```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      460,079
COMMITMENTS
 100,372   71,717  132,193  193,998  207,426  426,563  411,336   33,516   48,742

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     55,056)
  12,732    3,940   26,389   13,467   20,609   52,588   50,937    2,468    4,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8     15.6     28.7     42.2     45.1     92.7     89.4      7.3     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     120      134      162       87      109      322      316
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,412,608
COMMITMENTS
 285,563   82,991  421,100  556,906  654,755  1263569  1158846  149,039  253,762

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     82,777)
  32,702   10,161   33,862    6,620   36,946   73,184   80,970    9,594    1,808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      5.9     29.8     39.4     46.4     89.4     82.0     10.6     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      667)
     204      114      222      237      291      551      540
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       16,924
COMMITMENTS
   2,617      653    1,606    9,363   12,003   13,586   14,262    3,338    2,662

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:      2,241)
     233     -107      349      694    1,382    1,277    1,625      965      617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      3.9      9.5     55.3     70.9     80.3     84.3     19.7     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      13        8        9       18       12       38       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      642,081
COMMITMENTS
 137,956   19,754  215,711  221,566  319,256  575,233  554,721   66,847   87,360

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     18,256)
    -959      527   12,831    7,000    7,998   18,872   21,356     -616   -3,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      3.1     33.6     34.5     49.7     89.6     86.4     10.4     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      465)
     182       89      189      139      172      406      378
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       24,206
COMMITMENTS
  19,342    3,741    1,448       12    2,900   20,802    8,089    3,404   16,117

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:        968)
     511      735      366       -9     -338      868      763      100      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    79.9     15.5      6.0      0.0     12.0     85.9     33.4     14.1     66.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      18       12       12        2        9       22       31
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      285,220
COMMITMENTS
  50,626   31,676   72,569  125,925  159,726  249,119  263,971   36,101   21,249

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:      7,289)
   7,135   -2,426    4,571   -5,581    6,417    6,126    8,563    1,164   -1,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     11.1     25.4     44.2     56.0     87.3     92.6     12.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      75       36       68       70       64      187      146
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      820,574
COMMITMENTS
  72,110  154,801   43,313  582,617  461,821  698,041  659,935  122,533  160,638

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     45,017)
  24,010  -12,156   15,975   10,486   36,584   50,472   40,403   -5,455    4,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     18.9      5.3     71.0     56.3     85.1     80.4     14.9     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      24       39       35       78       74      128      122
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      217,520
COMMITMENTS
  62,172    4,644   42,581   70,878  149,632  175,631  196,857   41,890   20,663

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:      7,341)
   2,892   -1,359    3,058    1,059    5,922    7,008    7,621      332     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6      2.1     19.6     32.6     68.8     80.7     90.5     19.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      79       18       55       63       59      162      120
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,836
COMMITMENTS
   2,504    1,659      997    4,209    5,075    7,710    7,730    2,126    2,105

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:        843)
      94      -63       50      -48      865       95      851      748       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     16.9     10.1     42.8     51.6     78.4     78.6     21.6     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      17       11       10       21       19       40       39
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      516,542
COMMITMENTS
 124,498   51,962   23,154  262,619  346,803  410,272  421,919  106,270   94,623

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:    -58,868)
     300    5,248   -7,587  -44,843  -37,901  -52,130  -40,240   -6,738  -18,629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1     10.1      4.5     50.8     67.1     79.4     81.7     20.6     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      23       25       17       58       68       91      100
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,476,783
COMMITMENTS
  71,286  198,474  179,952  936,528  794,791  1187767  1173217  289,016  303,566

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     94,641)
  32,105  -15,852   67,192   -8,088   58,166   91,209  109,506    3,432  -14,865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     13.4     12.2     63.4     53.8     80.4     79.4     19.6     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      36       46       55      112      110      174      187
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      814,208
COMMITMENTS
  93,591   98,765   45,983  526,691  455,742  666,264  600,490  147,944  213,719

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:   -264,759)
  -2,525    1,606   -9,665 -191,548 -183,589 -203,738 -191,648  -61,021  -73,111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     12.1      5.6     64.7     56.0     81.8     73.8     18.2     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      13       21       18       64       70       86      100
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      469,325
COMMITMENTS
 128,956   17,361   93,731  210,161  327,485  432,848  438,577   36,476   30,748

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:    -94,584)
 -37,732   -5,188  -30,902  -17,703  -56,360  -86,337  -92,450   -8,247   -2,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5      3.7     20.0     44.8     69.8     92.2     93.4      7.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      28       13       28       38       37       76       69
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       25,112
COMMITMENTS
   5,319    1,468       23   13,742   18,513   19,084   20,004    6,029    5,109

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:      5,866)
   1,351     -258       -7    3,890    4,964    5,234    4,699      632    1,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2      5.8      0.1     54.7     73.7     76.0     79.7     24.0     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        4        2       11        9       20       13
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       57,708
COMMITMENTS
  18,667   13,948      796   27,552   27,452   47,014   42,196   10,694   15,513

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -3,339)
  -3,457       58       10      389   -3,825   -3,058   -3,756     -281      417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.3     24.2      1.4     47.7     47.6     81.5     73.1     18.5     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      28       22       12       27       32       58       63
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       31,527
COMMITMENTS
   3,040    7,148      367   27,793   23,478   31,200   30,993      327      534

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:      8,907)
   1,293    3,358       49    7,301    5,225    8,643    8,632      264      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     22.7      1.2     88.2     74.5     99.0     98.3      1.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        9        3       13       14       23       24
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       27,259
COMMITMENTS
   2,301      229      137   24,225   26,345   26,663   26,711      596      548

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -1,104)
    -304       63     -781     -253     -850   -1,338   -1,568      234      464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      0.8      0.5     88.9     96.6     97.8     98.0      2.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        4        1        9       10       16       15
```

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Updated June 5, 2009