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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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  :   358,382:    58,187     59,782    108,602    166,098    141,561    332,887    309,944:    25,495     48,438
Old  :   227,094:    41,448     50,736     69,246    101,414     78,390    212,108    198,371:    14,986     28,722
Other:   131,289:    28,136     20,442     27,959     64,684     63,171    120,780    111,573:    10,509     19,716
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :     5,434:    -2,716      6,563      3,747      5,543     -5,909      6,574      4,401:    -1,140      1,033
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       16.7       30.3       46.3       39.5       92.9       86.5:       7.1       13.5
Old  :     100.0:      18.3       22.3       30.5       44.7       34.5       93.4       87.4:       6.6       12.6
Other:     100.0:      21.4       15.6       21.3       49.3       48.1       92.0       85.0:       8.0       15.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:        70        106        126         80         94        237        260:
Old  :       281:        73        104         96         71         81        207        226:
Other:       198:        49         58         67         53         80        140        173:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       12.5       32.8       20.7       16.8        9.2       27.7       14.1
Old  :                 22.2       13.0       33.1       22.3       21.7       10.3       31.7       16.8
Other:                 40.2       14.8       52.4       24.6       39.4       12.7       46.3       18.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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  : 1,258,263:   131,483     97,093    446,262    541,366    499,034  1,119,110  1,042,389:   139,153    215,875
Old  :   938,750:    96,101    101,651    339,481    390,952    346,233    826,534    787,365:   112,216    151,385
Other:   319,513:    65,386     25,446     76,776    150,414    152,801    292,577    255,024:    26,937     64,489
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :   -11,904:     5,415     -1,672     -4,267    -12,581     -5,910    -11,432    -11,849:      -471        -55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        7.7       35.5       43.0       39.7       88.9       82.8:      11.1       17.2
Old  :     100.0:      10.2       10.8       36.2       41.6       36.9       88.0       83.9:      12.0       16.1
Other:     100.0:      20.5        8.0       24.0       47.1       47.8       91.6       79.8:       8.4       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       602:       138        149        223        232        259        493        534:
Old  :       592:       144        149        211        223        253        474        518:
Other:       399:        94         75         67         99        190        226        301:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.2       16.1       22.4       22.7        7.8        7.0       12.9       10.2
Old  :                 13.2       14.7       20.9       22.0        8.5        6.4       13.9        9.9
Other:                 24.7       20.8       39.6       30.3       19.6       10.4       29.7       14.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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  :    18,425:       671      1,810      1,328     14,439     12,864     16,438     16,003:     1,987      2,423
Old  :    11,394:       784      1,814        976      8,019      6,775      9,779      9,565:     1,615      1,829
Other:     7,031:        32        142        207      6,420      6,089      6,659      6,437:       372        594
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :       -19:       -55         78        129          7       -159         81         48:      -100        -67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6        9.8        7.2       78.4       69.8       89.2       86.9:      10.8       13.1
Old  :     100.0:       6.9       15.9        8.6       70.4       59.5       85.8       84.0:      14.2       16.0
Other:     100.0:       0.5        2.0        2.9       91.3       86.6       94.7       91.6:       5.3        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         5         14          8         23         17         35         33:
Old  :        44:         8         12          6         21         14         32         29:
Other:        24:         2          4          3         11         11         15         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  :                 44.2       55.5       62.5       66.0       36.1       38.9       49.2       47.8
Old  :                 39.6       44.3       55.3       59.4       38.8       37.1       51.9       49.9
Other:                 70.4       73.8       85.8       86.2       48.8       46.3       56.3       51.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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  :   442,483:    62,254     23,727    157,371    178,618    196,071    398,243    377,169:    44,240     65,313
Old  :   350,874:    49,597     24,274    117,894    145,750    162,643    313,241    304,811:    37,634     46,063
Other:    91,608:    23,419     10,216     28,715     32,868     33,428     85,002     72,358:     6,606     19,250
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :    29,212:       521      4,383     15,975     12,918      9,329     29,414     29,687:      -201       -474
