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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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  :   383,387:    80,569     80,043     97,271    176,016    156,932    353,855    334,246:    29,532     49,142
Old  :   336,807:    72,477     70,953     81,895    154,918    142,111    309,290    294,958:    27,517     41,848
Other:    46,581:    19,880     20,878      3,588     21,098     14,821     44,565     39,287:     2,015      7,293
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :   -62,674:     4,570      9,824    -43,049    -16,829    -27,578    -55,308    -60,802:    -7,366     -1,872
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       20.9       25.4       45.9       40.9       92.3       87.2:       7.7       12.8
Old  :     100.0:      21.5       21.1       24.3       46.0       42.2       91.8       87.6:       8.2       12.4
Other:     100.0:      42.7       44.8        7.7       45.3       31.8       95.7       84.3:       4.3       15.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       355:        94        130        136         75        105        265        293:
Old  :       355:       110        123        126         74        104        261        285:
Other:       138:        21         44         20         27         65         58        122:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.0       13.6       32.7       20.7       19.8       12.1       31.1       18.5
Old  :                 21.4       14.9       32.2       22.8       20.3       13.3       30.8       20.6
Other:                 68.2       24.3       75.5       37.1       65.7       24.3       72.5       35.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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  : 1,277,177:   235,436    117,252    340,741    580,193    573,702  1,156,370  1,031,695:   120,807    245,482
Old  :   425,862:    84,889     97,181     76,751    214,264    195,775    375,904    369,707:    49,958     56,155
Other:   851,315:   212,335     81,859    202,202    365,929    377,927    780,466    661,988:    70,849    189,327
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :  -110,983:    -2,707      3,477    -69,878    -29,030    -34,366   -101,614   -100,766:    -9,369    -10,217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4        9.2       26.7       45.4       44.9       90.5       80.8:       9.5       19.2
Old  :     100.0:      19.9       22.8       18.0       50.3       46.0       88.3       86.8:      11.7       13.2
Other:     100.0:      24.9        9.6       23.8       43.0       44.4       91.7       77.8:       8.3       22.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       649:       185        117        208        215        290        493        549:
Old  :       528:       113        119        115        163        227        337        403:
Other:       604:       170        121        157        166        271        400        490:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.1       10.4       23.2       17.1       11.3        7.2       17.0       11.0
Old  :                 20.3       14.9       28.3       24.2       20.0       12.3       27.8       20.6
Other:                 17.2        9.3       25.6       15.8       11.7        7.0       18.7       10.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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  :    14,713:     1,314      1,045      1,276     10,137     10,330     12,727     12,651:     1,986      2,063
Old  :    14,713:     1,314      1,045      1,276     10,137     10,330     12,727     12,651:     1,986      2,063
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :    -1,076:       -26        389       -542       -357     -1,022       -925     -1,175:      -152         99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        7.1        8.7       68.9       70.2       86.5       86.0:      13.5       14.0
Old  :     100.0:       8.9        7.1        8.7       68.9       70.2       86.5       86.0:      13.5       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         7         11          9         16         13         30         29:
Old  :        42:         7         11          9         16         13         30         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.1       59.2       58.3       71.1       35.1       45.2       48.1       53.1
Old  :                 40.1       59.2       58.3       71.1       35.1       45.2       48.1       53.1
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, June 30, 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  :   578,217:   126,660     21,848    169,390    228,316    297,035    524,366    488,272:    53,851     89,945
Old  :   111,530:    37,614      8,346     27,416     31,642     64,803     96,672    100,564:    14,858     10,966
Other:   466,687:   108,788     33,243    122,233    196,673    232,232    427,694    387,708:    38,993     78,979
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :   -83,680:      -487        641    -54,702    -22,323    -29,184    -77,513    -83,245:    -6,168       -436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        3.8       29.3       39.5       51.4       90.7       84.4:       9.3       15.6
Old  :     100.0:      33.7        7.5       24.6       28.4       58.1       86.7       90.2:      13.3        9.8
Other:     100.0:      23.3        7.1       26.2       42.1       49.8       91.6       83.1:       8.4       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       453:       165         94        168        129        176        370        373:
