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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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  :   375,260:    76,865     73,199     96,282    171,001    158,934    344,147    328,415:    31,113     46,846
Old  :   362,241:    75,391     73,663     93,591    163,092    151,533    332,075    318,787:    30,166     43,454
Other:    13,019:     3,480      1,542        684      7,909      7,401     12,073      9,627:       947      3,392
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :    -9,107:     8,474     -4,066    -14,560     -2,429     12,218     -8,515     -6,409:      -592     -2,699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       19.5       25.7       45.6       42.4       91.7       87.5:       8.3       12.5
Old  :     100.0:      20.8       20.3       25.8       45.0       41.8       91.7       88.0:       8.3       12.0
Other:     100.0:      26.7       11.8        5.3       60.7       56.8       92.7       73.9:       7.3       26.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       342:        95        124        135         80        100        265        288:
Old  :       341:        99        121        132         80        100        264        285:
Other:        91:        20         15         16         22         44         49         70:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       13.6       30.4       20.8       17.1       12.0       28.1       17.2
Old  :                 19.1       13.9       30.8       21.3       17.7       12.4       29.1       17.7
Other:                 42.9       25.1       60.6       37.2       33.4       13.7       47.6       24.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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  : 1,175,078:   186,439    105,732    359,320    511,348    500,802  1,057,107    965,854:   117,971    209,224
Old  :   664,622:   110,385    129,129    176,936    304,653    265,176    591,973    571,241:    72,649     93,382
Other:   510,456:   124,935     25,485    133,503    206,695    235,625    465,134    394,613:    45,322    115,843
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :    10,100:    27,102    -21,263      3,016     -9,131     35,694     20,987     17,447:   -10,886     -7,347
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        9.0       30.6       43.5       42.6       90.0       82.2:      10.0       17.8
Old  :     100.0:      16.6       19.4       26.6       45.8       39.9       89.1       85.9:      10.9       14.1
Other:     100.0:      24.5        5.0       26.2       40.5       46.2       91.1       77.3:       8.9       22.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       582:       145        126        198        221        257        476        493:
Old  :       551:       112        152        157        200        238        419        449:
Other:       460:       131         74        127        129        221        306        380:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.8       12.2       21.8       19.2       10.4        8.2       16.2       12.4
Old  :                 14.7       13.1       24.4       20.7       13.3        9.0       22.3       14.8
Other:                 19.7       11.2       29.9       20.1       17.1        8.6       24.0       13.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2009                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    14,850:     1,439      2,433      1,093      9,919      9,237     12,451     12,763:     2,399      2,087
Old  :    14,850:     1,439      2,433      1,093      9,919      9,237     12,451     12,763:     2,399      2,087
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :      -922:      -426       -658         19       -119        111       -525       -529:      -397       -394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       16.4        7.4       66.8       62.2       83.8       85.9:      16.2       14.1
Old  :     100.0:       9.7       16.4        7.4       66.8       62.2       83.8       85.9:      16.2       14.1
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:         8         15          3         18         11         27         28:
Old  :        45:         8         15          3         18         11         27         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       53.0       53.0       65.0       30.1       41.2       44.4       49.0
Old  :                 32.8       53.0       53.0       65.0       30.1       41.2       44.4       49.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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  :   548,869:   124,451     19,270    169,053    197,585    277,711    491,088    466,034:    57,781     82,835
Old  :   308,297:    82,343     29,804     78,720    111,007    164,590    272,070    273,113:    36,227     35,184
Other:   240,572:    66,675     14,033     65,767     86,577    113,121    219,019    192,921:    21,553     47,651
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :    45,047:    16,632     -3,255     23,925     -1,475     19,374     39,082     40,044:     5,965      5,004
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        3.5       30.8       36.0       50.6       89.5       84.9:      10.5       15.1
Old  :     100.0:      26.7        9.7       25.5       36.0       53.4       88.2       88.6:      11.8       11.4
Other:     100.0:      27.7        5.8       27.3       36.0       47.0       91.0       80.2:       9.0       19.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       406:       159         80        159        111        146        342        323:
Old  :       378:       140         86        123         86        130        283        282:
Other:       309:       100         63         92         91        122        241        233:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.4       21.5       25.2       32.1       10.5       15.3       16.6       20.6
