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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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  :   407,203:    60,168     65,053    148,607    167,815    142,643    376,590    356,303:    30,613     50,900
Old  :   221,308:    46,679     56,255     69,741     87,732     67,399    204,152    193,394:    17,157     27,914
Other:   185,895:    46,108     41,417     46,247     80,083     75,244    172,438    162,909:    13,457     22,986
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :    12,555:      -188      3,581      8,760      4,920      1,133     13,491     13,473:      -936       -918
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       16.0       36.5       41.2       35.0       92.5       87.5:       7.5       12.5
Old  :     100.0:      21.1       25.4       31.5       39.6       30.5       92.2       87.4:       7.8       12.6
Other:     100.0:      24.8       22.3       24.9       43.1       40.5       92.8       87.6:       7.2       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       354:        68        133        175         78         93        285        320:
Old  :       320:        83        115        129         63         83        233        270:
Other:       249:        58         93         86         60         85        172        221:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.5       10.1       28.7       18.0       13.9        7.5       23.3       12.4
Old  :                 19.4       13.2       30.5       22.4       18.8       10.6       29.1       18.4
Other:                 29.6       12.7       40.8       20.9       29.0        9.2       37.5       15.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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  : 1,225,572:   130,013    143,130    400,707    555,092    460,007  1,085,811  1,003,844:   139,761    221,728
Old  :   877,444:    89,266    146,112    286,944    392,196    299,673    768,406    732,729:   109,038    144,715
Other:   348,128:    72,153     28,425     82,356    162,896    160,334    317,405    271,115:    30,723     77,013
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :    -2,894:    -3,651     21,430    -19,100     15,206    -15,486     -7,545    -13,157:     4,651     10,263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       11.7       32.7       45.3       37.5       88.6       81.9:      11.4       18.1
Old  :     100.0:      10.2       16.7       32.7       44.7       34.2       87.6       83.5:      12.4       16.5
Other:     100.0:      20.7        8.2       23.7       46.8       46.1       91.2       77.9:       8.8       22.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       579:       125        151        215        232        237        487        507:
Old  :       565:       120        157        199        224        228        466        484:
Other:       378:        83         75         81         97        187        217        311:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.4       13.2       23.4       20.1        8.0        5.7       13.1        8.7
Old  :                 13.7       12.3       21.7       19.9        8.8        6.3       14.4        9.8
Other:                 23.7       16.3       39.5       26.4       19.6        8.6       28.7       13.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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  :    18,661:       370      2,401      1,386     14,640     11,973     16,396     15,760:     2,265      2,901
Old  :    11,609:       423      2,266      1,034      8,394      6,098      9,850      9,397:     1,759      2,211
Other:     7,053:        15        203        284      6,246      5,875      6,546      6,363:       507        690
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :       -26:      -163        384         68         44       -322        -51        129:        25       -155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0       12.9        7.4       78.5       64.2       87.9       84.5:      12.1       15.5
Old  :     100.0:       3.6       19.5        8.9       72.3       52.5       84.9       81.0:      15.1       19.0
Other:     100.0:       0.2        2.9        4.0       88.6       83.3       92.8       90.2:       7.2        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         6         17          7         21         13         31         33:
Old  :        42:         7         15          5         17         12         26         30:
Other:        25:         2          4          4         13         10         18         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 47.1       53.2       65.6       62.9       32.9       29.6       43.3       37.0
Old  :                 43.3       44.1       60.5       56.0       36.1       27.5       47.5       37.4
Other:                 65.1       71.1       82.7       84.4       40.2       44.2       48.4       48.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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  :   469,299:    61,173     32,941    161,073    197,906    201,952    420,152    395,966:    49,147     73,333
Old  :   353,475:    44,288     35,770    112,362    157,216    156,118    313,866    304,251:    39,608     49,224
Other:   115,824:    31,438     11,724     34,158     40,689     45,833    106,286     91,715:     9,538     24,109
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :     7,884:    -7,844     10,899        433     15,102     -4,720      7,691      6,612:       193      1,272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        7.0       34.3       42.2       43.0       89.5       84.4:      10.5       15.6
