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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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  :   390,190:    64,231     69,393    119,905    176,710    154,049    360,846    343,346:    29,344     46,844
Old  :   149,662:    40,399     49,157     25,736     70,698     58,306    136,833    133,199:    12,830     16,464
Other:   240,528:    50,429     46,833     67,571    106,012     95,743    224,013    210,148:    16,515     30,380
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :    20,030:     3,033     -5,242     12,124      4,167     12,182     19,324     19,064:       706        966
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       17.8       30.7       45.3       39.5       92.5       88.0:       7.5       12.0
Old  :     100.0:      27.0       32.8       17.2       47.2       39.0       91.4       89.0:       8.6       11.0
Other:     100.0:      21.0       19.5       28.1       44.1       39.8       93.1       87.4:       6.9       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       328:        79        122        146         79         92        259        289:
Old  :       273:        89         97         63         60         56        183        182:
Other:       266:        69         99        101         66         88        197        233:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       11.9       30.5       19.1       14.4        8.9       24.4       13.9
Old  :                 25.8       19.2       40.3       30.2       25.7       17.7       40.2       28.4
Other:                 26.9       11.3       37.9       18.6       24.1        8.1       32.3       13.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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  : 1,160,066:   145,526     78,725    364,003    512,958    507,560  1,022,486    950,288:   137,579    209,778
Old  :   771,846:    92,487     89,742    237,515    340,192    322,090    670,193    649,347:   101,653    122,499
Other:   388,220:    82,459     18,403     97,068    172,766    185,471    352,293    300,941:    35,927     87,278
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :    40,293:     5,639    -30,767     24,986      9,257     45,777     39,882     39,996:       411        297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        6.8       31.4       44.2       43.8       88.1       81.9:      11.9       18.1
Old  :     100.0:      12.0       11.6       30.8       44.1       41.7       86.8       84.1:      13.2       15.9
Other:     100.0:      21.2        4.7       25.0       44.5       47.8       90.7       77.5:       9.3       22.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       547:       131        130        201        220        238        469        468:
Old  :       525:       111        144        175        208        224        432        436:
Other:       406:       116         62         96        111        198        256        327:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       13.4       20.4       21.6        8.4        7.9       13.8       11.6
Old  :                 12.3       14.3       21.5       22.6       10.0        8.7       16.6       12.9
Other:                 20.1       12.5       32.5       22.6       18.1        8.6       26.4       13.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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  :    15,663:       661      2,200      1,486     11,233      9,509     13,381     13,195:     2,282      2,467
Old  :     7,561:       704      2,032        622      4,795      3,141      6,120      5,795:     1,441      1,766
Other:     8,102:       156        367        665      6,439      6,367      7,260      7,400:       841        702
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :      -464:       163       -264         -1       -810        -96       -648       -361:       184       -103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       14.0        9.5       71.7       60.7       85.4       84.2:      14.6       15.8
Old  :     100.0:       9.3       26.9        8.2       63.4       41.5       80.9       76.6:      19.1       23.4
Other:     100.0:       1.9        4.5        8.2       79.5       78.6       89.6       91.3:      10.4        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         7         11          5         21         14         31         28:
Old  :        38:         7         10          3         18         10         26         22:
Other:        28:         4          5          3         13         12         19         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       50.3       56.9       63.2       31.2       35.3       42.3       42.1
Old  :                 34.8       45.0       51.6       58.8       34.8       40.5       50.7       53.0
Other:                 52.9       66.4       75.2       80.5       41.7       50.7       52.4       57.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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  :   421,601:    60,968     38,520    141,050    176,427    176,215    378,444    355,785:    43,156     65,815
Old  :   279,815:    45,384     36,501     82,046    120,369    124,371    247,799    242,919:    32,016     36,897
Other:   141,785:    34,051     20,487     40,536     56,058     51,844    130,645    112,867:    11,141     28,919
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :    17,894:     7,693     -1,734     12,386        840     11,372     20,918     22,023:    -3,024     -4,129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5        9.1       33.5       41.8       41.8       89.8       84.4:      10.2       15.6
Old  :     100.0:      16.2       13.0       29.3       43.0       44.4       88.6       86.8:      11.4       13.2
Other:     100.0:      24.0       14.4       28.6       39.5       36.6       92.1       79.6:       7.9       20.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       341:        86        107        148        108        113        292        292:
Old  :       329:        84        108        129         96        103        260        272:
Other:       220:        64         46         66         76         81        170        168:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.9       17.7       28.9       28.7       11.0       10.1       17.7       14.2
Old  :                 19.3       19.7       31.6       30.7       15.0       13.7       24.6       19.8
Other:                 21.7       23.0       37.3       34.4       17.8       15.6       24.6       21.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    10,769:     7,184      1,452        579          0      1,094      7,763      3,125:     3,006      7,644
Old  :     5,826:     3,101      1,452        537          0        428      3,638      2,417:     2,188      3,409
Other:     4,943:     4,083          0         42          0        666      4,125        708:       818      4,235
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.7       13.5        5.4        0.0       10.2       72.1       29.0:      27.9       71.0
Old  :     100.0:      53.2       24.9        9.2        0.0        7.3       62.4       41.5:      37.6       58.5
Other:     100.0:      82.6        0.0        0.8        0.0       13.5       83.5       14.3:      16.5       85.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        11          6         10          0          3         12         18:
Old  :        20:        11          6         10          0          3         12         18:
Other:        12:         9          0          4          0          3          9          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.2       15.2       64.2       24.3       47.7       13.4       61.4       22.0
Old  :                 32.1       23.3       51.5       35.6       30.6       19.0       46.3       31.2
Other:                 70.5       14.0       83.4       14.3       70.4       13.5       82.5       13.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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  :   240,044:    20,489     44,194     55,788    139,133    114,740    215,410    214,722:    24,634     25,322
Old  :   199,387:    23,953     43,690     35,183    120,909     97,459    180,045    176,332:    19,342     23,055
Other:    40,657:     4,455      8,423     12,686     18,224     17,281     35,365     38,390:     5,292      2,267
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :     2,394:      -859      6,342     -2,261      6,408      1,522      3,288      5,603:      -894     -3,208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       18.4       23.2       58.0       47.8       89.7       89.5:      10.3       10.5
Old  :     100.0:      12.0       21.9       17.6       60.6       48.9       90.3       88.4:       9.7       11.6
Other:     100.0:      11.0       20.7       31.2       44.8       42.5       87.0       94.4:      13.0        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        42         60         62         63         61        147        159:
Old  :       193:        48         64         54         61         56        141        149:
Other:        90:        13         29         24         38         25         69         62:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.3       21.4       27.1       32.5       12.5       16.7       20.5       23.8
Old  :                 18.1       24.5       29.4       36.0       15.8       20.1       25.1       28.0
Other:                 31.9       45.6       47.0       62.3       20.0       32.3       28.3       41.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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  :   799,745:    37,903    138,666     51,820    591,018    450,746    680,741    641,232:   119,004    158,513
Old  :   799,745:    37,903    138,666     51,820    591,018    450,746    680,741    641,232:   119,004    158,513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :    10,360:    -1,423     -2,614      6,930     -2,739      8,355      2,768     12,670:     7,592     -2,310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       17.3        6.5       73.9       56.4       85.1       80.2:      14.9       19.8
Old  :     100.0:       4.7       17.3        6.5       73.9       56.4       85.1       80.2:      14.9       19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        27         35         44         73         76        125        130:
Old  :       151:        27         35         44         73         76        125        130:
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  :                 32.5       23.9       42.7       30.8       30.7       23.7       38.9       30.4
Old  :                 32.5       23.9       42.7       30.8       30.7       23.7       38.9       30.4
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, March 17, 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  :   125,278:    23,302      8,621     23,010     54,501     72,155    100,813    103,787:    24,465     21,491
Old  :   100,299:    22,719      9,050     15,549     41,279     56,314     79,547     80,913:    20,752     19,386
Other:    24,979:     3,231      2,220      4,813     13,222     15,841     21,266     22,874:     3,712      2,105
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :     1,100:     1,596     -3,942      1,879     -3,910      4,268       -435      2,205:     1,534     -1,105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6        6.9       18.4       43.5       57.6       80.5       82.8:      19.5       17.2
Old  :     100.0:      22.7        9.0       15.5       41.2       56.1       79.3       80.7:      20.7       19.3
Other:     100.0:      12.9        8.9       19.3       52.9       63.4       85.1       91.6:      14.9        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        36         30         39         61         50        123         99:
Old  :       142:        43         25         37         57         49        118         97:
Other:        75:        14         17         19         38         22         67         45:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3       30.2       24.2       43.9        9.9       24.8       15.8       32.0
Old  :                 16.4       29.1       24.9       39.4       11.1       28.2       16.8       34.0
Other:                 23.1       54.7       37.1       67.5       16.9       44.8       28.4       52.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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  :     7,349:     1,339      1,448        500      4,327      3,023      6,165      4,970:     1,184      2,379
Old  :     4,811:       663      1,455        153      2,950      1,546      3,766      3,154:     1,045      1,656
Other:     2,539:       779         96        244      1,377      1,476      2,399      1,816:       139        723
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :       325:       -56        136         15        392       -226        351        -76:       -26        401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       19.7        6.8       58.9       41.1       83.9       67.6:      16.1       32.4
Old  :     100.0:      13.8       30.2        3.2       61.3       32.1       78.3       65.6:      21.7       34.4
Other:     100.0:      30.7        3.8        9.6       54.2       58.1       94.5       71.5:       5.5       28.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        11         12          5         23         14         36         29:
Old  :        46:         9         12          4         23          9         34         23:
Other:        21:         6          2          3          4         11         10         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       35.1       53.5       45.1       39.0       34.1       52.2       40.8
Old  :                 29.5       41.7       44.2       49.9       29.1       41.5       43.7       49.6
Other:                 82.5       34.9       93.7       56.9       80.2       32.7       81.1       50.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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  :   490,191:    82,851     45,861     19,989    303,867    347,767    406,707    413,617:    83,485     76,574
Old  :   490,191:    82,851     45,861     19,989    303,867    347,767    406,707    413,617:    83,485     76,574
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :    20,216:     4,965     -8,351      2,617      8,618     12,610     16,199      6,875:     4,016     13,340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        9.4        4.1       62.0       70.9       83.0       84.4:      17.0       15.6
Old  :     100.0:      16.9        9.4        4.1       62.0       70.9       83.0       84.4:      17.0       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        28         23         16         66         65        101         97:
Old  :       138:        28         23         16         66         65        101         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       33.5       27.3       42.9       14.0       27.3       22.8       35.5
Old  :                 15.8       33.5       27.3       42.9       14.0       27.3       22.8       35.5
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, March 17, 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  : 1,332,874:    75,331    149,870    169,887    856,493    769,943  1,101,711  1,089,701:   231,162    243,172
Old  : 1,332,874:    75,331    149,870    169,887    856,493    769,943  1,101,711  1,089,701:   231,162    243,172
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :    84,885:    -1,413     13,131     24,463     45,888     49,451     68,938     87,045:    15,947     -2,160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       11.2       12.7       64.3       57.8       82.7       81.8:      17.3       18.2
Old  :     100.0:       5.7       11.2       12.7       64.3       57.8       82.7       81.8:      17.3       18.2
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  :       212:        32         49         54        115        112        180        182:
Old  :       212:        32         49         54        115        112        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  :                 18.8       15.8       28.1       21.5       18.0       12.3       25.6       16.6
Old  :                 18.8       15.8       28.1       21.5       18.0       12.3       25.6       16.6
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, March 17, 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  :   922,181:    97,524     78,029     25,667    634,448    655,772    757,639    759,467:   164,542    162,713
Old  :   922,181:    97,524     78,029     25,667    634,448    655,772    757,639    759,467:   164,542    162,713
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :   -55,890:   -18,952     -2,785      5,113    -30,054    -51,823    -43,893    -49,495:   -11,997     -6,394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        8.5        2.8       68.8       71.1       82.2       82.4:      17.8       17.6
Old  :     100.0:      10.6        8.5        2.8       68.8       71.1       82.2       82.4:      17.8       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        14         36         26         67         62         99        106:
Old  :       129:        14         36         26         67         62         99        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       34.3       41.4       43.2       13.8       22.3       23.0       28.4
Old  :                 28.7       34.3       41.4       43.2       13.8       22.3       23.0       28.4
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, March 17, 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  :   492,120:   149,563     18,041    130,839    176,385    313,735    456,787    462,615:    35,334     29,506
