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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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  :   409,932:    64,473     66,646    133,562    180,868    160,060    378,903    360,268:    31,029     49,665
Old  :    85,132:    35,143     24,869     18,085     22,171     30,628     75,400     73,583:     9,732     11,549
Other:   324,801:    58,880     71,326     85,927    158,696    129,431    303,503    286,685:    21,297     38,116
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2009                        :
     :    -7,173:    -1,432       -348     -1,165     -4,609     -7,809     -7,206     -9,322:        33      2,149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       16.3       32.6       44.1       39.0       92.4       87.9:       7.6       12.1
Old  :     100.0:      41.3       29.2       21.2       26.0       36.0       88.6       86.4:      11.4       13.6
Other:     100.0:      18.1       22.0       26.5       48.9       39.8       93.4       88.3:       6.6       11.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       380:        77        139        181         90        105        309        339:
Old  :       275:       106         83         61         53         60        197        166:
Other:       347:        71        159        122         82        100        236        309:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.9       10.4       28.9       17.6       16.0        9.2       25.7       14.0
Old  :                 18.7       18.8       26.6       29.5       18.7       17.5       25.2       26.3
Other:                 18.9       10.5       32.2       17.9       17.4        9.0       28.7       14.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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  : 1,245,011:   166,545     82,338    403,104    537,467    534,448  1,107,116  1,019,890:   137,895    225,120
Old  :   798,233:   107,330    106,896    247,311    344,820    322,043    699,460    676,250:    98,773    121,983
Other:   446,778:   108,210     24,437    106,798    192,648    212,405    407,656    343,640:    39,122    103,137
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2009                        :
     :    -6,974:     6,893      8,400        793    -17,157    -17,190     -9,471     -7,997:     2,496      1,023
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        6.6       32.4       43.2       42.9       88.9       81.9:      11.1       18.1
Old  :     100.0:      13.4       13.4       31.0       43.2       40.3       87.6       84.7:      12.4       15.3
Other:     100.0:      24.2        5.5       23.9       43.1       47.5       91.2       76.9:       8.8       23.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       584:       133        138        221        230        256        502        505:
Old  :       561:       111        155        185        212        243        453        473:
Other:       442:       125         69        104        128        217        286        359:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.2       12.4       20.1       19.7        9.2        7.0       14.4       10.5
Old  :                 12.1       13.3       21.0       20.9       10.8        7.6       18.3       11.8
Other:                 20.1       11.2       31.1       20.6       17.9        8.6       25.8       13.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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  :    17,081:     1,455      2,402      1,396     11,182     10,566     14,033     14,364:     3,048      2,717
Old  :     5,540:       644      1,311        341      3,038      2,691      4,022      4,343:     1,517      1,196
Other:    11,541:     1,415      1,695        450      8,145      7,875     10,011     10,021:     1,531      1,521
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2009                        :
     :       272:         3        119       -341        447        323        110        102:       162        171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       14.1        8.2       65.5       61.9       82.2       84.1:      17.8       15.9
Old  :     100.0:      11.6       23.7        6.2       54.8       48.6       72.6       78.4:      27.4       21.6
Other:     100.0:      12.3       14.7        3.9       70.6       68.2       86.7       86.8:      13.3       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         6         15          5         21         14         31         31:
Old  :        32:         5          9          3         15          9         21         20:
Other:        38:         6         10          3         18         12         26         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.3       51.0       50.4       62.7       26.4       35.6       37.6       43.4
Old  :                 46.6       50.2       58.7       65.5       45.4       50.1       55.3       64.5
Other:                 41.8       55.6       62.3       71.3       36.8       52.0       52.0       62.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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  :   512,878:   106,009     17,572    170,796    183,276    246,101    460,081    434,469:    52,798     78,409
Old  :   328,440:    80,661     25,150     98,357    111,541    161,748    290,560    285,255:    37,880     43,185
Other:   184,438:    46,865     13,939     50,921     71,735     84,354    169,521    149,214:    14,917     35,224
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2009                        :
     :    35,991:    12,661       -458     11,402      8,443     21,334     32,505     32,278:     3,485      3,713
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        3.4       33.3       35.7       48.0       89.7       84.7:      10.3       15.3
Old  :     100.0:      24.6        7.7       29.9       34.0       49.2       88.5       86.9:      11.5       13.1
Other:     100.0:      25.4        7.6       27.6       38.9       45.7       91.9       80.9:       8.1       19.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       386:       154         70        164        115        130        342        310:
Old  :       362:       141         79        138        101        121        299        283:
Other:       275:        89         56         83         83        103        215        205:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.3       21.1       25.0       30.5        9.4       13.3       15.3       17.9
Old  :                 17.8       23.0       27.2       30.5       14.0       17.4       22.1       23.2
Other:                 19.2       27.6       32.2       38.4       15.3       20.1       23.3       23.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    16,694:    12,158        975        731          0      1,745     12,889      3,451:     3,805     13,243
Old  :     8,272:     5,148      1,055        506          0        787      5,654      2,348:     2,618      5,924
Other:     8,422:     7,090          0        145          0        958      7,235      1,103:     1,187      7,319
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2009                        :
     :     2,830:     2,112       -200        267          0        133      2,379        200:       451      2,630
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.8        5.8        4.4        0.0       10.5       77.2       20.7:      22.8       79.3
Old  :     100.0:      62.2       12.8        6.1        0.0        9.5       68.4       28.4:      31.6       71.6
Other:     100.0:      84.2        0.0        1.7        0.0       11.4       85.9       13.1:      14.1       86.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        14          4          9          0          4         14         17:
Old  :        21:        12          5          7          0          4         12         16:
Other:        18:        14          0          6          0          4         14         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 53.5       10.6       68.1       17.1       52.7       10.6       67.3       16.3
Old  :                 46.1       13.6       61.3       23.3       44.9       13.6       59.3       21.5
Other:                 64.2       11.5       78.6       13.0       63.8       11.4       78.1       11.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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  :   254,905:    26,850     24,670     68,150    127,771    142,631    222,771    235,451:    32,134     19,455
Old  :   206,674:    30,163     27,800     44,096    105,721    118,026    179,980    189,922:    26,694     16,753
Other:    48,231:     8,829      9,012     11,911     22,050     24,605     42,791     45,529:     5,440      2,702
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2009                        :
     :    10,358:     2,604     -4,209      8,548       -930      8,665     10,222     13,004:       137     -2,645
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5        9.7       26.7       50.1       56.0       87.4       92.4:      12.6        7.6
Old  :     100.0:      14.6       13.5       21.3       51.2       57.1       87.1       91.9:      12.9        8.1
Other:     100.0:      18.3       18.7       24.7       45.7       51.0       88.7       94.4:      11.3        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        49         39         72         70         65        170        151:
Old  :       191:        57         43         61         64         60        157        140:
Other:       108:        28         25         26         43         32         82         74:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.1       24.2       25.8       37.6       10.8       21.4       17.6       29.3
Old  :                 15.0       28.1       25.4       39.7       12.5       25.0       21.1       34.1
Other:                 28.8       40.4       42.9       57.9       16.1       34.0       27.2       46.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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  :   807,988:    45,847    117,669     49,499    598,447    504,052    693,793    671,220:   114,195    136,768
Old  :   807,988:    45,847    117,669     49,499    598,447    504,052    693,793    671,220:   114,195    136,768
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2009                        :
     :     2,923:     5,554     -4,892     -1,622     -6,989     13,619     -3,057      7,105:     5,981     -4,182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       14.6        6.1       74.1       62.4       85.9       83.1:      14.1       16.9
Old  :     100.0:       5.7       14.6        6.1       74.1       62.4       85.9       83.1:      14.1       16.9
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  :       157:        27         35         37         78         80        125        132:
Old  :       157:        27         35         37         78         80        125        132:
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  :                 31.2       31.8       43.6       39.0       29.9       31.6       40.6       38.7
Old  :                 31.2       31.8       43.6       39.0       29.9       31.6       40.6       38.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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  :   140,410:    34,098      6,539     23,842     52,271     91,194    110,212    121,576:    30,198     18,834
Old  :   107,344:    31,700      8,013     15,234     34,393     67,731     81,326     90,977:    26,018     16,367
Other:    33,066:     5,610      1,739      5,396     17,879     23,464     28,885     30,599:     4,181      2,467
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2009                        :
     :     8,047:     4,977       -952      1,020       -509      7,285      5,488      7,352:     2,560        695
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        4.7       17.0       37.2       64.9       78.5       86.6:      21.5       13.4
Old  :     100.0:      29.5        7.5       14.2       32.0       63.1       75.8       84.8:      24.2       15.2
Other:     100.0:      17.0        5.3       16.3       54.1       71.0       87.4       92.5:      12.6        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        51         20         42         57         52        127        102:
Old  :       141:        54         18         37         53         50        120         96:
Other:        81:        21         15         19         39         26         70         52:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       36.2       21.8       48.2        9.2       31.1       15.3       37.8
Old  :                 12.7       34.8       20.1       46.1       11.5       30.8       17.5       39.3
Other:                 26.5       52.9       41.2       68.8       20.8       47.4       32.9       57.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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  :     8,285:     1,832      1,013        870      4,147      4,644      6,850      6,527:     1,435      1,759
Old  :     4,667:       789      1,144        265      2,494      2,200      3,548      3,609:     1,119      1,057
Other:     3,619:     1,243         69        405      1,654      2,443      3,302      2,917:       317        701
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2009                        :
     :       459:        96        -56        -36         77        787        137        696:       321       -237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       12.2       10.5       50.1       56.0       82.7       78.8:      17.3       21.2
Old  :     100.0:      16.9       24.5        5.7       53.4       47.1       76.0       77.3:      24.0       22.7
Other:     100.0:      34.4        1.9       11.2       45.7       67.5       91.2       80.6:       8.8       19.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        14          6          7         22         18         37         30:
Old  :        43:        10          8          5         22         15         34         26:
Other:        26:         8          1          4          6         15         14         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  :                 31.5       35.3       48.8       54.2       31.4       34.4       45.9       47.4
Old  :                 30.8       47.7       44.1       59.3       30.7       46.5       43.9       58.1
Other:                 60.7       35.1       83.4       57.8       58.7       28.7       67.3       46.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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  :   516,886:    84,812     51,855     25,797    311,534    364,435    422,143    442,088:    94,743     74,798
Old  :   516,886:    84,812     51,855     25,797    311,534    364,435    422,143    442,088:    94,743     74,798
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2009                        :
     :     2,027:   -18,747     -1,547      2,575     12,725     -1,696     -3,446       -669:     5,474      2,696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       10.0        5.0       60.3       70.5       81.7       85.5:      18.3       14.5
Old  :     100.0:      16.4       10.0        5.0       60.3       70.5       81.7       85.5:      18.3       14.5
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  :       137:        24         23         15         69         62        101         92:
Old  :       137:        24         23         15         69         62        101         92:
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  :                 15.4       32.6       27.1       43.3       14.0       27.2       24.9       36.8
Old  :                 15.4       32.6       27.1       43.3       14.0       27.2       24.9       36.8
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, April 14, 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  : 1,408,584:   114,157    128,033    159,249    903,575    845,204  1,176,982  1,132,486:   231,603    276,098
Old  : 1,408,584:   114,157    128,033    159,249    903,575    845,204  1,176,982  1,132,486:   231,603    276,098
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2009                        :
     :    89,018:    33,493      1,756      1,933     48,686     68,471     84,112     72,160:     4,906     16,858
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        9.1       11.3       64.1       60.0       83.6       80.4:      16.4       19.6
Old  :     100.0:       8.1        9.1       11.3       64.1       60.0       83.6       80.4:      16.4       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       217:        38         44         57        117        113        188        181:
Old  :       217:        38         44         57        117        113        188        181:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       16.6       29.4       22.8       17.8       12.7       23.5       17.5
Old  :                 19.7       16.6       29.4       22.8       17.8       12.7       23.5       17.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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  :   871,432:    92,276     84,733     28,864    581,129    611,118    702,269    724,715:   169,164    146,717
Old  :   871,432:    92,276     84,733     28,864    581,129    611,118    702,269    724,715:   169,164    146,717
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2009                        :
     :    15,004:     9,061      7,695      1,575     -6,826     14,133      3,809     23,403:    11,195     -8,399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        9.7        3.3       66.7       70.1       80.6       83.2:      19.4       16.8
Old  :     100.0:      10.6        9.7        3.3       66.7       70.1       80.6       83.2:      19.4       16.8
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  :       133:        24         31         26         60         67         98        110:
Old  :       133:        24         31         26         60         67         98        110:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       30.2       40.5       39.3       14.1       18.3       23.6       26.3
Old  :                 30.1       30.2       40.5       39.3       14.1       18.3       23.6       26.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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  :   512,619:   162,279     15,161    113,778    192,440    347,633    468,496    476,572:    44,123     36,047
