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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :   451,713:    83,611     70,543    138,732    192,127    191,436    414,470    400,711:    37,242     51,002
Old  :   407,859:    76,439     62,606    123,774    172,028    176,909    372,241    363,288:    35,618     44,571
Other:    43,854:    18,813     19,579      3,317     20,099     14,527     42,229     37,423:     1,625      6,431
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :       856:    -3,703      2,956      8,084        251     -9,667      4,632      1,373:    -3,776       -517
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       15.6       30.7       42.5       42.4       91.8       88.7:       8.2       11.3
Old  :     100.0:      18.7       15.3       30.3       42.2       43.4       91.3       89.1:       8.7       10.9
Other:     100.0:      42.9       44.6        7.6       45.8       33.1       96.3       85.3:       3.7       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       395:       109        121        175         89        112        317        336:
Old  :       394:       136        111        168         89        109        314        328:
Other:       139:        18         49         21         24         64         52        126:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       14.8       28.5       21.9       16.2       13.2       25.9       18.4
Old  :                 18.7       15.7       27.2       23.5       16.7       14.0       24.2       19.8
Other:                 70.6       23.8       78.9       34.3       68.0       22.7       74.5       32.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  : 1,395,921:   256,448     86,074    427,126    580,394    624,375  1,263,969  1,137,576:   131,952    258,345
Old  :   639,628:   111,388     92,946    190,582    273,790    268,241    575,761    551,770:    63,867     87,858
Other:   756,293:   199,473     47,541    182,131    306,604    356,134    688,208    585,806:    68,084    170,486
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :   -16,711:   -25,997     12,539        -94     20,002    -33,582     -6,090    -21,137:   -10,621      4,427
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4        6.2       30.6       41.6       44.7       90.5       81.5:       9.5       18.5
Old  :     100.0:      17.4       14.5       29.8       42.8       41.9       90.0       86.3:      10.0       13.7
Other:     100.0:      26.4        6.3       24.1       40.5       47.1       91.0       77.5:       9.0       22.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       684:       193        122        242        245        293        563        573:
Old  :       617:       146        139        182        214        263        473        491:
Other:       585:       175         97        155        166        270        394        475:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       10.8       20.6       17.4       10.5        6.9       15.8       10.3
Old  :                 14.7       12.3       22.6       20.5       13.2        8.6       19.6       13.6
Other:                 16.6        9.6       24.6       16.6       13.9        7.5       20.4       11.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :    16,024:     1,619        613      1,674      8,764     10,618     12,057     12,906:     3,968      3,119
Old  :    16,024:     1,619        613      1,674      8,764     10,618     12,057     12,906:     3,968      3,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :      -685:      -754         15       -156       -998     -1,655     -1,909     -1,797:     1,224      1,112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        3.8       10.4       54.7       66.3       75.2       80.5:      24.8       19.5
Old  :     100.0:      10.1        3.8       10.4       54.7       66.3       75.2       80.5:      24.8       19.5
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  :        44:        10          7         11         19         12         37         27:
Old  :        44:        10          7         11         19         12         37         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       56.0       43.5       66.7       24.3       44.3       34.3       50.4
Old  :                 29.5       56.0       43.5       66.7       24.3       44.3       34.3       50.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :   659,287:   136,001     22,098    221,186    240,586    326,466    597,773    569,750:    61,514     89,537
Old  :   254,611:    57,719     12,588    101,306     65,640    117,543    224,665    231,438:    29,946     23,173
Other:   404,676:    94,294     25,522    103,869    174,946    208,922    373,109    338,313:    31,568     66,364
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :      -764:    -6,852      1,373      7,098     10,384     -6,305     10,630      2,166:   -11,394     -2,930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        3.4       33.5       36.5       49.5       90.7       86.4:       9.3       13.6
Old  :     100.0:      22.7        4.9       39.8       25.8       46.2       88.2       90.9:      11.8        9.1
Other:     100.0:      23.3        6.3       25.7       43.2       51.6       92.2       83.6:       7.8       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       482:       180        103        206        139        177        414        408:
Old  :       403:       139         96        142        108        142        307        321:
Other:       420:       133        106        144        112        167        318        350:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       20.7       26.4       32.0        9.6       13.9       15.0       18.2
Old  :                 21.2       29.1       30.6       37.6       11.7       17.9       16.3       22.8
