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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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  :   357,899:    60,439     74,304    102,761    165,598    133,483    328,797    310,548:    29,102     47,350
Old  :   152,347:    39,506     57,737     24,441     75,504     49,678    139,451    131,856:    12,896     20,491
Other:   205,551:    44,704     40,338     54,549     90,094     83,805    189,346    178,692:    16,205     26,859
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :    -2,726:       -53      6,389     -3,057      1,363     -1,806     -1,747      1,526:      -980     -4,253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       20.8       28.7       46.3       37.3       91.9       86.8:       8.1       13.2
Old  :     100.0:      25.9       37.9       16.0       49.6       32.6       91.5       86.5:       8.5       13.5
Other:     100.0:      21.7       19.6       26.5       43.8       40.8       92.1       86.9:       7.9       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       317:        70        136        131         77         91        242        279:
Old  :       269:        74        110         75         54         62        172        204:
Other:       244:        53         94         84         64         88        179        211:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.4       11.2       32.1       18.6       15.9        8.0       26.5       13.7
Old  :                 26.6       18.9       40.8       28.3       26.4       16.9       40.7       26.2
Other:                 27.8       11.5       37.6       19.4       27.1        7.9       34.0       13.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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  : 1,107,615:   128,424    132,887    329,224    514,154    429,670    971,802    891,781:   135,813    215,833
Old  :   738,803:    81,476    137,251    212,501    339,942    257,062    633,920    606,814:   104,883    131,988
Other:   368,812:    73,737     22,426     89,933    174,212    172,608    337,882    284,967:    30,930     83,845
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :    15,726:      -906     -7,964     17,325      3,174      4,135     19,593     13,495:    -3,866      2,231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       12.0       29.7       46.4       38.8       87.7       80.5:      12.3       19.5
Old  :     100.0:      11.0       18.6       28.8       46.0       34.8       85.8       82.1:      14.2       17.9
Other:     100.0:      20.0        6.1       24.4       47.2       46.8       91.6       77.3:       8.4       22.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       523:       103        143        185        212        227        437        455:
Old  :       508:       102        140        164        201        215        409        429:
Other:       374:        90         69         87         99        185        226        307:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4       13.1       23.8       20.9        8.9        6.0       14.7        9.0
Old  :                 13.4       12.3       22.7       21.4       10.6        7.0       17.4       10.7
Other:                 22.8       16.0       38.7       25.9       19.0        8.5       28.0       13.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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  :    16,182:       492      2,836      1,353     12,371      9,446     14,217     13,635:     1,965      2,547
Old  :     8,622:       616      2,714        646      6,121      3,390      7,383      6,750:     1,239      1,872
Other:     7,560:        59        305        525      6,250      6,056      6,834      6,885:       726        675
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :      -804:       127          1         99       -571       -867       -346       -768:      -458        -36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0       17.5        8.4       76.5       58.4       87.9       84.3:      12.1       15.7
Old  :     100.0:       7.1       31.5        7.5       71.0       39.3       85.6       78.3:      14.4       21.7
Other:     100.0:       0.8        4.0        6.9       82.7       80.1       90.4       91.1:       9.6        8.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         6         15          6         19         13         29         31:
Old  :        41:         7         14          4         17         10         26         26:
Other:        25:         2          5          3         11         11         15         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 42.9       49.3       63.8       61.0       36.4       34.4       48.4       41.0
Old  :                 45.7       37.0       61.3       50.5       45.7       32.3       59.5       44.2
Other:                 58.9       68.0       81.4       82.3       43.8       48.7       54.8       55.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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  :   398,374:    54,878     43,591    123,682    177,076    162,065    355,636    329,338:    42,738     69,036
Old  :   274,753:    36,177     43,181     74,791    130,850    114,164    241,819    232,136:    32,935     42,617
Other:   123,620:    31,941     13,650     35,651     46,225     47,901    113,818     97,202:     9,803     26,418
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :      -859:    -3,873      4,393      3,534      1,259    -10,726        920     -2,800:    -1,780      1,941
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       10.9       31.0       44.4       40.7       89.3       82.7:      10.7       17.3
