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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   409,641:    65,420     77,121    132,967    180,480    151,252    378,868    361,340:    30,774     48,301
Old  :    64,209:    26,761     15,354     16,636     12,887     24,066     56,283     56,055:     7,925      8,154
Other:   345,433:    63,868     86,977     91,122    167,593    127,186    322,584    305,285:    22,849     40,148
     :          :                                                                            :
     :          :          Changes in Commitments from: April 14, 2009                       :
     :      -291:       947     10,475       -594       -388     -8,808        -35      1,073:      -256     -1,364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       18.8       32.5       44.1       36.9       92.5       88.2:       7.5       11.8
Old  :     100.0:      41.7       23.9       25.9       20.1       37.5       87.7       87.3:      12.3       12.7
Other:     100.0:      18.5       25.2       26.4       48.5       36.8       93.4       88.4:       6.6       11.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       387:        83        140        178         89        104        302        348:
Old  :       233:        93         65         56         45         56        169        146:
Other:       370:        85        166        126         82        101        241        331:
     :----------------------------------------------------------------------------------------------------
     :             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        9.3       28.6       16.6       16.3        7.7       26.2       12.5
Old  :                 13.1       19.7       22.4       32.2       12.3       17.0       19.0       28.3
Other:                 19.9        9.2       32.2       17.0       18.3        8.0       30.2       13.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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  : 1,234,636:   163,407    122,856    397,073    546,192    492,178  1,106,673  1,012,107:   127,963    222,528
Old  :   770,084:   101,108    143,692    233,871    348,440    277,714    683,419    655,277:    86,665    114,807
Other:   464,551:   107,728     24,593    117,774    197,752    214,463    423,254    356,830:    41,298    107,721
     :          :                                                                            :
     :          :          Changes in Commitments from: April 14, 2009                       :
     :   -10,375:    -3,137     40,518     -6,031      8,725    -42,270       -443     -7,783:    -9,932     -2,592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       10.0       32.2       44.2       39.9       89.6       82.0:      10.4       18.0
Old  :     100.0:      13.1       18.7       30.4       45.2       36.1       88.7       85.1:      11.3       14.9
Other:     100.0:      23.2        5.3       25.4       42.6       46.2       91.1       76.8:       8.9       23.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       584:       134        147        219        228        250        495        507:
Old  :       559:       113        160        181        209        235        444        471:
Other:       447:       127         71        116        127        215        296        365:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.8       10.2       20.7       17.7        9.4        6.1       14.8        9.4
Old  :                 12.7       11.1       22.1       18.8       10.9        6.4       18.4       10.6
Other:                 20.3       11.0       31.1       20.0       17.8        8.5       25.2       13.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    17,636:     1,530      2,920      1,490     11,705     10,589     14,725     14,999:     2,911      2,637
Old  :     4,388:       318        828        370      2,520      2,593      3,209      3,792:     1,179        596
Other:    13,248:     1,465      2,344        867      9,185      7,996     11,517     11,207:     1,731      2,041
     :          :                                                                            :
     :          :          Changes in Commitments from: April 14, 2009                       :
     :       555:        75        518         94        522         23        692        636:      -137        -81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       16.6        8.4       66.4       60.0       83.5       85.1:      16.5       14.9
Old  :     100.0:       7.2       18.9        8.4       57.4       59.1       73.1       86.4:      26.9       13.6
Other:     100.0:      11.1       17.7        6.5       69.3       60.4       86.9       84.6:      13.1       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         7         18          4         21         14         30         34:
Old  :        26:         4          6          3         12          9         17         17:
Other:        45:         5         18          4         18         12         27         30:
     :----------------------------------------------------------------------------------------------------
     :             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       49.3       52.5       62.7       26.2       33.4       37.7       40.7
Old  :                 49.8       59.7       60.8       76.8       45.9       58.1       55.0       71.4
Other:                 40.6       49.5       59.5       63.7       37.0       44.9       52.3       51.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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  :   537,107:   116,868     18,465    178,962    193,387    263,009    489,218    460,436:    47,889     76,671
Old  :   338,005:    86,765     29,675    101,360    116,983    168,054    305,108    299,089:    32,898     38,916
Other:   199,101:    54,001     12,687     53,705     76,404     94,955    184,110    161,347:    14,991     37,755
     :          :                                                                            :
     :          :          Changes in Commitments from: April 14, 2009                       :
     :    24,229:    10,860        893      8,167     10,111     16,907     29,137     25,967:    -4,909     -1,738
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        3.4       33.3       36.0       49.0       91.1       85.7:       8.9       14.3