Old  :     100.0:      12.5       10.1       31.8       44.5       44.2       88.8       86.1:      11.2       13.9
Other:     100.0:      27.1       10.1       29.5       35.1       39.6       91.8       79.2:       8.2       20.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       360:       103        107        151        113        120        305        310:
Old  :       351:        99        112        140        105        115        283        300:
Other:       202:        54         46         58         61         79        147        158:
     :----------------------------------------------------------------------------------------------------
     :             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       20.2       28.1       31.3        9.7       10.3       15.2       14.2
Old  :                 18.4       22.2       29.5       32.0       12.5       11.9       19.8       16.3
Other:                 28.6       27.9       43.4       38.6       19.9       14.5       29.0       20.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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  :   263,380:    19,917     30,740     68,180    147,981    134,606    236,078    233,525:    27,302     29,854
Old  :   229,579:    26,838     33,493     47,453    132,277    120,517    206,568    201,464:    23,011     28,115
Other:    33,801:     4,547      8,714      9,259     15,704     14,089     29,510     32,062:     4,290      1,739
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :    12,444:    -1,878      4,428      2,802     12,646      2,095     13,571      9,326:    -1,127      3,118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       11.7       25.9       56.2       51.1       89.6       88.7:      10.4       11.3
Old  :     100.0:      11.7       14.6       20.7       57.6       52.5       90.0       87.8:      10.0       12.2
Other:     100.0:      13.5       25.8       27.4       46.5       41.7       87.3       94.9:      12.7        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        48         43         69         66         63        156        164:
Old  :       195:        55         45         66         64         59        151        158:
Other:        79:        11         25         22         35         22         62         53:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.3       23.5       30.1       35.3       10.6       15.4       18.1       21.8
Old  :                 19.8       26.5       31.3       38.1       12.4       18.4       21.1       25.4
Other:                 38.0       51.0       54.5       68.1       23.9       34.1       35.2       47.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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  :   859,389:    40,447    128,860     63,674    629,921    496,125    734,041    688,659:   125,348    170,730
Old  :   859,389:    40,447    128,860     63,674    629,921    496,125    734,041    688,659:   125,348    170,730
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :    19,292:     6,401      7,259     -1,668     11,635     15,339     16,369     20,931:     2,923     -1,639
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       15.0        7.4       73.3       57.7       85.4       80.1:      14.6       19.9
Old  :     100.0:       4.7       15.0        7.4       73.3       57.7       85.4       80.1:      14.6       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  :       146:        23         33         36         72         75        116        123:
Old  :       146:        23         33         36         72         75        116        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       23.8       41.0       30.8       28.5       21.3       37.4       27.7
Old  :                 30.0       23.8       41.0       30.8       28.5       21.3       37.4       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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  :   143,787:    20,303      6,117     25,344     71,257     87,492    116,903    118,952:    26,883     24,834
Old  :   124,023:    19,663      7,040     19,951     60,723     73,599    100,337    100,590:    23,687     23,434
Other:    19,763:     2,957      1,394      3,076     10,534     13,893     16,567     18,363:     3,197      1,400
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :    -6,156:    -5,911      1,398     -2,635      4,118     -9,357     -4,427    -10,594:    -1,729      4,438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        4.3       17.6       49.6       60.8       81.3       82.7:      18.7       17.3
Old  :     100.0:      15.9        5.7       16.1       49.0       59.3       80.9       81.1:      19.1       18.9
Other:     100.0:      15.0        7.1       15.6       53.3       70.3       83.8       92.9:      16.2        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        41         25         40         61         55        124        103:
Old  :       140:        41         29         37         58         54        118        102:
Other:        67:        15         13         18         35         18         62         38:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       32.7       26.7       43.3       11.2       26.9       18.2       33.6
Old  :                 18.6       30.3       27.5       39.2       15.8       26.3       22.6       33.2
Other:                 26.3       64.9       40.1       75.9       25.7       58.2       37.4       67.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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  :     7,886:     1,340      1,263        754      4,496      3,377      6,590      5,395:     1,296      2,491
