```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      360,625
COMMITMENTS
  60,491   67,915  105,818  164,235  135,289  330,544  309,022   30,081   51,603

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:    -46,578)
     324    2,862  -42,790   -3,580   -7,354  -46,046  -47,281     -532      703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     18.8     29.3     45.5     37.5     91.7     85.7      8.3     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      69      114      138       75       86      246      274
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,091,888
COMMITMENTS
 129,330  140,851  311,900  510,980  425,535  952,209  878,286  139,679  213,602

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:   -133,684)
    -683   -2,279  -88,807  -44,112  -34,472 -133,602 -125,558      -82   -8,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     12.9     28.6     46.8     39.0     87.2     80.4     12.8     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      518)
     106      131      182      220      222      440      447
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       16,986
COMMITMENTS
     366    2,836    1,255   12,943   10,313   14,563   14,403    2,423    2,584

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:     -1,675)
      -4      435     -131   -1,697   -1,661   -1,833   -1,357      158     -318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2     16.7      7.4     76.2     60.7     85.7     84.8     14.3     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3       16        7       20       15       29       34
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      399,233
COMMITMENTS
  58,751   39,198  120,148  175,816  172,792  354,716  332,138   44,517   67,095

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:    -70,066)
  -2,422    6,257  -40,925  -22,089  -29,160  -65,436  -63,828   -4,629   -6,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      9.8     30.1     44.0     43.3     88.8     83.2     11.2     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
      87       95      128      108      113      269      279
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      237,776
COMMITMENTS
  18,300   31,973   66,435  129,639  111,506  214,374  209,914   23,402   27,863

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:    -25,603)
  -1,617    1,234   -1,745  -18,342  -23,100  -21,704  -23,612   -3,899   -1,992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7     13.4     27.9     54.5     46.9     90.2     88.3      9.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      37       43       76       64       61      156      165
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      814,573
COMMITMENTS
  35,360  127,273   61,341  594,821  457,519  691,521  646,132  123,052  168,440

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:    -44,816)
  -5,087   -1,587   -2,333  -35,100  -38,606  -42,520  -42,527   -2,296   -2,290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3     15.6      7.5     73.0     56.2     84.9     79.3     15.1     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      18       33       33       70       70      110      114
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      129,294
COMMITMENTS
  17,485    9,001   17,173   69,579   80,054  104,237  106,228   25,057   23,066

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:    -14,493)
  -2,818    2,885   -8,171   -1,677   -7,439  -12,666  -12,725   -1,827   -1,768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      7.0     13.3     53.8     61.9     80.6     82.2     19.4     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      34       19       30       65       57      112      100
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,407
COMMITMENTS
   1,378    1,269      474    4,243    3,260    6,096    5,004    1,311    2,403

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:       -479)
      38        6     -280     -253     -117     -494     -391       15      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     17.1      6.4     57.3     44.0     82.3     67.6     17.7     32.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9       11        5       18       15       29       29
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      489,030
COMMITMENTS
  80,388   62,292   23,334  327,685  357,732  431,407  443,358   57,623   45,672

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:    -47,275)
   2,069    2,895    7,015  -19,409  -20,893  -10,325  -10,983  -36,951  -36,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     12.7      4.8     67.0     73.2     88.2     90.7     11.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      30       26       19       75       74      116      109
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,100,403
COMMITMENTS
 104,751  121,699  102,903  731,909  676,482  939,564  901,085  160,840  199,318

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:   -395,726)
  -2,164  -20,141 -109,690 -174,507 -180,996 -286,361 -310,827 -109,365  -84,899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     11.1      9.4     66.5     61.5     85.4     81.9     14.6     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      35       34       39       97       99      151      153
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      898,788
COMMITMENTS
 106,646  104,711   39,026  675,767  650,197  821,439  793,934   77,349  104,854

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:   -179,581)
  23,507   -1,853  -25,200  -72,375  -60,937  -74,068  -87,990 -105,513  -91,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     11.7      4.3     75.2     72.3     91.4     88.3      8.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      18       33       24       65       60       98      102
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      683,982
COMMITMENTS
 170,669   14,388  305,238  171,841  329,998  647,748  649,624   36,235   34,359

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:     35,005)
  13,671   -3,034   17,181    5,539   22,206   36,392   36,354   -1,387   -1,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      2.1     44.6     25.1     48.2     94.7     95.0      5.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      26       12       34       35       29       74       65
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       25,211
COMMITMENTS
   5,252    4,727      243   14,266   15,324   19,761   20,294    5,450    4,917

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      2,313)
     971      -86      148      693    1,180    1,812    1,243      502    1,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     18.7      1.0     56.6     60.8     78.4     80.5     21.6     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        8        5       11        6       21       15
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       82,421
COMMITMENTS
  23,432   15,963    1,189   38,663   52,624   63,283   69,776   19,138   12,646

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:     -6,699)
  -1,350     -240      141   -4,186   -2,459   -5,396   -2,558   -1,303   -4,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4     19.4      1.4     46.9     63.8     76.8     84.7     23.2     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      28       21       10       31       28       64       54
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       26,146
COMMITMENTS
  10,746    4,485    1,574   13,743   19,346   26,063   25,405       83      741

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:     -5,890)
     788      251    1,103   -7,693   -7,161   -5,802   -5,807      -88      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.1     17.2      6.0     52.6     74.0     99.7     97.2      0.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      10       13        3       11       13       23       27
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       36,006
COMMITMENTS
   9,496    1,204    2,447   21,779   32,191   33,722   35,842    2,284      164

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:       -223)
  -1,478     -470      657      661     -433     -160     -246      -63       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      3.3      6.8     60.5     89.4     93.7     99.5      6.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        8        4       11        8       21       19
```

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Updated February 27, 2009