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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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  :   450,856:    87,314     67,587    130,648    191,876    201,103    409,838    399,338:    41,018     51,519
Old  :   408,555:    81,951     61,022    114,653    172,280    188,026    368,884    363,700:    39,671     44,855
Other:    42,302:    18,219     19,421      3,140     19,596     13,077     40,954     35,637:     1,347      6,664
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :    -9,223:   -13,058     -4,130     -1,545     -2,122     -6,323    -16,725    -11,999:     7,502      2,776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       15.0       29.0       42.6       44.6       90.9       88.6:       9.1       11.4
Old  :     100.0:      20.1       14.9       28.1       42.2       46.0       90.3       89.0:       9.7       11.0
Other:     100.0:      43.1       45.9        7.4       46.3       30.9       96.8       84.2:       3.2       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       383:       111        119        168         88        109        320        313:
Old  :       382:       142        105        155         88        107        317        300:
Other:       138:        19         47         21         23         65         51        126:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       16.0       27.8       23.8       16.0       14.7       25.7       20.1
Old  :                 18.0       17.0       26.6       25.4       16.4       15.5       24.0       21.7
Other:                 71.5       24.2       80.2       33.4       69.1       22.5       75.3       30.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,412,631:   282,446     73,535    427,221    560,392    657,957  1,270,059  1,158,713:   142,572    253,918
Old  :   682,812:   148,246     99,192    182,514    275,581    307,148    606,340    588,854:    76,472     93,958
Other:   729,819:   204,200     44,342    174,708    284,812    350,809    663,719    569,859:    66,100    159,960
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :        24:    -3,117     -9,455      6,121      3,487      3,203      6,490       -132:    -6,467        156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        5.2       30.2       39.7       46.6       89.9       82.0:      10.1       18.0
Old  :     100.0:      21.7       14.5       26.7       40.4       45.0       88.8       86.2:      11.2       13.8
Other:     100.0:      28.0        6.1       23.9       39.0       48.1       90.9       78.1:       9.1       21.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       673:       208        103        234        231        293        556        549:
Old  :       615:       177        120        177        201        267        467        485:
Other:       576:       170         97        151        160        265        388        460:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.1       12.8       19.9       19.6       10.2        9.6       15.5       13.1
Old  :                 12.7       14.3       20.9       22.0       12.1       10.2       19.0       16.6
Other:                 17.0       11.5       25.3       18.7       14.7        9.5       20.9       14.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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  :    16,709:     2,373        599      1,831      9,762     12,273     13,965     14,702:     2,744      2,007
Old  :    16,709:     2,373        599      1,831      9,762     12,273     13,965     14,702:     2,744      2,007
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :      -215:      -244        -54        225        399        270        379        441:      -594       -655
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        3.6       11.0       58.4       73.4       83.6       88.0:      16.4       12.0
Old  :     100.0:      14.2        3.6       11.0       58.4       73.4       83.6       88.0:      16.4       12.0
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  :        49:        14          6         11         18         13         40         28:
Old  :        49:        14          6         11         18         13         40         28:
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  :                 30.5       58.3       47.6       71.0       20.3       39.3       31.0       48.6
Old  :                 30.5       58.3       47.6       71.0       20.3       39.3       31.0       48.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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  :   660,051:   142,854     20,726    214,088    230,202    332,771    587,143    567,584:    72,908     92,467
Old  :   296,087:    75,713     16,801    100,804     77,936    151,491    254,453    269,095:    41,634     26,992
Other:   363,964:    85,709     22,493     94,716    152,265    181,280    332,690    298,489:    31,274     65,475
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :    17,971:     4,897        971     -1,623      8,636     13,515     11,910     12,863:     6,061      5,107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        3.1       32.4       34.9       50.4       89.0       86.0:      11.0       14.0
Old  :     100.0:      25.6        5.7       34.0       26.3       51.2       85.9       90.9:      14.1        9.1
Other:     100.0:      23.5        6.2       26.0       41.8       49.8       91.4       82.0:       8.6       18.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       464:       179         93        193        139        171        406        383:
Old  :       402:       150         84        136        106        143        308        311:
Other:       390:       118         96        127        112        158        303        315:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.3       20.6       25.8       32.2        9.7       15.4       14.9       19.8
