```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :   446,062:    75,999     70,220    140,319    192,845    184,509    409,163    395,048:    36,898     51,014
Old  :   401,333:    69,536     63,018    124,174    172,498    169,943    366,209    357,135:    35,124     44,198
Other:    44,728:    18,790     19,529      3,819     20,346     14,566     42,955     37,913:     1,774      6,816
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :    -5,651:    -7,612       -324      1,588        717     -6,927     -5,307     -5,663:      -344         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       15.7       31.5       43.2       41.4       91.7       88.6:       8.3       11.4
Old  :     100.0:      17.3       15.7       30.9       43.0       42.3       91.2       89.0:       8.8       11.0
Other:     100.0:      42.0       43.7        8.5       45.5       32.6       96.0       84.8:       4.0       15.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       377:        92        125        167         91        112        303        326:
Old  :       377:       115        117        156         90        109        300        314:
Other:       137:        15         48         21         25         67         52        126:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       13.8       28.9       21.3       16.8       11.8       26.6       17.1
Old  :                 19.1       14.8       27.8       23.1       17.3       12.6       25.0       18.8
Other:                 69.9       23.6       77.9       33.9       67.3       22.5       74.1       32.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  : 1,388,160:   238,142    113,775    410,619    609,223    608,067  1,257,984  1,132,461:   130,176    255,699
Old  :   586,914:    94,306    102,756    165,308    269,558    241,055    529,171    509,119:    57,744     77,796
Other:   801,246:   199,633     66,815    189,515    339,665    367,012    728,814    623,342:    72,432    177,903
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :    -7,761:   -18,306     27,700    -16,507     28,829    -16,308     -5,985     -5,115:    -1,776     -2,645
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2        8.2       29.6       43.9       43.8       90.6       81.6:       9.4       18.4
Old  :     100.0:      16.1       17.5       28.2       45.9       41.1       90.2       86.7:       9.8       13.3
Other:     100.0:      24.9        8.3       23.7       42.4       45.8       91.0       77.8:       9.0       22.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       673:       189        127        234        241        295        547        571:
Old  :       594:       127        147        173        216        259        454        481:
Other:       592:       176        104        159        163        269        397        482:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.6       10.4       21.7       16.9       10.4        6.6       15.6        9.7
Old  :                 15.9       12.3       23.6       20.3       14.7        8.7       21.2       13.7
Other:                 16.7        9.7       25.3       16.5       12.3        6.8       18.8       11.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :    15,790:     1,340        656      1,818     10,494     11,352     13,652     13,826:     2,138      1,964
Old  :    15,790:     1,340        656      1,818     10,494     11,352     13,652     13,826:     2,138      1,964
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :      -235:      -279         42        143      1,730        734      1,595        920:    -1,830     -1,155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        4.2       11.5       66.5       71.9       86.5       87.6:      13.5       12.4
Old  :     100.0:       8.5        4.2       11.5       66.5       71.9       86.5       87.6:      13.5       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         9          7         10         19         13         34         28:
Old  :        41:         9          7         10         19         13         34         28:
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  :                 36.4       57.7       55.7       70.6       28.3       40.3       38.9       47.8
Old  :                 36.4       57.7       55.7       70.6       28.3       40.3       38.9       47.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :   661,897:   127,148     21,207    224,092    250,639    326,218    601,879    571,517:    60,019     90,380
Old  :   225,273:    44,672     10,696     90,802     67,559    105,384    203,033    206,882:    22,240     18,391
Other:   436,625:   101,445     29,480    114,320    183,080    220,834    398,846    364,635:    37,779     71,990
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :     2,610:    -8,853       -892      2,906     10,053       -247      4,105      1,767:    -1,495        844
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2        3.2       33.9       37.9       49.3       90.9       86.3:       9.1       13.7
Old  :     100.0:      19.8        4.7       40.3       30.0       46.8       90.1       91.8:       9.9        8.2
Other:     100.0:      23.2        6.8       26.2       41.9       50.6       91.3       83.5:       8.7       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       477:       170        111        210        133        174        409        406:
Old  :       388:       136         88        137        106        139        297        310:
Other:       424:       123        119        151        107        164        318        355:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.2       21.0       26.4       32.4        9.5       13.5       14.9       17.7
Old  :                 24.4       33.0       33.9       41.5       12.1       18.0       16.2       22.3
Other:                 18.2       20.1       28.6       31.2       14.0       15.4       22.1       21.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    23,357:    19,293      3,571        950         13      2,865     20,256      7,386:     3,101     15,971
Old  :     4,165:     2,889      1,856        303         13        148      3,205      2,307:       960      1,858
Other:    19,192:    16,830      2,141        221          0      2,717     17,051      5,079:     2,141     14,113
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :      -873:      -419       -812       -238         -1       -113       -658     -1,163:      -215        290
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.6       15.3        4.1        0.1       12.3       86.7       31.6:      13.3       68.4
Old  :     100.0:      69.4       44.6        7.3        0.3        3.6       77.0       55.4:      23.0       44.6
Other:     100.0:      87.7       11.2        1.2        0.0       14.2       88.8       26.5:      11.2       73.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        18         13         14          2          9         24         32:
Old  :        33:        10         14          6          2          5         16         23:
Other:        38:        18         11          9          0          9         20         27:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.2        9.6       74.2       15.9       54.4        9.6       72.0       15.3
Old  :                 60.5       35.7       72.3       49.1       57.1       33.8       68.4       44.9
Other:                 57.2        9.5       77.9       15.4       56.7        9.5       77.4       15.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :   306,744:    35,638     41,929     85,701    158,015    153,806    279,353    281,435:    27,391     25,309
Old  :   151,077:    29,684     14,276     38,120     68,193     84,927    135,998    137,323:    15,079     13,754
Other:   155,667:    25,408     47,108     28,126     89,822     68,879    143,355    144,112:    12,311     11,555
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :    -6,895:      -853      2,039     -2,255      4,144     -2,274      1,035     -2,490:    -7,931     -4,405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       13.7       27.9       51.5       50.1       91.1       91.7:       8.9        8.3
Old  :     100.0:      19.6        9.4       25.2       45.1       56.2       90.0       90.9:      10.0        9.1
Other:     100.0:      16.3       30.3       18.1       57.7       44.2       92.1       92.6:       7.9        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       224:        53         58         85         67         70        184        182:
Old  :       186:        71         33         61         55         60        147        141:
Other:       183:        35         76         58         58         51        140        141:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.0       23.9       25.2       34.0        9.1       13.9       15.6       20.2
Old  :                 22.3       23.4       31.4       34.6        7.9       11.5       13.9       18.6
Other:                 18.6       29.6       31.2       39.6       17.8       22.8       29.1       31.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :   810,770:    69,022    148,783     47,521    566,565    468,907    683,108    665,212:   127,662    145,558
Old  :   810,770:    69,022    148,783     47,521    566,565    468,907    683,108    665,212:   127,662    145,558
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :    14,904:        83     -5,302       -609     14,292     19,825     13,765     13,913:     1,139        991
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       18.4        5.9       69.9       57.8       84.3       82.0:      15.7       18.0
Old  :     100.0:       8.5       18.4        5.9       69.9       57.8       84.3       82.0:      15.7       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  :       168:        25         41         36         84         82        134        134:
Old  :       168:        25         41         36         84         82        134        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       25.6       31.5       33.8       20.4       24.9       27.5       32.3
Old  :                 24.1       25.6       31.5       33.8       20.4       24.9       27.5       32.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :   219,819:    52,519      6,656     49,741     77,570    137,828    179,829    194,225:    39,990     25,595
Old  :    96,300:    30,399      3,721     17,421     27,372     61,713     75,191     82,855:    21,109     13,446
Other:   123,519:    35,076     15,891     19,363     50,198     76,115    104,637    111,370:    18,881     12,149
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :   -10,543:    -8,142        395        374        -29    -13,302     -7,797    -12,533:    -2,746      1,990
