```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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  :   352,949:    60,903     53,219    104,855    160,555    147,469    326,313    305,544:    26,636     47,405
Old  :   221,351:    44,305     45,844     64,331     96,202     83,344    204,838    193,518:    16,513     27,832
Other:   131,598:    28,098     18,875     29,025     64,353     64,125    121,475    112,025:    10,123     19,573
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     7,785:      -895      4,080      6,969      2,689     -3,983      8,764      7,066:      -979        719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       15.1       29.7       45.5       41.8       92.5       86.6:       7.5       13.4
Old  :     100.0:      20.0       20.7       29.1       43.5       37.7       92.5       87.4:       7.5       12.6
Other:     100.0:      21.4       14.3       22.1       48.9       48.7       92.3       85.1:       7.7       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       308:        71        118        126         80         97        245        265:
Old  :       292:        74        112         95         70         83        216        226:
Other:       201:        48         59         64         51         84        135        177:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       13.2       33.1       22.0       16.7       11.1       27.6       16.2
Old  :                 22.4       14.7       33.7       24.2       22.0       12.6       32.1       19.7
Other:                 40.6       15.0       52.5       24.8       39.8       12.2       46.7       17.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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  : 1,270,167:   126,067     98,765    450,528    553,947    504,944  1,130,543  1,054,237:   139,624    215,929
Old  :   957,555:    97,878    104,465    343,250    402,625    354,214    843,753    801,929:   113,801    155,626
Other:   312,612:    60,340     26,451     75,128    151,322    150,730    286,789    252,308:    25,823     60,304
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     1,143:    -1,964     10,340     15,045     -2,344    -34,310     10,737     -8,925:    -9,594     10,068
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        7.8       35.5       43.6       39.8       89.0       83.0:      11.0       17.0
Old  :     100.0:      10.2       10.9       35.8       42.0       37.0       88.1       83.7:      11.9       16.3
Other:     100.0:      19.3        8.5       24.0       48.4       48.2       91.7       80.7:       8.3       19.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       615:       149        154        230        238        262        504        549:
Old  :       605:       148        157        215        229        256        482        532:
Other:       372:        65         77         64         96        191        192        302:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.2       15.8       22.3       22.5        7.9        6.8       13.5       10.0
Old  :                 13.3       14.3       20.8       21.5        8.7        6.1       14.2        9.8
Other:                 25.1       21.4       40.2       30.9       19.8       10.3       30.5       14.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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  :    18,444:       726      1,732      1,200     14,432     13,023     16,357     15,955:     2,087      2,489
Old  :    11,554:       767      1,738        922      8,243      7,042      9,931      9,702:     1,622      1,851
Other:     6,891:        33         68        204      6,189      5,981      6,426      6,253:       465        638
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :       580:        60         78         27        586        470        673        575:       -93          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9        9.4        6.5       78.2       70.6       88.7       86.5:      11.3       13.5
Old  :     100.0:       6.6       15.0        8.0       71.3       61.0       86.0       84.0:      14.0       16.0
Other:     100.0:       0.5        1.0        3.0       89.8       86.8       93.3       90.7:       6.7        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         7         11          7         22         16         33         31:
Old  :        43:         9         10          5         21         13         31         27:
Other:        22:         2          3          3         10         11         14         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.7       56.0       63.5       66.6       36.9       39.5       50.1       48.5
Old  :                 40.0       45.4       55.8       60.6       39.9       37.4       53.3       51.4
Other:                 71.8       73.8       86.9       86.4       49.8       45.7       54.9       51.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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  :   413,270:    61,733     19,345    141,396    165,700    186,742    368,829    347,483:    44,441     65,788
Old  :   330,536:    55,513     21,397    104,736    131,724    157,770    291,974    283,904:    38,562     46,632
Other:    82,734:    20,043     11,772     22,836     33,976     28,971     76,855     63,579:     5,879     19,155
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :    17,340:     6,098         -7     13,347      2,378      1,989     21,823     15,329:    -4,483      2,010
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9        4.7       34.2       40.1       45.2       89.2       84.1:      10.8       15.9
Old  :     100.0:      16.8        6.5       31.7       39.9       47.7       88.3       85.9:      11.7       14.1
Other:     100.0:      24.2       14.2       27.6       41.1       35.0       92.9       76.8:       7.1       23.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       329:       110         73        132        101        121        275        279:
Old  :       318:       105         75        124         94        110        257        263:
Other:       189:        46         44         43         49         83        121        147:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.8       26.7       28.7       36.4       10.7       15.2       16.9       19.8
Old  :                 20.0       27.7       28.8       38.9       13.1       17.9       20.4       24.2
Other:                 35.3       30.5       52.0       40.4       25.3       14.7       31.6       19.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    11,574:     7,303      1,477        945          0      1,130      8,248      3,552:     3,326      8,022
Old  :     7,771:     4,161      1,639        726          0        534      4,887      2,899:     2,884      4,872
Other:     3,803:     3,354         50          7          0        596      3,361        653:       442      3,150
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.1       12.8        8.2        0.0        9.8       71.3       30.7:      28.7       69.3
Old  :     100.0:      53.5       21.1        9.3        0.0        6.9       62.9       37.3:      37.1       62.7
Other:     100.0:      88.2        1.3        0.2        0.0       15.7       88.4       17.2:      11.6       82.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        12          7         10          0          3         14         18:
Old  :        22:        11          8          9          0          3         13         18:
Other:        15:        10          2          3          0          3         10          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.1       13.1       60.6       22.0       43.7       13.1       57.4       20.8
Old  :                 36.2       15.2       53.8       26.4       33.9       15.2       49.5       24.1
Other:                 66.2       16.9       86.8       17.2       66.1       16.9       86.6       17.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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  :   240,463:    15,490     23,127     64,087    136,291    132,381    215,869    219,596:    24,594     20,866
Old  :   211,711:    20,458     26,174     46,329    123,115    119,600    189,901    192,102:    21,810     19,609
Other:    28,751:     4,444      6,365      8,347     13,176     12,781     25,967     27,494:     2,784      1,258
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     3,710:    -2,189     -5,242      2,105      4,535      6,527      4,450      3,390:      -740        320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4        9.6       26.7       56.7       55.1       89.8       91.3:      10.2        8.7
Old  :     100.0:       9.7       12.4       21.9       58.2       56.5       89.7       90.7:      10.3        9.3
Other:     100.0:      15.5       22.1       29.0       45.8       44.5       90.3       95.6:       9.7        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        31         37         64         65         65        144        146:
Old  :       176:        43         38         62         62         63        139        144:
Other:        74:         9         23         18         33         17         57         44:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.9       22.6       32.3       36.0       14.2       15.4       22.5       22.3
Old  :                 19.0       24.4       30.9       36.6       15.0       18.4       24.3       25.5
Other:                 50.7       55.0       68.4       67.8       36.6       33.7       47.0       44.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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  :   824,786:    62,560    140,802     53,863    588,637    471,452    705,060    666,117:   119,726    158,669
Old  :   824,786:    62,560    140,802     53,863    588,637    471,452    705,060    666,117:   119,726    158,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :    -3,824:     5,400    -16,182        481      7,736     12,458     13,618     -3,242:   -17,441       -581
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       17.1        6.5       71.4       57.2       85.5       80.8:      14.5       19.2
Old  :     100.0:       7.6       17.1        6.5       71.4       57.2       85.5       80.8:      14.5       19.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       148:        25         32         33         61         79        105        125:
Old  :       148:        25         32         33         61         79        105        125:
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  :                 32.2       18.2       44.3       25.5       30.1       17.9       40.9       25.2
Old  :                 32.2       18.2       44.3       25.5       30.1       17.9       40.9       25.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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  :   134,946:    21,075      6,868     28,706     59,051     81,685    108,832    117,260:    26,114     17,686
Old  :   120,217:    20,302      8,208     23,831     52,059     71,597     96,191    103,636:    24,026     16,581
Other:    14,729:     2,630        516      3,019      6,992     10,089     12,641     13,624:     2,088      1,105
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :      -237:       117     -1,152         67       -631      2,822       -447      1,736:       211     -1,973
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6        5.1       21.3       43.8       60.5       80.6       86.9:      19.4       13.1
Old  :     100.0:      16.9        6.8       19.8       43.3       59.6       80.0       86.2:      20.0       13.8
Other:     100.0:      17.9        3.5       20.5       47.5       68.5       85.8       92.5:      14.2        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       148:        38         24         39         57         55        122        100:
Old  :       147:        39         29         39         55         54        120         99:
Other:        61:        17         10         15         27         15         50         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       31.4       26.4       43.4       12.5       27.9       19.9       35.1
Old  :                 17.8       33.3       27.3       43.1       16.5       29.6       24.1       37.4
Other:                 26.3       55.7       42.0       69.0       25.2       52.1       37.1       61.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     6,331:     1,129        581        428      3,865      3,900      5,423      4,909:       908      1,421
Old  :     5,788:     1,119        573        363      3,433      3,588      4,915      4,524:       873      1,264
Other:       543:        10          8         65        432        312        508        385:        35        157
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :      -222:         4         33        -19       -172       -334       -187       -320:       -34         98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8        9.2        6.8       61.1       61.6       85.7       77.5:      14.3       22.5
Old  :     100.0:      19.3        9.9        6.3       59.3       62.0       84.9       78.2:      15.1       21.8
Other:     100.0:       1.8        1.4       12.1       79.7       57.5       93.6       71.0:       6.4       29.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         7         11          5         18         16         28         29:
Old  :        47:         8         10          5         18         15         28         28:
Other:        12:         2          3          4          3          5          8          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 38.1       44.1       55.4       56.4       38.1       44.1       54.8       53.5
Old  :                 36.0       45.4       54.2       58.2       36.0       45.4       54.2       55.7
Other:                 90.6       56.9       93.6       70.4       63.1       39.4       63.1       40.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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  :   550,026:    64,476     79,166     19,573    379,879    374,357    463,929    473,097:    86,097     76,929
Old  :   550,026:    64,476     79,166     19,573    379,879    374,357    463,929    473,097:    86,097     76,929
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :    25,718:        85     -7,945      8,497        959     19,359      9,541     19,911:    16,177      5,807
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       14.4        3.6       69.1       68.1       84.3       86.0:      15.7       14.0
Old  :     100.0:      11.7       14.4        3.6       69.1       68.1       84.3       86.0:      15.7       14.0
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  :       146:        26         28         16         66         71         97        110:
Old  :       146:        26         28         16         66         71         97        110:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       29.9       36.9       38.9       23.9       21.8       31.1       29.7
Old  :                 25.8       29.9       36.9       38.9       23.9       21.8       31.1       29.7
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 13, 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  : 1,347,005:   130,152    112,067    156,917    846,516    791,896  1,133,585  1,060,880:   213,420    286,125
Old  : 1,347,005:   130,152    112,067    156,917    846,516    791,896  1,133,585  1,060,880:   213,420    286,125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :    18,402:   -27,293    -22,884     11,608     32,791     19,965     17,106      8,688:     1,297      9,714
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7        8.3       11.6       62.8       58.8       84.2       78.8:      15.8       21.2
Old  :     100.0:       9.7        8.3       11.6       62.8       58.8       84.2       78.8:      15.8       21.2
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  :       200:        43         40         57         89        101        158        172:
Old  :       200:        43         40         57         89        101        158        172:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       18.2       32.6       26.3       22.4       14.0       29.9       19.5
Old  :                 23.4       18.2       32.6       26.3       22.4       14.0       29.9       19.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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  : 1,099,017:    96,303    154,910     57,915    762,345    698,523    916,563    911,348:   182,455    187,669
Old  : 1,099,017:    96,303    154,910     57,915    762,345    698,523    916,563    911,348:   182,455    187,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     8,194:    -9,122      8,103      6,779     11,709     -8,996      9,366      5,886:    -1,172      2,308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       14.1        5.3       69.4       63.6       83.4       82.9:      16.6       17.1
Old  :     100.0:       8.8       14.1        5.3       69.4       63.6       83.4       82.9:      16.6       17.1
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  :       151:        26         36         32         73         68        116        119:
Old  :       151:        26         36         32         73         68        116        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       37.5       41.7       45.1       21.4       25.8       28.0       31.4
Old  :                 30.2       37.5       41.7       45.1       21.4       25.8       28.0       31.4
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 13, 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  :   708,113:   160,834     16,033    335,779    177,198    320,688    673,811    672,500:    34,302     35,613