Old  :     100.0:      25.7        8.8       30.0       34.6       49.7       90.3       88.5:       9.7       11.5
Other:     100.0:      27.1        6.4       27.0       38.4       47.7       92.5       81.0:       7.5       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       404:       152         92        170        120        138        356        326:
Old  :       381:       136         95        146        104        129        307        305:
Other:       292:       100         57         86         85        112        227        214:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.1       22.1       25.9       32.0        9.5       14.0       15.2       18.2
Old  :                 19.4       24.9       28.5       32.7       15.6       18.5       22.8       24.2
Other:                 18.0       28.6       30.9       39.8       14.8       22.0       23.0       25.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    14,833:    10,906        680        548          0      1,743     11,454      2,971:     3,379     11,862
Old  :     5,557:     3,295        951        189          0        653      3,484      1,793:     2,073      3,764
Other:     9,276:     7,912         30         58          0      1,090      7,970      1,178:     1,306      8,098
     :          :                                                                            :
     :          :          Changes in Commitments from: April 14, 2009                       :
     :    -1,861:    -1,252       -295       -183          0         -2     -1,435       -480:      -426     -1,381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.5        4.6        3.7        0.0       11.8       77.2       20.0:      22.8       80.0
Old  :     100.0:      59.3       17.1        3.4        0.0       11.8       62.7       32.3:      37.3       67.7
Other:     100.0:      85.3        0.3        0.6        0.0       11.8       85.9       12.7:      14.1       87.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        14          4         10          0          4         15         17:
Old  :        21:        12          5          9          0          4         14         16:
Other:        19:        14          1          7          0          4         14         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       11.9       66.9       17.6       52.4       11.9       65.9       16.3
Old  :                 42.5       18.5       55.1       30.2       41.4       18.5       53.5       28.8
Other:                 63.3       11.8       77.7       12.6       62.8       11.8       77.2       12.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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  :   252,691:    28,726     24,742     70,036    122,808    137,350    221,570    232,127:    31,121     20,564
Old  :   203,420:    29,164     25,950     48,848    100,995    110,515    179,007    185,313:    24,413     18,106
Other:    49,272:     7,913      7,142     12,836     21,813     26,835     42,563     46,814:     6,708      2,458
     :          :                                                                            :
     :          :          Changes in Commitments from: April 14, 2009                       :
     :    -2,214:     1,876         72      1,886     -4,963     -5,282     -1,201     -3,324:    -1,013      1,110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        9.8       27.7       48.6       54.4       87.7       91.9:      12.3        8.1
Old  :     100.0:      14.3       12.8       24.0       49.6       54.3       88.0       91.1:      12.0        8.9
Other:     100.0:      16.1       14.5       26.1       44.3       54.5       86.4       95.0:      13.6        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        51         41         74         68         66        174        154:
Old  :       193:        51         49         64         62         59        161        140:
Other:       109:        31         22         28         45         36         85         78:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       24.4       25.6       37.4       10.4       20.3       17.4       28.3
Old  :                 16.3       28.0       26.1       38.4       12.7       23.4       20.6       31.4
Other:                 23.6       36.8       37.1       54.9       15.2       33.0       24.6       42.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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  :   777,949:    37,005    110,150     43,476    580,595    479,164    661,076    632,791:   116,874    145,159
Old  :   777,949:    37,005    110,150     43,476    580,595    479,164    661,076    632,791:   116,874    145,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 14, 2009                       :
     :   -30,038:    -8,842     -7,519     -6,023    -17,852    -24,887    -32,717    -38,429:     2,679      8,391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       14.2        5.6       74.6       61.6       85.0       81.3:      15.0       18.7
Old  :     100.0:       4.8       14.2        5.6       74.6       61.6       85.0       81.3:      15.0       18.7
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  :       152:        21         38         37         77         79        123        129:
Old  :       152:        21         38         37         77         79        123        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  :                 31.1       31.9       41.4       39.3       28.6       31.7       36.8       38.0
Old  :                 31.1       31.9       41.4       39.3       28.6       31.7       36.8       38.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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  :   151,754:    42,915      6,108     26,206     52,811    103,176    121,931    135,490:    29,823     16,264
Old  :   114,172:    40,029      6,377     16,812     31,217     75,955     88,059     99,144:    26,114     15,028
Other:    37,582:     5,345      2,190      6,935     21,593     27,221     33,873     36,346:     3,709      1,236
     :          :                                                                            :
     :          :          Changes in Commitments from: April 14, 2009                       :
     :    11,344:     8,817       -431      2,364        539     11,982     11,720     13,914:      -376     -2,570
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3        4.0       17.3       34.8       68.0       80.3       89.3:      19.7       10.7
