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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   370,160:    61,198     74,635    107,781    172,543    141,866    341,522    324,282:    28,638     45,878
Old  :   148,004:    39,814     54,190     22,136     73,235     52,847    135,185    129,172:    12,818     18,831
Other:   222,156:    46,653     45,714     60,376     99,307     89,020    206,336    195,110:    15,820     27,047
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :    12,261:       759        330      5,020      6,945      8,383     12,724     13,734:      -463     -1,473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       20.2       29.1       46.6       38.3       92.3       87.6:       7.7       12.4
Old  :     100.0:      26.9       36.6       15.0       49.5       35.7       91.3       87.3:       8.7       12.7
Other:     100.0:      21.0       20.6       27.2       44.7       40.1       92.9       87.8:       7.1       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       320:        77        123        133         80         94        247        281:
Old  :       268:        86         93         63         57         61        168        192:
Other:       254:        64         91         87         66         90        187        218:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       10.8       30.9       18.4       15.1        7.8       25.3       13.6
Old  :                 27.0       18.4       41.7       28.9       26.9       16.9       41.6       26.8
Other:                 26.6       11.6       37.8       19.4       25.1        7.5       32.3       12.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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  : 1,119,773:   139,887    109,492    339,017    503,701    461,783    982,605    910,292:   137,168    209,480
Old  :   746,594:    86,094    114,736    221,693    334,286    285,422    642,073    621,852:   104,521    124,742
Other:   373,178:    79,329     20,292     91,788    169,415    176,361    340,531    288,441:    32,647     84,738
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :    12,158:    11,463    -23,395      9,793    -10,454     32,113     10,803     18,511:     1,355     -6,353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        9.8       30.3       45.0       41.2       87.8       81.3:      12.2       18.7
Old  :     100.0:      11.5       15.4       29.7       44.8       38.2       86.0       83.3:      14.0       16.7
Other:     100.0:      21.3        5.4       24.6       45.4       47.3       91.3       77.3:       8.7       22.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       530:       119        129        181        218        236        448        453:
Old  :       513:        99        146        163        206        222        420        425:
Other:       380:        97         62         88        105        189        236        308:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.1       13.8       22.9       21.4        8.6        5.9       14.2       10.1
Old  :                 13.2       13.2       22.5       21.8       10.1        6.8       16.7       11.1
Other:                 22.5       15.7       36.9       25.5       18.7        8.6       27.5       13.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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  :    16,127:       499      2,464      1,487     12,043      9,605     14,029     13,556:     2,098      2,571
Old  :     8,108:       681      2,307        623      5,479      3,312      6,783      6,242:     1,325      1,865
Other:     8,019:        21        360        660      6,565      6,293      7,246      7,314:       773        705
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :       -56:         6       -372        134       -328        159       -188        -79:       133         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1       15.3        9.2       74.7       59.6       87.0       84.1:      13.0       15.9
Old  :     100.0:       8.4       28.4        7.7       67.6       40.9       83.7       77.0:      16.3       23.0
Other:     100.0:       0.3        4.5        8.2       81.9       78.5       90.4       91.2:       9.6        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         7         11          5         21         14         30         29:
Old  :        39:         7         11          3         18         11         26         24:
Other:        26:         3          4          3         13         12         17         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       49.6       59.9       62.3       33.9       34.6       45.0       41.0
Old  :                 41.3       41.3       57.0       53.9       41.3       37.0       55.9       48.1
Other:                 55.4       66.7       78.3       80.8       41.6       48.3       52.8       55.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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  :   403,707:    53,275     40,254    128,664    175,587    164,844    357,526    333,762:    46,181     69,945
Old  :   275,757:    38,064     40,151     75,470    126,038    117,454    239,572    233,075:    36,185     42,682
Other:   127,950:    31,451     16,344     36,954     49,549     47,390    117,954    100,687:     9,995     27,263
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :     5,333:    -1,603     -3,336      4,982     -1,489      2,778      1,890      4,424:     3,443        909
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       10.0       31.9       43.5       40.8       88.6       82.7:      11.4       17.3