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        3.0       22.6       35.3       62.7       81.8       88.4:      18.2       11.6
Old  :     100.0:      31.6        3.9       18.1       28.4       64.1       78.1       86.0:      21.9       14.0
Other:     100.0:      28.4       12.9       15.7       40.6       61.6       84.7       90.2:      15.3        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        65         24         55         68         66        158        127:
Old  :       144:        56         18         36         61         58        128        101:
Other:       142:        42         31         38         54         51        119        101:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.1       33.3       23.3       46.4        6.8       27.9       12.2       33.2
Old  :                 16.3       27.0       25.0       39.4       12.1       25.2       19.5       35.5
Other:                 22.7       42.3       33.1       55.5       17.8       38.5       26.3       48.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     8,933:     2,567      1,411        726      3,935      5,211      7,228      7,348:     1,705      1,585
Old  :     1,448:       428        258         25        691        856      1,144      1,140:       304        308
Other:     7,485:     2,267      1,280        573      3,244      4,355      6,084      6,209:     1,401      1,276
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :      -474:        25        197        -10         -0       -188         14         -1:      -489       -473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       15.8        8.1       44.1       58.3       80.9       82.3:      19.1       17.7
Old  :     100.0:      29.6       17.8        1.8       47.7       59.1       79.0       78.7:      21.0       21.3
Other:     100.0:      30.3       17.1        7.7       43.3       58.2       81.3       83.0:      18.7       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        17         13          8         20         19         40         38:
Old  :        33:        10          4          4         10         15         20         23:
Other:        50:        11         14          7         18         18         34         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.7       33.7       47.8       50.2       29.7       31.5       44.0       44.0
Old  :                 56.1       51.4       73.0       67.8       56.0       51.0       72.2       67.4
Other:                 35.4       38.2       54.3       53.8       35.4       35.3       49.8       46.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :   611,512:   134,732     54,601     43,134    345,860    410,070    523,725    507,805:    87,786    103,706
Old  :   611,512:   134,732     54,601     43,134    345,860    410,070    523,725    507,805:    87,786    103,706
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :    28,658:    16,043     -6,893       -814      8,114     37,494     23,343     29,786:     5,315     -1,128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        8.9        7.1       56.6       67.1       85.6       83.0:      14.4       17.0
Old  :     100.0:      22.0        8.9        7.1       56.6       67.1       85.6       83.0:      14.4       17.0
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  :       163:        35         32         23         69         74        114        119:
Old  :       163:        35         32         23         69         74        114        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       23.1       33.1       34.3       20.9       21.1       30.5       32.3
Old  :                 22.2       23.1       33.1       34.3       20.9       21.1       30.5       32.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  : 1,474,212:    79,954    167,404    209,678    906,777    777,351  1,196,409  1,154,433:   277,803    319,779
Old  : 1,474,212:    79,954    167,404    209,678    906,777    777,351  1,196,409  1,154,433:   277,803    319,779
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :   -74,747:    -9,828    -20,955    -27,875    -26,009    -34,020    -63,712    -82,850:   -11,035      8,103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4       11.4       14.2       61.5       52.7       81.2       78.3:      18.8       21.7
Old  :     100.0:       5.4       11.4       14.2       61.5       52.7       81.2       78.3:      18.8       21.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       226:        39         45         63        127        118        198        195:
Old  :       226:        39         45         63        127        118        198        195:
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  :                 14.7       14.4       22.2       21.5        9.3        8.1       13.7       12.8
Old  :                 14.7       14.4       22.2       21.5        9.3        8.1       13.7       12.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :   892,889:    85,566    121,132     71,896    560,890    500,402    718,353    693,430:   174,536    199,459
Old  :   892,889:    85,566    121,132     71,896    560,890    500,402    718,353    693,430:   174,536    199,459
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :    -9,514:   -16,925      4,939     -8,538     14,823      1,854    -10,640     -1,745:     1,126     -7,769