Old  :       304:       102         49         80         82        116        211        218:
Other:       439:       139        116        147        112        168        329        358:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.4       19.8       26.2       31.2       11.6       15.0       17.4       19.5
Old  :                 21.4       38.1       33.4       47.6       17.0       29.5       24.1       37.2
Other:                 17.9       19.3       28.4       29.5       14.2       14.7       21.5       20.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    21,241:    17,596      2,506        265         10      3,235     17,871      6,006:     3,370     15,235
Old  :     1,267:       645        334         19         10        148        674        501:       593        766
Other:    19,974:    16,983      2,204        214          0      3,087     17,197      5,505:     2,777     14,469
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :    -2,116:    -1,697     -1,065       -685         -3        370     -2,385     -1,380:       269       -736
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.8       11.8        1.2        0.0       15.2       84.1       28.3:      15.9       71.7
Old  :     100.0:      50.9       26.4        1.5        0.8       11.7       53.2       39.5:      46.8       60.5
Other:     100.0:      85.0       11.0        1.1        0.0       15.5       86.1       27.6:      13.9       72.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        15         10         12          2         11         20         30:
Old  :        25:        10          6          3          2          7         12         16:
Other:        36:        15         10          8          0         11         17         27:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 53.7        9.0       73.5       15.1       53.3        9.0       73.1       15.1
Old  :                 35.0       31.9       49.3       36.7       34.3       31.9       48.1       36.7
Other:                 55.4        9.1       76.1       14.5       55.0        9.1       75.6       14.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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  :   283,193:    30,941     48,479     70,081    153,139    135,524    254,161    254,083:    29,032     29,110
Old  :   107,990:    18,294     11,814     21,357     53,859     60,169     93,510     93,340:    14,481     14,650
Other:   175,202:    25,554     49,571     35,817     99,280     75,355    160,651    160,743:    14,551     14,460
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :   -23,551:    -4,696      6,549    -15,620     -4,876    -18,282    -25,192    -27,352:     1,641      3,801
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       17.1       24.7       54.1       47.9       89.7       89.7:      10.3       10.3
Old  :     100.0:      16.9       10.9       19.8       49.9       55.7       86.6       86.4:      13.4       13.6
Other:     100.0:      14.6       28.3       20.4       56.7       43.0       91.7       91.7:       8.3        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:        45         80         84         65         67        177        183:
Old  :       162:        46         43         55         45         53        121        125:
Other:       188:        38         75         57         59         49        143        140:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.0       21.2       25.7       31.8       10.3       15.0       17.3       20.3
Old  :                 23.9       20.0       34.4       30.4       13.6       15.0       22.5       22.3
Other:                 18.4       27.6       29.6       38.4       16.7       21.3       26.3       28.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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  :   771,428:    72,146    151,156     31,188    553,743    447,391    657,077    629,735:   114,352    141,693
Old  :   771,428:    72,146    151,156     31,188    553,743    447,391    657,077    629,735:   114,352    141,693
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :   -39,342:     3,124      2,373    -16,333    -12,822    -21,516    -26,032    -35,477:   -13,310     -3,865
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       19.6        4.0       71.8       58.0       85.2       81.6:      14.8       18.4
Old  :     100.0:       9.4       19.6        4.0       71.8       58.0       85.2       81.6:      14.8       18.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        25         39         31         78         77        124        126:
Old  :       160:        25         39         31         78         77        124        126:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       26.7       31.5       35.2       20.9       26.3       27.9       34.6
Old  :                 23.5       26.7       31.5       35.2       20.9       26.3       27.9       34.6
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, June 30, 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  :   207,297:    53,861      7,809     42,743     77,288    134,777    173,892    185,329:    33,405     21,967
Old  :    75,398:    27,874      4,331      8,450     25,233     53,639     61,557     66,420:    13,841      8,978
Other:   131,898:    38,839     16,331     21,440     52,055     81,138    112,334    118,909:    19,564     12,989
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :   -12,523:     1,342      1,153     -6,998       -281     -3,051     -5,937     -8,895:    -6,586     -3,627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        3.8       20.6       37.3       65.0       83.9       89.4:      16.1       10.6
