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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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  :   417,105:    65,906     66,995    134,727    185,476    167,868    386,109    369,590:    30,996     47,515
Old  :   119,463:    39,680     38,157     21,054     47,804     47,582    108,537    106,793:    10,926     12,670
Other:   297,642:    60,495     63,106     79,404    137,672    120,286    277,572    262,797:    20,070     34,845
     :          :                                                                            :
     :          :          Changes in Commitments from: March 31, 2009                       :
     :     4,620:     1,225     -6,223     -1,741      5,235     14,347      4,718      6,383:       -98     -1,763
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       16.1       32.3       44.5       40.2       92.6       88.6:       7.4       11.4
Old  :     100.0:      33.2       31.9       17.6       40.0       39.8       90.9       89.4:       9.1       10.6
Other:     100.0:      20.3       21.2       26.7       46.3       40.4       93.3       88.3:       6.7       11.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       376:        87        127        179         88        105        303        336:
Old  :       294:        99        105         65         53         64        198        188:
Other:       335:        86        133        110         80        100        226        292:
     :----------------------------------------------------------------------------------------------------
     :             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       11.0       29.8       18.1       15.3        9.1       24.7       14.0
Old  :                 28.2       20.9       39.2       32.0       28.2       19.4       39.1       29.4
Other:                 21.1       10.5       33.4       17.7       19.3        8.9       29.4       14.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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  : 1,251,985:   159,651     73,938    402,311    554,624    551,638  1,116,586  1,027,887:   135,398    224,098
Old  :   815,335:   103,323     99,131    247,781    366,207    344,097    717,311    691,009:    98,025    124,327
Other:   436,649:   104,657     23,135    106,201    188,417    207,541    399,276    336,878:    37,374     99,771
     :          :                                                                            :
     :          :          Changes in Commitments from: March 31, 2009                       :
     :    27,024:     2,614       -967     21,759      7,606      7,898     31,979     28,690:    -4,955     -1,666
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8        5.9       32.1       44.3       44.1       89.2       82.1:      10.8       17.9
Old  :     100.0:      12.7       12.2       30.4       44.9       42.2       88.0       84.8:      12.0       15.2
Other:     100.0:      24.0        5.3       24.3       43.2       47.5       91.4       77.2:       8.6       22.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       583:       146        122        222        232        256        501        508:
Old  :       563:       125        146        191        212        244        457        476:
Other:       436:       118         73        105        125        210        281        352:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       13.2       21.0       20.8        9.0        6.8       14.2       10.3
Old  :                 12.9       14.5       22.3       22.0       10.8        7.8       17.9       11.5
Other:                 19.9       11.5       32.1       21.0       18.0        8.5       25.8       13.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    16,809:     1,452      2,283      1,736     10,735     10,243     13,923     14,262:     2,886      2,547
Old  :     6,450:     1,002      1,917        417      3,380      2,668      4,798      5,002:     1,652      1,448
Other:    10,359:     1,429      1,345        341      7,355      7,575      9,125      9,261:     1,234      1,098
     :          :                                                                            :
     :          :          Changes in Commitments from: March 31, 2009                       :
     :       713:       466         25        197        -58        699        604        921:       109       -208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       13.6       10.3       63.9       60.9       82.8       84.8:      17.2       15.2
Old  :     100.0:      15.5       29.7        6.5       52.4       41.4       74.4       77.5:      25.6       22.5
Other:     100.0:      13.8       13.0        3.3       71.0       73.1       88.1       89.4:      11.9       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         5         16          5         21         13         31         30:
Old  :        34:         6         10          3         14          9         20         22:
Other:        33:         5          7          3         18         11         26         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       50.2       48.6       62.5       25.8       33.6       36.2       41.4
Old  :                 44.6       46.6       61.0       60.0       42.2       45.5       57.4       58.3
Other:                 43.2       60.1       63.0       76.2       37.6       56.2       53.0       67.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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  :   476,888:    93,348     18,030    159,394    174,834    224,768    427,576    402,191:    49,312     74,697
Old  :   306,681:    70,447     26,486     89,012    110,771    150,201    270,230    265,698:    36,451     40,982
Other:   170,207:    44,135     12,778     49,147     64,063     74,567    157,346    136,493:    12,861     33,715
     :          :                                                                            :
