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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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  :   405,023:    87,640     67,778    105,804    180,531    186,818    373,975    360,399:    31,048     44,623
Old  :   389,129:    86,299     68,252    101,902    171,885    178,067    360,085    348,220:    29,044     40,909
Other:    15,894:     4,440      2,625        804      8,646      8,751     13,890     12,180:     2,004      3,714
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :    11,660:     4,187       -470      2,868      3,824      9,958     10,879     12,356:       781       -696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       16.7       26.1       44.6       46.1       92.3       89.0:       7.7       11.0
Old  :     100.0:      22.2       17.5       26.2       44.2       45.8       92.5       89.5:       7.5       10.5
Other:     100.0:      27.9       16.5        5.1       54.4       55.1       87.4       76.6:      12.6       23.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       373:       110        125        147         85        109        297        303:
Old  :       373:       114        126        144         85        108        296        300:
Other:       109:        28         17         17         25         50         59         80:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.2       16.0       30.4       24.0       16.6       15.3       27.2       21.1
Old  :                 19.4       16.3       30.7       24.6       17.3       15.6       28.3       21.7
Other:                 40.5       26.9       54.3       38.1       29.3       14.9       41.6       25.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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  : 1,329,830:   252,861     72,830    387,238    550,286    617,808  1,190,385  1,077,876:   139,445    251,954
Old  :   687,845:   140,578    101,089    176,590    292,315    306,379    609,483    584,057:    78,362    103,788
Other:   641,986:   171,211     30,669    151,720    257,971    311,429    580,902    493,819:    61,083    148,167
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :    35,441:    15,981       -770      7,300      6,296     17,285     29,576     23,815:     5,864     11,625
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0        5.5       29.1       41.4       46.5       89.5       81.1:      10.5       18.9
Old  :     100.0:      20.4       14.7       25.7       42.5       44.5       88.6       84.9:      11.4       15.1
Other:     100.0:      26.7        4.8       23.6       40.2       48.5       90.5       76.9:       9.5       23.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       640:       182        114        215        233        282        526        527:
Old  :       596:       147        137        160        210        259        458        462:
Other:       535:       154         89        147        149        250        361        433:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.2       12.9       19.6       19.4       10.0        9.4       15.5       13.0
Old  :                 13.0       13.9       21.5       20.9       12.2        9.6       20.3       14.7
Other:                 18.3       12.0       27.1       19.8       16.0        9.7       22.4       14.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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  :    14,682:     2,384        759      1,257      8,669     10,621     12,309     12,637:     2,373      2,045
Old  :    14,682:     2,384        759      1,257      8,669     10,621     12,309     12,637:     2,373      2,045
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :        98:       333       -251         -2       -177        559        153        305:       -56       -208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        5.2        8.6       59.0       72.3       83.8       86.1:      16.2       13.9
Old  :     100.0:      16.2        5.2        8.6       59.0       72.3       83.8       86.1:      16.2       13.9
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  :        42:        12          7          5         18         13         32         23:
Old  :        42:        12          7          5         18         13         32         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       57.4       52.4       71.4       25.2       39.8       38.8       49.6
Old  :                 33.0       57.4       52.4       71.4       25.2       39.8       38.8       49.6
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 26, 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  :   623,825:   138,915     19,227    202,879    214,566    311,258    556,361    533,365:    67,464     90,460
Old  :   324,312:    85,515     29,600     95,603    104,805    168,456    285,923    293,659:    38,389     30,653
Other:   299,513:    81,020     17,247     79,657    109,761    142,802    270,438    239,706:    29,075     59,807
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :    18,526:     6,158        765     -1,323      7,271     13,247     12,106     12,689:     6,420      5,837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        3.1       32.5       34.4       49.9       89.2       85.5:      10.8       14.5
Old  :     100.0:      26.4        9.1       29.5       32.3       51.9       88.2       90.5:      11.8        9.5
Other:     100.0:      27.1        5.8       26.6       36.6       47.7       90.3       80.0:       9.7       20.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       465:       177         99        180        131        169        397        370:
Old  :       427:       159         96        140        103        145        325        318:
Other:       364:       112         77        104        111        154        282        282:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.0       21.3       25.5       31.6       10.1       16.3       15.6       20.7