Old  :     100.0:      35.1        5.6       14.7       27.3       66.5       77.1       86.8:      22.9       13.2
Other:     100.0:      14.2        5.8       18.5       57.5       72.4       90.1       96.7:       9.9        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        56         25         46         64         59        147        112:
Old  :       158:        59         25         41         60         54        140        103:
Other:        94:        24         17         24         42         30         79         60:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.5       37.1       19.6       50.1        8.7       33.2       14.7       40.6
Old  :                 10.3       35.7       17.6       47.7        9.6       34.0       16.7       42.8
Other:                 22.9       49.9       38.3       66.3       17.9       40.3       27.3       50.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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  :     8,380:     1,908      1,120        832      4,416      4,584      7,157      6,536:     1,223      1,844
Old  :     4,568:       801      1,274        249      2,585      1,981      3,635      3,504:       934      1,065
Other:     3,812:     1,330         69        360      1,832      2,603      3,522      3,033:       289        779
     :          :                                                                            :
     :          :          Changes in Commitments from: April 14, 2009                       :
     :        95:        76        108        -38        269        -60        307         10:      -212         85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       13.4        9.9       52.7       54.7       85.4       78.0:      14.6       22.0
Old  :     100.0:      17.5       27.9        5.5       56.6       43.4       79.6       76.7:      20.4       23.3
Other:     100.0:      34.9        1.8        9.5       48.1       68.3       92.4       79.6:       7.6       20.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        12          8          6         22         15         36         27:
Old  :        41:         9          9          5         21         12         32         24:
Other:        26:         7          1          3          7         15         14         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.9       32.9       48.3       53.0       30.9       32.3       43.8       45.0
Old  :                 32.1       44.1       47.2       58.4       32.0       42.9       46.6       54.7
Other:                 59.6       36.7       83.0       58.3       57.6       29.8       69.8       47.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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  :   504,924:    70,628     47,930     26,729    318,852    343,842    416,209    418,501:    88,714     86,422
Old  :   504,924:    70,628     47,930     26,729    318,852    343,842    416,209    418,501:    88,714     86,422
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 14, 2009                       :
     :   -11,962:   -14,184     -3,925        932      7,318    -20,593     -5,933    -23,587:    -6,029     11,624
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0        9.5        5.3       63.1       68.1       82.4       82.9:      17.6       17.1
Old  :     100.0:      14.0        9.5        5.3       63.1       68.1       82.4       82.9:      17.6       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        22         24         14         72         65        104         93:
Old  :       140:        22         24         14         72         65        104         93:
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  :                 14.5       27.4       25.3       37.0       12.8       22.0       21.6       30.4
Old  :                 14.5       27.4       25.3       37.0       12.8       22.0       21.6       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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  : 1,370,963:    71,160    137,967    158,342    909,884    804,480  1,139,386  1,100,788:   231,577    270,175
Old  : 1,370,963:    71,160    137,967    158,342    909,884    804,480  1,139,386  1,100,788:   231,577    270,175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 14, 2009                       :
     :   -37,621:   -42,997      9,933       -907      6,309    -40,724    -37,595    -31,698:       -25     -5,923
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       10.1       11.5       66.4       58.7       83.1       80.3:      16.9       19.7
Old  :     100.0:       5.2       10.1       11.5       66.4       58.7       83.1       80.3:      16.9       19.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       216:        39         38         56        121        115        186        183:
Old  :       216:        39         38         56        121        115        186        183:
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  :                 23.1       16.6       32.9       22.5       20.7       11.7       26.8       16.9
Old  :                 23.1       16.6       32.9       22.5       20.7       11.7       26.8       16.9
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, April 21, 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  :   840,159:    79,536     67,758     29,499    582,135    572,310    691,171    669,568:   148,988    170,591
Old  :   840,159:    79,536     67,758     29,499    582,135    572,310    691,171    669,568:   148,988    170,591
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 14, 2009                       :
     :   -31,274:   -12,739    -16,975        636      1,006    -38,808    -11,098    -55,147:   -20,176     23,874
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        8.1        3.5       69.3       68.1       82.3       79.7:      17.7       20.3
Old  :     100.0:       9.5        8.1        3.5       69.3       68.1       82.3       79.7:      17.7       20.3
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  :       133:        25         27         25         61         68         97        109:
Old  :       133:        25         27         25         61         68         97        109:
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  :                 31.4       27.9       43.0       36.5       15.4       15.4       26.1       22.7
