```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      405,023
COMMITMENTS
  87,640   67,778  105,804  180,531  186,818  373,975  360,399   31,048   44,623

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     11,660)
   4,187     -470    2,868    3,824    9,958   10,879   12,356      781     -696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     16.7     26.1     44.6     46.1     92.3     89.0      7.7     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      373)
     110      125      147       85      109      297      303
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,329,830
COMMITMENTS
 252,861   72,830  387,238  550,286  617,808  1190385  1077876  139,445  251,954

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     35,441)
  15,981     -770    7,300    6,296   17,285   29,576   23,815    5,864   11,625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      5.5     29.1     41.4     46.5     89.5     81.1     10.5     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      640)
     182      114      215      233      282      526      527
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,682
COMMITMENTS
   2,384      759    1,257    8,669   10,621   12,309   12,637    2,373    2,045

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:         98)
     333     -251       -2     -177      559      153      305      -56     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      5.2      8.6     59.0     72.3     83.8     86.1     16.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12        7        5       18       13       32       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      623,825
COMMITMENTS
 138,915   19,227  202,879  214,566  311,258  556,361  533,365   67,464   90,460

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     18,526)
   6,158      765   -1,323    7,271   13,247   12,106   12,689    6,420    5,837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      3.1     32.5     34.4     49.9     89.2     85.5     10.8     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      465)
     177       99      180      131      169      397      370
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       23,238
COMMITMENTS
  18,831    3,006    1,082       21    3,238   19,934    7,326    3,304   15,912

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      2,755)
   2,857      233      301       21    1,136    3,179    1,670     -424    1,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    81.0     12.9      4.7      0.1     13.9     85.8     31.5     14.2     68.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      19       10       12        2       12       23       32
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      277,931
COMMITMENTS
  43,490   34,102   67,998  131,506  153,309  242,994  255,409   34,937   22,522

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     11,481)
  -1,223    2,123    1,612   10,549    4,796   10,938    8,531      543    2,950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     12.3     24.5     47.3     55.2     87.4     91.9     12.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      61       40       68       68       62      176      146
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      775,557
COMMITMENTS
  48,100  166,956   27,338  572,131  425,237  647,569  619,532  127,988  156,024

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:    -23,033)
   3,160   10,277  -15,185  -17,147  -19,283  -29,172  -24,192    6,139    1,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2     21.5      3.5     73.8     54.8     83.5     79.9     16.5     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      17       40       30       74       70      113      118
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      210,179
COMMITMENTS
  59,280    6,002   39,523   69,819  143,710  168,622  189,235   41,557   20,944

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     14,828)
   5,956    1,525    3,187    2,553    8,134   11,696   12,846    3,132    1,982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2      2.9     18.8     33.2     68.4     80.2     90.0     19.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      73       25       51       66       58      164      117
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,992
COMMITMENTS
   2,410    1,722      947    4,257    4,210    7,614    6,879    1,378    2,113

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        658)
      33      360      261      245       92      539      713      119      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8     19.2     10.5     47.3     46.8     84.7     76.5     15.3     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      13       16       10       21       16       40       38
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      575,410
COMMITMENTS
 124,199   46,714   30,741  307,462  384,704  462,401  462,159  113,009  113,251

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      8,743)
  -2,675    2,150     -973    4,557   -4,423      908   -3,246    7,834   11,989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      8.1      5.3     53.4     66.9     80.4     80.3     19.6     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      26       21       16       64       70       99       99
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,382,142
COMMITMENTS
  39,181  214,326  112,760  944,617  736,625  1096558  1063711  285,584  318,431

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:    -97,921)
 -15,644   59,967  -49,722  -93,249 -138,810 -158,616 -128,565   60,695   30,644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8     15.5      8.2     68.3     53.3     79.3     77.0     20.7     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      23       48       42      105      102      151      171
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,078,968
COMMITMENTS
  96,116   97,159   55,648  718,239  639,331  870,002  792,138  208,965  286,830

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:    167,638)
 -13,120    3,929    8,793  125,556   68,585  121,228   81,307   46,409   86,331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      9.0      5.2     66.6     59.3     80.6     73.4     19.4     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      15       23       21       62       71       88      104
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      563,909
COMMITMENTS
 166,688   22,549  124,634  227,864  383,844  519,186  531,027   44,723   32,882

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     13,869)
   2,576      509    2,955    4,380   10,895    9,912   14,360    3,958     -490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6      4.0     22.1     40.4     68.1     92.1     94.2      7.9      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      31       12       30       36       37       75       71
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       19,247
COMMITMENTS
   3,968    1,726       30    9,852   13,549   13,850   15,305    5,397    3,942

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      5,244)
      55       12        0    5,247    5,440    5,302    5,452      -58     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6      9.0      0.2     51.2     70.4     72.0     79.5     28.0     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        5        2       10        8       18       13
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       61,048
COMMITMENTS
  22,124   13,890      786   27,163   31,276   50,072   45,952   10,975   15,095

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      4,049)
   3,950      899       25      225    3,869    4,200    4,793     -151     -744

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.2     22.8      1.3     44.5     51.2     82.0     75.3     18.0     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      32       25       13       27       29       63       63
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       22,620
COMMITMENTS
   1,747    3,790      318   20,492   18,253   22,557   22,361       63      259

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      1,685)
    -552     -537      -51    2,302    2,341    1,699    1,753      -14      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7     16.8      1.4     90.6     80.7     99.7     98.9      0.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8       11        2       11       13       21       24
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       28,363
COMMITMENTS
   2,605      166      918   24,478   27,195   28,001   28,279      362       84

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     -3,708)
    -727     -163      918   -4,063   -4,367   -3,872   -3,612      164      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      0.6      3.2     86.3     95.9     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        4        1        9        9       16       14
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Updated May 29, 2009