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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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  :   393,363:    83,453     68,248    102,936    176,707    176,860    363,096    348,044:    30,267     45,319
Old  :   378,067:    82,070     68,493     99,464    168,142    168,375    349,675    336,332:    28,392     41,736
Other:    15,295:     4,072      2,444        783      8,566      8,485     13,420     11,712:     1,875      3,583
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :      -585:      -559     -2,097       -952      2,720      4,450      1,209      1,401:    -1,794     -1,986
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       17.3       26.2       44.9       45.0       92.3       88.5:       7.7       11.5
Old  :     100.0:      21.7       18.1       26.3       44.5       44.5       92.5       89.0:       7.5       11.0
Other:     100.0:      26.6       16.0        5.1       56.0       55.5       87.7       76.6:      12.3       23.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       372:       107        134        151         84        107        294        308:
Old  :       372:       111        134        148         84        106        292        306:
Other:       105:        28         16         17         25         47         58         77:
     :----------------------------------------------------------------------------------------------------
     :             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       15.6       30.2       23.1       16.6       14.5       27.4       20.5
Old  :                 19.0       16.1       30.4       23.7       17.3       14.8       28.5       21.1
Other:                 41.8       26.9       56.1       38.5       30.3       14.4       43.1       25.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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  : 1,294,390:   236,880     73,599    379,938    543,990    600,523  1,160,809  1,054,061:   133,581    240,329
Old  :   681,635:   134,165     99,853    177,295    294,484    306,641    605,944    583,790:    75,691     97,845
Other:   612,755:   156,177     27,208    149,181    249,507    293,882    554,865    470,271:    57,890    142,484
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :    29,876:    14,555    -11,452      4,538     12,983     29,557     32,075     22,642:    -2,200      7,233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3        5.7       29.4       42.0       46.4       89.7       81.4:      10.3       18.6
Old  :     100.0:      19.7       14.6       26.0       43.2       45.0       88.9       85.6:      11.1       14.4
Other:     100.0:      25.5        4.4       24.3       40.7       48.0       90.6       76.7:       9.4       23.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       631:       179        118        214        228        274        521        515:
Old  :       592:       158        133        161        205        254        452        460:
Other:       514:       140         91        138        143        241        346        411:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       13.3       20.3       20.1       10.1        9.5       15.5       13.2
Old  :                 13.4       14.5       22.1       21.9       12.6        9.8       20.3       14.8
Other:                 18.8       12.1       27.9       20.1       16.6        9.7       22.8       14.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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  :    14,585:     2,051      1,010      1,259      8,846     10,063     12,156     12,332:     2,429      2,253
Old  :    14,585:     2,051      1,010      1,259      8,846     10,063     12,156     12,332:     2,429      2,253
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :      -335:       -35       -395         37        -14          0        -12       -359:      -323         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        6.9        8.6       60.7       69.0       83.3       84.6:      16.7       15.4
Old  :     100.0:      14.1        6.9        8.6       60.7       69.0       83.3       84.6:      16.7       15.4
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  :        43:        11         10          6         18         11         32         24:
Old  :        43:        11         10          6         18         11         32         24:
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  :                 33.2       55.8       52.0       70.5       28.1       40.0       41.6       50.5
Old  :                 33.2       55.8       52.0       70.5       28.1       40.0       41.6       50.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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  :   605,299:   132,757     18,462    204,203    207,295    298,011    544,255    520,676:    61,043     84,623
Old  :   336,569:    88,263     29,017    102,053    109,389    174,515    299,705    305,584:    36,864     30,985
Other:   268,730:    73,722     18,674     72,922     97,906    123,496    244,551    215,091:    24,179     53,638
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :    37,025:     4,436      2,279     27,706      7,282     10,135     39,424     40,121:    -2,399     -3,096
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        3.1       33.7       34.2       49.2       89.9       86.0:      10.1       14.0
Old  :     100.0:      26.2        8.6       30.3       32.5       51.9       89.0       90.8:      11.0        9.2
Other:     100.0:      27.4        6.9       27.1       36.4       46.0       91.0       80.0:       9.0       20.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       451:       170         94        183        124        162        383        364:
Old  :       418:       153         98        144         97        142        316        318:
Other:       352:        99         84        102        110        143        271        273:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.1       21.9       24.4       32.1       10.0       16.3       15.6       20.7
Old  :                 18.0       28.4       27.6       37.9       14.3       22.8       21.4       29.5
Other:                 15.7       19.6       27.6       32.4       11.3       14.8       18.4       18.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    20,483:    15,974      2,773        781          0      2,102     16,755      5,656:     3,728     14,827
Old  :     6,418:     3,636      2,274        362          0        275      3,998      2,911:     2,420      3,507
Other:    14,065:    12,699        860         58          0      1,827     12,757      2,745:     1,308     11,320
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :     1,312:     1,047        912        144          0        723      1,191      1,779:       121       -467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.0       13.5        3.8        0.0       10.3       81.8       27.6:      18.2       72.4
Old  :     100.0:      56.7       35.4        5.6        0.0        4.3       62.3       45.4:      37.7       54.6
Other:     100.0:      90.3        6.1        0.4        0.0       13.0       90.7       19.5:       9.3       80.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        17         11         12          0          7         19         28:
Old  :        34:        13         14          5          0          7         13         26:
Other:        29:        15          7          8          0          7         16         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 51.8        8.2       68.1       14.0       49.3        8.2       65.5       13.7
Old  :                 41.2       18.3       55.5       31.6       36.5       17.5       50.5       29.9
Other:                 62.0        9.8       80.0       14.9       61.7        9.8       79.7       14.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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  :   266,450:    44,714     31,979     66,385    120,957    148,513    232,056    246,877:    34,394     19,573
Old  :   201,880:    44,337     33,229     36,958     94,248    115,556    175,543    185,743:    26,337     16,137
Other:    64,569:    13,364     11,738     16,440     26,709     32,956     56,513     61,134:     8,056      3,435
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :    14,207:      -419      7,469      3,776     10,833      1,728     14,191     12,973:        16      1,234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       12.0       24.9       45.4       55.7       87.1       92.7:      12.9        7.3
Old  :     100.0:      22.0       16.5       18.3       46.7       57.2       87.0       92.0:      13.0        8.0
Other:     100.0:      20.7       18.2       25.5       41.4       51.0       87.5       94.7:      12.5        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        65         35         60         69         62        170        136:
Old  :       187:        59         48         48         62         54        153        121:
Other:       118:        32         28         31         45         41         93         84:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.2       30.3       24.5       41.9        9.4       25.2       15.6       32.2
Old  :                 15.5       32.6       25.6       43.4       11.8       27.5       19.4       36.6
Other:                 21.2       30.1       34.8       51.2       12.9       25.5       21.3       38.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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  :   798,590:    44,940    156,680     42,523    589,278    444,521    676,741    643,724:   121,849    154,866
Old  :   798,590:    44,940    156,680     42,523    589,278    444,521    676,741    643,724:   121,849    154,866
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :     7,712:     5,562     21,410     -5,761      8,935     -5,073      8,736     10,575:    -1,024     -2,863
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       19.6        5.3       73.8       55.7       84.7       80.6:      15.3       19.4
Old  :     100.0:       5.6       19.6        5.3       73.8       55.7       84.7       80.6:      15.3       19.4
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  :       154:        18         45         35         75         75        120        128:
Old  :       154:        18         45         35         75         75        120        128:
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  :                 27.4       25.8       37.9       33.1       25.7       25.3       34.0       32.3
Old  :                 27.4       25.8       37.9       33.1       25.7       25.3       34.0       32.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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  :   195,351:    53,324      4,477     36,336     67,266    135,577    156,926    176,390:    38,425     18,961
Old  :   128,134:    51,949      4,849     15,514     32,026     94,029     99,489    114,393:    28,646     13,742
Other:    67,217:     8,629      6,882     13,568     35,240     41,547     57,437     61,997:     9,780      5,220
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :    21,893:     5,625     -1,506      6,307      3,314     14,913     15,246     19,714:     6,647      2,180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        2.3       18.6       34.4       69.4       80.3       90.3:      19.7        9.7
Old  :     100.0:      40.5        3.8       12.1       25.0       73.4       77.6       89.3:      22.4       10.7
Other:     100.0:      12.8       10.2       20.2       52.4       61.8       85.5       92.2:      14.5        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        71         19         52         67         63        162        118:
Old  :       169:        73         19         35         61         54        147         97:
Other:       118:        29         23         40         49         40        104         82:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.0       39.1       22.3       51.9        8.5       33.2       14.7       40.9
Old  :                 13.5       39.5       21.9       53.0       11.8       36.4       19.9       49.2
Other:                 25.2       46.3       36.1       57.8       16.8       37.5       24.4       45.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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  :     8,334:     2,378      1,362        686      4,012      4,118      7,075      6,166:     1,259      2,168
Old  :     3,883:       893      1,466         68      2,051      1,153      3,012      2,687:       871      1,196
Other:     4,451:     1,664         76        438      1,961      2,965      4,063      3,479:       388        972
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :        32:       217        271        -35       -151       -340         30       -104:         1        136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       16.3        8.2       48.1       49.4       84.9       74.0:      15.1       26.0
Old  :     100.0:      23.0       37.8        1.8       52.8       29.7       77.6       69.2:      22.4       30.8
Other:     100.0:      37.4        1.7        9.8       44.1       66.6       91.3       78.2:       8.7       21.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        15         12          8         19         16         37         33:
Old  :        46:        13         12          4         17         11         32         25:
Other:        29:         6          5          7         11         15         21         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       26.0       48.6       42.7       30.2       23.7       42.8       36.8
Old  :                 34.7       32.6       50.2       47.9       34.6       32.6       50.1       47.4
Other:                 53.0       42.2       76.5       60.4       51.7       33.6       66.2       47.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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  :   566,668:   126,874     44,564     31,715    302,905    389,127    461,493    465,405:   105,174    101,263
Old  :   566,668:   126,874     44,564     31,715    302,905    389,127    461,493    465,405:   105,174    101,263
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :    42,897:    27,948    -13,572     11,846     -2,739     34,812     37,055     33,086:     5,841      9,810
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4        7.9        5.6       53.5       68.7       81.4       82.1:      18.6       17.9
Old  :     100.0:      22.4        7.9        5.6       53.5       68.7       81.4       82.1:      18.6       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        28         22         19         65         74        102        106:
Old  :       140:        28         22         19         65         74        102        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  :                 16.3       22.9       29.4       35.9       15.1       19.7       25.4       30.2
Old  :                 16.3       22.9       29.4       35.9       15.1       19.7       25.4       30.2
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, May 19, 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  : 1,480,063:    54,825    154,359    162,483  1,037,866    875,435  1,255,173  1,192,276:   224,889    287,786
Old  : 1,480,063:    54,825    154,359    162,483  1,037,866    875,435  1,255,173  1,192,276:   224,889    287,786
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :    10,217:   -23,261     -2,556      4,876     36,540     15,333     18,154     17,654:    -7,937     -7,436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7       10.4       11.0       70.1       59.1       84.8       80.6:      15.2       19.4
Old  :     100.0:       3.7       10.4       11.0       70.1       59.1       84.8       80.6:      15.2       19.4
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  :       232:        40         42         59        131        127        195        205:
Old  :       232:        40         42         59        131        127        195        205:
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  :                 21.2       19.7       30.7       24.7       19.4       13.2       25.4       16.8
Old  :                 21.2       19.7       30.7       24.7       19.4       13.2       25.4       16.8
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, May 19, 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  :   911,330:   109,236     93,230     46,855    592,684    570,746    748,774    710,831:   162,556    200,499
Old  :   911,330:   109,236     93,230     46,855    592,684    570,746    748,774    710,831:   162,556    200,499
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :    10,890:    -2,150     12,902      4,767     13,337    -21,011     15,954     -3,341:    -5,063     14,232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       10.2        5.1       65.0       62.6       82.2       78.0:      17.8       22.0
Old  :     100.0:      12.0       10.2        5.1       65.0       62.6       82.2       78.0:      17.8       22.0
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  :       139:        20         29         25         65         72         98        113:
Old  :       139:        20         29         25         65         72         98        113:
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       16.3       42.3       25.7       22.8       12.4       31.7       19.9
Old  :                 30.3       16.3       42.3       25.7       22.8       12.4       31.7       19.9
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, May 19, 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  :   550,040:   164,112     22,040    121,678    223,484    372,949    509,274    516,667:    40,765     33,372