Other:                 18.9       20.8       29.2       32.3       14.4       16.1       23.2       22.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    24,230:    19,712      4,383      1,188         14      2,978     20,914      8,549:     3,316     15,681
Old  :     6,055:     4,252      2,994        331         14        307      4,597      3,632:     1,458      2,423
Other:    18,175:    15,822      1,751        495          0      2,671     16,317      4,917:     1,858     13,258
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :       761:       865        369       -293         -1        104        571        180:       190        581
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.4       18.1        4.9        0.1       12.3       86.3       35.3:      13.7       64.7
Old  :     100.0:      70.2       49.4        5.5        0.2        5.1       75.9       60.0:      24.1       40.0
Other:     100.0:      87.1        9.6        2.7        0.0       14.7       89.8       27.1:      10.2       72.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        17         14         14          2          9         24         32:
Old  :        36:        15         14          6          2          5         18         24:
Other:        36:        17         10         10          0          9         18         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 55.0       10.6       73.8       17.8       53.0       10.6       70.8       17.2
Old  :                 48.0       32.7       66.7       46.6       44.3       32.7       63.0       45.0
Other:                 58.3        9.5       79.9       15.1       56.7        9.5       78.3       15.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :   313,639:    36,491     39,890     87,956    153,871    156,080    278,318    283,925:    35,321     29,714
Old  :   170,440:    35,444     20,830     39,431     72,567     89,113    147,442    149,374:    22,998     21,067
Other:   143,199:    23,519     41,532     26,053     81,304     66,967    130,876    134,552:    12,323      8,647
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :    13,084:   -14,198      4,706      5,187     21,710     -4,249     12,698      5,644:       385      7,440
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       12.7       28.0       49.1       49.8       88.7       90.5:      11.3        9.5
Old  :     100.0:      20.8       12.2       23.1       42.6       52.3       86.5       87.6:      13.5       12.4
Other:     100.0:      16.4       29.0       18.2       56.8       46.8       91.4       94.0:       8.6        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       228:        50         58         93         66         66        192        182:
Old  :       201:        71         48         66         55         58        157        151:
Other:       172:        38         64         54         57         44        136        125:
     :----------------------------------------------------------------------------------------------------
     :             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       24.5       24.4       35.1        8.7       14.4       14.7       20.6
Old  :                 19.8       21.1       28.3       32.0        7.0        9.8       12.6       15.9
Other:                 18.8       32.4       32.1       43.5       17.7       25.1       29.8       33.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :   795,866:    68,939    154,086     48,131    552,273    449,082    669,343    651,299:   126,523    144,567
Old  :   795,866:    68,939    154,086     48,131    552,273    449,082    669,343    651,299:   126,523    144,567
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :     8,213:    -3,938     -2,296        -95      8,067      3,782      4,033      1,390:     4,180      6,824
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       19.4        6.0       69.4       56.4       84.1       81.8:      15.9       18.2
Old  :     100.0:       8.7       19.4        6.0       69.4       56.4       84.1       81.8:      15.9       18.2
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  :       163:        23         41         35         78         80        128        129:
Old  :       163:        23         41         35         78         80        128        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       25.9       31.9       33.2       20.9       25.1       28.5       32.5
Old  :                 24.1       25.9       31.9       33.2       20.9       25.1       28.5       32.5
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, June 16, 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  :   230,362:    60,661      6,261     49,367     77,598    151,130    187,626    206,757:    42,736     23,605
Old  :   120,684:    46,593      4,525     18,197     27,555     83,142     92,345    105,863:    28,339     14,820
Other:   109,678:    22,992     10,661     22,245     50,044     67,988     95,281    100,894:    14,398      8,785
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :      -587:      -820       -656        909      1,541     -2,244      1,630     -1,991:    -2,217      1,404
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        2.7       21.4       33.7       65.6       81.4       89.8:      18.6       10.2
Old  :     100.0:      38.6        3.7       15.1       22.8       68.9       76.5       87.7:      23.5       12.3
Other:     100.0:      21.0        9.7       20.3       45.6       62.0       86.9       92.0:      13.1        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        69         28         55         69         67        167        128:
Old  :       162:        66         23         33         61         58        140        101:
Other:       137:        33         32         40         54         48        116         96:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.7       38.2       23.3       50.7        7.5       31.9       13.1       37.1
Old  :                 13.3       37.4       20.8       50.3        9.7       33.2       16.5       45.8
Other:                 25.5       43.4       35.8       55.8       19.3       39.5       26.9       47.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :     9,407:     2,543      1,214        736      3,935      5,399      7,214      7,349:     2,193      2,058
Old  :     2,299:       550        461         38        764        933      1,353      1,432:       946        867
Other:     7,108:     2,181        942        509      3,171      4,467      5,861      5,918:     1,247      1,190
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :      -190:        18         47        -84       -195       -255       -261       -291:        71        101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       12.9        7.8       41.8       57.4       76.7       78.1:      23.3       21.9
Old  :     100.0:      23.9       20.1        1.7       33.3       40.6       58.8       62.3:      41.2       37.7
Other:     100.0:      30.7       13.2        7.2       44.6       62.8       82.5       83.3:      17.5       16.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        18          9          8         19         18         39         34:
Old  :        37:        12          6          4         11         14         23         24:
Other:        42:         9         10          7         16         17         31         28:
     :----------------------------------------------------------------------------------------------------
     :             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       33.1       44.3       49.5       27.6       31.5       41.3       43.6
Old  :                 34.4       33.9       48.4       48.1       34.4       33.9       48.3       47.6
Other:                 36.6       41.8       56.3       57.9       36.6       38.0       52.1       48.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :   582,853:   118,688     61,495     43,948    337,746    372,576    500,383    478,019:    82,471    104,834
Old  :   582,853:   118,688     61,495     43,948    337,746    372,576    500,383    478,019:    82,471    104,834
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :     2,993:    -9,426     17,605     13,203      5,211    -28,723      8,988      2,085:    -5,995        907
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       10.6        7.5       57.9       63.9       85.9       82.0:      14.1       18.0
Old  :     100.0:      20.4       10.6        7.5       57.9       63.9       85.9       82.0:      14.1       18.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        35         28         23         72         76        116        118:
Old  :       162:        35         28         23         72         76        116        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       21.8       32.4       32.5       21.3       19.7       30.4       30.3
Old  :                 22.4       21.8       32.4       32.5       21.3       19.7       30.4       30.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  : 1,548,960:    89,782    188,359    237,553    932,786    811,371  1,260,121  1,237,283:   288,838    311,676
Old  : 1,548,960:    89,782    188,359    237,553    932,786    811,371  1,260,121  1,237,283:   288,838    311,676
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :    41,360:    16,924     23,255     17,689      2,329    -21,622     36,942     19,322:     4,418     22,039
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8       12.2       15.3       60.2       52.4       81.4       79.9:      18.6       20.1
Old  :     100.0:       5.8       12.2       15.3       60.2       52.4       81.4       79.9:      18.6       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  :       234:        42         48         66        125        119        200        201:
Old  :       234:        42         48         66        125        119        200        201:
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  :                 13.8       14.1       20.7       20.7        8.4        7.5       12.4       12.2
Old  :                 13.8       14.1       20.7       20.7        8.4        7.5       12.4       12.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :   902,403:   102,491    116,193     80,434    546,068    498,548    728,993    695,175:   173,410    207,228
Old  :   902,403:   102,491    116,193     80,434    546,068    498,548    728,993    695,175:   173,410    207,228
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :    41,974:    -1,989     17,510      6,529     32,780     30,917     37,320     54,956:     4,654    -12,982
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       12.9        8.9       60.5       55.2       80.8       77.0:      19.2       23.0
Old  :     100.0:      11.4       12.9        8.9       60.5       55.2       80.8       77.0:      19.2       23.0
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  :       138:        19         27         26         72         75        102        117:
Old  :       138:        19         27         26         72         75        102        117:
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  :                 26.4       15.1       34.9       25.1       21.9       13.5       29.7       21.4
Old  :                 26.4       15.1       34.9       25.1       21.9       13.5       29.7       21.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :   507,415:   131,895      9,856    106,007    225,979    354,761    463,882    470,624:    43,533     36,790
