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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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  :   460,079:   100,372     71,717    132,193    193,998    207,426    426,563    411,336:    33,516     48,742
Old  :   435,692:    96,232     69,048    125,958    182,090    197,113    404,279    392,120:    31,412     43,572
Other:    24,387:     8,190      6,718      2,186     11,908     10,313     22,284     19,217:     2,104      5,171
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    55,056:    12,732      3,940     26,389     13,467     20,609     52,588     50,937:     2,468      4,119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       15.6       28.7       42.2       45.1       92.7       89.4:       7.3       10.6
Old  :     100.0:      22.1       15.8       28.9       41.8       45.2       92.8       90.0:       7.2       10.0
Other:     100.0:      33.6       27.5        9.0       48.8       42.3       91.4       78.8:       8.6       21.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       394:       120        134        162         87        109        322        316:
Old  :       393:       126        134        155         87        109        317        313:
Other:       120:        31         22         22         27         57         68         93:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       17.3       27.5       25.2       15.8       15.7       25.3       20.7
Old  :                 17.0       17.9       26.8       26.2       15.9       16.2       25.3       21.6
Other:                 39.9       31.5       53.8       42.6       31.9       24.2       42.6       31.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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  : 1,412,608:   285,563     82,991    421,100    556,906    654,755  1,263,569  1,158,846:   149,039    253,762
Old  :   719,761:   162,110    111,458    190,213    285,760    319,041    638,084    620,712:    81,677     99,049
Other:   692,847:   188,732     36,813    165,607    271,145    335,713    625,485    538,133:    67,362    154,713
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    82,777:    32,702     10,161     33,862      6,620     36,946     73,184     80,970:     9,594      1,808
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        5.9       29.8       39.4       46.4       89.4       82.0:      10.6       18.0
Old  :     100.0:      22.5       15.5       26.4       39.7       44.3       88.7       86.2:      11.3       13.8
Other:     100.0:      27.2        5.3       23.9       39.1       48.5       90.3       77.7:       9.7       22.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       667:       204        114        222        237        291        551        540:
Old  :       617:       177        122        175        211        269        479        481:
Other:       554:       151        102        150        155        259        376        445:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.9       13.1       19.6       19.9       10.2       10.4       15.3       13.9
Old  :                 12.3       14.5       20.8       22.7       11.8       11.6       19.6       17.9
Other:                 17.6       12.0       26.0       19.4       15.6       10.0       22.0       14.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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  :    16,924:     2,617        653      1,606      9,363     12,003     13,586     14,262:     3,338      2,662
Old  :    16,924:     2,617        653      1,606      9,363     12,003     13,586     14,262:     3,338      2,662
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :     2,241:       233       -107        349        694      1,382      1,277      1,625:       965        617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        3.9        9.5       55.3       70.9       80.3       84.3:      19.7       15.7
Old  :     100.0:      15.5        3.9        9.5       55.3       70.9       80.3       84.3:      19.7       15.7
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  :        47:        13          8          9         18         12         38         25:
Old  :        47:        13          8          9         18         12         38         25:
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  :                 30.8       56.9       49.0       70.1       23.6       39.1       33.3       48.6
Old  :                 30.8       56.9       49.0       70.1       23.6       39.1       33.3       48.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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  :   642,081:   137,956     19,754    215,711    221,566    319,256    575,233    554,721:    66,847     87,360
Old  :   320,665:    78,980     27,885    101,575    102,531    163,921    283,087    293,381:    37,579     27,284
Other:   321,415:    85,114     18,007     87,998    119,035    155,335    292,147    261,340:    29,269     60,076
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    18,256:      -959        527     12,831      7,000      7,998     18,872     21,356:      -616     -3,100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5        3.1       33.6       34.5       49.7       89.6       86.4:      10.4       13.6
Old  :     100.0:      24.6        8.7       31.7       32.0       51.1       88.3       91.5:      11.7        8.5
Other:     100.0:      26.5        5.6       27.4       37.0       48.3       90.9       81.3:       9.1       18.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       465:       182         89        189        139        172        406        378:
Old  :       422:       159         90        136        103        146        317        317:
Other:       377:       112         88        116        115        155        295        296:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       20.8       25.8       32.0       10.0       15.7       15.2       19.9