Old  :                 17.9       29.3       27.6       38.5       14.4       24.3       22.1       30.8
Other:                 15.7       18.7       27.4       30.7       10.9       11.6       17.9       16.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    23,238:    18,831      3,006      1,082         21      3,238     19,934      7,326:     3,304     15,912
Old  :     7,757:     5,238      3,091        245         21        334      5,504      3,670:     2,253      4,087
Other:    15,481:    14,148        470        282          0      2,904     14,430      3,656:     1,051     11,825
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :     2,755:     2,857        233        301         21      1,136      3,179      1,670:      -424      1,085
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.0       12.9        4.7        0.1       13.9       85.8       31.5:      14.2       68.5
Old  :     100.0:      67.5       39.8        3.2        0.3        4.3       71.0       47.3:      29.0       52.7
Other:     100.0:      91.4        3.0        1.8        0.0       18.8       93.2       23.6:       6.8       76.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        19         10         12          2         12         23         32:
Old  :        41:        16         13          5          2         10         18         28:
Other:        34:        16          6         10          0         12         17         27:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 49.9        9.2       69.2       15.7       47.6        9.2       66.7       15.4
Old  :                 44.2       22.9       59.3       34.4       42.4       22.9       56.7       34.4
Other:                 60.8        9.4       81.8       14.4       60.4        9.4       81.4       14.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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  :   277,931:    43,490     34,102     67,998    131,506    153,309    242,994    255,409:    34,937     22,522
Old  :   204,029:    42,437     31,189     38,920     96,387    116,108    177,743    186,216:    26,286     17,814
Other:    73,901:    12,309     14,168     17,823     35,119     37,202     65,251     69,193:     8,651      4,709
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :    11,481:    -1,223      2,123      1,612     10,549      4,796     10,938      8,531:       543      2,950
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       12.3       24.5       47.3       55.2       87.4       91.9:      12.6        8.1
Old  :     100.0:      20.8       15.3       19.1       47.2       56.9       87.1       91.3:      12.9        8.7
Other:     100.0:      16.7       19.2       24.1       47.5       50.3       88.3       93.6:      11.7        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       201:        61         40         68         68         62        176        146:
Old  :       191:        63         46         55         63         53        159        128:
Other:       124:        32         32         32         46         40         96         87:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       31.1       24.0       41.8        9.8       24.2       15.9       31.0
Old  :                 15.0       33.1       24.9       42.7       11.2       28.0       19.1       36.5
Other:                 19.8       31.5       33.3       49.8       12.9       23.4       20.8       31.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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  :   775,557:    48,100    166,956     27,338    572,131    425,237    647,569    619,532:   127,988    156,024
Old  :   775,557:    48,100    166,956     27,338    572,131    425,237    647,569    619,532:   127,988    156,024
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :   -23,033:     3,160     10,277    -15,185    -17,147    -19,283    -29,172    -24,192:     6,139      1,158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       21.5        3.5       73.8       54.8       83.5       79.9:      16.5       20.1
Old  :     100.0:       6.2       21.5        3.5       73.8       54.8       83.5       79.9:      16.5       20.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        17         40         30         74         70        113        118:
Old  :       147:        17         40         30         74         70        113        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       27.1       37.0       34.9       24.8       26.0       33.4       33.2
Old  :                 27.2       27.1       37.0       34.9       24.8       26.0       33.4       33.2
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 26, 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  :   210,179:    59,280      6,002     39,523     69,819    143,710    168,622    189,235:    41,557     20,944
Old  :   136,589:    57,156      6,121     15,540     32,498     99,942    105,194    121,603:    31,395     14,986
Other:    73,590:    10,356      8,114     15,750     37,321     43,768     63,428     67,633:    10,162      5,957
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :    14,828:     5,956      1,525      3,187      2,553      8,134     11,696     12,846:     3,132      1,982
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2        2.9       18.8       33.2       68.4       80.2       90.0:      19.8       10.0
Old  :     100.0:      41.8        4.5       11.4       23.8       73.2       77.0       89.0:      23.0       11.0
Other:     100.0:      14.1       11.0       21.4       50.7       59.5       86.2       91.9:      13.8        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        73         25         51         66         58        164        117:
Old  :       170:        76         21         35         60         50        149         95:
Other:       116:        24         28         36         49         40        100         82:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.3       39.2       21.2       50.8        8.2       32.4       14.1       40.8
Old  :                 12.8       41.8       21.7       53.9       11.8       39.3       20.1       51.2
Other:                 25.4       43.5       35.4       54.1       18.1       36.3       25.7       43.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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  :     8,992:     2,410      1,722        947      4,257      4,210      7,614      6,879:     1,378      2,113
Old  :     4,053:     1,146      1,785         75      1,909      1,082      3,129      2,941:       924      1,111
Other:     4,939:     1,717        389        421      2,348      3,128      4,485      3,938:       454      1,002
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :       658:        33        360        261        245         92        539        713:       119        -55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       19.2       10.5       47.3       46.8       84.7       76.5:      15.3       23.5
Old  :     100.0:      28.3       44.0        1.8       47.1       26.7       77.2       72.6:      22.8       27.4
Other:     100.0:      34.8        7.9        8.5       47.5       63.3       90.8       79.7:       9.2       20.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        13         16         10         21         16         40         38:
Old  :        51:        16         13          4         19         10         35         27:
Other:        32:         4          9          7         14         15         24         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       25.5       47.2       42.2       28.9       24.2       42.1       37.1
Old  :                 28.6       32.6       43.4       46.4       28.4       32.6       43.2       46.3
Other:                 48.8       40.5       74.1       57.0       47.7       33.2       66.3       46.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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  :   575,410:   124,199     46,714     30,741    307,462    384,704    462,401    462,159:   113,009    113,251
Old  :   575,410:   124,199     46,714     30,741    307,462    384,704    462,401    462,159:   113,009    113,251
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :     8,743:    -2,675      2,150       -973      4,557     -4,423        908     -3,246:     7,834     11,989
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        8.1        5.3       53.4       66.9       80.4       80.3:      19.6       19.7
Old  :     100.0:      21.6        8.1        5.3       53.4       66.9       80.4       80.3:      19.6       19.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       133:        26         21         16         64         70         99         99:
Old  :       133:        26         21         16         64         70         99         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       26.9       30.9       38.0       16.8       24.4       27.8       34.2
Old  :                 18.2       26.9       30.9       38.0       16.8       24.4       27.8       34.2
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 26, 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  : 1,382,142:    39,181    214,326    112,760    944,617    736,625  1,096,558  1,063,711:   285,584    318,431
Old  : 1,382,142:    39,181    214,326    112,760    944,617    736,625  1,096,558  1,063,711:   285,584    318,431
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :   -97,921:   -15,644     59,967    -49,722    -93,249   -138,810   -158,616   -128,565:    60,695     30,644
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8       15.5        8.2       68.3       53.3       79.3       77.0:      20.7       23.0
Old  :     100.0:       2.8       15.5        8.2       68.3       53.3       79.3       77.0:      20.7       23.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        23         48         42        105        102        151        171:
Old  :       197:        23         48         42        105        102        151        171:
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  :                 21.9       19.6       32.7       25.6       20.2       14.0       26.9       18.5
Old  :                 21.9       19.6       32.7       25.6       20.2       14.0       26.9       18.5
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, May 26, 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  : 1,078,968:    96,116     97,159     55,648    718,239    639,331    870,002    792,138:   208,965    286,830
Old  : 1,078,968:    96,116     97,159     55,648    718,239    639,331    870,002    792,138:   208,965    286,830
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :   167,638:   -13,120      3,929      8,793    125,556     68,585    121,228     81,307:    46,409     86,331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        9.0        5.2       66.6       59.3       80.6       73.4:      19.4       26.6
Old  :     100.0:       8.9        9.0        5.2       66.6       59.3       80.6       73.4:      19.4       26.6
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  :       123:        15         23         21         62         71         88        104:
Old  :       123:        15         23         21         62         71         88        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       21.0       46.9       30.3       19.5       10.0       27.2       15.9
Old  :                 35.5       21.0       46.9       30.3       19.5       10.0       27.2       15.9
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 26, 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  :   563,909:   166,688     22,549    124,634    227,864    383,844    519,186    531,027:    44,723     32,882