Old  :     5,978:       910      1,246        485      3,447      2,201      4,842      3,931:     1,136      2,047
Other:     1,908:       579        167        120      1,049      1,176      1,748      1,463:       159        444
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :       389:        39         14       -142        197        -45         93       -174:       295        563
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       16.0        9.6       57.0       42.8       83.6       68.4:      16.4       31.6
Old  :     100.0:      15.2       20.8        8.1       57.7       36.8       81.0       65.8:      19.0       34.2
Other:     100.0:      30.3        8.7        6.3       55.0       61.7       91.6       76.7:       8.4       23.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         7         12          5         20         17         31         30:
Old  :        45:         8         11          4         20         13         31         25:
Other:        20:         3          3          3          3         12          7         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.3       31.7       46.0       43.3       31.3       30.4       43.7       36.8
Old  :                 24.1       35.7       41.4       45.6       24.0       33.1       39.6       40.2
Other:                 85.2       34.3       91.6       56.2       80.6       34.3       80.7       55.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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  :   536,305:    78,318     59,397     16,319    347,094    378,625    441,731    454,341:    94,574     81,964
Old  :   536,305:    78,318     59,397     16,319    347,094    378,625    441,731    454,341:    94,574     81,964
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :    20,074:    13,399     -1,175      1,290      2,832     13,674     17,521     13,789:     2,553      6,285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       11.1        3.0       64.7       70.6       82.4       84.7:      17.6       15.3
Old  :     100.0:      14.6       11.1        3.0       64.7       70.6       82.4       84.7:      17.6       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  :       159:        31         25         15         77         76        113        111:
Old  :       159:        31         25         15         77         76        113        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5       33.2       25.6       42.8       13.9       27.2       21.3       35.3
Old  :                 15.5       33.2       25.6       42.8       13.9       27.2       21.3       35.3
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 17, 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  : 1,496,129:   106,915    141,840    212,593    906,416    857,478  1,225,925  1,211,912:   270,205    284,218
Old  : 1,496,129:   106,915    141,840    212,593    906,416    857,478  1,225,925  1,211,912:   270,205    284,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :    11,351:    -6,358     -9,195     -6,365     -9,638     16,080    -22,362        520:    33,712     10,830
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        9.5       14.2       60.6       57.3       81.9       81.0:      18.1       19.0
Old  :     100.0:       7.1        9.5       14.2       60.6       57.3       81.9       81.0:      18.1       19.0
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  :       215:        41         45         55        112        110        183        180:
Old  :       215:        41         45         55        112        110        183        180:
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  :                 17.5       15.2       26.2       21.6       15.8        9.4       22.6       13.5
Old  :                 17.5       15.2       26.2       21.6       15.8        9.4       22.6       13.5
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, February 17, 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  : 1,078,369:    83,139    106,564     64,226    748,142    711,134    895,507    881,924:   182,862    196,445
Old  : 1,078,369:    83,139    106,564     64,226    748,142    711,134    895,507    881,924:   182,862    196,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :     7,890:     7,598     -4,482     -1,092    -11,298     -1,084     -4,792     -6,658:    12,682     14,548
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        9.9        6.0       69.4       65.9       83.0       81.8:      17.0       18.2
Old  :     100.0:       7.7        9.9        6.0       69.4       65.9       83.0       81.8:      17.0       18.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        18         32         32         74         66        112        110:
Old  :       137:        18         32         32         74         66        112        110:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       40.1       41.3       47.5       20.1       28.3       27.5       34.1
Old  :                 29.1       40.1       41.3       47.5       20.1       28.3       27.5       34.1
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 17, 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  :   648,977:   156,998     17,422    288,056    166,301    307,792    611,356    613,270:    37,621     35,708
Old  :   648,977:   156,998     17,422    288,056    166,301    307,792    611,356    613,270:    37,621     35,708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :    23,343:     6,495        122      3,359      8,940     11,630     18,794     15,111:     4,549      8,232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        2.7       44.4       25.6       47.4       94.2       94.5:       5.8        5.5