     :          :          Changes in Commitments from: March 31, 2009                       :
     :    29,946:    16,140    -10,430      8,948       -718     28,526     24,371     27,044:     5,575      2,902
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        3.8       33.4       36.7       47.1       89.7       84.3:      10.3       15.7
Old  :     100.0:      23.0        8.6       29.0       36.1       49.0       88.1       86.6:      11.9       13.4
Other:     100.0:      25.9        7.5       28.9       37.6       43.8       92.4       80.2:       7.6       19.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       365:       133         72        158        115        130        322        303:
Old  :       347:       118         81        132        106        119        285        278:
Other:       258:        83         50         78         79        100        201        194:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.1       19.9       25.3       29.9       10.1       13.3       16.4       18.1
Old  :                 17.2       22.1       27.5       30.9       14.2       17.3       22.4       22.7
Other:                 20.6       25.4       34.4       36.4       16.8       17.6       25.0       21.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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  :   244,547:    24,246     28,879     59,602    128,702    133,966    212,550    222,447:    31,998     22,100
Old  :   198,139:    27,447     30,885     36,512    107,842    110,859    171,800    178,255:    26,338     19,884
Other:    46,408:     6,640      7,834     13,250     20,859     23,108     40,749     44,192:     5,659      2,216
     :          :                                                                            :
     :          :          Changes in Commitments from: March 31, 2009                       :
     :     2,698:     2,839     -4,743      2,687     -8,192      4,458     -2,667      2,402:     5,365        296
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       11.8       24.4       52.6       54.8       86.9       91.0:      13.1        9.0
Old  :     100.0:      13.9       15.6       18.4       54.4       56.0       86.7       90.0:      13.3       10.0
Other:     100.0:      14.3       16.9       28.6       44.9       49.8       87.8       95.2:      12.2        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        46         41         60         67         64        155        144:
Old  :       180:        49         46         53         61         58        142        134:
Other:        98:        22         23         26         43         29         79         66:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.5       23.8       26.8       37.6       11.8       21.5       19.0       29.5
Old  :                 16.3       26.5       27.1       39.3       14.4       23.9       23.7       34.6
Other:                 28.1       42.8       42.8       61.8       16.6       34.3       26.6       47.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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  :   805,064:    40,293    122,561     51,121    605,436    490,432    696,851    664,115:   108,214    140,950
Old  :   805,064:    40,293    122,561     51,121    605,436    490,432    696,851    664,115:   108,214    140,950
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 31, 2009                       :
     :     5,688:   -10,020      1,564      7,411     14,569     -4,877     11,960      4,098:    -6,272      1,590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       15.2        6.3       75.2       60.9       86.6       82.5:      13.4       17.5
Old  :     100.0:       5.0       15.2        6.3       75.2       60.9       86.6       82.5:      13.4       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  :       153:        15         46         38         75         78        122        130:
Old  :       153:        15         46         38         75         78        122        130:
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  :                 32.0       30.5       44.2       38.0       30.7       30.3       41.2       37.7
Old  :                 32.0       30.5       44.2       38.0       30.7       30.3       41.2       37.7
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, April 7, 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  :   132,363:    29,121      7,492     22,823     52,780     83,909    104,724    114,223:    27,639     18,139
Old  :   101,893:    27,364      7,825     14,480     36,069     63,323     77,912     85,628:    23,981     16,265
Other:    30,469:     4,537      2,446      5,563     16,711     20,585     26,812     28,595:     3,658      1,874
     :          :                                                                            :
     :          :          Changes in Commitments from: March 31, 2009                       :
     :     5,915:       182      1,637        478      3,739      2,926      4,399      5,040:     1,516        875
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        5.7       17.2       39.9       63.4       79.1       86.3:      20.9       13.7
Old  :     100.0:      26.9        7.7       14.2       35.4       62.1       76.5       84.0:      23.5       16.0
Other:     100.0:      14.9        8.0       18.3       54.8       67.6       88.0       93.8:      12.0        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        45         26         42         60         52        130        102:
Old  :       143:        47         23         36         56         51        122         97:
Other:        84:        25         14         20         40         25         74         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       35.2       20.2       45.4        9.4       30.4       15.0       38.0
Old  :                 11.3       33.6       18.2       44.0       11.1       30.0       16.9       38.6