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        5.4       35.6       40.4       44.3       90.0       85.2:      10.0       14.8
Old  :     100.0:      14.1        6.9       33.6       41.5       46.4       89.3       86.9:      10.7       13.1
Other:     100.0:      25.6       11.2       31.3       35.9       36.5       92.8       79.0:       7.2       21.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       350:       109         87        146        111        126        298        302:
Old  :       338:       107         90        134        103        116        277        284:
Other:       203:        57         40         48         55         86        135        155:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       24.3       28.8       34.1       10.1       12.7       15.8       17.6
Old  :                 19.4       25.6       28.6       36.3       12.3       14.2       19.2       20.3
Other:                 32.0       28.8       49.0       38.0       22.8       13.9       31.2       18.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    11,718:     8,264      1,252        867          0      1,214      9,131      3,333:     2,587      8,385
Old  :     7,801:     4,852      1,329        726          0        618      5,578      2,673:     2,223      5,128
Other:     3,917:     3,544         55          9          0        596      3,553        660:       364      3,257
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :       144:       961       -225        -78          0         84        883       -219:      -739        363
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.5       10.7        7.4        0.0       10.4       77.9       28.4:      22.1       71.6
Old  :     100.0:      62.2       17.0        9.3        0.0        7.9       71.5       34.3:      28.5       65.7
Other:     100.0:      90.5        1.4        0.2        0.0       15.2       90.7       16.8:       9.3       83.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        14          5          9          0          3         16         15:
Old  :        22:        13          6          8          0          3         15         15:
Other:        15:        11          1          3          0          3         11          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 48.8       13.8       65.2       23.4       45.7       13.3       60.9       21.0
Old  :                 39.8       17.2       60.2       29.0       38.7       15.6       54.1       24.7
Other:                 66.6       16.6       86.9       16.8       66.4       16.6       86.6       16.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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  :   251,296:    15,496     26,452     67,099    144,178    137,572    226,774    231,123:    24,523     20,173
Old  :   221,868:    20,289     29,407     48,846    130,819    124,558    199,954    202,811:    21,914     19,057
Other:    29,429:     4,695      6,532      8,766     13,359     13,015     26,819     28,312:     2,609      1,117
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :    10,834:         6      3,324      3,012      7,887      5,191     10,905     11,527:       -71       -693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       10.5       26.7       57.4       54.7       90.2       92.0:       9.8        8.0
Old  :     100.0:       9.1       13.3       22.0       59.0       56.1       90.1       91.4:       9.9        8.6
Other:     100.0:      16.0       22.2       29.8       45.4       44.2       91.1       96.2:       8.9        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        32         44         67         64         67        144        158:
Old  :       186:        44         44         64         62         65        140        155:
Other:        74:         8         23         20         32         17         57         45:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       23.2       31.9       36.3       13.9       15.5       21.8       21.6
Old  :                 19.2       26.0       31.0       36.9       15.4       18.0       24.3       24.6
Other:                 47.8       55.6       65.4       71.6       34.4       35.7       45.2       47.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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  :   819,306:    41,896    136,460     56,778    599,807    461,830    698,481    655,068:   120,825    164,238
Old  :   819,306:    41,896    136,460     56,778    599,807    461,830    698,481    655,068:   120,825    164,238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :    -5,480:   -20,665     -4,343      2,916     11,170     -9,622     -6,579    -11,049:     1,099      5,569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       16.7        6.9       73.2       56.4       85.3       80.0:      14.7       20.0
Old  :     100.0:       5.1       16.7        6.9       73.2       56.4       85.3       80.0:      14.7       20.0
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  :       145:        21         34         34         64         77        105        125:
Old  :       145:        21         34         34         64         77        105        125:
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  :                 33.1       19.5       45.5       26.8       31.3       19.2       42.3       26.2
Old  :                 33.1       19.5       45.5       26.8       31.3       19.2       42.3       26.2
