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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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  :   394,648:    60,356     61,472    139,848    162,896    141,510    363,099    342,830:    31,549     51,819
Old  :   219,214:    47,457     55,293     64,475     86,667     68,809    198,600    188,578:    20,614     30,636
Other:   175,435:    43,786     37,066     44,485     76,228     72,701    164,500    154,252:    10,935     21,183
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :    23,937:     1,470      7,226     21,588       -915     -4,843     22,143     23,971:     1,794        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       15.6       35.4       41.3       35.9       92.0       86.9:       8.0       13.1
Old  :     100.0:      21.6       25.2       29.4       39.5       31.4       90.6       86.0:       9.4       14.0
Other:     100.0:      25.0       21.1       25.4       43.5       41.4       93.8       87.9:       6.2       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       341:        67        122        168         77         93        275        308:
Old  :       306:        85        103        124         64         81        226        256:
Other:       244:        56         90         85         59         84        167        218:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       10.9       29.8       18.3       15.0        8.8       24.8       13.8
Old  :                 20.7       12.8       31.7       22.1       20.3       11.7       30.7       19.7
Other:                 31.1       12.6       42.7       21.4       30.7       10.0       38.8       15.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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  : 1,228,466:   133,664    121,700    419,807    539,886    475,493  1,093,357  1,017,001:   135,110    211,466
Old  :   891,304:    95,270    126,136    305,602    382,256    318,597    783,128    750,334:   108,177    140,970
Other:   337,162:    71,802     28,973     80,797    157,630    156,897    310,229    266,666:    26,933     70,496
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :   -19,349:     1,150       -975    -13,333     -3,778      3,544    -15,961    -10,764:    -3,388     -8,585
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        9.9       34.2       43.9       38.7       89.0       82.8:      11.0       17.2
Old  :     100.0:      10.7       14.2       34.3       42.9       35.7       87.9       84.2:      12.1       15.8
Other:     100.0:      21.3        8.6       24.0       46.8       46.5       92.0       79.1:       8.0       20.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       581:       115        156        216        234        247        488        514:
Old  :       567:       123        153        202        226        238        469        491:
Other:       384:        75         81         78         96        190        211        317:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.1       14.1       22.4       20.8        8.2        5.7       13.3        9.6
Old  :                 13.3       13.4       21.2       20.9        8.9        6.8       14.6       10.6
Other:                 24.0       16.4       39.2       26.6       19.9        8.7       29.1       13.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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  :    18,687:       533      2,017      1,318     14,596     12,295     16,447     15,631:     2,241      3,056
Old  :    11,324:       668      2,020      1,020      7,883      5,935      9,571      8,976:     1,753      2,348
Other:     7,363:         7        139        156      6,713      6,360      6,876      6,655:       487        708
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :      -644:       -19       -557       -233       -464       -472       -717     -1,263:        73        619
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9       10.8        7.1       78.1       65.8       88.0       83.6:      12.0       16.4
Old  :     100.0:       5.9       17.8        9.0       69.6       52.4       84.5       79.3:      15.5       20.7
Other:     100.0:       0.1        1.9        2.1       91.2       86.4       93.4       90.4:       6.6        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         8         14          7         20         13         31         31:
Old  :        42:        10         12          5         17         11         27         28:
Other:        23:         1          4          4         11         11         16         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  :                 43.8       54.8       62.9       64.1       34.2       35.0       47.0       42.7
Old  :                 40.0       44.0       57.7       56.2       37.3       31.3       49.0       42.0
Other:                 68.1       73.4       86.7       86.3       48.6       47.6       57.1       52.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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  :   461,414:    69,017     22,042    160,640    182,804    206,671    412,461    389,354:    48,953     72,061
Old  :   351,528:    51,168     27,931    114,397    145,480    160,147    311,045    302,476:    40,483     49,053
Other:   109,886:    32,133      8,394     31,960     37,324     46,524    101,416     86,878:     8,470     23,008
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :     2,062:     3,026     -4,715     -2,260     -1,789      9,618     -1,023      2,644:     3,085       -582
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0        4.8       34.8       39.6       44.8       89.4       84.4:      10.6       15.6