Old  :   492,120:   149,563     18,041    130,839    176,385    313,735    456,787    462,615:    35,334     29,506
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :    30,126:     6,600      5,190      6,278     17,019     17,792     29,897     29,260:       229        866
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        3.7       26.6       35.8       63.8       92.8       94.0:       7.2        6.0
Old  :     100.0:      30.4        3.7       26.6       35.8       63.8       92.8       94.0:       7.2        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        25         14         32         33         29         71         65:
Old  :        78:        25         14         32         33         29         71         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       37.7       44.0       53.8       22.9       35.6       31.9       41.0
Old  :                 30.0       37.7       44.0       53.8       22.9       35.6       31.9       41.0
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, March 17, 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  :    27,589:     6,073      4,887      1,366     15,332     15,967     22,772     22,221:     4,818      5,368
Old  :    27,589:     6,073      4,887      1,366     15,332     15,967     22,772     22,221:     4,818      5,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :       344:       219       -877         73       -103        318        189       -486:       156        831
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       17.7        5.0       55.6       57.9       82.5       80.5:      17.5       19.5
Old  :     100.0:      22.0       17.7        5.0       55.6       57.9       82.5       80.5:      17.5       19.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        10          9          9         14          8         29         21:
Old  :        37:        10          9          9         14          8         29         21:
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  :                 45.3       54.7       65.7       67.7       43.9       54.4       62.3       65.8
Old  :                 45.3       54.7       65.7       67.7       43.9       54.4       62.3       65.8
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, March 17, 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  :    95,591:    24,430     21,760      3,476     53,293     50,206     81,199     75,442:    14,391     20,149
Old  :    95,591:    24,430     21,760      3,476     53,293     50,206     81,199     75,442:    14,391     20,149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :    14,248:     1,579      5,096      1,527     15,395      2,914     18,501      9,537:    -4,253      4,711
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       22.8        3.6       55.8       52.5       84.9       78.9:      15.1       21.1
Old  :     100.0:      25.6       22.8        3.6       55.8       52.5       84.9       78.9:      15.1       21.1
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  :       102:        27         29         21         32         34         73         71:
Old  :       102:        27         29         21         32         34         73         71:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       28.5       45.1       42.9       31.7       21.9       41.3       33.1
Old  :                 33.4       28.5       45.1       42.9       31.7       21.9       41.3       33.1
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, March 17, 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  :    16,458:     5,604      2,199         81     10,683     13,995     16,368     16,275:        90        183
Old  :    16,458:     5,604      2,199         81     10,683     13,995     16,368     16,275:        90        183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :   -14,196:    -4,883     -2,202       -351     -7,813    -10,438    -13,047    -12,991:    -1,149     -1,205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       13.4        0.5       64.9       85.0       99.5       98.9:       0.5        1.1
Old  :     100.0:      34.1       13.4        0.5       64.9       85.0       99.5       98.9:       0.5        1.1
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  :        39:        11         10          1         10         10         22         20:
Old  :        39:        11         10          1         10         10         22         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.1       78.2       84.9       92.1       60.4       65.9       76.9       79.8
Old  :                 65.1       78.2       84.9       92.1       60.4       65.9       76.9       79.8
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, March 17, 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  :    18,981:    10,558        937        162      8,138     17,728     18,858     18,827:       123        154
Old  :    18,981:    10,558        937        162      8,138     17,728     18,858     18,827:       123        154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :   -16,815:       563       -517     -2,228    -14,496    -13,363    -16,161    -16,108:      -654       -707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.6        4.9        0.9       42.9       93.4       99.4       99.2:       0.6        0.8
Old  :     100.0:      55.6        4.9        0.9       42.9       93.4       99.4       99.2:       0.6        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         9          7          2          9          6         19         14:
Old  :        29:         9          7          2          9          6         19         14:
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  :                 57.7       90.5       84.5       96.9       54.4       78.1       76.8       83.9
Old  :                 57.7       90.5       84.5       96.9       54.4       78.1       76.8       83.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 20, 2009