Old  :     100.0:      13.2       15.7       27.2       47.6       41.6       88.0       84.5:      12.0       15.5
Other:     100.0:      25.8       11.0       28.8       37.4       38.7       92.1       78.6:       7.9       21.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       317:        81        100        124        107        113        265        273:
Old  :       304:        68        108        101         99        103        234        251:
Other:       194:        60         34         62         66         76        152        150:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.0       19.6       29.7       28.2       11.3        9.0       18.1       13.0
Old  :                 19.8       18.9       31.8       28.1       15.2       10.9       24.0       16.5
Other:                 28.1       26.3       42.6       37.9       19.4       14.6       26.5       21.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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  :   239,878:    20,022     37,117     61,145    135,817    114,926    216,983    213,188:    22,895     26,690
Old  :   203,303:    25,781     38,205     41,355    118,167     99,470    185,303    179,030:    18,000     24,274
Other:    36,575:     4,547      9,218      9,484     17,650     15,456     31,680     34,158:     4,895      2,417
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :     2,102:     1,722      5,144     -5,290      6,177      3,420      2,609      3,274:      -508     -1,172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       15.5       25.5       56.6       47.9       90.5       88.9:       9.5       11.1
Old  :     100.0:      12.7       18.8       20.3       58.1       48.9       91.1       88.1:       8.9       11.9
Other:     100.0:      12.4       25.2       25.9       48.3       42.3       86.6       93.4:      13.4        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        32         60         58         64         61        139        149:
Old  :       177:        41         57         53         62         55        134        140:
Other:        77:        11         23         18         34         22         57         52:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.9       24.5       31.6       36.9       11.3       16.2       19.5       22.4
Old  :                 20.9       24.6       32.6       38.0       16.1       20.8       26.6       28.3
Other:                 35.5       50.3       52.6       65.6       23.7       33.5       32.8       43.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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  :   812,662:    37,083    138,886     63,353    603,235    453,950    703,670    656,189:   108,992    156,474
Old  :   812,662:    37,083    138,886     63,353    603,235    453,950    703,670    656,189:   108,992    156,474
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :    -1,910:     1,723     11,613      2,012      8,414     -3,569     12,149     10,056:   -14,059    -11,967
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       17.1        7.8       74.2       55.9       86.6       80.7:      13.4       19.3
Old  :     100.0:       4.6       17.1        7.8       74.2       55.9       86.6       80.7:      13.4       19.3
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  :       144:        19         35         35         72         75        114        123:
Old  :       144:        19         35         35         72         75        114        123:
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  :                 32.8       22.4       43.1       29.7       30.9       21.4       39.0       27.3
Old  :                 32.8       22.4       43.1       29.7       30.9       21.4       39.0       27.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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  :   129,705:    19,273     11,499     20,755     66,854     73,583    106,881    105,836:    22,823     23,868
Old  :   105,787:    18,452     11,001     14,400     53,712     58,927     86,564     84,329:    19,223     21,458
Other:    23,918:     3,088      2,765      4,087     13,143     14,656     20,317     21,508:     3,601      2,410
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :       411:     1,788      2,497      3,582     -2,725     -6,470      2,644       -391:    -2,233        802
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9        8.9       16.0       51.5       56.7       82.4       81.6:      17.6       18.4
Old  :     100.0:      17.4       10.4       13.6       50.8       55.7       81.8       79.7:      18.2       20.3
Other:     100.0:      12.9       11.6       17.1       54.9       61.3       84.9       89.9:      15.1       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        35         25         37         61         52        114        102:
Old  :       136:        37         27         35         59         51        111        100:
Other:        71:        16         12         19         36         20         64         42:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.8       32.5       30.0       44.9       13.1       25.1       19.9       31.5
Old  :                 22.0       30.6       31.7       40.3       17.8       26.0       25.9       32.2
Other:                 24.4       56.6       39.7       68.7       21.2       45.8       31.9       55.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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  :     6,714:     1,378      1,279        597      3,845      2,883      5,820      4,758:       894      1,956