Old  :   507,415:   131,895      9,856    106,007    225,979    354,761    463,882    470,624:    43,533     36,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :    11,044:     3,011        188      1,563     15,476     15,391     20,050     17,142:    -9,006     -6,098
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        1.9       20.9       44.5       69.9       91.4       92.7:       8.6        7.3
Old  :     100.0:      26.0        1.9       20.9       44.5       69.9       91.4       92.7:       8.6        7.3
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  :        91:        32         10         34         41         38         85         74:
Old  :        91:        32         10         34         41         38         85         74:
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  :                 26.1       38.8       40.1       53.5       20.0       32.6       30.0       40.9
Old  :                 26.1       38.8       40.1       53.5       20.0       32.6       30.0       40.9
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, June 16, 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  :    28,168:     7,044      1,301        466     13,621     20,627     21,131     22,394:     7,038      5,774
Old  :    28,168:     7,044      1,301        466     13,621     20,627     21,131     22,394:     7,038      5,774
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :     2,461:     1,150       -119        440       -403        885      1,187      1,206:     1,273      1,254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        4.6        1.7       48.4       73.2       75.0       79.5:      25.0       20.5
Old  :     100.0:      25.0        4.6        1.7       48.4       73.2       75.0       79.5:      25.0       20.5
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  :        26:         6          4          3         11         11         20         15:
Old  :        26:         6          4          3         11         11         20         15:
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  :                 45.8       60.3       61.0       70.7       44.7       56.4       54.4       63.2
Old  :                 45.8       60.3       61.0       70.7       44.7       56.4       54.4       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :    77,350:    18,853     20,873      3,092     42,768     35,819     64,713     59,784:    12,637     17,566
Old  :    77,350:    18,853     20,873      3,092     42,768     35,819     64,713     59,784:    12,637     17,566
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :    15,744:     1,968      3,633      2,200      9,754      7,323     13,921     13,156:     1,822      2,588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       27.0        4.0       55.3       46.3       83.7       77.3:      16.3       22.7
Old  :     100.0:      24.4       27.0        4.0       55.3       46.3       83.7       77.3:      16.3       22.7
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  :        94:        29         21         17         34         29         70         61:
Old  :        94:        29         21         17         34         29         70         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       23.3       37.8       36.7       15.7       20.2       23.2       28.9
Old  :                 24.4       23.3       37.8       36.7       15.7       20.2       23.2       28.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :    25,246:     4,200      4,173         86     20,950     20,654     25,236     24,913:        10        333
Old  :    25,246:     4,200      4,173         86     20,950     20,654     25,236     24,913:        10        333
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :   -14,466:    -1,128      1,663       -588    -12,696    -11,576    -14,412    -10,501:       -54     -3,965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       16.5        0.3       83.0       81.8      100.0       98.7:       0.0        1.3
Old  :     100.0:      16.6       16.5        0.3       83.0       81.8      100.0       98.7:       0.0        1.3
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  :        42:         6         13          1         11         14         18         27:
Old  :        42:         6         13          1         11         14         18         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.7       80.5       94.1       90.3       83.7       79.5       94.1       89.2
Old  :                 83.7       80.5       94.1       90.3       83.7       79.5       94.1       89.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    40,360:     3,372        949          0     36,917     39,155     40,289     40,104:        71        256
Old  :    40,360:     3,372        949          0     36,917     39,155     40,289     40,104:        71        256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :    -9,250:     1,573        364       -323    -10,467     -9,464     -9,217     -9,423:       -33        173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        2.4        0.0       91.5       97.0       99.8       99.4:       0.2        0.6
Old  :     100.0:       8.4        2.4        0.0       91.5       97.0       99.8       99.4:       0.2        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         6          5          0          9          9         15         14:
Old  :        26:         6          5          0          9          9         15         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  :                 84.6       88.5       97.8       97.3       74.3       84.2       87.6       87.9
Old  :                 84.6       88.5       97.8       97.3       74.3       84.2       87.6       87.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 19, 2009