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       13.6        8.1       62.8       56.0       80.5       77.7:      19.5       22.3
Old  :     100.0:       9.6       13.6        8.1       62.8       56.0       80.5       77.7:      19.5       22.3
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  :       136:        25         25         26         68         70        103        111:
Old  :       136:        25         25         26         68         70        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  :                 24.7       19.5       33.6       30.6       19.9       18.4       28.4       26.1
Old  :                 24.7       19.5       33.6       30.6       19.9       18.4       28.4       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :   559,050:   140,356     11,298    137,870    235,980    370,293    514,206    519,462:    44,844     39,588
Old  :   559,050:   140,356     11,298    137,870    235,980    370,293    514,206    519,462:    44,844     39,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :    51,635:     8,461      1,442     31,863     10,001     15,532     50,324     48,837:     1,311      2,798
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        2.0       24.7       42.2       66.2       92.0       92.9:       8.0        7.1
Old  :     100.0:      25.1        2.0       24.7       42.2       66.2       92.0       92.9:       8.0        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        35          6         35         41         38         85         75:
Old  :        91:        35          6         35         41         38         85         75:
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  :                 25.6       36.9       42.1       52.4       19.7       30.5       28.5       38.0
Old  :                 25.6       36.9       42.1       52.4       19.7       30.5       28.5       38.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :    51,498:    15,226      8,609        416     23,839     32,655     39,481     41,680:    12,017      9,817
Old  :    51,498:    15,226      8,609        416     23,839     32,655     39,481     41,680:    12,017      9,817
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :   -25,852:    -3,627    -12,264     -2,677    -18,928     -3,164    -25,232    -18,104:      -620     -7,748
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       16.7        0.8       46.3       63.4       76.7       80.9:      23.3       19.1
Old  :     100.0:      29.6       16.7        0.8       46.3       63.4       76.7       80.9:      23.3       19.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        20         13          4         27         25         49         40:
Old  :        73:        20         13          4         27         25         49         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       36.3       33.9       51.5       20.0       34.4       31.9       49.2
Old  :                 21.0       36.3       33.9       51.5       20.0       34.4       31.9       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :    24,615:       552      4,202         86     23,966     19,939     24,604     24,227:        11        388
Old  :    24,615:       552      4,202         86     23,966     19,939     24,604     24,227:        11        388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :      -631:    -3,648         29          0      3,016       -715       -632       -686:         1         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2       17.1        0.3       97.4       81.0      100.0       98.4:       0.0        1.6
Old  :     100.0:       2.2       17.1        0.3       97.4       81.0      100.0       98.4:       0.0        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         3         14          1         13         13         17         27:
Old  :        41:         3         14          1         13         13         17         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  :                 86.8       79.2       95.8       89.6       86.8       78.2       95.6       88.5
Old  :                 86.8       79.2       95.8       89.6       86.8       78.2       95.6       88.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :    40,065:     2,686      1,129          0     37,306     38,659     39,992     39,788:        73        277
Old  :    40,065:     2,686      1,129          0     37,306     38,659     39,992     39,788:        73        277
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :      -295:      -686        180          0        389       -496       -297       -316:         2         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7        2.8        0.0       93.1       96.5       99.8       99.3:       0.2        0.7
Old  :     100.0:       6.7        2.8        0.0       93.1       96.5       99.8       99.3:       0.2        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          6          0         11          8         14         14:
Old  :        25:         3          6          0         11          8         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.8       86.4       97.8       96.5       72.5       82.3       87.5       87.9
Old  :                 82.8       86.4       97.8       96.5       72.5       82.3       87.5       87.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 26, 2009