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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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  :   397,450:    64,985     65,147    126,938    175,009    157,394    366,933    349,479:    30,518     47,972
Old  :   144,022:    41,780     50,007     24,343     63,942     53,431    130,065    127,780:    13,957     16,242
Other:   253,428:    55,213     47,148     70,588    111,067    103,963    236,868    221,698:    16,561     31,730
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :     7,260:       754     -4,246      7,033     -1,700      3,345      6,087      6,132:     1,173      1,128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       16.4       31.9       44.0       39.6       92.3       87.9:       7.7       12.1
Old  :     100.0:      29.0       34.7       16.9       44.4       37.1       90.3       88.7:       9.7       11.3
Other:     100.0:      21.8       18.6       27.9       43.8       41.0       93.5       87.5:       6.5       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       345:        89        122        152         80         96        269        304:
Old  :       283:        89        104         62         59         61        187        188:
Other:       284:        75        107        104         67         91        205        246:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.8       11.5       30.0       18.6       14.8        8.7       24.4       13.6
Old  :                 27.0       18.5       39.6       28.6       26.9       16.9       39.5       26.6
Other:                 25.3       11.9       36.3       19.1       23.4        8.9       30.8       13.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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  : 1,195,955:   149,358     74,115    376,961    531,432    531,949  1,057,752    983,025:   138,203    212,929
Old  :   796,873:    93,927     89,764    244,766    355,614    339,486    694,308    674,017:   102,565    122,856
Other:   399,082:    88,710     17,629     98,916    175,818    192,463    363,444    309,008:    35,638     90,074
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :    35,889:     3,833     -4,609     12,958     18,475     24,389     35,265     32,737:       624      3,152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        6.2       31.5       44.4       44.5       88.4       82.2:      11.6       17.8
Old  :     100.0:      11.8       11.3       30.7       44.6       42.6       87.1       84.6:      12.9       15.4
Other:     100.0:      22.2        4.4       24.8       44.1       48.2       91.1       77.4:       8.9       22.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       557:       129        130        209        229        250        479        490:
Old  :       538:       102        157        179        216        238        442        459:
Other:       413:       119         57         96        118        203        263        332:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.5       13.8       20.5       21.8        8.7        8.1       13.9       11.8
Old  :                 12.4       14.8       21.8       22.8       10.2        8.3       17.0       12.6
Other:                 20.7       12.7       32.7       22.5       18.7        8.8       26.9       14.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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  :    15,458:       972      2,023      1,449     10,539      9,446     12,961     12,918:     2,497      2,541
Old  :     7,188:       785      1,897        539      4,406      3,026      5,730      5,461:     1,458      1,726
Other:     8,271:       406        345        691      6,134      6,420      7,231      7,456:     1,040        814
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :      -204:       311       -177        -37       -694        -63       -420       -278:       216         73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       13.1        9.4       68.2       61.1       83.8       83.6:      16.2       16.4
Old  :     100.0:      10.9       26.4        7.5       61.3       42.1       79.7       76.0:      20.3       24.0
Other:     100.0:       4.9        4.2        8.4       74.2       77.6       87.4       90.2:      12.6        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         6         11          5         20         12         30         25:
Old  :        35:         8          8          3         17          9         25         20:
Other:        25:         3          5          3         13         10         19         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       51.3       54.3       64.2       28.7       35.7       40.5       43.3
Old  :                 32.3       47.1       50.2       61.4       32.3       44.2       49.2       57.4
Other:                 47.4       66.6       69.5       81.0       41.5       56.3       55.2       63.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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  :   452,203:    73,575     29,855    154,085    177,326    195,799    404,986    379,738:    47,217     72,465
Old  :   300,746:    52,339     31,335     93,074    120,393    135,471    265,806    259,880:    34,940     40,866
Other:   151,457:    37,216     14,500     45,031     56,934     60,328    139,180    119,859:    12,277     31,599
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :    30,602:    12,607     -8,665     13,035        900     19,583     26,542     23,953:     4,060      6,649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3        6.6       34.1       39.2       43.3       89.6       84.0:      10.4       16.0
Old  :     100.0:      17.4       10.4       30.9       40.0       45.0       88.4       86.4:      11.6       13.6
Other:     100.0:      24.6        9.6       29.7       37.6       39.8       91.9       79.1:       8.1       20.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       355:       109         95        155        107        121        302        305:
Old  :       340:       104        102        130         95        113        268        282:
Other:       241:        77         48         72         76         90        184        183:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       18.2       26.7       29.0       10.5       11.2       17.2       14.9
Old  :                 17.7       21.8       28.7       31.9       14.1       15.8       22.6       20.8
Other:                 22.3       23.3       37.3       34.1       18.0       14.6       25.7       19.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    13,617:     9,471      1,292        659          0      1,490     10,130      3,441:     3,487     10,176
Old  :     7,483:     4,435      1,297        528          0        723      4,963      2,548:     2,520      4,935
Other:     6,134:     5,041          0        126          0        767      5,167        893:       967      5,241
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :     2,848:     2,287       -160         80          0        396      2,367        316:       481      2,532
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.6        9.5        4.8        0.0       10.9       74.4       25.3:      25.6       74.7
Old  :     100.0:      59.3       17.3        7.1        0.0        9.7       66.3       34.1:      33.7       65.9
Other:     100.0:      82.2        0.0        2.1        0.0       12.5       84.2       14.6:      15.8       85.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        11          6          9          0          4         12         18:
Old  :        21:        11          6          9          0          4         12         18:
Other:        15:        11          0          5          0          4         11          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 52.1       13.1       65.8       20.6       50.9       11.1       63.6       18.0
Old  :                 39.9       17.5       57.6       27.5       38.0       14.2       53.8       24.1
Other:                 67.0       13.5       82.3       14.5       66.7       12.5       81.2       12.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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  :   241,550:    20,177     39,927     56,799    135,669    119,812    212,646    216,538:    28,905     25,013
Old  :   199,951:    24,202     40,355     35,392    117,167    101,527    176,761    177,274:    23,190     22,677
Other:    41,600:     5,456      9,053     11,926     18,502     18,285     35,884     39,264:     5,715      2,336
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :     1,506:      -311     -4,267      1,011     -3,464      5,072     -2,764      1,816:     4,271       -310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       16.5       23.5       56.2       49.6       88.0       89.6:      12.0       10.4
Old  :     100.0:      12.1       20.2       17.7       58.6       50.8       88.4       88.7:      11.6       11.3
Other:     100.0:      13.1       21.8       28.7       44.5       44.0       86.3       94.4:      13.7        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        42         60         62         63         58        152        153:
Old  :       192:        53         59         56         60         54        145        145:
Other:        91:        17         27         24         37         23         70         61:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.9       22.2       26.3       33.7       13.3       18.1       21.0       26.9
Old  :                 17.2       25.5       27.8       37.6       16.4       21.8       25.6       30.4
Other:                 32.8       48.1       48.5       66.0       21.1       36.4       30.3       45.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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  :   814,530:    47,118    134,659     54,716    593,675    484,558    695,508    673,933:   119,022    140,598
Old  :   814,530:    47,118    134,659     54,716    593,675    484,558    695,508    673,933:   119,022    140,598
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :    14,786:     9,215     -4,007      2,896      2,657     33,812     14,767     32,701:        18    -17,915
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8       16.5        6.7       72.9       59.5       85.4       82.7:      14.6       17.3
Old  :     100.0:       5.8       16.5        6.7       72.9       59.5       85.4       82.7:      14.6       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  :       163:        31         36         40         81         81        133        136:
Old  :       163:        31         36         40         81         81        133        136:
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  :                 30.4       26.4       40.2       33.2       28.6       26.2       37.3       33.0
Old  :                 30.4       26.4       40.2       33.2       28.6       26.2       37.3       33.0
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 24, 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  :   129,749:    27,723      6,079     23,136     51,607     81,150    102,466    110,365:    27,284     19,384
Old  :   104,914:    26,226      7,302     16,293     39,283     64,701     81,801     88,295:    23,113     16,619
Other:    24,835:     4,380      1,660      3,960     12,324     16,449     20,665     22,070:     4,170      2,765
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :     4,472:     4,421     -2,542        126     -2,895      8,995      1,653      6,579:     2,819     -2,107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        4.7       17.8       39.8       62.5       79.0       85.1:      21.0       14.9
Old  :     100.0:      25.0        7.0       15.5       37.4       61.7       78.0       84.2:      22.0       15.8
Other:     100.0:      17.6        6.7       15.9       49.6       66.2       83.2       88.9:      16.8       11.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        43         27         44         60         51        128        103:
Old  :       145:        50         22         39         57         50        124         98:
Other:        80:        19         15         22         39         26         70         54:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.5       33.0       19.5       46.1        9.5       28.2       15.5       35.9
Old  :                 11.6       31.4       19.5       43.5       10.7       26.5       16.7       33.6
Other:                 23.8       52.0       37.7       63.1       18.6       46.0       31.1       53.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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  :     7,098:     1,320      1,142        525      4,256      3,422      6,100      5,089:       997      2,008
Old  :     4,389:       625      1,188        101      2,811      1,721      3,536      3,010:       853      1,379
Other:     2,709:       816         76        303      1,445      1,701      2,564      2,079:       145        630
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :      -252:       -19       -305         24        -71        400        -65        119:      -187       -371
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       16.1        7.4       60.0       48.2       85.9       71.7:      14.1       28.3
Old  :     100.0:      14.2       27.1        2.3       64.0       39.2       80.6       68.6:      19.4       31.4
Other:     100.0:      30.1        2.8       11.2       53.3       62.8       94.7       76.8:       5.3       23.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        10         10          6         22         14         35         27:
Old  :        44:         8         11          4         22          9         33         21:
Other:        21:         4          4          4          4         11         11         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       38.2       54.5       51.2       39.2       38.1       53.5       46.6
Old  :                 31.3       47.2       47.2       55.7       31.3       46.8       46.7       54.7
Other:                 77.7       35.6       93.2       60.6       77.2       33.9       77.8       52.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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  :   519,360:    96,468     47,491     29,384    308,027    362,691    433,879    439,566:    85,480     79,793
Old  :   519,360:    96,468     47,491     29,384    308,027    362,691    433,879    439,566:    85,480     79,793
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :    29,168:    13,617      1,631      9,395      4,160     14,924     27,172     25,949:     1,996      3,219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6        9.1        5.7       59.3       69.8       83.5       84.6:      16.5       15.4
Old  :     100.0:      18.6        9.1        5.7       59.3       69.8       83.5       84.6:      16.5       15.4
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  :       145:        27         24         17         70         71        107        102:
Old  :       145:        27         24         17         70         71        107        102:
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  :                 15.9       31.6       26.9       41.1       13.6       26.4       23.7       35.1
Old  :                 15.9       31.6       26.9       41.1       13.6       26.4       23.7       35.1
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, March 24, 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  : 1,545,605:    93,538    118,153    253,458    934,545    909,875  1,281,541  1,281,485:   264,064    264,120
Old  : 1,545,605:    93,538    118,153    253,458    934,545    909,875  1,281,541  1,281,485:   264,064    264,120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :   212,732:    18,207    -31,717     83,570     78,052    139,931    179,830    191,784:    32,902     20,947
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1        7.6       16.4       60.5       58.9       82.9       82.9:      17.1       17.1
Old  :     100.0:       6.1        7.6       16.4       60.5       58.9       82.9       82.9:      17.1       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       216:        42         39         62        121        112        193        183:
Old  :       216:        42         39         62        121        112        193        183:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       18.3       24.1       24.2       15.2       13.9       20.6       18.4
Old  :                 16.5       18.3       24.1       24.2       15.2       13.9       20.6       18.4
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 24, 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  :   955,055:   106,491     78,248     40,113    622,694    675,478    769,298    793,840:   185,757    161,216
Old  :   955,055:   106,491     78,248     40,113    622,694    675,478    769,298    793,840:   185,757    161,216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :    32,874:     8,966        220     14,446    -11,754     19,707     11,659     34,372:    21,216     -1,498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2        8.2        4.2       65.2       70.7       80.6       83.1:      19.4       16.9
Old  :     100.0:      11.2        8.2        4.2       65.2       70.7       80.6       83.1:      19.4       16.9
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  :       128:        16         36         25         61         64         96        106:
Old  :       128:        16         36         25         61         64         96        106:
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  :                 27.1       33.6       39.0       43.9       12.8       22.3       21.3       28.0
Old  :                 27.1       33.6       39.0       43.9       12.8       22.3       21.3       28.0
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 24, 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  :   517,362:   152,298     16,187    136,491    188,220    332,122    477,008    484,800:    40,353     32,562