Old  :     100.0:      14.6        7.9       32.5       41.4       45.6       88.5       86.0:      11.5       14.0
Other:     100.0:      29.2        7.6       29.1       34.0       42.3       92.3       79.1:       7.7       20.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       357:       115         95        161        105        118        311        305:
Old  :       348:       110        105        147         99        111        290        292:
Other:       204:        65         40         57         56         81        150        156:
     :----------------------------------------------------------------------------------------------------
     :             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       21.8       28.8       32.4        9.9       11.6       15.5       17.0
Old  :                 19.4       22.6       29.8       32.8       12.6       13.2       19.8       18.2
Other:                 29.5       31.1       44.5       40.0       20.3       17.3       27.5       22.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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  :   250,936:    21,795     26,311     65,378    135,335    132,510    222,507    224,200:    28,429     26,737
Old  :   217,894:    28,287     29,040     45,275    119,701    118,108    193,263    192,423:    24,631     25,470
Other:    33,043:     4,507      8,270      9,104     15,634     14,402     29,245     31,776:     3,798      1,266
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :    -8,574:     3,595     -3,699     -4,977    -12,707       -544    -14,089     -9,220:     5,515        647
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       10.5       26.1       53.9       52.8       88.7       89.3:      11.3       10.7
Old  :     100.0:      13.0       13.3       20.8       54.9       54.2       88.7       88.3:      11.3       11.7
Other:     100.0:      13.6       25.0       27.6       47.3       43.6       88.5       96.2:      11.5        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        35         48         70         66         66        155        158:
Old  :       188:        44         46         66         64         63        149        153:
Other:        80:        12         22         22         35         22         63         52:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.0       24.1       26.5       36.1       10.7       19.1       18.3       24.9
Old  :                 16.5       27.4       27.2       37.6       12.6       21.8       21.7       28.9
Other:                 39.5       51.9       58.3       68.8       27.9       35.1       40.4       48.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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  :   840,097:    34,045    121,601     65,341    618,286    480,786    717,672    667,728:   122,425    172,369
Old  :   840,097:    34,045    121,601     65,341    618,286    480,786    717,672    667,728:   122,425    172,369
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :     9,214:    -1,778     -5,828      6,139      2,158      1,637      6,519      1,948:     2,694      7,265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       14.5        7.8       73.6       57.2       85.4       79.5:      14.6       20.5
Old  :     100.0:       4.1       14.5        7.8       73.6       57.2       85.4       79.5:      14.6       20.5
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  :       142:        19         34         36         72         75        115        121:
Old  :       142:        19         34         36         72         75        115        121:
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  :                 30.3       23.6       41.1       30.7       28.4       22.3       37.1       29.0
Old  :                 30.3       23.6       41.1       30.7       28.4       22.3       37.1       29.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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  :   149,943:    26,213      4,719     27,979     67,138     96,849    121,330    129,546:    28,612     20,396
Old  :   131,061:    24,686      5,642     23,837     56,407     82,713    104,930    112,191:    26,131     18,870
Other:    18,882:     3,029        578      2,641     10,731     14,136     16,400     17,355:     2,481      1,527
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :      -599:     1,355       -420     -2,029       -404      3,332     -1,078        883:       478     -1,482
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5        3.1       18.7       44.8       64.6       80.9       86.4:      19.1       13.6
Old  :     100.0:      18.8        4.3       18.2       43.0       63.1       80.1       85.6:      19.9       14.4
Other:     100.0:      16.0        3.1       14.0       56.8       74.9       86.9       91.9:      13.1        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        43         24         41         61         58        127        105:
Old  :       144:        44         26         39         58         57        122        104:
Other:        65:        16          9         17         34         18         60         36:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.5       34.2       24.6       46.5        9.0       29.1       15.9       35.7
Old  :                 17.3       33.7       26.2       44.1       14.0       29.8       21.4       36.9
Other:                 25.3       64.5       40.6       75.4       24.7       59.3       37.4       65.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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  :     7,497:     1,301      1,250        896      4,300      3,423      6,497      5,569:     1,000      1,929