Old  :     100.0:      24.2        2.7       44.4       25.6       47.4       94.2       94.5:       5.8        5.5
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  :        77:        27         11         33         36         28         74         63:
Old  :        77:        27         11         33         36         28         74         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  :                 37.5       36.0       53.4       54.6       16.7       25.1       24.2       31.4
Old  :                 37.5       36.0       53.4       54.6       16.7       25.1       24.2       31.4
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 17, 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  :    22,898:     4,282      4,813         95     13,573     14,144     17,949     19,051:     4,948      3,847
Old  :    22,898:     4,282      4,813         95     13,573     14,144     17,949     19,051:     4,948      3,847
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :     1,506:       705        643          7         33        532        745      1,182:       761        324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       21.0        0.4       59.3       61.8       78.4       83.2:      21.6       16.8
Old  :     100.0:      18.7       21.0        0.4       59.3       61.8       78.4       83.2:      21.6       16.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         5          9          5         12          6         21         16:
Old  :        31:         5          9          5         12          6         21         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  :                 48.0       60.7       66.8       73.9       48.0       60.7       66.8       73.9
Old  :                 48.0       60.7       66.8       73.9       48.0       60.7       66.8       73.9
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 17, 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  :    89,120:    24,782     16,203      1,048     42,849     55,083     68,679     72,334:    20,441     16,786
Old  :    89,120:    24,782     16,203      1,048     42,849     55,083     68,679     72,334:    20,441     16,786
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :     4,573:     2,130       -354        142     -1,577      1,713        695      1,501:     3,878      3,072
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       18.2        1.2       48.1       61.8       77.1       81.2:      22.9       18.8
Old  :     100.0:      27.8       18.2        1.2       48.1       61.8       77.1       81.2:      22.9       18.8
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  :       101:        27         27          8         30         28         60         60:
Old  :       101:        27         27          8         30         28         60         60:
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       33.6       40.1       48.9       24.6       27.6       33.9       38.6
Old  :                 27.8       33.6       40.1       48.9       24.6       27.6       33.9       38.6
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 17, 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  :    32,036:     9,958      4,234        471     21,436     26,507     31,865     31,212:       171        824
Old  :    32,036:     9,958      4,234        471     21,436     26,507     31,865     31,212:       171        824
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :    -4,074:       347     -2,008        384     -4,718     -3,214     -3,987     -4,838:       -87        764
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       13.2        1.5       66.9       82.7       99.5       97.4:       0.5        2.6
Old  :     100.0:      31.1       13.2        1.5       66.9       82.7       99.5       97.4:       0.5        2.6
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  :        42:         9         13          3         11         13         22         27:
Old  :        42:         9         13          3         11         13         22         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.7       78.5       92.2       89.4       83.6       77.6       92.1       88.5
Old  :                 83.7       78.5       92.2       89.4       83.6       77.6       92.1       88.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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  :    36,229:    10,974      1,674      1,790     21,118     32,624     33,882     36,088:     2,347        141
Old  :    36,229:    10,974      1,674      1,790     21,118     32,624     33,882     36,088:     2,347        141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :       176:        24        606        143        214       -204        381        545:      -205       -369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        4.6        4.9       58.3       90.0       93.5       99.6:       6.5        0.4
Old  :     100.0:      30.3        4.6        4.9       58.3       90.0       93.5       99.6:       6.5        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         9          9          3         11          7         20         19:
Old  :        32:         9          9          3         11          7         20         19:
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  :                 55.9       88.9       74.9       96.3       50.2       79.4       66.1       83.1
Old  :                 55.9       88.9       74.9       96.3       50.2       79.4       66.1       83.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 20, 2009