Old  :                 17.0       28.6       26.9       37.9       13.3       23.2       21.2       28.8
Other:                 16.1       19.3       27.3       31.2       11.0       12.2       18.5       17.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    24,206:    19,342      3,741      1,448         12      2,900     20,802      8,089:     3,404     16,117
Old  :     7,689:     5,096      3,707        410         12        343      5,518      4,460:     2,171      3,229
Other:    16,517:    14,988        776        296          0      2,557     15,284      3,629:     1,233     12,888
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :       968:       511        735        366         -9       -338        868        763:       100        205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.9       15.5        6.0        0.0       12.0       85.9       33.4:      14.1       66.6
Old  :     100.0:      66.3       48.2        5.3        0.2        4.5       71.8       58.0:      28.2       42.0
Other:     100.0:      90.7        4.7        1.8        0.0       15.5       92.5       22.0:       7.5       78.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        18         12         12          2          9         22         31:
Old  :        39:        16         14          5          2          8         18         27:
Other:        31:        15          7         10          0          9         16         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       10.8       71.5       17.4       48.3       10.8       67.8       16.8
Old  :                 43.4       29.1       59.5       42.7       39.6       29.1       54.6       41.3
Other:                 62.0        9.6       83.5       14.8       61.5        9.6       83.0       14.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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  :   285,220:    50,626     31,676     72,569    125,925    159,726    249,119    263,971:    36,101     21,249
Old  :   198,842:    48,734     25,850     37,641     86,775    120,246    173,150    183,736:    25,692     15,106
Other:    86,378:    14,187     18,122     22,632     39,150     39,480     75,970     80,235:    10,409      6,143
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :     7,289:     7,135     -2,426      4,571     -5,581      6,417      6,126      8,563:     1,164     -1,273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       11.1       25.4       44.2       56.0       87.3       92.6:      12.7        7.4
Old  :     100.0:      24.5       13.0       18.9       43.6       60.5       87.1       92.4:      12.9        7.6
Other:     100.0:      16.4       21.0       26.2       45.3       45.7       87.9       92.9:      12.1        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        75         36         68         70         64        187        146:
Old  :       198:        80         38         56         63         56        167        129:
Other:       138:        32         40         35         54         46        108        100:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.6       29.6       24.5       41.0        9.6       24.6       16.0       31.3
Old  :                 14.1       31.7       22.8       42.1       10.3       27.4       17.9       36.4
Other:                 22.0       32.1       35.0       47.1       13.6       22.4       22.9       31.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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  :   820,574:    72,110    154,801     43,313    582,617    461,821    698,041    659,935:   122,533    160,638
Old  :   820,574:    72,110    154,801     43,313    582,617    461,821    698,041    659,935:   122,533    160,638
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    45,017:    24,010    -12,156     15,975     10,486     36,584     50,472     40,403:    -5,455      4,614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       18.9        5.3       71.0       56.3       85.1       80.4:      14.9       19.6
Old  :     100.0:       8.8       18.9        5.3       71.0       56.3       85.1       80.4:      14.9       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        24         39         35         78         74        128        122:
Old  :       158:        24         39         35         78         74        128        122:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       30.8       35.5       37.6       21.5       24.4       29.8       31.3
Old  :                 24.9       30.8       35.5       37.6       21.5       24.4       29.8       31.3
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, June 2, 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  :   217,520:    62,172      4,644     42,581     70,878    149,632    175,631    196,857:    41,890     20,663
Old  :   135,071:    57,859      5,421     16,585     30,719     99,375    105,162    121,381:    29,908     13,689
Other:    82,450:    12,313      7,222     17,997     40,159     50,257     70,468     75,476:    11,981      6,974
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :     7,341:     2,892     -1,359      3,058      1,059      5,922      7,008      7,621:       332       -281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        2.1       19.6       32.6       68.8       80.7       90.5:      19.3        9.5
Old  :     100.0:      42.8        4.0       12.3       22.7       73.6       77.9       89.9:      22.1       10.1
Other:     100.0:      14.9        8.8       21.8       48.7       61.0       85.5       91.5:      14.5        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        79         18         55         63         59        162        120:
Old  :       165:        82         13         34         58         49        146         92:
Other:       121:        31         26         35         48         41        103         83:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       39.9       22.1       51.7        8.7       33.2       14.7       41.0
Old  :                 13.4       41.7       22.8       54.7       12.7       39.7       21.6       52.3
Other:                 25.2       45.0       34.6       53.9       18.1       37.2       24.8       44.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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  :     9,836:     2,504      1,659        997      4,209      5,075      7,710      7,730:     2,126      2,105
Old  :     3,661:       950      1,653         52      1,382        897      2,384      2,602:     1,277      1,059
Other:     6,175:     2,072        523        427      2,827      4,177      5,326      5,128:       849      1,047
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :       843:        94        -63         50        -48        865         95        851:       748         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       16.9       10.1       42.8       51.6       78.4       78.6:      21.6       21.4
Old  :     100.0:      26.0       45.2        1.4       37.8       24.5       65.1       71.1:      34.9       28.9
Other:     100.0:      33.6        8.5        6.9       45.8       67.7       86.3       83.1:      13.7       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        17         11         10         21         19         40         39:
Old  :        47:        14         11          4         17         11         31         26:
Other:        39:         6          9          6         15         18         26         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.8       26.9       42.9       43.2       26.8       26.3       40.4       38.6
Old  :                 27.2       35.5       40.4       53.5       27.2       35.5       40.3       53.5
Other:                 40.9       39.6       62.7       54.1       40.9       34.9       58.6       47.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   516,542:   124,498     51,962     23,154    262,619    346,803    410,272    421,919:   106,270     94,623
Old  :   516,542:   124,498     51,962     23,154    262,619    346,803    410,272    421,919:   106,270     94,623
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :   -58,868:       300      5,248     -7,587    -44,843    -37,901    -52,130    -40,240:    -6,738    -18,629
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       10.1        4.5       50.8       67.1       79.4       81.7:      20.6       18.3
Old  :     100.0:      24.1       10.1        4.5       50.8       67.1       79.4       81.7:      20.6       18.3
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  :       131:        23         25         17         58         68         91        100:
Old  :       131:        23         25         17         58         68         91        100:
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  :                 20.5       23.6       31.3       34.7       19.1       21.2       29.5       32.1
Old  :                 20.5       23.6       31.3       34.7       19.1       21.2       29.5       32.1
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, June 2, 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  : 1,476,783:    71,286    198,474    179,952    936,528    794,791  1,187,767  1,173,217:   289,016    303,566
Old  : 1,476,783:    71,286    198,474    179,952    936,528    794,791  1,187,767  1,173,217:   289,016    303,566
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    94,641:    32,105    -15,852     67,192     -8,088     58,166     91,209    109,506:     3,432    -14,865
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       13.4       12.2       63.4       53.8       80.4       79.4:      19.6       20.6
Old  :     100.0:       4.8       13.4       12.2       63.4       53.8       80.4       79.4:      19.6       20.6
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  :       214:        36         46         55        112        110        174        187:
Old  :       214:        36         46         55        112        110        174        187:
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  :                 15.0       17.3       26.5       22.5       13.5       11.0       19.6       15.2
Old  :                 15.0       17.3       26.5       22.5       13.5       11.0       19.6       15.2
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, June 2, 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  :   814,208:    93,591     98,765     45,983    526,691    455,742    666,264    600,490:   147,944    213,719
Old  :   814,208:    93,591     98,765     45,983    526,691    455,742    666,264    600,490:   147,944    213,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :  -264,759:    -2,525      1,606     -9,665   -191,548   -183,589   -203,738   -191,648:   -61,021    -73,111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       12.1        5.6       64.7       56.0       81.8       73.8:      18.2       26.2
Old  :     100.0:      11.5       12.1        5.6       64.7       56.0       81.8       73.8:      18.2       26.2
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  :       117:        13         21         18         64         70         86        100:
Old  :       117:        13         21         18         64         70         86        100:
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  :                 29.7       14.6       39.9       23.4       22.6        8.6       32.0       15.4
Old  :                 29.7       14.6       39.9       23.4       22.6        8.6       32.0       15.4
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, June 2, 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  :   469,325:   128,956     17,361     93,731    210,161    327,485    432,848    438,577:    36,476     30,748