Old  :     6,119:     1,297      1,341        651      3,235      2,533      5,183      4,525:       937      1,594
Other:     1,378:       117         22        133      1,065        889      1,314      1,044:        64        334
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :      -748:       204       -204        -28       -634       -338       -458       -570:      -289       -178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       16.7       12.0       57.3       45.7       86.7       74.3:      13.3       25.7
Old  :     100.0:      21.2       21.9       10.6       52.9       41.4       84.7       73.9:      15.3       26.1
Other:     100.0:       8.5        1.6        9.6       77.3       64.5       95.4       75.7:       4.6       24.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         8         13          7         18         14         32         29:
Old  :        46:         8         13          6         18         13         31         28:
Other:        17:         5          2          5          4          8         10         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.0       34.3       48.6       48.7       33.0       33.3       45.8       42.2
Old  :                 28.7       36.3       46.6       49.4       28.7       33.9       44.4       43.1
Other:                 83.8       43.9       94.1       70.6       77.9       41.7       78.1       57.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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  :   516,232:    64,920     60,572     15,029    344,262    364,951    424,211    440,552:    92,021     75,680
Old  :   516,232:    64,920     60,572     15,029    344,262    364,951    424,211    440,552:    92,021     75,680
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :    21,705:      -295      1,860        960     17,415     19,111     18,080     21,931:     3,625       -226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       11.7        2.9       66.7       70.7       82.2       85.3:      17.8       14.7
Old  :     100.0:      12.6       11.7        2.9       66.7       70.7       82.2       85.3:      17.8       14.7
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  :       161:        27         28         14         79         80        111        117:
Old  :       161:        27         28         14         79         80        111        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  :                 17.1       31.5       26.7       41.1       15.9       25.0       23.4       33.1
Old  :                 17.1       31.5       26.7       41.1       15.9       25.0       23.4       33.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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  : 1,484,779:   113,273    151,035    218,958    916,055    841,398  1,248,286  1,211,391:   236,492    273,387
Old  : 1,484,779:   113,273    151,035    218,958    916,055    841,398  1,248,286  1,211,391:   236,492    273,387
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :    50,165:     8,757     23,754     39,165    -22,392      8,208     25,531     71,126:    24,634    -20,962
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       10.2       14.7       61.7       56.7       84.1       81.6:      15.9       18.4
Old  :     100.0:       7.6       10.2       14.7       61.7       56.7       84.1       81.6:      15.9       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  :       219:        37         51         52        111        111        180        182:
Old  :       219:        37         51         52        111        111        180        182:
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  :                 19.5       14.1       28.0       20.1       16.7        7.1       23.2       11.1
Old  :                 19.5       14.1       28.0       20.1       16.7        7.1       23.2       11.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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  : 1,070,479:    75,541    111,046     65,318    759,440    712,217    900,299    888,582:   170,180    181,897
Old  : 1,070,479:    75,541    111,046     65,318    759,440    712,217    900,299    888,582:   170,180    181,897
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :    30,278:    -1,102        494      8,859     32,328     71,341     40,085     80,694:    -9,807    -50,416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       10.4        6.1       70.9       66.5       84.1       83.0:      15.9       17.0
Old  :     100.0:       7.1       10.4        6.1       70.9       66.5       84.1       83.0:      15.9       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        19         35         30         71         66        111        110:
Old  :       140:        19         35         30         71         66        111        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  :                 29.8       40.5       41.4       48.4       20.3       28.5       28.1       34.5
Old  :                 29.8       40.5       41.4       48.4       20.3       28.5       28.1       34.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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  :   625,635:   150,503     17,299    284,698    157,362    296,162    592,562    598,159:    33,072     27,476
Old  :   625,635:   150,503     17,299    284,698    157,362    296,162    592,562    598,159:    33,072     27,476
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :    17,493:     7,588       -504        654      7,357     19,287     15,599     19,438:     1,894     -1,945