Old  :                 17.4       28.3       26.1       38.5       12.0       22.3       17.5       28.5
Other:                 17.4       20.2       28.7       32.3       12.7       14.9       21.5       21.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    23,469:    18,847      4,014      1,481         15      2,874     20,343      8,369:     3,126     15,100
Old  :     6,773:     4,504      3,544        312         15        297      4,831      4,153:     1,942      2,620
Other:    16,696:    15,007      1,134        505          0      2,577     15,512      4,216:     1,184     12,480
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :      -737:      -495        273         33          3        -26       -459        280:      -278     -1,017
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.3       17.1        6.3        0.1       12.2       86.7       35.7:      13.3       64.3
Old  :     100.0:      66.5       52.3        4.6        0.2        4.4       71.3       61.3:      28.7       38.7
Other:     100.0:      89.9        6.8        3.0        0.0       15.4       92.9       25.3:       7.1       74.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        16         16         14          2          9         23         34:
Old  :        38:        11         18          5          2          7         15         28:
Other:        34:        17          8         10          0          9         18         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 56.2        9.1       74.7       16.3       53.9        9.1       71.3       15.4
Old  :                 50.9       25.9       67.0       40.3       47.2       25.9       62.9       39.8
Other:                 60.6        9.3       82.6       14.8       58.9        9.3       80.9       14.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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  :   300,556:    50,689     35,184     82,769    132,161    160,328    265,620    278,282:    34,936     22,274
Old  :   184,840:    49,484     21,686     37,741     74,290    110,275    161,515    169,701:    23,325     15,139
Other:   115,716:    19,761     32,054     26,473     57,871     50,053    104,105    108,580:    11,611      7,135
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :    15,335:        64      3,508     10,200      6,236        602     16,500     14,310:    -1,165      1,025
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       11.7       27.5       44.0       53.3       88.4       92.6:      11.6        7.4
Old  :     100.0:      26.8       11.7       20.4       40.2       59.7       87.4       91.8:      12.6        8.2
Other:     100.0:      17.1       27.7       22.9       50.0       43.3       90.0       93.8:      10.0        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       224:        73         41         80         65         63        195        160:
Old  :       210:        98         33         58         59         58        175        136:
Other:       158:        30         61         46         52         46        120        119:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5       27.6       24.4       39.8        9.1       21.4       15.6       27.8
Old  :                 15.3       29.0       23.8       41.4        8.9       23.6       16.0       33.3
Other:                 19.6       30.1       31.6       43.1       15.5       20.8       24.5       30.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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  :   787,653:    72,877    156,382     48,226    544,206    445,301    665,309    649,909:   122,343    137,744
Old  :   787,653:    72,877    156,382     48,226    544,206    445,301    665,309    649,909:   122,343    137,744
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :   -32,921:       767      1,582      4,913    -38,411    -16,521    -32,731    -10,026:      -190    -22,895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       19.9        6.1       69.1       56.5       84.5       82.5:      15.5       17.5
Old  :     100.0:       9.3       19.9        6.1       69.1       56.5       84.5       82.5:      15.5       17.5
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  :       160:        25         37         36         78         77        129        124:
Old  :       160:        25         37         36         78         77        129        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       26.4       31.4       33.9       21.4       23.6       28.8       30.9
Old  :                 23.8       26.4       31.4       33.9       21.4       23.6       28.8       30.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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  :   230,949:    61,480      6,917     48,458     76,057    153,373    185,996    208,748:    44,953     22,201
Old  :   132,198:    53,741      4,914     17,659     28,752     95,198    100,153    117,771:    32,046     14,427
Other:    98,750:    17,711     11,975     20,827     47,305     58,176     85,843     90,977:    12,908      7,773
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :    13,429:      -692      2,273      5,877      5,180      3,741     10,365     11,891:     3,064      1,537
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        3.0       21.0       32.9       66.4       80.5       90.4:      19.5        9.6
Old  :     100.0:      40.7        3.7       13.4       21.7       72.0       75.8       89.1:      24.2       10.9
Other:     100.0:      17.9       12.1       21.1       47.9       58.9       86.9       92.1:      13.1        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        72         22         56         62         63        161        125:
Old  :       167:        79         15         36         57         55        145        100:
Other:       126:        29         30         37         49         43        106         88:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.2       38.2       22.9       49.3        8.4       31.9       14.2       37.5
Old  :                 12.1       39.5       21.8       52.3       11.8       37.4       20.2       49.6
Other:                 26.0       43.0       35.1       54.4       18.8       38.2       26.0       45.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     9,597:     2,525      1,167        820      4,130      5,654      7,475      7,641:     2,122      1,956
Old  :     3,060:       732      1,081         46      1,259      1,135      2,037      2,262:     1,023        798
Other:     6,537:     2,066        359        501      2,871      4,520      5,438      5,379:     1,099      1,158
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :      -238:        21       -492       -177        -79        580       -235        -89:        -3       -149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       12.2        8.5       43.0       58.9       77.9       79.6:      22.1       20.4
Old  :     100.0:      23.9       35.3        1.5       41.1       37.1       66.6       73.9:      33.4       26.1
Other:     100.0:      31.6        5.5        7.7       43.9       69.1       83.2       82.3:      16.8       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        16          9          8         20         18         39         33:
Old  :        39:        11          7          4         13         14         24         25:
Other:        39:         8          7          7         17         17         31         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       32.8       43.6       49.8       27.4       32.0       40.7       44.2
Old  :                 31.1       40.4       47.4       57.7       31.1       40.4       47.4       57.6
Other:                 37.2       42.9       58.2       58.6       37.2       37.3       53.4       49.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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  :   579,861:   128,114     43,889     30,745    332,535    401,300    491,394    475,934:    88,466    103,927
Old  :   579,861:   128,114     43,889     30,745    332,535    401,300    491,394    475,934:    88,466    103,927
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :    63,319:     3,616     -8,072      7,591     69,916     54,497     81,123     54,015:   -17,804      9,304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        7.6        5.3       57.3       69.2       84.7       82.1:      15.3       17.9
Old  :     100.0:      22.1        7.6        5.3       57.3       69.2       84.7       82.1:      15.3       17.9
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  :       150:        34         21         24         71         70        112        108:
Old  :       150:        34         21         24         71         70        112        108:
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  :                 22.7       23.6       34.1       36.5       21.6       21.7       31.6       34.0
Old  :                 22.7       23.6       34.1       36.5       21.6       21.7       31.6       34.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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  : 1,507,599:    72,858    165,104    219,864    930,457    832,994  1,223,179  1,217,962:   284,421    289,637
Old  : 1,507,599:    72,858    165,104    219,864    930,457    832,994  1,223,179  1,217,962:   284,421    289,637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :    30,817:     1,571    -33,370     39,912     -6,071     38,203     35,412     44,745:    -4,596    -13,928
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       11.0       14.6       61.7       55.3       81.1       80.8:      18.9       19.2
Old  :     100.0:       4.8       11.0       14.6       61.7       55.3       81.1       80.8:      18.9       19.2
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  :       223:        35         47         56        119        119        182        195:
Old  :       223:        35         47         56        119        119        182        195:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       16.5       22.9       22.8        9.6        8.9       14.7       13.4
Old  :                 14.3       16.5       22.9       22.8        9.6        8.9       14.7       13.4
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, June 9, 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  :   860,429:   104,480     98,683     73,904    513,288    467,631    691,673    640,218:   168,756    220,211
Old  :   860,429:   104,480     98,683     73,904    513,288    467,631    691,673    640,218:   168,756    220,211
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :    46,221:    10,889        -82     27,922    -13,403     11,889     25,408     39,729:    20,812      6,492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       11.5        8.6       59.7       54.3       80.4       74.4:      19.6       25.6
Old  :     100.0:      12.1       11.5        8.6       59.7       54.3       80.4       74.4:      19.6       25.6
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  :       128:        20         20         20         69         72         94        107:
Old  :       128:        20         20         20         69         72         94        107:
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  :                 28.2       14.2       38.0       23.2       22.6       10.0       30.8       16.5
Old  :                 28.2       14.2       38.0       23.2       22.6       10.0       30.8       16.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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  :   496,371:   128,885      9,668    104,445    210,503    339,370    443,832    453,483:    52,539     42,888
Old  :   496,371:   128,885      9,668    104,445    210,503    339,370    443,832    453,483:    52,539     42,888