Old  :     100.0:      37.0        5.7       11.2       33.5       71.1       81.6       88.1:      18.4       11.9
Other:     100.0:      29.4       12.4       16.3       39.5       61.5       85.2       90.2:      14.8        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        58         27         53         67         62        154        123:
Old  :       132:        41         20         31         57         52        113         91:
Other:       149:        46         30         39         58         49        128         99:
     :----------------------------------------------------------------------------------------------------
     :             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       33.8       23.9       47.7        7.8       29.1       14.0       34.5
Old  :                 19.4       29.8       31.5       44.0       17.7       29.3       28.7       42.7
Other:                 20.1       41.9       30.0       54.8       14.9       38.0       23.4       46.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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  :     8,446:     2,411      1,505        693      3,766      4,682      6,870      6,881:     1,575      1,565
Old  :       378:       112          0          0        198        312        310        312:        68         66
Other:     8,068:     2,401      1,607        591      3,568      4,370      6,560      6,569:     1,507      1,499
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :      -487:      -156         94        -33       -169       -529       -358       -468:      -129        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       17.8        8.2       44.6       55.4       81.3       81.5:      18.7       18.5
Old  :     100.0:      29.6        0.0        0.0       52.4       82.5       82.0       82.5:      18.0       17.5
Other:     100.0:      29.8       19.9        7.3       44.2       54.2       81.3       81.4:      18.7       18.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        14         13          6         19         16         35         34:
Old  :        11:         4          0          0          4          3          8          3:
Other:        51:        11         16          6         18         15         34         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.1       34.9       49.1       51.1       32.1       31.7       45.1       42.5
Old  :                 70.4       82.5       82.0       82.5       70.4       82.5       82.0       82.5
Other:                 33.6       36.5       51.4       52.0       33.6       34.8       47.2       44.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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  :   594,456:   137,133     54,338     35,128    335,556    405,777    507,818    495,242:    86,638     99,213
Old  :   594,456:   137,133     54,338     35,128    335,556    405,777    507,818    495,242:    86,638     99,213
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :   -17,056:     2,402       -264     -8,006    -10,304     -4,293    -15,908    -12,563:    -1,148     -4,493
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        9.1        5.9       56.4       68.3       85.4       83.3:      14.6       16.7
Old  :     100.0:      23.1        9.1        5.9       56.4       68.3       85.4       83.3:      14.6       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        37         31         25         65         74        112        120:
Old  :       164:        37         31         25         65         74        112        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       21.7       33.8       33.0       21.8       19.7       31.3       30.8
Old  :                 23.4       21.7       33.8       33.0       21.8       19.7       31.3       30.8
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, June 30, 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  : 1,296,246:    92,326    194,935    130,668    821,809    664,934  1,044,803    990,538:   251,443    305,709
Old  : 1,296,246:    92,326    194,935    130,668    821,809    664,934  1,044,803    990,538:   251,443    305,709
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :  -177,966:    12,372     27,531    -79,009    -84,968   -112,417   -151,606   -163,896:   -26,360    -14,070
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       15.0       10.1       63.4       51.3       80.6       76.4:      19.4       23.6
Old  :     100.0:       7.1       15.0       10.1       63.4       51.3       80.6       76.4:      19.4       23.6
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  :       203:        38         38         50        107         99        165        168:
Old  :       203:        38         38         50        107         99        165        168:
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  :                 15.7       15.5       23.9       23.0       11.3        8.9       16.1       14.5
Old  :                 15.7       15.5       23.9       23.0       11.3        8.9       16.1       14.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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  :   815,543:    75,703    116,360     28,183    524,144    476,163    628,030    620,706:   187,513    194,837
Old  :   815,543:    75,703    116,360     28,183    524,144    476,163    628,030    620,706:   187,513    194,837
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :   -77,346:    -9,863     -4,772    -43,713    -36,746    -24,239    -90,323    -72,724:    12,977     -4,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       14.3        3.5       64.3       58.4       77.0       76.1:      23.0       23.9