Old  :     4,559:       911      1,278        219      2,651      1,560      3,781      3,057:       779      1,502
Other:     2,155:       626        159        219      1,194      1,323      2,039      1,701:       116        454
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :      -692:        -0         10        122       -398       -377       -276       -245:      -416       -447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       19.0        8.9       57.3       42.9       86.7       70.9:      13.3       29.1
Old  :     100.0:      20.0       28.0        4.8       58.2       34.2       82.9       67.0:      17.1       33.0
Other:     100.0:      29.1        7.4       10.2       55.4       61.4       94.6       79.0:       5.4       21.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        10         13          6         18         14         32         29:
Old  :        43:        10         12          5         18          9         31         23:
Other:        21:         3          3          4          3         12          8         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 38.7       37.9       53.1       46.9       38.7       36.1       52.1       42.6
Old  :                 30.9       45.0       46.6       53.4       30.9       43.3       46.6       51.1
Other:                 86.0       31.7       94.6       53.7       80.2       31.7       80.3       52.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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  :   496,254:    82,084     65,536     17,804    301,234    337,137    401,122    420,477:    95,132     75,777
Old  :   496,254:    82,084     65,536     17,804    301,234    337,137    401,122    420,477:    95,132     75,777
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :     7,224:     1,696      3,244     -5,530    -26,451    -20,595    -30,285    -22,881:    37,509     30,105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       13.2        3.6       60.7       67.9       80.8       84.7:      19.2       15.3
Old  :     100.0:      16.5       13.2        3.6       60.7       67.9       80.8       84.7:      19.2       15.3
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  :       146:        26         32         20         68         67        109        104:
Old  :       146:        26         32         20         68         67        109        104:
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  :                 15.8       32.1       26.3       42.5       13.8       28.1       22.5       37.4
Old  :                 15.8       32.1       26.3       42.5       13.8       28.1       22.5       37.4
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, March 3, 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  : 1,269,399:    82,454    135,357    144,356    783,300    724,858  1,010,110  1,004,572:   259,288    264,827
Old  : 1,269,399:    82,454    135,357    144,356    783,300    724,858  1,010,110  1,004,572:   259,288    264,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :   168,995:   -22,297     13,658     41,453     51,390     48,376     70,547    103,487:    98,449     65,508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       10.7       11.4       61.7       57.1       79.6       79.1:      20.4       20.9
Old  :     100.0:       6.5       10.7       11.4       61.7       57.1       79.6       79.1:      20.4       20.9
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  :       196:        33         39         43        100        106        156        165:
Old  :       196:        33         39         43        100        106        156        165:
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  :                 19.3       13.5       27.9       19.6       18.7        9.7       25.9       13.9
Old  :                 19.3       13.5       27.9       19.6       18.7        9.7       25.9       13.9
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, March 3, 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  : 1,003,307:   106,235     84,452     29,645    685,757    709,063    821,637    823,160:   181,670    180,146
Old  : 1,003,307:   106,235     84,452     29,645    685,757    709,063    821,637    823,160:   181,670    180,146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :   104,519:      -412    -20,258     -9,381      9,991     58,866        198     29,227:   104,321     75,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        8.4        3.0       68.3       70.7       81.9       82.0:      18.1       18.0
Old  :     100.0:      10.6        8.4        3.0       68.3       70.7       81.9       82.0:      18.1       18.0
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  :       137:        17         34         25         70         68        103        111:
Old  :       137:        17         34         25         70         68        103        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       41.6       40.1       47.4       16.6       27.8       24.2       32.6
Old  :                 27.3       41.6       40.1       47.4       16.6       27.8       24.2       32.6
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, March 3, 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  :   435,962:   141,242      9,074    125,099    136,695    270,200    403,036    404,372:    32,926     31,590
Old  :   435,962:   141,242      9,074    125,099    136,695    270,200    403,036    404,372:    32,926     31,590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :  -248,020:   -29,428     -5,314   -180,138    -35,145    -59,799   -244,711   -245,251:    -3,309     -2,769