Old  :                 19.3       25.7       30.2       35.5       16.2       20.4       25.0       27.3
Other:                 16.2       24.3       27.6       35.5       12.7       19.5       19.5       23.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2009                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    17,129:    13,787      1,111        383          0      1,475     14,170      2,969:     2,959     14,160
Old  :     5,521:     3,325        945        281          0        342      3,606      1,568:     1,915      3,953
Other:    11,608:    10,504        208         60          0      1,133     10,564      1,401:     1,044     10,207
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :     3,744:     4,005        607         20          0        188      4,025        815:      -281      2,929
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.5        6.5        2.2        0.0        8.6       82.7       17.3:      17.3       82.7
Old  :     100.0:      60.2       17.1        5.1        0.0        6.2       65.3       28.4:      34.7       71.6
Other:     100.0:      90.5        1.8        0.5        0.0        9.8       91.0       12.1:       9.0       87.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        18          5         10          0          3         21         15:
Old  :        25:        17          5          5          0          3         18         12:
Other:        21:        16          2          8          0          3         17         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 50.7       10.6       66.0       15.8       49.1       10.6       64.4       15.1
Old  :                 33.3       17.5       53.7       28.1       29.5       16.9       49.6       23.3
Other:                 63.3       11.5       79.4       12.0       63.0       11.5       79.0       11.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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  :   244,315:    36,549     25,027     62,367    111,700    137,718    210,615    225,112:    33,699     19,203
Old  :   190,851:    38,127     25,855     37,943     88,259    110,012    164,329    173,810:    26,522     17,041
Other:    53,464:     8,933      9,682     13,913     23,441     27,707     46,287     51,301:     7,177      2,162
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :     5,058:     7,467        738      1,284     -8,387      5,417        364      7,440:     4,694     -2,382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       10.2       25.5       45.7       56.4       86.2       92.1:      13.8        7.9
Old  :     100.0:      20.0       13.5       19.9       46.2       57.6       86.1       91.1:      13.9        8.9
Other:     100.0:      16.7       18.1       26.0       43.8       51.8       86.6       96.0:      13.4        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        60         43         71         71         64        180        146:
Old  :       195:        63         46         57         64         56        163        130:
Other:       117:        27         31         33         47         38         95         83:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       29.7       27.6       40.6       11.0       23.8       18.3       30.6
Old  :                 17.5       34.8       28.3       43.5       12.9       29.1       21.4       36.9
Other:                 21.9       31.3       35.6       51.5       14.9       27.5       24.5       39.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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  :   747,446:    40,748    111,076     35,775    548,277    443,544    624,800    590,395:   122,645    157,051
Old  :   747,446:    40,748    111,076     35,775    548,277    443,544    624,800    590,395:   122,645    157,051
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :    -2,573:    -3,152         73      1,823    -10,399    -14,365    -11,728    -12,469:     9,156      9,896
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       14.9        4.8       73.4       59.3       83.6       79.0:      16.4       21.0
Old  :     100.0:       5.5       14.9        4.8       73.4       59.3       83.6       79.0:      16.4       21.0
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  :       136:        21         33         33         71         70        115        113:
Old  :       136:        21         33         33         71         70        115        113:
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  :                 29.6       30.6       40.6       37.9       27.1       30.2       35.6       36.2
Old  :                 29.6       30.6       40.6       37.9       27.1       30.2       35.6       36.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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  :   163,069:    49,005      4,717     26,617     56,562    114,493    132,184    145,828:    30,885     17,241
Old  :   116,862:    46,997      4,811     12,626     32,637     85,073     92,260    102,511:    24,602     14,351
Other:    46,207:     6,316      4,214      9,683     23,925     29,420     39,924     43,317:     6,283      2,890
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :    15,452:     9,292     -1,408      2,008      3,839     18,549     15,140     19,150:       313     -3,697
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1        2.9       16.3       34.7       70.2       81.1       89.4:      18.9       10.6
Old  :     100.0:      40.2        4.1       10.8       27.9       72.8       78.9       87.7:      21.1       12.3
Other:     100.0:      13.7        9.1       21.0       51.8       63.7       86.4       93.7:      13.6        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        59         23         40         62         53        147        100:
Old  :       159:        64         22         30         58         48        138         88:
Other:        95:        19         18         28         44         32         83         62:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.3       39.4       20.8       51.6        9.2       32.6       15.7       40.7
Old  :                 12.5       40.3       21.3       53.0       12.0       36.3       18.5       46.1
Other:                 20.8       44.2       33.7       59.2       14.4       30.8       22.2       40.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2009                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     8,513:     2,519      1,061        751      4,063      5,043      7,333      6,855:     1,181      1,658
Old  :     4,138:     1,254      1,228        113      1,876      2,084      3,242      3,425:       897        714
Other:     4,375:     1,503         70        401      2,187      2,959      4,091      3,430:       284        944
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :       150:       459         38         51       -384        294        125        382:        25       -232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       12.5        8.8       47.7       59.2       86.1       80.5:      13.9       19.5
Old  :     100.0:      30.3       29.7        2.7       45.3       50.3       78.3       82.7:      21.7       17.3
Other:     100.0:      34.3        1.6        9.2       50.0       67.6       93.5       78.4:       6.5       21.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        14         10          7         19         16         37         30:
Old  :        43:        10         12          4         18         12         32         24:
Other:        28:         7          2          5          8         14         17         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       31.5       48.3       52.8       29.8       30.5       45.7       46.2
Old  :                 35.2       46.5       51.8       62.3       35.2       45.5       51.8       61.3
Other:                 54.3       39.7       79.7       58.8       52.7       29.4       68.3       46.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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  :   490,525:    79,455     48,190     16,372    293,825    330,671    389,651    395,232:   100,874     95,293
Old  :   490,525:    79,455     48,190     16,372    293,825    330,671    389,651    395,232:   100,874     95,293
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :     4,032:    16,632     -5,608       -801    -13,501      2,749      2,330     -3,660:     1,702      7,692
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        9.8        3.3       59.9       67.4       79.4       80.6:      20.6       19.4
Old  :     100.0:      16.2        9.8        3.3       59.9       67.4       79.4       80.6:      20.6       19.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        24         24         18         65         63        100         94:
Old  :       135:        24         24         18         65         63        100         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  :                 15.8       26.3       26.1       38.7       13.9       20.8       22.3       29.8
Old  :                 15.8       26.3       26.1       38.7       13.9       20.8       22.3       29.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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  : 1,355,762:    56,646    165,184    137,887    933,321    768,881  1,127,855  1,071,952:   227,907    283,810
Old  : 1,355,762:    56,646    165,184    137,887    933,321    768,881  1,127,855  1,071,952:   227,907    283,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :    27,371:   -10,395     21,538     26,743     29,815    -12,891     46,163     35,390:   -18,791     -8,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       12.2       10.2       68.8       56.7       83.2       79.1:      16.8       20.9
Old  :     100.0:       4.2       12.2       10.2       68.8       56.7       83.2       79.1:      16.8       20.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       213:        29         46         53        121        116        179        186:
Old  :       213:        29         46         53        121        116        179        186:
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  :                 22.8       18.2       32.6       23.8       21.0       13.7       27.2       18.4
Old  :                 22.8       18.2       32.6       23.8       21.0       13.7       27.2       18.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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  :   877,263:   109,884     71,207     30,064    570,683    589,528    710,631    690,799:   166,631    186,463
Old  :   877,263:   109,884     71,207     30,064    570,683    589,528    710,631    690,799:   166,631    186,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :    10,813:    20,144     -7,704         16    -10,481      3,252      9,678     -4,436:     1,135     15,250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        8.1        3.4       65.1       67.2       81.0       78.7:      19.0       21.3
Old  :     100.0:      12.5        8.1        3.4       65.1       67.2       81.0       78.7:      19.0       21.3
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  :       131:        15         30         22         65         69         94        107:
Old  :       131:        15         30         22         65         69         94        107:
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  :                 33.0       25.7       44.0       34.8       18.6       15.3       28.9       22.6
Old  :                 33.0       25.7       44.0       34.8       18.6       15.3       28.9       22.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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  :   485,244:   160,462     16,773     97,164    183,773    340,461    441,399    454,398:    43,844     30,845
