.9       49.8       82.3       68.9:      17.7       31.1
Old  :     100.0:      21.5       16.2        4.3       54.9       47.5       80.7       68.0:      19.3       32.0
Other:     100.0:       0.3        1.5        8.9       82.6       63.6       91.8       74.1:       8.2       25.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         9         10          3         16         13         26         25:
Old  :        42:         8         11          3         16         12         26         24:
Other:        12:         2          1          3          3          7          6         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 39.3       35.6       55.2       49.8       39.3       34.5       53.2       45.8
Old  :                 34.8       35.9       52.3       49.1       34.8       34.7       51.1       45.6
Other:                 89.7       49.5       91.8       72.5       74.2       45.7       74.2       56.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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  :   506,360:    72,889     64,388     14,615    332,824    355,083    420,328    434,087:    86,032     72,273
Old  :   506,360:    72,889     64,388     14,615    332,824    355,083    420,328    434,087:    86,032     72,273
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 20, 2009                     :
     :   -31,114:     1,474     -3,762     -7,819    -16,827    -15,813    -23,173    -27,394:    -7,941     -3,719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       12.7        2.9       65.7       70.1       83.0       85.7:      17.0       14.3
Old  :     100.0:      14.4       12.7        2.9       65.7       70.1       83.0       85.7:      17.0       14.3
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  :       150:        25         30         16         68         73        101        111:
Old  :       150:        25         30         16         68         73        101        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       32.8       29.6       42.7       17.7       25.7       24.6       34.0
Old  :                 20.1       32.8       29.6       42.7       17.7       25.7       24.6       34.0
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 27, 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  : 1,328,670:   123,334    109,209    137,212    853,757    796,105  1,114,303  1,042,526:   214,367    286,145
Old  : 1,328,670:   123,334    109,209    137,212    853,757    796,105  1,114,303  1,042,526:   214,367    286,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 20, 2009                     :
     :   -89,035:    -4,987    -11,805    -44,167    -24,107    -11,574    -73,261    -67,546:   -15,773    -21,488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        8.2       10.3       64.3       59.9       83.9       78.5:      16.1       21.5
Old  :     100.0:       9.3        8.2       10.3       64.3       59.9       83.9       78.5:      16.1       21.5
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  :       197:        38         33         48         96        107        155        167:
Old  :       197:        38         33         48         96        107        155        167:
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  :                 22.8       16.0       32.5       23.0       21.5       10.5       29.0       15.7
Old  :                 22.8       16.0       32.5       23.0       21.5       10.5       29.0       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, January 27, 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  : 1,016,234:    71,340    133,826     55,087    709,698    644,009    836,125    832,922:   180,109    183,312
Old  : 1,016,234:    71,340    133,826     55,087    709,698    644,009    836,125    832,922:   180,109    183,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 20, 2009                     :
     :   -29,663:    -6,084    -14,872     -2,859    -12,996    -12,874    -21,938    -30,605:    -7,725        941
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0       13.2        5.4       69.8       63.4       82.3       82.0:      17.7       18.0
Old  :     100.0:       7.0       13.2        5.4       69.8       63.4       82.3       82.0:      17.7       18.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        23         37         32         64         63        102        117:
Old  :       141:        23         37         32         64         63        102        117:
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       39.3       40.8       46.0       19.9       26.8       26.9       32.0
Old  :                 29.3       39.3       40.8       46.0       19.9       26.8       26.9       32.0
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 27, 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  :   719,540:   169,031     17,725    337,413    179,058    332,460    685,502    687,598:    34,038     31,942
Old  :   719,540:   169,031     17,725    337,413    179,058    332,460    685,502    687,598:    34,038     31,942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 20, 2009                     :
     :    18,296:     9,771       -146      2,436      4,248     15,505     16,456     17,795:     1,840        500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        2.5       46.9       24.9       46.2       95.3       95.6:       4.7        4.4
Old  :     100.0:      23.5        2.5       46.9       24.9       46.2       95.3       95.6:       4.7        4.4
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  :        84:        30         13         35         35         32         77         71:
Old  :        84:        30         13         35         35         32         77         71:
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  :                 39.8       37.3       55.6       55.2       16.4       22.0       22.2       29.8
Old  :                 39.8       37.3       55.6       55.2       16.4       22.0       22.2       29.8
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 27, 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  :    17,271:     4,462      4,142          4      9,704      9,940     14,170     14,086:     3,101      3,185
Old  :    17,271:     4,462      4,142          4      9,704      9,940     14,170     14,086:     3,101      3,185
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 20, 2009                     :
     :       289:       911         58         -1         44        287        954        345:      -665        -56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       24.0        0.0       56.2       57.6       82.0       81.6:      18.0       18.4
Old  :     100.0:      25.8       24.0        0.0       56.2       57.6       82.0       81.6:      18.0       18.4
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  :        32:         5          8          1         13          8         18         17:
Old  :        32:         5          8          1         13          8         18         17:
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  :                 53.7       51.7       68.4       68.1       53.7       51.7       68.4       68.1
Old  :                 53.7       51.7       68.4       68.1       53.7       51.7       68.4       68.1
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 27, 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  :    79,206:    22,305     14,848        717     41,618     46,655     64,641     62,220:    14,565     16,986
Old  :    79,206:    22,305     14,848        717     41,618     46,655     64,641     62,220:    14,565     16,986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 20, 2009                     :
     :       -54:     2,327      3,753        -63        464     -2,738      2,727        952:    -2,781     -1,006
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       18.7        0.9       52.5       58.9       81.6       78.6:      18.4       21.4
Old  :     100.0:      28.2       18.7        0.9       52.5       58.9       81.6       78.6:      18.4       21.4
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  :        91:        26         23          3         28         24         54         50:
Old  :        91:        26         23          3         28         24         54         50:
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  :                 33.6       30.2       46.4       48.8       30.1       25.6       40.0       38.9
Old  :                 33.6       30.2       46.4       48.8       30.1       25.6       40.0       38.9
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 27, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    21,718:    10,189      5,574        358     10,992     15,612     21,539     21,544:       179        174
Old  :    21,718:    10,189      5,574        358     10,992     15,612     21,539     21,544:       179        174
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 20, 2009                     :
     :    -3,529:    -3,462     -2,250        251       -345     -1,551     -3,556     -3,550:        27         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.9       25.7        1.6       50.6       71.9       99.2       99.2:       0.8        0.8
Old  :     100.0:      46.9       25.7        1.6       50.6       71.9       99.2       99.2:       0.8        0.8
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  :        39:        10         12          4          8         14         21         27:
Old  :        39:        10         12          4          8         14         21         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  :                 84.9       66.1       91.8       86.9       84.6       64.8       91.4       85.7
Old  :                 84.9       66.1       91.8       86.9       84.6       64.8       91.4       85.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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  :    37,562:    12,603      1,033      1,641     22,581     34,820     36,825     37,494:       737         68
Old  :    37,562:    12,603      1,033      1,641     22,581     34,820     36,825     37,494:       737         68
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 20, 2009                     :
     :    -6,265:    -3,295       -159        -71     -2,824     -6,070     -6,190     -6,300:       -75         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        2.8        4.4       60.1       92.7       98.0       99.8:       2.0        0.2
Old  :     100.0:      33.6        2.8        4.4       60.1       92.7       98.0       99.8:       2.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        11          6          2         11          7         22         15:
Old  :        31:        11          6          2         11          7         22         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  :                 65.4       87.3       85.6       98.3       56.8       79.2       73.9       82.8
Old  :                 65.4       87.3       85.6       98.3       56.8       79.2       73.9       82.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 30, 2009