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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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  :   393,948:    84,012     70,345    103,888    173,987    172,410    361,887    346,643:    32,061     47,305
Old  :   380,064:    82,578     71,053    100,849    165,805    164,305    349,233    336,208:    30,832     43,856
Other:    13,884:     3,686      1,545        786      8,182      8,105     12,654     10,436:     1,229      3,448
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :    18,688:     7,147     -2,854      7,606      2,987     13,476     17,740     18,229:       948        459
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       17.9       26.4       44.2       43.8       91.9       88.0:       8.1       12.0
Old  :     100.0:      21.7       18.7       26.5       43.6       43.2       91.9       88.5:       8.1       11.5
Other:     100.0:      26.5       11.1        5.7       58.9       58.4       91.1       75.2:       8.9       24.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       365:       100        136        142         79        102        281        299:
Old  :       365:       103        136        139         79        101        279        297:
Other:        94:        21         16         16         22         46         49         74:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.4       15.2       29.5       22.5       16.3       14.0       26.9       19.8
Old  :                 18.4       15.5       29.8       23.1       17.0       14.2       28.0       20.3
Other:                 44.8       27.6       61.4       39.0       32.3       12.9       46.7       23.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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  : 1,264,514:   222,325     85,052    375,401    531,007    570,966  1,128,733  1,031,418:   135,781    233,096
Old  :   686,970:   134,907    111,596    175,966    294,330    298,511    605,203    586,073:    81,767    100,897
Other:   577,544:   144,965     31,002    141,888    236,678    272,456    523,530    445,345:    54,013    132,199
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :    89,436:    35,886    -20,680     16,081     19,659     70,165     71,626     65,565:    17,810     23,871
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        6.7       29.7       42.0       45.2       89.3       81.6:      10.7       18.4
Old  :     100.0:      19.6       16.2       25.6       42.8       43.5       88.1       85.3:      11.9       14.7
Other:     100.0:      25.1        5.4       24.6       41.0       47.2       90.6       77.1:       9.4       22.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       625:       176        117        206        230        276        511        517:
Old  :       594:       156        135        156        206        254        448        463:
Other:       508:       130         98        138        142        241        337        417:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.3       12.3       20.8       19.2       10.0        8.6       15.8       12.6
Old  :                 13.8       13.2       22.8       20.7       13.0        9.9       20.7       15.6
Other:                 19.2       11.2       29.0       19.4       17.0        8.3       23.4       12.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    14,920:     2,086      1,405      1,222      8,860     10,063     12,169     12,690:     2,751      2,230
Old  :    14,920:     2,086      1,405      1,222      8,860     10,063     12,169     12,690:     2,751      2,230
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :        69:       647     -1,028        129     -1,059        826       -282        -73:       352        143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0        9.4        8.2       59.4       67.4       81.6       85.1:      18.4       14.9
Old  :     100.0:      14.0        9.4        8.2       59.4       67.4       81.6       85.1:      18.4       14.9
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  :        46:        10         14          6         17         12         31         28:
Old  :        46:        10         14          6         17         12         31         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  :                 32.2       55.0       50.3       68.4       27.1       39.8       39.8       49.5
Old  :                 32.2       55.0       50.3       68.4       27.1       39.8       39.8       49.5
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, May 12, 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  :   568,273:   128,321     16,183    176,496    200,014    287,875    504,831    480,555:    63,442     87,719
Old  :   313,020:    80,742     25,596     85,033    109,763    166,220    275,538    276,848:    37,482     36,172
Other:   255,253:    70,826     13,834     68,217     90,250    121,656    229,293    203,707:    25,960     51,547
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :    19,405:     3,871     -3,087      7,443      2,429     10,165     13,743     14,521:     5,662      4,884
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        2.8       31.1       35.2       50.7       88.8       84.6:      11.2       15.4
Old  :     100.0:      25.8        8.2       27.2       35.1       53.1       88.0       88.4:      12.0       11.6
Other:     100.0:      27.7        5.4       26.7       35.4       47.7       89.8       79.8:      10.2       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       420:       165         81        165        118        151        355        335:
Old  :       391:       143         88        126         90        135        291        292:
Other:       325:       103         71         93         97        129        248        248:
     :----------------------------------------------------------------------------------------------------