Old  :   485,244:   160,462     16,773     97,164    183,773    340,461    441,399    454,398:    43,844     30,845
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :   -82,635:   -11,306     -2,614    -35,515    -32,411    -42,414    -79,233    -80,543:    -3,402     -2,092
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1        3.5       20.0       37.9       70.2       91.0       93.6:       9.0        6.4
Old  :     100.0:      33.1        3.5       20.0       37.9       70.2       91.0       93.6:       9.0        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        29         13         32         33         35         72         70:
Old  :        83:        29         13         32         33         35         72         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       37.6       42.0       54.7       20.9       34.2       32.0       44.7
Old  :                 27.4       37.6       42.0       54.7       20.9       34.2       32.0       44.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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  :    13,660:     3,481      1,675         98      5,105      7,798      8,684      9,571:     4,976      4,089
Old  :    13,660:     3,481      1,675         98      5,105      7,798      8,684      9,571:     4,976      4,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :     1,645:       294        327         -1        399        972        692      1,298:       953        347
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       12.3        0.7       37.4       57.1       63.6       70.1:      36.4       29.9
Old  :     100.0:      25.5       12.3        0.7       37.4       57.1       63.6       70.1:      36.4       29.9
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  :        23:         6          5          1          7          6         13         12:
Old  :        23:         6          5          1          7          6         13         12:
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  :                 42.0       54.1       55.5       64.8       41.1       54.1       54.6       64.8
Old  :                 42.0       54.1       55.5       64.8       41.1       54.1       54.6       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2009                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    58,368:    16,338     16,101        563     30,633     27,080     47,534     43,744:    10,834     14,624
Old  :    58,368:    16,338     16,101        563     30,633     27,080     47,534     43,744:    10,834     14,624
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :    -3,727:       559      1,031         78     -4,527     -3,097     -3,890     -1,987:       164     -1,740
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       27.6        1.0       52.5       46.4       81.4       74.9:      18.6       25.1
Old  :     100.0:      28.0       27.6        1.0       52.5       46.4       81.4       74.9:      18.6       25.1
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  :        96:        24         30         10         29         30         61         62:
Old  :        96:        24         30         10         29         30         61         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       24.2       43.4       37.1       24.4       23.3       38.0       30.8
Old  :                 25.7       24.2       43.4       37.1       24.4       23.3       38.0       30.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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  :    17,793:     2,674      2,644         77     14,946     14,843     17,697     17,564:        96        229
Old  :    17,793:     2,674      2,644         77     14,946     14,843     17,697     17,564:        96        229
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :    -1,192:    -2,318        439          0      1,150     -1,543     -1,168     -1,104:       -24        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       14.9        0.4       84.0       83.4       99.5       98.7:       0.5        1.3
Old  :     100.0:      15.0       14.9        0.4       84.0       83.4       99.5       98.7:       0.5        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  :        41:         9         13          1         11         12         21         25:
Old  :        41:         9         13          1         11         12         21         25:
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  :                 71.8       77.9       88.4       88.1       66.6       66.6       81.3       76.9
Old  :                 71.8       77.9       88.4       88.1       66.6       66.6       81.3       76.9
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, May 5, 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  :    35,544:     2,739        356         49     32,662     35,075     35,450     35,480:        94         64
Old  :    35,544:     2,739        356         49     32,662     35,075     35,450     35,480:        94         64
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :       219:       -11       -914        -20        301      1,143        270        209:       -51         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        1.0        0.1       91.9       98.7       99.7       99.8:       0.3        0.2
Old  :     100.0:       7.7        1.0        0.1       91.9       98.7       99.7       99.8:       0.3        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  :        28:         8          5          1         10          8         18         14:
Old  :        28:         8          5          1         10          8         18         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.5       85.3       92.6       98.7       79.5       85.3       90.4       94.8
Old  :                 81.5       85.3       92.6       98.7       79.5       85.3       90.4       94.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 08, 2009