Old  :   563,909:   166,688     22,549    124,634    227,864    383,844    519,186    531,027:    44,723     32,882
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :    13,869:     2,576        509      2,955      4,380     10,895      9,912     14,360:     3,958       -490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6        4.0       22.1       40.4       68.1       92.1       94.2:       7.9        5.8
Old  :     100.0:      29.6        4.0       22.1       40.4       68.1       92.1       94.2:       7.9        5.8
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  :        85:        31         12         30         36         37         75         71:
Old  :        85:        31         12         30         36         37         75         71:
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       36.9       42.0       53.5       19.0       34.1       30.4       41.2
Old  :                 27.8       36.9       42.0       53.5       19.0       34.1       30.4       41.2
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 26, 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  :    19,247:     3,968      1,726         30      9,852     13,549     13,850     15,305:     5,397      3,942
Old  :    19,247:     3,968      1,726         30      9,852     13,549     13,850     15,305:     5,397      3,942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :     5,244:        55         12          0      5,247      5,440      5,302      5,452:       -58       -208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        9.0        0.2       51.2       70.4       72.0       79.5:      28.0       20.5
Old  :     100.0:      20.6        9.0        0.2       51.2       70.4       72.0       79.5:      28.0       20.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         6          5          2         10          8         18         13:
Old  :        26:         6          5          2         10          8         18         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       67.8       61.6       75.7       50.7       67.8       60.9       75.7
Old  :                 51.3       67.8       61.6       75.7       50.7       67.8       60.9       75.7
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 26, 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  :    61,048:    22,124     13,890        786     27,163     31,276     50,072     45,952:    10,975     15,095
Old  :    61,048:    22,124     13,890        786     27,163     31,276     50,072     45,952:    10,975     15,095
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :     4,049:     3,950        899         25        225      3,869      4,200      4,793:      -151       -744
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.2       22.8        1.3       44.5       51.2       82.0       75.3:      18.0       24.7
Old  :     100.0:      36.2       22.8        1.3       44.5       51.2       82.0       75.3:      18.0       24.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        32         25         13         27         29         63         63:
Old  :        98:        32         25         13         27         29         63         63:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       25.8       39.1       38.9       23.5       22.6       34.5       31.7
Old  :                 24.7       25.8       39.1       38.9       23.5       22.6       34.5       31.7
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, May 26, 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  :    22,620:     1,747      3,790        318     20,492     18,253     22,557     22,361:        63        259
Old  :    22,620:     1,747      3,790        318     20,492     18,253     22,557     22,361:        63        259
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :     1,685:      -552       -537        -51      2,302      2,341      1,699      1,753:       -14        -68
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7       16.8        1.4       90.6       80.7       99.7       98.9:       0.3        1.1
Old  :     100.0:       7.7       16.8        1.4       90.6       80.7       99.7       98.9:       0.3        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         8         11          2         11         13         21         24:
Old  :        39:         8         11          2         11         13         21         24:
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  :                 76.6       79.0       91.7       90.2       76.6       68.9       85.3       80.1
Old  :                 76.6       79.0       91.7       90.2       76.6       68.9       85.3       80.1
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 26, 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  :    28,363:     2,605        166        918     24,478     27,195     28,001     28,279:       362         84
Old  :    28,363:     2,605        166        918     24,478     27,195     28,001     28,279:       362         84
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :    -3,708:      -727       -163        918     -4,063     -4,367     -3,872     -3,612:       164        -96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2        0.6        3.2       86.3       95.9       98.7       99.7:       1.3        0.3
Old  :     100.0:       9.2        0.6        3.2       86.3       95.9       98.7       99.7:       1.3        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  :        25:         7          4          1          9          9         16         14:
Old  :        25:         7          4          1          9          9         16         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  :                 78.1       82.0       93.0       96.7       74.6       78.8       85.2       87.5
Old  :                 78.1       82.0       93.0       96.7       74.6       78.8       85.2       87.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 29, 2009