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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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  :   370,711:    58,885     54,245    118,260    163,811    146,353    340,956    318,858:    29,755     51,853
Old  :   217,362:    42,344     48,437     62,859     92,674     74,839    197,877    186,134:    19,485     31,227
Other:   153,350:    35,394     24,661     36,549     71,136     71,514    143,079    132,724:    10,270     20,625
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :     4,077:      -563     -1,260      3,079      1,810        802      4,326      2,620:      -248      1,457
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       14.6       31.9       44.2       39.5       92.0       86.0:       8.0       14.0
Old  :     100.0:      19.5       22.3       28.9       42.6       34.4       91.0       85.6:       9.0       14.4
Other:     100.0:      23.1       16.1       23.8       46.4       46.6       93.3       86.6:       6.7       13.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       312:        73        112        149         75         89        255        276:
Old  :       287:        76        104        112         64         77        215        234:
Other:       218:        56         69         80         55         79        157        192:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.4       12.2       31.0       20.1       15.8        8.9       25.6       14.0
Old  :                 20.9       12.9       31.9       22.3       20.5       10.7       30.6       17.4
Other:                 35.2       14.3       47.8       24.2       34.6       11.8       40.7       18.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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  : 1,247,816:   132,514    122,675    433,140    543,664    471,950  1,109,318  1,027,765:   138,497    220,050
Old  :   921,389:    93,316    126,548    325,544    390,094    316,810    808,954    768,902:   112,435    152,487
Other:   326,426:    66,940     23,870     79,854    153,570    155,140    300,364    258,863:    26,062     67,563
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :    20,284:     5,196     20,328      3,115      4,855    -12,698     13,166     10,745:     7,118      9,539
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        9.8       34.7       43.6       37.8       88.9       82.4:      11.1       17.6
Old  :     100.0:      10.1       13.7       35.3       42.3       34.4       87.8       83.5:      12.2       16.5
Other:     100.0:      20.5        7.3       24.5       47.0       47.5       92.0       79.3:       8.0       20.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       582:       124        156        217        233        247        485        520:
Old  :       571:       115        168        202        227        241        467        502:
Other:       386:        82         71         83         96        194        215        319:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       14.6       22.7       20.8        7.9        5.2       13.0        9.0
Old  :                 13.2       13.8       20.8       20.8        8.5        5.8       14.2        9.4
Other:                 24.8       17.4       39.8       27.3       20.1        8.0       29.7       12.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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  :    19,332:       552      2,575      1,552     15,060     12,768     17,164     16,894:     2,168      2,438
Old  :    12,057:       677      2,543      1,230      8,452      6,465     10,359     10,237:     1,698      1,820
Other:     7,275:         8        165        189      6,608      6,303      6,805      6,657:       470        618
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :       875:       -78        524         72        804        157        798        753:        77        122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9       13.3        8.0       77.9       66.0       88.8       87.4:      11.2       12.6
Old  :     100.0:       5.6       21.1       10.2       70.1       53.6       85.9       84.9:      14.1       15.1
Other:     100.0:       0.1        2.3        2.6       90.8       86.6       93.5       91.5:       6.5        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         6         16          8         23         15         35         34:
Old  :        46:         9         14          7         21         12         32         31:
Other:        24:         2          4          3         11         11         15         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 43.3       53.5       60.9       64.8       34.0       34.2       45.0       42.3
Old  :                 36.4       44.3       53.3       57.5       33.0       30.7       45.5       41.7
Other:                 69.3       73.6       85.6       86.4       48.7       47.6       56.9       52.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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  :   459,352:    65,991     26,757    162,900    184,592    197,053    413,484    386,709:    45,868     72,642
Old  :   355,315:    47,906     32,844    118,502    150,135    153,124    316,543    304,470:    38,771     50,845
Other:   104,037:    32,332      8,160     30,150     34,458     43,929     96,940     82,240:     7,097     21,797
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :       570:      -624      3,829      2,016     -2,342    -11,274       -949     -5,429:     1,520      5,999
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        5.8       35.5       40.2       42.9       90.0       84.2:      10.0       15.8
Old  :     100.0:      13.5        9.2       33.4       42.3       43.1       89.1       85.7:      10.9       14.3
Other:     100.0:      31.1        7.8       29.0       33.1       42.2       93.2       79.0:       6.8       21.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       351:       104         97        158        104        116        302        304:
Old  :       339:        89        114        145         97        107        280        287:
Other:       194:        68         29         54         58         78        142        151:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.9       21.5       27.9       31.7        9.9       11.3       15.5       16.1
Old  :                 18.7       22.1       28.6       30.9       12.6       11.3       19.7       16.3
Other:                 30.7       32.9       46.1       42.3       21.1       18.6       28.6       24.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    12,830:     8,904      1,772        923          0      1,195      9,827      3,890:     3,003      8,940
Old  :     8,716:     5,368      1,832        852          0        575      6,220      3,259:     2,496      5,457
Other:     4,114:     3,596          0         11          0        620      3,607        631:       507      3,483
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :       201:      -113        421        -62          0       -110       -175        249:       376        -48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.4       13.8        7.2        0.0        9.3       76.6       30.3:      23.4       69.7
Old  :     100.0:      61.6       21.0        9.8        0.0        6.6       71.4       37.4:      28.6       62.6
Other:     100.0:      87.4        0.0        0.3        0.0       15.1       87.7       15.3:      12.3       84.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        14          8         10          0          3         16         19:
Old  :        25:        14          8          9          0          3         15         19:
Other:        14:        11          0          3          0          3         11          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 48.3       14.6       64.7       22.2       46.9       12.7       60.1       19.2
Old  :                 38.7       18.5       58.0       28.5       37.9       15.2       51.8       24.1
Other:                 68.7       15.2       86.0       15.3       68.5       15.1       85.7       15.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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  :   259,510:    18,200     30,011     70,355    148,041    133,054    236,596    233,420:    22,914     26,090
Old  :   230,182:    23,556     32,746     51,807    134,809    120,709    210,172    205,261:    20,010     24,920
Other:    29,328:     4,662      7,283      8,530     13,233     12,345     26,424     28,159:     2,904      1,169
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :     9,887:     2,663      3,586      5,089      2,823     -3,814     10,575      4,862:      -688      5,025
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0       11.6       27.1       57.0       51.3       91.2       89.9:       8.8       10.1
Old  :     100.0:      10.2       14.2       22.5       58.6       52.4       91.3       89.2:       8.7       10.8
Other:     100.0:      15.9       24.8       29.1       45.1       42.1       90.1       96.0:       9.9        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        35         46         74         66         65        158        164:
Old  :       198:        45         49         72         64         63        154        162:
Other:        78:        12         22         18         35         19         59         47:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.2       22.1       30.0       33.9       12.3       15.0       20.3       22.0
Old  :                 18.7       24.6       31.1       35.2       14.1       17.1       23.0       24.7
Other:                 45.3       58.4       64.6       73.8       32.4       38.2       44.1       50.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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  :   830,883:    35,823    127,429     59,202    616,128    479,148    711,153    665,779:   119,730    165,104
Old  :   830,883:    35,823    127,429     59,202    616,128    479,148    711,153    665,779:   119,730    165,104
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :    21,295:    -4,977      6,196     11,495     15,929        611     22,448     18,302:    -1,153      2,993
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       15.3        7.1       74.2       57.7       85.6       80.1:      14.4       19.9
Old  :     100.0:       4.3       15.3        7.1       74.2       57.7       85.6       80.1:      14.4       19.9
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  :       150:        20         37         34         70         79        111        129:
Old  :       150:        20         37         34         70         79        111        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       23.2       42.3       29.8       29.4       22.3       38.2       28.9
Old  :                 31.5       23.2       42.3       29.8       29.4       22.3       38.2       28.9
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, February 3, 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  :   150,542:    24,858      5,139     30,007     67,542     93,518    122,408    128,664:    28,134     21,878
Old  :   132,425:    23,169      6,262     25,379     58,554     80,309    107,102    111,950:    25,323     20,475
Other:    18,117:     3,159        346      3,158      8,988     13,209     15,306     16,713:     2,811      1,403
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :     4,425:      -636        202        363      3,785      1,168      3,512      1,733:       913      2,691
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        3.4       19.9       44.9       62.1       81.3       85.5:      18.7       14.5
Old  :     100.0:      17.5        4.7       19.2       44.2       60.6       80.9       84.5:      19.1       15.5
Other:     100.0:      17.4        1.9       17.4       49.6       72.9       84.5       92.3:      15.5        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       148:        41         23         40         62         60        129        105:
Old  :       147:        39         31         38         58         58        123        103:
Other:        63:        18          7         16         32         18         55         37:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       31.9       27.2       45.3        9.7       28.0       16.6       34.5
Old  :                 19.7       32.3       28.5       43.4       14.8       28.8       22.3       35.6
Other:                 22.2       65.6       37.8       74.3       21.0       60.3       34.4       65.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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  :     8,245:     1,097      1,454        925      4,933      3,760      6,955      6,138:     1,290      2,106
Old  :     6,993:     1,121      1,458        784      3,887      2,883      5,793      5,125:     1,200      1,868
Other:     1,252:         8         28        108      1,046        877      1,162      1,013:        89        239
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :     1,080:      -207        463        551        717        191      1,061      1,204:        19       -124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       17.6       11.2       59.8       45.6       84.4       74.5:      15.6       25.5
Old  :     100.0:      16.0       20.8       11.2       55.6       41.2       82.8       73.3:      17.2       26.7
Other:     100.0:       0.6        2.2        8.6       83.6       70.1       92.9       80.9:       7.1       19.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         7         13          6         18         15         28         31:
Old  :        45:         8         12          6         18         14         28         30:
Other:        15:         2          3          4          3          8          7         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 36.0       35.0       51.8       49.1       36.0       33.2       49.2       43.0
Old  :                 32.2       37.2       49.5       49.8       32.2       34.4       47.5       42.9
Other:                 89.7       47.7       92.9       76.4       77.1       46.7       77.1       63.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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  :   494,526:    65,215     58,712     14,069    326,846    345,840    406,130    418,621:    88,396     75,906
Old  :   494,526:    65,215     58,712     14,069    326,846    345,840    406,130    418,621:    88,396     75,906
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :   -11,834:    -7,674     -5,676       -546     -5,978     -9,244    -14,198    -15,466:     2,364      3,632
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       11.9        2.8       66.1       69.9       82.1       84.7:      17.9       15.3
Old  :     100.0:      13.2       11.9        2.8       66.1       69.9       82.1       84.7:      17.9       15.3
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  :       156:        25         30         15         74         76        108        112:
Old  :       156:        25         30         15         74         76        108        112:
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  :                 17.9       30.5       27.0       40.8       15.9       23.5       23.3       32.3
Old  :                 17.9       30.5       27.0       40.8       15.9       23.5       23.3       32.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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  : 1,434,614:   104,516    127,281    179,794    938,446    833,190  1,222,756  1,140,265:   211,858    294,349
Old  : 1,434,614:   104,516    127,281    179,794    938,446    833,190  1,222,756  1,140,265:   211,858    294,349
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :   105,944:   -18,819     18,072     42,582     84,689     37,085    108,452     97,739:    -2,508      8,205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        8.9       12.5       65.4       58.1       85.2       79.5:      14.8       20.5
Old  :     100.0:       7.3        8.9       12.5       65.4       58.1       85.2       79.5:      14.8       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  :       211:        41         40         58        109        113        177        184:
Old  :       211:        41         40         58        109        113        177        184:
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  :                 21.5       15.3       31.1       21.0       18.6        8.3       26.3       12.9
Old  :                 21.5       15.3       31.1       21.0       18.6        8.3       26.3       12.9
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, February 3, 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  : 1,040,201:    76,643    110,552     56,460    727,112    640,876    860,215    807,888:   179,986    232,313
Old  : 1,040,201:    76,643    110,552     56,460    727,112    640,876    860,215    807,888:   179,986    232,313
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :    23,966:     5,303    -23,274      1,373     17,414     -3,133     24,089    -25,034:      -123     49,001
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4       10.6        5.4       69.9       61.6       82.7       77.7:      17.3       22.3
Old  :     100.0:       7.4       10.6        5.4       69.9       61.6       82.7       77.7:      17.3       22.3
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  :       137:        18         34         27         69         63        106        105:
Old  :       137:        18         34         27         69         63        106        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       39.7       40.1       46.1       19.7       27.3       27.6       32.3
Old  :                 29.0       39.7       40.1       46.1       19.7       27.3       27.6       32.3
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, February 3, 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  :   608,142:   142,915     17,803    284,043    150,005    276,875    576,963    578,721:    31,179     29,420