Old  :     100.0:      13.8       14.6       27.4       45.7       42.6       86.9       84.5:      13.1       15.5
Other:     100.0:      24.6       12.8       28.9       38.7       37.0       92.2       78.7:       7.8       21.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       322:        82         98        134        106        110        276        274:
Old  :       308:        76        100        115         96        103        245        256:
Other:       201:        58         36         62         71         78        159        154:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.8       21.8       31.2       30.8       11.2       10.3       17.9       14.2
Old  :                 22.3       22.6       34.0       31.6       14.8       12.3       23.6       18.4
Other:                 27.0       26.7       42.4       37.2       18.8       15.1       25.6       21.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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  :   237,650:    21,347     37,852     58,049    132,725    113,218    212,122    209,119:    25,528     28,531
Old  :   198,842:    28,153     38,585     37,014    113,188     97,224    178,356    172,823:    20,486     26,019
Other:    38,808:     4,482     10,554      9,747     19,537     15,994     33,766     36,296:     5,042      2,512
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :    -2,228:     1,326        735     -3,096     -3,091     -1,708     -4,862     -4,069:     2,633      1,840
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       15.9       24.4       55.8       47.6       89.3       88.0:      10.7       12.0
Old  :     100.0:      14.2       19.4       18.6       56.9       48.9       89.7       86.9:      10.3       13.1
Other:     100.0:      11.5       27.2       25.1       50.3       41.2       87.0       93.5:      13.0        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        35         53         54         63         60        136        145:
Old  :       176:        45         50         49         61         55        131        136:
Other:        82:         9         28         20         37         22         62         55:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       22.2       28.7       34.1       11.7       16.0       20.0       22.5
Old  :                 18.1       23.7       29.8       35.4       15.0       20.4       25.4       28.9
Other:                 34.0       48.0       50.1       62.7       23.0       32.1       31.9       43.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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  :   789,385:    39,326    141,280     44,891    593,757    442,391    677,973    628,562:   111,412    160,823
Old  :   789,385:    39,326    141,280     44,891    593,757    442,391    677,973    628,562:   111,412    160,823
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :   -23,277:     2,243      2,394    -18,462     -9,478    -11,559    -25,697    -27,627:     2,419      4,349
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       17.9        5.7       75.2       56.0       85.9       79.6:      14.1       20.4
Old  :     100.0:       5.0       17.9        5.7       75.2       56.0       85.9       79.6:      14.1       20.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        22         36         36         74         79        119        129:
Old  :       151:        22         36         36         74         79        119        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  :                 34.0       22.2       44.4       28.7       32.0       22.0       40.1       28.0
Old  :                 34.0       22.2       44.4       28.7       32.0       22.0       40.1       28.0
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, March 10, 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  :   124,178:    21,705     12,563     21,131     58,412     67,888    101,248    101,582:    22,930     22,597
Old  :    98,793:    22,176     13,056     12,851     44,277     52,959     79,304     78,866:    19,489     19,927
Other:    25,385:     3,276      3,254      4,533     14,134     14,928     21,944     22,715:     3,441      2,670
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :    -5,527:     2,433      1,064        376     -8,442     -5,696     -5,633     -4,255:       107     -1,272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       10.1       17.0       47.0       54.7       81.5       81.8:      18.5       18.2
Old  :     100.0:      22.4       13.2       13.0       44.8       53.6       80.3       79.8:      19.7       20.2
Other:     100.0:      12.9       12.8       17.9       55.7       58.8       86.4       89.5:      13.6       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        38         25         34         56         48        111         95:
Old  :       133:        38         28         32         52         47        105         93:
Other:        69:        15         13         17         34         20         62         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.4       30.8       27.8       43.7       10.9       24.9       17.9       32.3
Old  :                 20.1       29.6       29.5       38.8       15.0       28.2       23.3       34.6
Other:                 25.3       55.5       39.7       68.2       20.6       44.9       31.4       54.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     7,025:     1,395      1,312        485      3,935      3,249      5,815      5,046:     1,210      1,979
Old  :     4,800:       856      1,304        154      2,684      1,869      3,694      3,327:     1,106      1,473