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4        2.1       28.7       31.4       62.0       92.4       92.8:       7.6        7.2
Old  :     100.0:      32.4        2.1       28.7       31.4       62.0       92.4       92.8:       7.6        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  :        71:        23          9         28         32         27         67         56:
Old  :        71:        23          9         28         32         27         67         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       38.9       43.9       56.0       22.6       36.2       31.1       43.6
Old  :                 30.2       38.9       43.9       56.0       22.6       36.2       31.1       43.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    26,287:     5,413      5,795        689     14,976     16,034     21,077     22,517:     5,210      3,770
Old  :    26,287:     5,413      5,795        689     14,976     16,034     21,077     22,517:     5,210      3,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :     1,076:       161      1,068        446        710        710      1,316      2,224:      -240     -1,147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       22.0        2.6       57.0       61.0       80.2       85.7:      19.8       14.3
Old  :     100.0:      20.6       22.0        2.6       57.0       61.0       80.2       85.7:      19.8       14.3
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  :        34:         6         12          7         11          6         22         20:
Old  :        34:         6         12          7         11          6         22         20:
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  :                 49.6       60.1       68.1       71.9       48.0       59.9       66.4       71.8
Old  :                 49.6       60.1       68.1       71.9       48.0       59.9       66.4       71.8
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, March 3, 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  :    80,869:    22,883     16,627      1,192     39,070     51,466     63,146     69,286:    17,724     11,584
Old  :    80,869:    22,883     16,627      1,192     39,070     51,466     63,146     69,286:    17,724     11,584
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :    -1,552:      -548        664          4        407     -1,158       -138       -490:    -1,414     -1,062
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       20.6        1.5       48.3       63.6       78.1       85.7:      21.9       14.3
Old  :     100.0:      28.3       20.6        1.5       48.3       63.6       78.1       85.7:      21.9       14.3
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  :        99:        28         22         12         32         30         65         59:
Old  :        99:        28         22         12         32         30         65         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       33.2       37.6       51.6       23.3       28.4       32.3       42.0
Old  :                 25.7       33.2       37.6       51.6       23.3       28.4       32.3       42.0
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, March 3, 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  :    27,177:    10,650      4,494        833     15,298     21,362     26,781     26,689:       396        488
Old  :    27,177:    10,650      4,494        833     15,298     21,362     26,781     26,689:       396        488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :     1,031:       -96          9       -741      1,555      2,016        718      1,284:       313       -253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2       16.5        3.1       56.3       78.6       98.5       98.2:       1.5        1.8
Old  :     100.0:      39.2       16.5        3.1       56.3       78.6       98.5       98.2:       1.5        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        10         12          3         10         14         22         27:
Old  :        42:        10         12          3         10         14         22         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.7       62.9       89.5       80.9       63.7       50.2       73.2       66.8
Old  :                 76.7       62.9       89.5       80.9       63.7       50.2       73.2       66.8
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, March 3, 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  :    36,819:     9,739      1,350      1,999     24,946     33,232     36,684     36,581:       135        238
Old  :    36,819:     9,739      1,350      1,999     24,946     33,232     36,684     36,581:       135        238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :       813:       243        146       -448      3,167      1,041      2,962        739:    -2,149         74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        3.7        5.4       67.8       90.3       99.6       99.4:       0.4        0.6
Old  :     100.0:      26.5        3.7        5.4       67.8       90.3       99.6       99.4:       0.4        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         9          8          4         11          7         21         18:
Old  :        31:         9          8          4         11          7         21         18:
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  :                 65.3       83.5       84.0       95.1       53.0       72.6       68.8       76.1
Old  :                 65.3       83.5       84.0       95.1       53.0       72.6       68.8       76.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 5, 2009