Other:                 25.8       50.4       40.5       66.4       21.2       44.3       31.9       54.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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  :     7,827:     1,736      1,068        906      4,071      3,856      6,713      5,830:     1,114      1,996
Old  :     4,596:       823      1,226        304      2,633      1,805      3,761      3,335:       835      1,261
Other:     3,231:     1,169         99        345      1,437      2,051      2,952      2,495:       279        735
     :          :                                                                            :
     :          :          Changes in Commitments from: March 31, 2009                       :
     :       322:       252        -23         18        -90        244        180        239:       142         83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       13.6       11.6       52.0       49.3       85.8       74.5:      14.2       25.5
Old  :     100.0:      17.9       26.7        6.6       57.3       39.3       81.8       72.6:      18.2       27.4
Other:     100.0:      36.2        3.1       10.7       44.5       63.5       91.4       77.2:       8.6       22.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        12          9          7         22         16         37         29:
Old  :        43:         9         10          5         22         11         34         23:
Other:        25:         7          2          4          4         14         12         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  :                 33.7       34.6       51.1       50.8       33.4       34.3       48.6       44.9
Old  :                 31.4       45.2       45.0       57.2       31.2       44.5       44.5       55.5
Other:                 65.8       32.5       88.1       55.3       64.6       29.9       72.9       48.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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  :   514,858:   103,558     53,402     23,223    298,808    366,132    425,589    442,757:    89,269     72,102
Old  :   514,858:   103,558     53,402     23,223    298,808    366,132    425,589    442,757:    89,269     72,102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 31, 2009                       :
     :    -8,205:    -1,620     -1,299      1,670        242     -3,526        292     -3,154:    -8,497     -5,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       10.4        4.5       58.0       71.1       82.7       86.0:      17.3       14.0
Old  :     100.0:      20.1       10.4        4.5       58.0       71.1       82.7       86.0:      17.3       14.0
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  :       143:        28         25         16         67         62        104         94:
Old  :       143:        28         25         16         67         62        104         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.2       33.4       27.6       43.4       13.9       27.9       24.8       36.6
Old  :                 15.2       33.4       27.6       43.4       13.9       27.9       24.8       36.6
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, April 7, 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  : 1,319,566:    80,665    126,277    157,316    854,889    776,733  1,092,870  1,060,326:   226,697    259,241
Old  : 1,319,566:    80,665    126,277    157,316    854,889    776,733  1,092,870  1,060,326:   226,697    259,241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 31, 2009                       :
     :   -94,705:   -40,300    -17,491     -8,240    -27,945    -59,753    -76,485    -85,485:   -18,219     -9,220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1        9.6       11.9       64.8       58.9       82.8       80.4:      17.2       19.6
Old  :     100.0:       6.1        9.6       11.9       64.8       58.9       82.8       80.4:      17.2       19.6
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  :       208:        38         39         57        116        106        183        173:
Old  :       208:        38         39         57        116        106        183        173:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       16.9       29.2       23.3       17.9       13.2       24.7       18.1
Old  :                 19.5       16.9       29.2       23.3       17.9       13.2       24.7       18.1
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, April 7, 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  :   856,428:    83,215     77,038     27,289    587,955    596,985    698,459    701,312:   157,969    155,116
Old  :   856,428:    83,215     77,038     27,289    587,955    596,985    698,459    701,312:   157,969    155,116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 31, 2009                       :
     :   -36,280:      -848    -12,932     -5,402     -1,602     -7,760     -7,851    -26,094:   -28,429    -10,187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7        9.0        3.2       68.7       69.7       81.6       81.9:      18.4       18.1
Old  :     100.0:       9.7        9.0        3.2       68.7       69.7       81.6       81.9:      18.4       18.1
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  :       128:        18         31         23         61         65         94        104:
Old  :       128:        18         31         23         61         65         94        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       31.1       41.8       40.2       13.6       18.8       23.9       26.3
Old  :                 30.5       31.1       41.8       40.2       13.6       18.8       23.9       26.3
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, April 7, 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  :   500,816:   165,339     13,125    110,591    183,067    344,220    458,997    467,936:    41,819     32,880
Old  :   500,816:   165,339     13,125    110,591    183,067    344,220    458,997    467,936:    41,819     32,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 31, 2009                       :