Old  :   469,325:   128,956     17,361     93,731    210,161    327,485    432,848    438,577:    36,476     30,748
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :   -94,584:   -37,732     -5,188    -30,902    -17,703    -56,360    -86,337    -92,450:    -8,247     -2,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5        3.7       20.0       44.8       69.8       92.2       93.4:       7.8        6.6
Old  :     100.0:      27.5        3.7       20.0       44.8       69.8       92.2       93.4:       7.8        6.6
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  :        85:        28         13         28         38         37         76         69:
Old  :        85:        28         13         28         38         37         76         69:
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  :                 27.6       36.8       42.9       51.7       21.8       31.7       32.4       41.0
Old  :                 27.6       36.8       42.9       51.7       21.8       31.7       32.4       41.0
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, June 2, 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  :    25,112:     5,319      1,468         23     13,742     18,513     19,084     20,004:     6,029      5,109
Old  :    25,112:     5,319      1,468         23     13,742     18,513     19,084     20,004:     6,029      5,109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :     5,866:     1,351       -258         -7      3,890      4,964      5,234      4,699:       632      1,167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2        5.8        0.1       54.7       73.7       76.0       79.7:      24.0       20.3
Old  :     100.0:      21.2        5.8        0.1       54.7       73.7       76.0       79.7:      24.0       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  :        28:         7          4          2         11          9         20         13:
Old  :        28:         7          4          2         11          9         20         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       69.8       62.8       75.9       49.7       69.8       62.1       75.9
Old  :                 50.2       69.8       62.8       75.9       49.7       69.8       62.1       75.9
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, June 2, 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  :    57,708:    18,667     13,948        796     27,552     27,452     47,014     42,196:    10,694     15,513
Old  :    57,708:    18,667     13,948        796     27,552     27,452     47,014     42,196:    10,694     15,513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -3,339:    -3,457         58         10        389     -3,825     -3,058     -3,756:      -281        417
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3       24.2        1.4       47.7       47.6       81.5       73.1:      18.5       26.9
Old  :     100.0:      32.3       24.2        1.4       47.7       47.6       81.5       73.1:      18.5       26.9
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  :        95:        28         22         12         27         32         58         63:
Old  :        95:        28         22         12         27         32         58         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  :                 23.1       20.1       37.0       34.2       21.5       18.3       32.2       29.5
Old  :                 23.1       20.1       37.0       34.2       21.5       18.3       32.2       29.5
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, June 2, 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  :    31,527:     3,040      7,148        367     27,793     23,478     31,200     30,993:       327        534
Old  :    31,527:     3,040      7,148        367     27,793     23,478     31,200     30,993:       327        534
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :     8,907:     1,293      3,358         49      7,301      5,225      8,643      8,632:       264        275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       22.7        1.2       88.2       74.5       99.0       98.3:       1.0        1.7
Old  :     100.0:       9.6       22.7        1.2       88.2       74.5       99.0       98.3:       1.0        1.7
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  :        38:         8          9          3         13         14         23         24:
Old  :        38:         8          9          3         13         14         23         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.9       82.6       92.7       91.7       66.1       66.6       75.3       74.2
Old  :                 78.9       82.6       92.7       91.7       66.1       66.6       75.3       74.2
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, June 2, 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  :    27,259:     2,301        229        137     24,225     26,345     26,663     26,711:       596        548
Old  :    27,259:     2,301        229        137     24,225     26,345     26,663     26,711:       596        548
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -1,104:      -304         63       -781       -253       -850     -1,338     -1,568:       234        464
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        0.8        0.5       88.9       96.6       97.8       98.0:       2.2        2.0
Old  :     100.0:       8.4        0.8        0.5       88.9       96.6       97.8       98.0:       2.2        2.0
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  :        26:         7          4          1          9         10         16         15:
Old  :        26:         7          4          1          9         10         16         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.8       82.6       91.8       95.4       62.3       76.3       77.8       80.5
Old  :                 74.8       82.6       91.8       95.4       62.3       76.3       77.8       80.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 5, 2009