Other:     2,225:       631        100        239      1,251      1,380      2,120      1,719:       104        506
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :       310:        17         34       -112         90        366         -5        288:       316         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       18.7        6.9       56.0       46.3       82.8       71.8:      17.2       28.2
Old  :     100.0:      17.8       27.2        3.2       55.9       38.9       77.0       69.3:      23.0       30.7
Other:     100.0:      28.4        4.5       10.7       56.2       62.0       95.3       77.3:       4.7       22.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         8         13          5         22         17         35         31:
Old  :        46:         8         13          4         22         12         34         25:
Other:        21:         5          1          4          4         12         10         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       37.2       52.8       47.7       37.5       37.1       51.7       44.6
Old  :                 29.1       43.7       43.1       52.2       28.7       43.2       42.6       50.9
Other:                 85.5       33.1       94.5       55.4       79.7       33.1       80.2       53.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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  :   469,976:    77,886     54,212     17,372    295,249    335,157    390,507    406,741:    79,468     63,234
Old  :   469,976:    77,886     54,212     17,372    295,249    335,157    390,507    406,741:    79,468     63,234
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :   -26,278:    -4,198    -11,324       -432     -5,985     -1,980    -10,615    -13,736:   -15,664    -12,543
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       11.5        3.7       62.8       71.3       83.1       86.5:      16.9       13.5
Old  :     100.0:      16.6       11.5        3.7       62.8       71.3       83.1       86.5:      16.9       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        26         27         17         67         68        102        103:
Old  :       141:        26         27         17         67         68        102        103:
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  :                 16.2       33.4       26.7       43.3       13.3       28.9       22.0       37.7
Old  :                 16.2       33.4       26.7       43.3       13.3       28.9       22.0       37.7
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, March 10, 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  : 1,247,988:    76,744    136,740    145,424    810,605    720,492  1,032,773  1,002,656:   215,215    245,332
Old  : 1,247,988:    76,744    136,740    145,424    810,605    720,492  1,032,773  1,002,656:   215,215    245,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :   -21,410:    -5,710      1,382      1,068     27,305     -4,366     22,663     -1,916:   -44,073    -19,495
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       11.0       11.7       65.0       57.7       82.8       80.3:      17.2       19.7
Old  :     100.0:       6.1       11.0       11.7       65.0       57.7       82.8       80.3:      17.2       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  :       202:        35         39         49        107        111        167        174:
Old  :       202:        35         39         49        107        111        167        174:
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  :                 20.3       13.1       30.3       18.9       19.4       10.3       27.9       15.3
Old  :                 20.3       13.1       30.3       18.9       19.4       10.3       27.9       15.3
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, March 10, 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  :   978,070:   116,476     80,814     20,554    664,502    707,595    801,532    808,962:   176,538    169,108
Old  :   978,070:   116,476     80,814     20,554    664,502    707,595    801,532    808,962:   176,538    169,108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :   -25,237:    10,242     -3,638     -9,092    -21,255     -1,468    -20,105    -14,198:    -5,131    -11,039
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9        8.3        2.1       67.9       72.3       82.0       82.7:      18.0       17.3
Old  :     100.0:      11.9        8.3        2.1       67.9       72.3       82.0       82.7:      18.0       17.3
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  :       134:        15         36         27         68         65        102        109:
Old  :       134:        15         36         27         68         65        102        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  :                 27.9       41.5       40.6       47.6       16.7       26.7       25.6       31.8
Old  :                 27.9       41.5       40.6       47.6       16.7       26.7       25.6       31.8
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, March 10, 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  :   461,994:   142,963     12,851    124,561    159,366    295,943    426,890    433,354:    35,105     28,640
Old  :   461,994:   142,963     12,851    124,561    159,366    295,943    426,890    433,354:    35,105     28,640
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :    26,032:     1,721      3,777       -538     22,670     25,743     23,853     28,982:     2,179     -2,950