Old  :                 31.4       27.9       43.0       36.5       15.4       15.4       26.1       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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  :   553,024:   167,956     19,455    128,287    215,593    378,482    511,835    526,224:    41,188     26,800
Old  :   553,024:   167,956     19,455    128,287    215,593    378,482    511,835    526,224:    41,188     26,800
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 14, 2009                       :
     :    40,404:     5,677      4,294     14,509     23,153     30,849     43,339     49,652:    -2,935     -9,247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        3.5       23.2       39.0       68.4       92.6       95.2:       7.4        4.8
Old  :     100.0:      30.4        3.5       23.2       39.0       68.4       92.6       95.2:       7.4        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  :        94:        31         15         37         37         38         83         78:
Old  :        94:        31         15         37         37         38         83         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       35.3       41.7       51.1       19.4       32.4       27.8       40.0
Old  :                 27.4       35.3       41.7       51.1       19.4       32.4       27.8       40.0
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, April 21, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    10,208:     2,984      1,599         99      3,258      4,843      6,341      6,541:     3,867      3,667
Old  :    10,208:     2,984      1,599         99      3,258      4,843      6,341      6,541:     3,867      3,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 14, 2009                       :
     :      -368:      -714        648         97        -93     -1,329       -710       -584:       342        215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       15.7        1.0       31.9       47.4       62.1       64.1:      37.9       35.9
Old  :     100.0:      29.2       15.7        1.0       31.9       47.4       62.1       64.1:      37.9       35.9
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  :        21:         5          5          2          6          5         11         12:
Old  :        21:         5          5          2          6          5         11         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       44.6       55.9       59.0       42.3       44.6       55.9       59.0
Old  :                 42.3       44.6       55.9       59.0       42.3       44.6       55.9       59.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    58,710:    17,661     12,635        703     29,542     31,913     47,907     45,252:    10,803     13,458
Old  :    58,710:    17,661     12,635        703     29,542     31,913     47,907     45,252:    10,803     13,458
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 14, 2009                       :
     :     2,875:     1,191      1,662        274      1,836      1,696      3,301      3,632:      -426       -758
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       21.5        1.2       50.3       54.4       81.6       77.1:      18.4       22.9
Old  :     100.0:      30.1       21.5        1.2       50.3       54.4       81.6       77.1:      18.4       22.9
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  :        94:        31         22          9         27         27         62         54:
Old  :        94:        31         22          9         27         27         62         54:
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  :                 21.6       25.6       38.0       41.0       19.5       24.2       32.5       35.7
Old  :                 21.6       25.6       38.0       41.0       19.5       24.2       32.5       35.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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  :    20,424:     1,940      5,339        182     18,180     14,521     20,302     20,042:       122        382
Old  :    20,424:     1,940      5,339        182     18,180     14,521     20,302     20,042:       122        382
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 14, 2009                       :
     :    -1,977:    -3,088        151         68      1,127     -2,281     -1,893     -2,062:       -84         85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       26.1        0.9       89.0       71.1       99.4       98.1:       0.6        1.9
Old  :     100.0:       9.5       26.1        0.9       89.0       71.1       99.4       98.1:       0.6        1.9
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  :        44:         9         14          3         11         13         23         27:
Old  :        44:         9         14          3         11         13         23         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  :                 73.2       64.8       89.9       83.6       73.0       54.6       83.6       73.2
Old  :                 73.2       64.8       89.9       83.6       73.0       54.6       83.6       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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  :    25,346:     3,315        990        250     21,536     24,038     25,101     25,278:       245         68
Old  :    25,346:     3,315        990        250     21,536     24,038     25,101     25,278:       245         68
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 14, 2009                       :
     :     1,836:     1,212       -204         14        626      2,021      1,852      1,831:       -16          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1        3.9        1.0       85.0       94.8       99.0       99.7:       1.0        0.3
Old  :     100.0:      13.1        3.9        1.0       85.0       94.8       99.0       99.7:       1.0        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        10          6          3         11          9         22         17:
Old  :        31:        10          6          3         11          9         22         17:
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  :                 70.9       70.3       89.2       93.7       62.5       67.9       80.5       86.1
Old  :                 70.9       70.3       89.2       93.7       62.5       67.9       80.5       86.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 23, 2009