     :             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       22.2       24.8       33.0       10.3       16.3       16.2       21.4
Old  :                 18.3       26.6       28.8       36.7       15.3       21.2       23.6       28.9
Other:                 15.8       23.0       27.6       35.2       12.1       18.8       19.1       22.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    19,171:    14,927      1,861        637          0      1,379     15,564      3,877:     3,607     15,294
Old  :     6,338:     3,486      1,780        358          0        137      3,844      2,275:     2,494      4,063
Other:    12,833:    11,664        304         56          0      1,242     11,720      1,602:     1,113     11,231
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :     2,042:     1,140        750        254          0        -96      1,394        908:       648      1,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.9        9.7        3.3        0.0        7.2       81.2       20.2:      18.8       79.8
Old  :     100.0:      55.0       28.1        5.6        0.0        2.2       60.7       35.9:      39.3       64.1
Other:     100.0:      90.9        2.4        0.4        0.0        9.7       91.3       12.5:       8.7       87.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        16          7         11          0          4         18         20:
Old  :        26:        14          8          5          0          4         15         16:
Other:        22:        14          4          8          0          4         15         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 52.1        8.2       67.9       14.5       49.6        8.2       65.4       13.8
Old  :                 38.8       18.5       56.4       30.8       34.2       17.5       51.4       28.1
Other:                 62.4       10.1       80.1       12.2       62.1       10.1       79.9       12.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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  :   252,243:    45,132     24,510     62,610    110,124    146,785    217,866    233,904:    34,377     18,339
Old  :   195,605:    44,003     24,853     37,733     87,663    117,119    169,399    179,705:    26,206     15,900
Other:    56,638:    10,673      9,201     15,333     22,461     29,665     48,467     54,199:     8,171      2,438
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :     7,928:     8,584       -516        243     -1,576      9,066      7,250      8,793:       678       -864
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        9.7       24.8       43.7       58.2       86.4       92.7:      13.6        7.3
Old  :     100.0:      22.5       12.7       19.3       44.8       59.9       86.6       91.9:      13.4        8.1
Other:     100.0:      18.8       16.2       27.1       39.7       52.4       85.6       95.7:      14.4        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        63         35         64         69         61        176        135:
Old  :       189:        70         37         52         64         52        161        119:
Other:       117:        30         28         33         44         39         93         83:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.4       31.3       25.3       42.0       10.1       26.4       16.8       33.6
Old  :                 15.1       35.3       25.1       44.1       11.9       30.7       19.8       38.5
Other:                 22.6       30.3       35.0       50.0       14.2       25.3       22.8       38.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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  :   790,878:    39,378    135,270     48,284    580,342    449,594    668,005    633,148:   122,873    157,730
Old  :   790,878:    39,378    135,270     48,284    580,342    449,594    668,005    633,148:   122,873    157,730
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :    43,432:    -1,370     24,194     12,509     32,066      6,050     43,205     42,753:       228        679
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       17.1        6.1       73.4       56.8       84.5       80.1:      15.5       19.9
Old  :     100.0:       5.0       17.1        6.1       73.4       56.8       84.5       80.1:      15.5       19.9
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  :       151:        23         40         40         75         73        125        126:
Old  :       151:        23         40         40         75         73        125        126:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       27.8       37.6       34.4       26.3       27.6       34.0       33.5
Old  :                 27.6       27.8       37.6       34.4       26.3       27.6       34.0       33.5
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, May 12, 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  :   173,458:    47,699      5,983     30,029     63,952    120,664    141,680    156,676:    31,778     16,782
Old  :   118,687:    48,286      4,678     13,088     33,048     87,763     94,422    105,528:    24,265     13,158
Other:    54,771:     5,569      7,462     10,785     30,904     32,901     47,257     51,147:     7,514      3,624
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :    10,389:    -1,306      1,266      3,412      7,390      6,170      9,496     10,848:       893       -459
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5        3.4       17.3       36.9       69.6       81.7       90.3:      18.3        9.7
Old  :     100.0:      40.7        3.9       11.0       27.8       73.9       79.6       88.9:      20.4       11.1
Other:     100.0:      10.2       13.6       19.7       56.4       60.1       86.3       93.4:      13.7        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        60         21         44         66         57        150        107:
Old  :       161:        60         25         32         62         50        139         92:
Other:       103:        22         22         31         45         36         89         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.2       40.2       21.6       53.3        8.2       33.3       14.9       41.2
Old  :                 12.2       42.5       20.3       55.7       11.1       38.3       18.3       51.3
Other:                 24.3       45.0       37.5       59.7       15.8       33.5       23.4       44.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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  :     8,302:     2,161      1,091        721      4,163      4,458      7,045      6,270:     1,257      2,032
Old  :     3,963:       930      1,200         75      2,087      1,627      3,092      2,902:       871      1,061
Other:     4,339:     1,459        120        418      2,076      2,830      3,953      3,368:       386        971
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :      -211:      -358         30        -30        100       -585       -288       -585:        77        374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       13.1        8.7       50.1       53.7       84.9       75.5:      15.1       24.5
Old  :     100.0:      23.5       30.3        1.9       52.7       41.1       78.0       73.2:      22.0       26.8
Other:     100.0:      33.6        2.8        9.6       47.8       65.2       91.1       77.6:       8.9       22.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        13         11          7         19         16         36         30:
Old  :        44:        12         10          4         18         12         32         24:
Other:        28:         5          5          5          9         14         18         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.3       25.5       48.2       46.1       29.3       23.7       43.7       40.0
Old  :                 33.4       36.8       49.7       53.2       33.4       36.2       49.6       52.5
Other:                 52.4       40.0       77.8       56.8       50.6       28.3       65.7       44.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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  :   523,771:    98,926     58,136     19,868    305,644    354,315    424,438    432,319:    99,333     91,452
Old  :   523,771:    98,926     58,136     19,868    305,644    354,315    424,438    432,319:    99,333     91,452
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :    33,246:    19,472      9,946      3,497     11,820     23,644     34,788     37,087:    -1,541     -3,840
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       11.1        3.8       58.4       67.6       81.0       82.5:      19.0       17.5
Old  :     100.0:      18.9       11.1        3.8       58.4       67.6       81.0       82.5:      19.0       17.5
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  :       143:        26         27         18         64         70        100        105:
Old  :       143:        26         27         18         64         70        100        105:
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  :                 18.3       23.7       29.8       35.5       15.4       19.7       24.1       29.8
Old  :                 18.3       23.7       29.8       35.5       15.4       19.7       24.1       29.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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  : 1,469,845:    78,086    156,915    157,607  1,001,326    860,101  1,237,019  1,174,623:   232,826    295,223
Old  : 1,469,845:    78,086    156,915    157,607  1,001,326    860,101  1,237,019  1,174,623:   232,826    295,223
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :   114,083:    21,440     -8,269     19,719     68,005     91,221    109,164    102,671:     4,919     11,412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       10.7       10.7       68.1       58.5       84.2       79.9:      15.8       20.1
Old  :     100.0:       5.3       10.7       10.7       68.1       58.5       84.2       79.9:      15.8       20.1
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  :       228:        39         46         57        126        123        191        200:
Old  :       228:        39         46         57        126        123        191        200:
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  :                 20.9       19.0       30.8       24.6       19.3       13.1       25.1       17.1
Old  :                 20.9       19.0       30.8       24.6       19.3       13.1       25.1       17.1
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, May 12, 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  :   900,440:   111,386     80,328     42,087    579,347    591,757    732,820    714,172:   167,619    186,267
Old  :   900,440:   111,386     80,328     42,087    579,347    591,757    732,820    714,172:   167,619    186,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :    23,177:     1,502      9,121     12,024      8,663      2,229     22,189     23,373:       988       -196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        8.9        4.7       64.3       65.7       81.4       79.3:      18.6       20.7
Old  :     100.0:      12.4        8.9        4.7       64.3       65.7       81.4       79.3:      18.6       20.7
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  :       141:        21         29         26         67         72        101        114:
Old  :       141:        21         29         26         67         72        101        114:
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       23.4       40.6       32.3       16.5       11.9       24.3       19.0
Old  :                 30.2       23.4       40.6       32.3       16.5       11.9       24.3       19.0
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, May 12, 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  :   513,380:   162,408     22,910    104,775    203,982    355,505    471,166    483,190:    42,215     30,190