Old  :     100.0:       9.3       14.3        3.5       64.3       58.4       77.0       76.1:      23.0       23.9
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  :       124:        20         22         19         61         67         87        102:
Old  :       124:        20         22         19         61         67         87        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       21.5       36.0       31.4       21.4       20.5       30.7       28.1
Old  :                 26.6       21.5       36.0       31.4       21.4       20.5       30.7       28.1
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, June 30, 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  :   565,015:   128,770     16,774    138,883    255,958    368,609    523,611    524,265:    41,404     40,750
Old  :   565,015:   128,770     16,774    138,883    255,958    368,609    523,611    524,265:    41,404     40,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :     5,965:   -11,586      5,475      1,013     19,979     -1,684      9,405      4,804:    -3,440      1,161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8        3.0       24.6       45.3       65.2       92.7       92.8:       7.3        7.2
Old  :     100.0:      22.8        3.0       24.6       45.3       65.2       92.7       92.8:       7.3        7.2
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  :        90:        33          9         35         40         37         84         74:
Old  :        90:        33          9         35         40         37         84         74:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       37.1       43.4       53.5       19.7       30.4       28.6       38.0
Old  :                 25.9       37.1       43.4       53.5       19.7       30.4       28.6       38.0
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, June 30, 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  :    47,881:    13,822      6,959        719     24,897     29,733     39,438     37,411:     8,443     10,470
Old  :    47,881:    13,822      6,959        719     24,897     29,733     39,438     37,411:     8,443     10,470
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :    -3,617:    -1,404     -1,651        304      1,057     -2,923        -43     -4,269:    -3,574        652
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       14.5        1.5       52.0       62.1       82.4       78.1:      17.6       21.9
Old  :     100.0:      28.9       14.5        1.5       52.0       62.1       82.4       78.1:      17.6       21.9
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  :        69:        18         17          4         23         22         44         40:
Old  :        69:        18         17          4         23         22         44         40:
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  :                 22.5       39.1       38.5       50.7       21.9       35.2       36.4       45.4
Old  :                 22.5       39.1       38.5       50.7       21.9       35.2       36.4       45.4
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, June 30, 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  :    30,919:     4,644      2,417        522     24,729     26,628     29,895     29,567:     1,024      1,352
Old  :    30,919:     4,644      2,417        522     24,729     26,628     29,895     29,567:     1,024      1,352
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :     6,304:     4,092     -1,785        436        763      6,689      5,291      5,340:     1,013        964
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0        7.8        1.7       80.0       86.1       96.7       95.6:       3.3        4.4
Old  :     100.0:      15.0        7.8        1.7       80.0       86.1       96.7       95.6:       3.3        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         3         11          2         13         12         17         24:
Old  :        36:         3         11          2         13         12         17         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  :                 86.6       85.0       93.4       90.2       85.2       83.0       91.0       87.5
Old  :                 86.6       85.0       93.4       90.2       85.2       83.0       91.0       87.5
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, June 30, 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  :    32,319:     8,685        266        141     23,389     31,691     32,215     32,098:       104        221
Old  :    32,319:     8,685        266        141     23,389     31,691     32,215     32,098:       104        221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :    -7,746:     5,999       -863        141    -13,917     -6,968     -7,777     -7,690:        31        -56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9        0.8        0.4       72.4       98.1       99.7       99.3:       0.3        0.7
Old  :     100.0:      26.9        0.8        0.4       72.4       98.1       99.7       99.3:       0.3        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         5          4          1         11          8         16         13:
Old  :        25:         5          4          1         11          8         16         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.8       86.2       94.8       98.1       61.4       81.4       81.6       85.4
Old  :                 72.8       86.2       94.8       98.1       61.4       81.4       81.6       85.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 6, 2009