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        2.8       45.5       25.2       47.3       94.7       95.6:       5.3        4.4
Old  :     100.0:      24.1        2.8       45.5       25.2       47.3       94.7       95.6:       5.3        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  :        79:        23         13         33         37         29         76         64:
Old  :        79:        23         13         33         37         29         76         64:
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  :                 38.2       36.3       54.5       55.5       16.9       24.6       24.1       32.0
Old  :                 38.2       36.3       54.5       55.5       16.9       24.6       24.1       32.0
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, February 10, 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  :    21,391:     3,577      4,170         87     13,540     13,612     17,204     17,869:     4,187      3,523
Old  :    21,391:     3,577      4,170         87     13,540     13,612     17,204     17,869:     4,187      3,523
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :     2,377:      -977       -105         85      3,130      2,278      2,238      2,258:       139        119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       19.5        0.4       63.3       63.6       80.4       83.5:      19.6       16.5
Old  :     100.0:      16.7       19.5        0.4       63.3       63.6       80.4       83.5:      19.6       16.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         5          8          5         12          6         21         15:
Old  :        30:         5          8          5         12          6         21         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       62.4       68.3       75.9       50.3       62.4       68.3       75.9
Old  :                 50.3       62.4       68.3       75.9       50.3       62.4       68.3       75.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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  :    84,546:    22,652     16,557        906     44,426     53,370     67,984     70,833:    16,562     13,714
Old  :    84,546:    22,652     16,557        906     44,426     53,370     67,984     70,833:    16,562     13,714
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :    -1,900:    -1,410     -1,138         10     -2,538      1,019     -3,938       -109:     2,038     -1,791
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       19.6        1.1       52.5       63.1       80.4       83.8:      19.6       16.2
Old  :     100.0:      26.8       19.6        1.1       52.5       63.1       80.4       83.8:      19.6       16.2
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  :        96:        25         27         10         28         27         56         61:
Old  :        96:        25         27         10         28         27         56         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       33.3       44.4       48.4       28.3       26.7       38.3       39.3
Old  :                 31.2       33.3       44.4       48.4       28.3       26.7       38.3       39.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    36,110:     9,611      6,242         87     26,154     29,721     35,852     36,050:       258         60
Old  :    36,110:     9,611      6,242         87     26,154     29,721     35,852     36,050:       258         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :     6,302:        76        837        -70      6,634      5,685      6,640      6,452:      -338       -150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       17.3        0.2       72.4       82.3       99.3       99.8:       0.7        0.2
Old  :     100.0:      26.6       17.3        0.2       72.4       82.3       99.3       99.8:       0.7        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  :        42:         9         13          2         10         13         21         26:
Old  :        42:         9         13          2         10         13         21         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  :                 87.5       80.7       95.1       92.1       87.5       79.9       95.1       91.4
Old  :                 87.5       80.7       95.1       92.1       87.5       79.9       95.1       91.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    36,053:    10,950      1,068      1,647     20,904     32,828     33,501     35,543:     2,552        510
Old  :    36,053:    10,950      1,068      1,647     20,904     32,828     33,501     35,543:     2,552        510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :      -869:       202        -89          6     -2,484       -974     -2,276     -1,057:     1,407        188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        3.0        4.6       58.0       91.1       92.9       98.6:       7.1        1.4
Old  :     100.0:      30.4        3.0        4.6       58.0       91.1       92.9       98.6:       7.1        1.4
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  :        31:        10          7          3         11          7         21         17:
Old  :        31:        10          7          3         11          7         21         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  :                 57.8       89.2       77.1       96.8       53.2       80.7       69.0       84.7
Old  :                 57.8       89.2       77.1       96.8       53.2       80.7       69.0       84.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 13, 2009