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9        2.8       27.0       34.5       64.1       92.4       93.8:       7.6        6.2
Old  :     100.0:      30.9        2.8       27.0       34.5       64.1       92.4       93.8:       7.6        6.2
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  :        75:        21         12         28         33         30         68         60:
Old  :        75:        21         12         28         33         30         68         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       40.7       42.5       56.9       22.1       37.9       30.7       44.5
Old  :                 29.2       40.7       42.5       56.9       22.1       37.9       30.7       44.5
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, March 10, 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  :    27,245:     5,854      5,764      1,293     15,435     15,650     22,583     22,707:     4,662      4,538
Old  :    27,245:     5,854      5,764      1,293     15,435     15,650     22,583     22,707:     4,662      4,538
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :       958:       441        -30        605        459       -384      1,505        190:      -548        768
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       21.2        4.7       56.7       57.4       82.9       83.3:      17.1       16.7
Old  :     100.0:      21.5       21.2        4.7       56.7       57.4       82.9       83.3:      17.1       16.7
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:         9         12          8         12          7         26         22:
Old  :        38:         9         12          8         12          7         26         22:
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  :                 47.1       57.1       66.1       69.0       45.6       55.6       63.7       66.9
Old  :                 47.1       57.1       66.1       69.0       45.6       55.6       63.7       66.9
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, March 10, 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  :    81,342:    22,851     16,664      1,948     37,899     47,292     62,698     65,905:    18,644     15,438
Old  :    81,342:    22,851     16,664      1,948     37,899     47,292     62,698     65,905:    18,644     15,438
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :       473:       -32         37        756     -1,171     -4,174       -447     -3,381:       920      3,854
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       20.5        2.4       46.6       58.1       77.1       81.0:      22.9       19.0
Old  :     100.0:      28.1       20.5        2.4       46.6       58.1       77.1       81.0:      22.9       19.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        30         21         16         28         30         66         59:
Old  :        96:        30         21         16         28         30         66         59:
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  :                 26.6       31.1       39.4       47.0       23.9       25.6       33.4       38.3
Old  :                 26.6       31.1       39.4       47.0       23.9       25.6       33.4       38.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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  :    30,654:    10,487      4,401        432     18,496     24,433     29,415     29,266:     1,239      1,388
Old  :    30,654:    10,487      4,401        432     18,496     24,433     29,415     29,266:     1,239      1,388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :     3,477:      -163        -93       -401      3,198      3,071      2,634      2,577:       843        900
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2       14.4        1.4       60.3       79.7       96.0       95.5:       4.0        4.5
Old  :     100.0:      34.2       14.4        1.4       60.3       79.7       96.0       95.5:       4.0        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        10         11          3         12         15         24         27:
Old  :        42:        10         11          3         12         15         24         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  :                 78.6       64.4       88.5       82.6       54.5       42.0       62.0       56.6
Old  :                 78.6       64.4       88.5       82.6       54.5       42.0       62.0       56.6
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, March 10, 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  :    35,796:     9,995      1,454      2,390     22,634     31,091     35,019     34,935:       777        861
Old  :    35,796:     9,995      1,454      2,390     22,634     31,091     35,019     34,935:       777        861
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :    -1,023:       256        104        391     -2,312     -2,141     -1,665     -1,646:       642        623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        4.1        6.7       63.2       86.9       97.8       97.6:       2.2        2.4
Old  :     100.0:      27.9        4.1        6.7       63.2       86.9       97.8       97.6:       2.2        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         9          6          5         11          8         21         18:
Old  :        29:         9          6          5         11          8         21         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.6       82.6       82.3       92.8       55.8       75.0       72.2       79.4
Old  :                 63.6       82.6       82.3       92.8       55.8       75.0       72.2       79.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 13, 2009