Old  :   550,040:   164,112     22,040    121,678    223,484    372,949    509,274    516,667:    40,765     33,372
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :    36,659:     1,704       -870     16,903     19,502     17,444     38,109     33,477:    -1,449      3,182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8        4.0       22.1       40.6       67.8       92.6       93.9:       7.4        6.1
Old  :     100.0:      29.8        4.0       22.1       40.6       67.8       92.6       93.9:       7.4        6.1
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  :        83:        29         15         31         34         32         74         67:
Old  :        83:        29         15         31         34         32         74         67:
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  :                 27.4       37.3       42.0       54.0       19.2       34.4       30.7       42.1
Old  :                 27.4       37.3       42.0       54.0       19.2       34.4       30.7       42.1
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, May 19, 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  :    14,003:     3,913      1,714         30      4,605      8,109      8,548      9,853:     5,455      4,150
Old  :    14,003:     3,913      1,714         30      4,605      8,109      8,548      9,853:     5,455      4,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :      -292:       -70       -830          6       -559        136       -623       -688:       331        397
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       12.2        0.2       32.9       57.9       61.0       70.4:      39.0       29.6
Old  :     100.0:      27.9       12.2        0.2       32.9       57.9       61.0       70.4:      39.0       29.6
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  :        24:         6          5          2          8          7         16         12:
Old  :        24:         6          5          2          8          7         16         12:
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  :                 37.1       54.5       50.8       65.7       36.3       54.5       50.0       65.7
Old  :                 37.1       54.5       50.8       65.7       36.3       54.5       50.0       65.7
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, May 19, 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  :    56,999:    18,174     12,991        761     26,938     27,407     45,872     41,159:    11,127     15,840
Old  :    56,999:    18,174     12,991        761     26,938     27,407     45,872     41,159:    11,127     15,840
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :    -1,666:      -949        -62        -99      1,374     -2,122        326     -2,283:    -1,992        617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       22.8        1.3       47.3       48.1       80.5       72.2:      19.5       27.8
Old  :     100.0:      31.9       22.8        1.3       47.3       48.1       80.5       72.2:      19.5       27.8
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  :        93:        28         25         12         27         28         61         59:
Old  :        93:        28         25         12         27         28         61         59:
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  :                 24.5       20.9       38.3       35.1       23.2       17.4       34.5       28.5
Old  :                 24.5       20.9       38.3       35.1       23.2       17.4       34.5       28.5
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, May 19, 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  :    20,935:     2,299      4,327        369     18,190     15,912     20,858     20,608:        77        327
Old  :    20,935:     2,299      4,327        369     18,190     15,912     20,858     20,608:        77        327
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :     1,009:       132       -103        290        592        787      1,014        974:        -5         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       20.7        1.8       86.9       76.0       99.6       98.4:       0.4        1.6
Old  :     100.0:      11.0       20.7        1.8       86.9       76.0       99.6       98.4:       0.4        1.6
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  :        41:         8         13          2         10         14         20         27:
Old  :        41:         8         13          2         10         14         20         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.1       77.0       91.4       86.6       76.4       66.1       84.5       75.6
Old  :                 80.1       77.0       91.4       86.6       76.4       66.1       84.5       75.6
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, May 19, 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  :    32,071:     3,332        329          0     28,541     31,562     31,873     31,891:       198        180
Old  :    32,071:     3,332        329          0     28,541     31,562     31,873     31,891:       198        180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :    -2,350:      -575        163        -49     -1,707     -2,505     -2,331     -2,391:       -19         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        1.0        0.0       89.0       98.4       99.4       99.4:       0.6        0.6
Old  :     100.0:      10.4        1.0        0.0       89.0       98.4       99.4       99.4:       0.6        0.6
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  :        27:         7          5          0         10          9         17         14:
Old  :        27:         7          5          0         10          9         17         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  :                 82.5       85.9       94.5       97.6       80.2       85.6       92.3       94.2
Old  :                 82.5       85.9       94.5       97.6       80.2       85.6       92.3       94.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 22, 2009