Old  :   517,362:   152,298     16,187    136,491    188,220    332,122    477,008    484,800:    40,353     32,562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :    25,241:     2,735     -1,853      5,651     11,835     18,387     20,221     22,185:     5,020      3,056
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4        3.1       26.4       36.4       64.2       92.2       93.7:       7.8        6.3
Old  :     100.0:      29.4        3.1       26.4       36.4       64.2       92.2       93.7:       7.8        6.3
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  :        81:        27          7         30         38         33         74         66:
Old  :        81:        27          7         30         38         33         74         66:
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  :                 29.3       37.4       43.4       53.1       21.2       35.4       30.4       40.3
Old  :                 29.3       37.4       43.4       53.1       21.2       35.4       30.4       40.3
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 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    10,080:     3,043        786          0      2,472      3,893      5,515      4,679:     4,566      5,402
Old  :    10,080:     3,043        786          0      2,472      3,893      5,515      4,679:     4,566      5,402
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :   -17,509:    -3,030     -4,101     -1,366    -12,861    -12,074    -17,257    -17,542:      -252         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        7.8        0.0       24.5       38.6       54.7       46.4:      45.3       53.6
Old  :     100.0:      30.2        7.8        0.0       24.5       38.6       54.7       46.4:      45.3       53.6
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  :        20:         6          2          0          8          5         14          7:
Old  :        20:         6          2          0          8          5         14          7:
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  :                 26.7       39.5       41.1       46.4       25.9       39.5       40.3       45.6
Old  :                 26.7       39.5       41.1       46.4       25.9       39.5       40.3       45.6
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 24, 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  :    52,602:    13,473     12,730        609     27,639     25,136     41,721     38,474:    10,881     14,128
Old  :    52,602:    13,473     12,730        609     27,639     25,136     41,721     38,474:    10,881     14,128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :   -42,989:   -10,957     -9,030     -2,867    -25,654    -25,070    -39,478    -36,967:    -3,510     -6,021
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       24.2        1.2       52.5       47.8       79.3       73.1:      20.7       26.9
Old  :     100.0:      25.6       24.2        1.2       52.5       47.8       79.3       73.1:      20.7       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  :        78:        20         19          5         24         26         46         48:
Old  :        78:        20         19          5         24         26         46         48:
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  :                 26.2       25.7       43.5       40.4       24.5       23.8       38.7       35.5
Old  :                 26.2       25.7       43.5       40.4       24.5       23.8       38.7       35.5
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, March 24, 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  :    21,125:     9,495      5,877        118     11,429     14,955     21,042     20,950:        83        175
Old  :    21,125:     9,495      5,877        118     11,429     14,955     21,042     20,950:        83        175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :     4,667:     3,891      3,678         37        746        960      4,674      4,675:        -7         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.9       27.8        0.6       54.1       70.8       99.6       99.2:       0.4        0.8
Old  :     100.0:      44.9       27.8        0.6       54.1       70.8       99.6       99.2:       0.4        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        11         13          2          9         12         22         25:
Old  :        43:        11         13          2          9         12         22         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  :                 69.2       60.3       88.0       82.8       69.2       56.2       81.9       73.9
Old  :                 69.2       60.3       88.0       82.8       69.2       56.2       81.9       73.9
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 24, 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  :    27,759:    12,005        968        298     15,270     26,353     27,573     27,619:       186        140
Old  :    27,759:    12,005        968        298     15,270     26,353     27,573     27,619:       186        140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :     8,778:     1,447         31        136      7,132      8,625      8,715      8,792:        63        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.2        3.5        1.1       55.0       94.9       99.3       99.5:       0.7        0.5
Old  :     100.0:      43.2        3.5        1.1       55.0       94.9       99.3       99.5:       0.7        0.5
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  :        32:        10          8          3         10          7         21         17:
Old  :        32:        10          8          3         10          7         21         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.2       88.1       85.4       97.3       67.8       84.7       84.6       93.1
Old  :                 68.2       88.1       85.4       97.3       67.8       84.7       84.6       93.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 27, 2009