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :    27,046:       -72     -7,693     10,714        342     11,885     10,984     14,906:    16,062     12,140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        1.9       21.0       42.4       68.4       89.4       91.4:      10.6        8.6
Old  :     100.0:      26.0        1.9       21.0       42.4       68.4       89.4       91.4:      10.6        8.6
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  :        86:        32         10         32         35         35         78         70:
Old  :        86:        32         10         32         35         35         78         70:
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  :                 25.8       38.5       40.7       53.1       19.5       32.4       30.4       40.0
Old  :                 25.8       38.5       40.7       53.1       19.5       32.4       30.4       40.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    25,708:     5,894      1,420         26     14,024     19,742     19,944     21,188:     5,764      4,519
Old  :    25,708:     5,894      1,420         26     14,024     19,742     19,944     21,188:     5,764      4,519
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :       595:       575        -48          3        282      1,230        860      1,185:      -265       -589
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        5.5        0.1       54.5       76.8       77.6       82.4:      22.4       17.6
Old  :     100.0:      22.9        5.5        0.1       54.5       76.8       77.6       82.4:      22.4       17.6
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  :        26:         7          4          2          9         10         18         14:
Old  :        26:         7          4          2          9         10         18         14:
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  :                 53.0       67.6       66.4       76.3       51.8       67.6       64.3       75.3
Old  :                 53.0       67.6       66.4       76.3       51.8       67.6       64.3       75.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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  :    61,607:    16,885     17,241        892     33,014     28,496     50,791     46,628:    10,815     14,978
Old  :    61,607:    16,885     17,241        892     33,014     28,496     50,791     46,628:    10,815     14,978
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :     3,898:    -1,782      3,292         96      5,462      1,044      3,777      4,433:       121       -535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       28.0        1.4       53.6       46.3       82.4       75.7:      17.6       24.3
Old  :     100.0:      27.4       28.0        1.4       53.6       46.3       82.4       75.7:      17.6       24.3
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  :        95:        28         24         12         29         29         61         61:
Old  :        95:        28         24         12         29         29         61         61:
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  :                 22.7       24.9       37.4       38.7       21.7       23.7       31.6       33.3
Old  :                 22.7       24.9       37.4       38.7       21.7       23.7       31.6       33.3
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, June 9, 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  :    39,712:     5,328      2,510        674     33,646     32,230     39,648     35,414:        64      4,298
Old  :    39,712:     5,328      2,510        674     33,646     32,230     39,648     35,414:        64      4,298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :     8,185:     2,288     -4,638        307      5,853      8,752      8,448      4,421:      -263      3,764
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        6.3        1.7       84.7       81.2       99.8       89.2:       0.2       10.8
Old  :     100.0:      13.4        6.3        1.7       84.7       81.2       99.8       89.2:       0.2       10.8
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  :        41:         9         10          2         13         13         23         24:
Old  :        41:         9         10          2         13         13         23         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.6       77.9       92.2       84.6       53.9       46.6       63.3       53.0
Old  :                 70.6       77.9       92.2       84.6       53.9       46.6       63.3       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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  :    49,610:     1,799        585        323     47,384     48,619     49,506     49,527:       104         83
Old  :    49,610:     1,799        585        323     47,384     48,619     49,506     49,527:       104         83
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :    22,351:      -502        356        186     23,159     22,274     22,843     22,816:      -492       -465
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6        1.2        0.7       95.5       98.0       99.8       99.8:       0.2        0.2
Old  :     100.0:       3.6        1.2        0.7       95.5       98.0       99.8       99.8:       0.2        0.2
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  :        24:         6          4          1         10          9         16         14:
Old  :        24:         6          4          1         10          9         16         14:
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  :                 81.1       89.6       96.1       97.9       57.3       63.5       65.5       66.4
Old  :                 81.1       89.6       96.1       97.9       57.3       63.5       65.5       66.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 12, 2009