Old  :   513,380:   162,408     22,910    104,775    203,982    355,505    471,166    483,190:    42,215     30,190
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :    28,137:     1,946      6,137      7,611     20,209     15,044     29,767     28,792:    -1,630       -655
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        4.5       20.4       39.7       69.2       91.8       94.1:       8.2        5.9
Old  :     100.0:      31.6        4.5       20.4       39.7       69.2       91.8       94.1:       8.2        5.9
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  :        82:        26         16         31         34         34         73         68:
Old  :        82:        26         16         31         34         34         73         68:
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       37.6       42.9       53.9       20.5       34.0       31.9       42.5
Old  :                 27.3       37.6       42.9       53.9       20.5       34.0       31.9       42.5
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, May 12, 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  :    14,294:     3,983      2,544         24      5,164      7,973      9,171     10,541:     5,124      3,753
Old  :    14,294:     3,983      2,544         24      5,164      7,973      9,171     10,541:     5,124      3,753
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :       635:       502        869        -74         59        175        487        970:       148       -336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       17.8        0.2       36.1       55.8       64.2       73.7:      35.8       26.3
Old  :     100.0:      27.9       17.8        0.2       36.1       55.8       64.2       73.7:      35.8       26.3
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  :        27:         7          7          3          8          7         18         14:
Old  :        27:         7          7          3          8          7         18         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  :                 40.6       51.6       53.6       64.6       39.8       51.6       52.7       64.6
Old  :                 40.6       51.6       53.6       64.6       39.8       51.6       52.7       64.6
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, May 12, 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  :    58,665:    19,123     13,053        859     25,564     29,529     45,546     43,442:    13,119     15,223
Old  :    58,665:    19,123     13,053        859     25,564     29,529     45,546     43,442:    13,119     15,223
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :       296:     2,785     -3,047        296     -5,070      2,449     -1,988       -302:     2,285        599
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       22.3        1.5       43.6       50.3       77.6       74.1:      22.4       25.9
Old  :     100.0:      32.6       22.3        1.5       43.6       50.3       77.6       74.1:      22.4       25.9
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  :        97:        30         25         13         29         29         66         60:
Old  :        97:        30         25         13         29         29         66         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       24.0       36.8       39.3       20.8       22.2       29.9       30.4
Old  :                 23.4       24.0       36.8       39.3       20.8       22.2       29.9       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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  :    19,926:     2,167      4,430         79     17,598     15,125     19,844     19,634:        82        292
Old  :    19,926:     2,167      4,430         79     17,598     15,125     19,844     19,634:        82        292
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :     2,133:      -507      1,786          2      2,652        282      2,147      2,070:       -14         63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       22.2        0.4       88.3       75.9       99.6       98.5:       0.4        1.5
Old  :     100.0:      10.9       22.2        0.4       88.3       75.9       99.6       98.5:       0.4        1.5
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  :        38:         8         11          1         11         12         20         23:
Old  :        38:         8         11          1         11         12         20         23:
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  :                 78.2       79.1       91.7       88.8       73.7       69.0       84.5       78.7
Old  :                 78.2       79.1       91.7       88.8       73.7       69.0       84.5       78.7
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, May 12, 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  :    34,421:     3,907        166         49     30,248     34,067     34,204     34,282:       217        139
Old  :    34,421:     3,907        166         49     30,248     34,067     34,204     34,282:       217        139
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :    -1,123:     1,168       -190          0     -2,414     -1,008     -1,246     -1,198:       123         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        0.5        0.1       87.9       99.0       99.4       99.6:       0.6        0.4
Old  :     100.0:      11.4        0.5        0.1       87.9       99.0       99.4       99.6:       0.6        0.4
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  :        27:         8          4          1         10          8         18         13:
Old  :        27:         8          4          1         10          8         18         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.1       89.2       92.6       99.0       76.0       89.2       90.3       96.2
Old  :                 78.1       89.2       92.6       99.0       76.0       89.2       90.3       96.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 15, 2009