Old  :   708,113:   160,834     16,033    335,779    177,198    320,688    673,811    672,500:    34,302     35,613
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     7,321:     1,786      1,481      1,252      2,614      4,895      5,652      7,628:     1,669       -307
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        2.3       47.4       25.0       45.3       95.2       95.0:       4.8        5.0
Old  :     100.0:      22.7        2.3       47.4       25.0       45.3       95.2       95.0:       4.8        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  :        76:        27         11         32         33         28         71         63:
Old  :        76:        27         11         32         33         28         71         63:
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  :                 40.2       37.4       57.1       54.7       16.1       19.6       22.0       28.0
Old  :                 40.2       37.4       57.1       54.7       16.1       19.6       22.0       28.0
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 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    12,583:     3,533      3,692          0      5,765      5,379      9,298      9,071:     3,285      3,511
Old  :    12,583:     3,533      3,692          0      5,765      5,379      9,298      9,071:     3,285      3,511
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     2,150:       581        -21        -12         71      3,121        640      3,088:     1,510       -938
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       29.3        0.0       45.8       42.8       73.9       72.1:      26.1       27.9
Old  :     100.0:      28.1       29.3        0.0       45.8       42.8       73.9       72.1:      26.1       27.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         4          7          0         13          6         17         13:
Old  :        27:         4          7          0         13          6         17         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       54.0       56.2       64.4       42.1       54.0       56.2       64.4
Old  :                 42.1       54.0       56.2       64.4       42.1       54.0       56.2       64.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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  :    70,421:    19,780     11,290        638     36,381     42,926     56,799     54,854:    13,622     15,567
Old  :    70,421:    19,780     11,290        638     36,381     42,926     56,799     54,854:    13,622     15,567
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     1,333:    -1,009        999        115       -970        795     -1,865      1,910:     3,198       -576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       16.0        0.9       51.7       61.0       80.7       77.9:      19.3       22.1
Old  :     100.0:      28.1       16.0        0.9       51.7       61.0       80.7       77.9:      19.3       22.1
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  :        81:        25         16          5         27         22         53         42:
Old  :        81:        25         16          5         27         22         53         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       34.4       41.2       51.8       22.5       28.0       33.8       40.0
Old  :                 26.9       34.4       41.2       51.8       22.5       28.0       33.8       40.0
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 13, 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  :    28,319:    14,701      9,814        212     13,142     18,089     28,055     28,115:       264        204
Old  :    28,319:    14,701      9,814        212     13,142     18,089     28,055     28,115:       264        204
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :    -2,701:    -2,996      2,720         25        231     -5,519     -2,740     -2,774:        39         73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.9       34.7        0.7       46.4       63.9       99.1       99.3:       0.9        0.7
Old  :     100.0:      51.9       34.7        0.7       46.4       63.9       99.1       99.3:       0.9        0.7
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  :        39:        11         12          3          9         13         22         26:
Old  :        39:        11         12          3          9         13         22         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.1       75.0       92.2       90.2       81.5       73.9       91.5       89.0
Old  :                 82.1       75.0       92.2       90.2       81.5       73.9       91.5       89.0
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 13, 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  :    48,446:    24,126        948      1,702     18,582     42,344     44,410     44,994:     4,036      3,452
Old  :    48,446:    24,126        948      1,702     18,582     42,344     44,410     44,994:     4,036      3,452
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :    -1,720:    -7,303       -196         39      1,876     -4,984     -5,388     -5,141:     3,668      3,421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.8        2.0        3.5       38.4       87.4       91.7       92.9:       8.3        7.1
Old  :     100.0:      49.8        2.0        3.5       38.4       87.4       91.7       92.9:       8.3        7.1
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  :        33:        13          6          3         11          7         24         16:
Old  :        33:        13          6          3         11          7         24         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.1       81.7       80.2       91.2       54.7       75.7       72.6       80.4
Old  :                 58.1       81.7       80.2       91.2       54.7       75.7       72.6       80.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 16, 2009