Old  :   608,142:   142,915     17,803    284,043    150,005    276,875    576,963    578,721:    31,179     29,420
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :  -111,399:   -26,116         77    -53,370    -29,053    -55,584   -108,539   -108,877:    -2,860     -2,522
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        2.9       46.7       24.7       45.5       94.9       95.2:       5.1        4.8
Old  :     100.0:      23.5        2.9       46.7       24.7       45.5       94.9       95.2:       5.1        4.8
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  :        76:        24         11         32         34         27         71         61:
Old  :        76:        24         11         32         34         27         71         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       36.4       56.3       56.3       16.8       23.4       23.5       32.0
Old  :                 39.4       36.4       56.3       56.3       16.8       23.4       23.5       32.0
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, February 3, 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  :    19,014:     4,553      4,275          2     10,411     11,333     14,966     15,611:     4,048      3,403
Old  :    19,014:     4,553      4,275          2     10,411     11,333     14,966     15,611:     4,048      3,403
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :     1,743:        91        133         -2        707      1,393        796      1,524:       947        219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       22.5        0.0       54.8       59.6       78.7       82.1:      21.3       17.9
Old  :     100.0:      23.9       22.5        0.0       54.8       59.6       78.7       82.1:      21.3       17.9
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  :        30:         5          8          1         12          7         17         16:
Old  :        30:         5          8          1         12          7         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.6       57.3       67.4       72.2       53.6       57.3       67.4       72.1
Old  :                 53.6       57.3       67.4       72.2       53.6       57.3       67.4       72.1
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, February 3, 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  :    86,447:    24,062     17,695        896     46,965     52,351     71,922     70,942:    14,525     15,505
Old  :    86,447:    24,062     17,695        896     46,965     52,351     71,922     70,942:    14,525     15,505
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :     7,241:     1,756      2,847        179      5,346      5,696      7,281      8,721:       -41     -1,481
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       20.5        1.0       54.3       60.6       83.2       82.1:      16.8       17.9
Old  :     100.0:      27.8       20.5        1.0       54.3       60.6       83.2       82.1:      16.8       17.9
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  :        91:        27         22          6         27         25         57         50:
Old  :        91:        27         22          6         27         25         57         50:
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  :                 33.2       30.0       45.6       48.9       30.3       26.4       40.0       41.3
Old  :                 33.2       30.0       45.6       48.9       30.3       26.4       40.0       41.3
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, February 3, 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  :    29,808:     9,535      5,405        157     19,520     24,036     29,212     29,598:       596        210
Old  :    29,808:     9,535      5,405        157     19,520     24,036     29,212     29,598:       596        210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :     8,090:      -654       -169       -201      8,528      8,424      7,673      8,054:       417         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       18.1        0.5       65.5       80.6       98.0       99.3:       2.0        0.7
Old  :     100.0:      32.0       18.1        0.5       65.5       80.6       98.0       99.3:       2.0        0.7
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  :        39:         9         12          3          9         13         20         26:
Old  :        39:         9         12          3          9         13         20         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  :                 86.6       82.1       93.2       92.6       86.2       81.1       92.9       91.7
Old  :                 86.6       82.1       93.2       92.6       86.2       81.1       92.9       91.7
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, February 3, 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  :    36,922:    10,748      1,157      1,641     23,388     33,802     35,777     36,600:     1,145        322
Old  :    36,922:    10,748      1,157      1,641     23,388     33,802     35,777     36,600:     1,145        322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :      -640:    -1,855        124          0        807     -1,018     -1,048       -894:       408        254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1        3.1        4.4       63.3       91.5       96.9       99.1:       3.1        0.9
Old  :     100.0:      29.1        3.1        4.4       63.3       91.5       96.9       99.1:       3.1        0.9
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  :        32:        11          7          2         12          6         23         15:
Old  :        32:        11          7          2         12          6         23         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.6       87.9       82.0       97.6       58.6       80.9       73.6       85.0
Old  :                 63.6       87.9       82.0       97.6       58.6       80.9       73.6       85.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 6, 2009