     :   -47,776:    -2,387       -487    -32,695    -18,525    -17,463    -53,608    -50,645:     5,832      2,869
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0        2.6       22.1       36.6       68.7       91.6       93.4:       8.4        6.6
Old  :     100.0:      33.0        2.6       22.1       36.6       68.7       91.6       93.4:       8.4        6.6
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  :        85:        33          8         32         37         33         78         67:
Old  :        85:        33          8         32         37         33         78         67:
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  :                 28.4       37.5       43.4       52.0       22.2       35.7       31.3       41.9
Old  :                 28.4       37.5       43.4       52.0       22.2       35.7       31.3       41.9
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, April 7, 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  :    10,388:     3,567      1,089          2      3,380      5,253      6,949      6,344:     3,439      4,043
Old  :    10,388:     3,567      1,089          2      3,380      5,253      6,949      6,344:     3,439      4,043
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 31, 2009                       :
     :     1,839:        88         45          2      1,448      1,421      1,538      1,468:       302        371
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3       10.5        0.0       32.5       50.6       66.9       61.1:      33.1       38.9
Old  :     100.0:      34.3       10.5        0.0       32.5       50.6       66.9       61.1:      33.1       38.9
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  :        21:         6          2          1          7          7         13         10:
Old  :        21:         6          2          1          7          7         13         10:
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  :                 41.5       44.3       57.0       60.4       41.5       44.3       57.0       60.4
Old  :                 41.5       44.3       57.0       60.4       41.5       44.3       57.0       60.4
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, April 7, 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  :    57,297:    15,165     12,249        445     30,461     30,528     46,070     43,222:    11,227     14,075
Old  :    57,297:    15,165     12,249        445     30,461     30,528     46,070     43,222:    11,227     14,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 31, 2009                       :
     :       652:        10       -459       -156         -4        164       -151       -451:       802      1,103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       21.4        0.8       53.2       53.3       80.4       75.4:      19.6       24.6
Old  :     100.0:      26.5       21.4        0.8       53.2       53.3       80.4       75.4:      19.6       24.6
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  :        87:        20         25          7         29         26         54         53:
Old  :        87:        20         25          7         29         26         54         53:
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  :                 23.1       24.9       39.5       39.3       19.6       23.1       32.8       33.1
Old  :                 23.1       24.9       39.5       39.3       19.6       23.1       32.8       33.1
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, April 7, 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  :    21,343:    10,718      5,071        150     10,275     15,877     21,143     21,098:       200        245
Old  :    21,343:    10,718      5,071        150     10,275     15,877     21,143     21,098:       200        245
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 31, 2009                       :
     :      -502:       276       -590         36       -833        -73       -521       -627:        19        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.2       23.8        0.7       48.1       74.4       99.1       98.9:       0.9        1.1
Old  :     100.0:      50.2       23.8        0.7       48.1       74.4       99.1       98.9:       0.9        1.1
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  :        45:        12         13          3         10         13         25         26:
Old  :        45:        12         13          3         10         13         25         26:
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  :                 72.1       64.5       86.9       83.5       69.5       54.9       80.9       73.9
Old  :                 72.1       64.5       86.9       83.5       69.5       54.9       80.9       73.9
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, April 7, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    27,420:     8,760      1,355        948     17,387     25,059     27,095     27,362:       325         58
Old  :    27,420:     8,760      1,355        948     17,387     25,059     27,095     27,362:       325         58
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 31, 2009                       :
     :     5,202:      -176        265       -836      6,134      5,772      5,122      5,201:        80          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9        4.9        3.5       63.4       91.4       98.8       99.8:       1.2        0.2
Old  :     100.0:      31.9        4.9        3.5       63.4       91.4       98.8       99.8:       1.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        10          7          4         11          7         23         16:
Old  :        31:        10          7          4         11          7         23         16:
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  :                 75.4       84.0       90.8       96.4       66.1       77.7       78.4       83.2
Old  :                 75.4       84.0       90.8       96.4       66.1       77.7       78.4       83.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 10, 2009