Old  :   512,619:   162,279     15,161    113,778    192,440    347,633    468,496    476,572:    44,123     36,047
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2009                        :
     :    11,803:    -3,060      2,036      3,187      9,373      3,413      9,499      8,636:     2,304      3,167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7        3.0       22.2       37.5       67.8       91.4       93.0:       8.6        7.0
Old  :     100.0:      31.7        3.0       22.2       37.5       67.8       91.4       93.0:       8.6        7.0
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  :        83:        33          9         31         33         35         74         68:
Old  :        83:        33          9         31         33         35         74         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       36.2       43.1       51.8       20.5       33.2       29.4       39.5
Old  :                 27.8       36.2       43.1       51.8       20.5       33.2       29.4       39.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    10,576:     3,698        951          2      3,351      6,172      7,051      7,125:     3,525      3,451
Old  :    10,576:     3,698        951          2      3,351      6,172      7,051      7,125:     3,525      3,451
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2009                        :
     :       188:       131       -138          0        -28        918        103        780:        86       -592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0        9.0        0.0       31.7       58.4       66.7       67.4:      33.3       32.6
Old  :     100.0:      35.0        9.0        0.0       31.7       58.4       66.7       67.4:      33.3       32.6
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  :        20:         5          2          1          7          7         12         10:
Old  :        20:         5          2          1          7          7         12         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       49.8       59.6       66.6       44.8       49.8       59.6       66.6
Old  :                 44.8       49.8       59.6       66.6       44.8       49.8       59.6       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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  :    55,835:    16,470     10,973        429     27,706     30,217     44,606     41,620:    11,229     14,215
Old  :    55,835:    16,470     10,973        429     27,706     30,217     44,606     41,620:    11,229     14,215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2009                        :
     :    -1,461:     1,306     -1,275        -15     -2,754       -312     -1,464     -1,602:         3        141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       19.7        0.8       49.6       54.1       79.9       74.5:      20.1       25.5
Old  :     100.0:      29.5       19.7        0.8       49.6       54.1       79.9       74.5:      20.1       25.5
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  :        86:        21         24          7         28         25         54         51:
Old  :        86:        21         24          7         28         25         54         51:
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  :                 22.5       26.9       38.5       39.7       19.9       24.9       32.9       33.7
Old  :                 22.5       26.9       38.5       39.7       19.9       24.9       32.9       33.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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  :    22,401:     5,028      5,188        114     17,053     16,802     22,195     22,104:       206        297
Old  :    22,401:     5,028      5,188        114     17,053     16,802     22,195     22,104:       206        297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2009                        :
     :     1,058:    -5,690        117        -36      6,778        925      1,052      1,006:         6         52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       23.2        0.5       76.1       75.0       99.1       98.7:       0.9        1.3
Old  :     100.0:      22.4       23.2        0.5       76.1       75.0       99.1       98.7:       0.9        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  :        45:        11         13          2         11         13         24         26:
Old  :        45:        11         13          2         11         13         24         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.7       63.9       89.8       82.6       74.3       54.7       84.1       73.5
Old  :                 75.7       63.9       89.8       82.6       74.3       54.7       84.1       73.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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  :    23,510:     2,103      1,194        236     20,910     22,017     23,249     23,447:       261         63
Old  :    23,510:     2,103      1,194        236     20,910     22,017     23,249     23,447:       261         63
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 7, 2009                        :
     :    -3,910:    -6,657       -161       -712      3,523     -3,042     -3,846     -3,915:       -64          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        5.1        1.0       88.9       93.6       98.9       99.7:       1.1        0.3
Old  :     100.0:       8.9        5.1        1.0       88.9       93.6       98.9       99.7:       1.1        0.3
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  :        31:         7          9          3         11          8         20         18:
Old  :        31:         7          9          3         11          8         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.6       80.1       91.8       93.6       65.9       72.7       78.4       79.7
Old  :                 75.6       80.1       91.8       93.6       65.9       72.7       78.4       79.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 17, 2009