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, January 20, 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  :   138,180:    21,744      6,204     27,662     61,738     86,089    111,144    119,955:    27,036     18,225
Old  :   122,598:    20,853      8,413     22,562     54,556     74,789     97,970    105,764:    24,627     16,833
Other:    15,582:     3,435        336      2,555      7,183     11,299     13,174     14,191:     2,408      1,391
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :     3,234:       668       -664     -1,044      2,688      4,403      2,312      2,695:       922        539
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        4.5       20.0       44.7       62.3       80.4       86.8:      19.6       13.2
Old  :     100.0:      17.0        6.9       18.4       44.5       61.0       79.9       86.3:      20.1       13.7
Other:     100.0:      22.0        2.2       16.4       46.1       72.5       84.5       91.1:      15.5        8.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        45         22         39         60         53        125        101:
Old  :       146:        43         29         39         57         52        122        100:
Other:        61:        19          8         15         29         16         53         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.6       32.9       26.4       45.0       11.7       28.5       18.7       34.6
Old  :                 17.7       33.6       27.2       43.3       16.4       29.9       23.7       36.9
Other:                 27.2       63.7       43.2       74.3       23.9       59.9       38.2       65.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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  :     6,267:     1,176        701        313      3,725      3,678      5,214      4,692:     1,052      1,575
Old  :     5,628:     1,171        700        258      3,206      3,271      4,634      4,229:       993      1,398
Other:       639:         6          1         55        519        407        580        463:        59        176
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :       -64:        47        120       -116       -140       -222       -208       -218:       144        153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       11.2        5.0       59.4       58.7       83.2       74.9:      16.8       25.1
Old  :     100.0:      20.8       12.4        4.6       57.0       58.1       82.3       75.2:      17.7       24.8
Other:     100.0:       0.9        0.2        8.5       81.3       63.7       90.8       72.4:       9.2       27.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         8         10          4         17         16         27         28:
Old  :        45:         8         10          4         17         15         27         27:
Other:        12:         3          1          3          3          6          7          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  :                 38.8       41.8       56.4       53.4       38.8       40.5       55.9       50.0
Old  :                 35.8       42.1       54.8       54.3       35.8       40.9       54.8       51.3
Other:                 89.2       56.2       90.8       71.9       66.6       46.0       66.6       48.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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  :   537,474:    71,416     68,150     22,434    349,651    370,897    443,501    461,481:    93,973     75,993
Old  :   537,474:    71,416     68,150     22,434    349,651    370,897    443,501    461,481:    93,973     75,993
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :   -12,552:     6,939    -11,016      2,861    -30,227     -3,461    -20,427    -11,616:     7,875       -936
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       12.7        4.2       65.1       69.0       82.5       85.9:      17.5       14.1
Old  :     100.0:      13.3       12.7        4.2       65.1       69.0       82.5       85.9:      17.5       14.1
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  :       150:        25         29         18         68         76        103        113:
Old  :       150:        25         29         18         68         76        103        113:
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  :                 22.1       30.5       30.7       40.7       18.9       24.2       25.4       32.1
Old  :                 22.1       30.5       30.7       40.7       18.9       24.2       25.4       32.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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  : 1,417,705:   128,321    121,015    181,379    877,865    807,679  1,187,564  1,110,072:   230,140    307,633
Old  : 1,417,705:   128,321    121,015    181,379    877,865    807,679  1,187,564  1,110,072:   230,140    307,633
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :    70,700:    -1,831      8,948     24,461     31,349     15,783     53,979     49,192:    16,720     21,508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        8.5       12.8       61.9       57.0       83.8       78.3:      16.2       21.7
Old  :     100.0:       9.1        8.5       12.8       61.9       57.0       83.8       78.3:      16.2       21.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        38         44         60         95        107        165        179:
Old  :       206:        38         44         60         95        107        165        179:
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  :                 22.2       15.9       31.1       22.8       21.0       10.5       28.4       15.3
Old  :                 22.2       15.9       31.1       22.8       21.0       10.5       28.4       15.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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  : 1,045,898:    77,424    148,699     57,946    722,694    656,882    858,064    863,527:   187,834    182,371
Old  : 1,045,898:    77,424    148,699     57,946    722,694    656,882    858,064    863,527:   187,834    182,371
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :   -53,120:   -18,879     -6,211         31    -39,651    -41,641    -58,499    -47,821:     5,379     -5,298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4       14.2        5.5       69.1       62.8       82.0       82.6:      18.0       17.4
Old  :     100.0:       7.4       14.2        5.5       69.1       62.8       82.0       82.6:      18.0       17.4
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  :       146:        25         37         33         68         65        110        118:
Old  :       146:        25         37         33         68         65        110        118:
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  :                 28.9       38.2       40.3       45.0       20.3       25.8       26.9       31.5
Old  :                 28.9       38.2       40.3       45.0       20.3       25.8       26.9       31.5
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, January 20, 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  :   701,245:   159,260     17,871    334,977    174,810    316,955    669,047    669,803:    32,198     31,442
Old  :   701,245:   159,260     17,871    334,977    174,810    316,955    669,047    669,803:    32,198     31,442
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :    -6,868:    -1,574      1,838       -802     -2,388     -3,733     -4,764     -2,697:    -2,104     -4,172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        2.5       47.8       24.9       45.2       95.4       95.5:       4.6        4.5
Old  :     100.0:      22.7        2.5       47.8       24.9       45.2       95.4       95.5:       4.6        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        29         10         31         34         30         71         65:
Old  :        78:        29         10         31         34         30         71         65:
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  :                 40.3       36.5       57.0       54.2       16.5       19.0       22.8       28.1
Old  :                 40.3       36.5       57.0       54.2       16.5       19.0       22.8       28.1
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, January 20, 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  :    16,982:     3,552      4,084          5      9,659      9,653     13,216     13,741:     3,766      3,240
Old  :    16,982:     3,552      4,084          5      9,659      9,653     13,216     13,741:     3,766      3,240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :     4,399:        19        392          5      3,895      4,273      3,918      4,670:       481       -271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       24.0        0.0       56.9       56.8       77.8       80.9:      22.2       19.1
Old  :     100.0:      20.9       24.0        0.0       56.9       56.8       77.8       80.9:      22.2       19.1
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  :        32:         5          8          1         13          8         18         17:
Old  :        32:         5          8          1         13          8         18         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  :                 49.7       53.0       63.9       69.2       49.7       53.0       63.9       69.2
Old  :                 49.7       53.0       63.9       69.2       49.7       53.0       63.9       69.2
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, January 20, 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  :    79,260:    19,979     11,095        780     41,155     49,394     61,913     61,268:    17,347     17,992
Old  :    79,260:    19,979     11,095        780     41,155     49,394     61,913     61,268:    17,347     17,992
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :     8,839:       199       -195        142      4,774      6,468      5,115      6,415:     3,725      2,425
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       14.0        1.0       51.9       62.3       78.1       77.3:      21.9       22.7
Old  :     100.0:      25.2       14.0        1.0       51.9       62.3       78.1       77.3:      21.9       22.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        25         19          4         25         25         52         46:
Old  :        85:        25         19          4         25         25         52         46:
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  :                 33.2       32.1       46.3       51.1       29.8       28.2       39.6       40.8
Old  :                 33.2       32.1       46.3       51.1       29.8       28.2       39.6       40.8
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, January 20, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    25,247:    13,651      7,824        107     11,337     17,163     25,095     25,094:       152        153
Old  :    25,247:    13,651      7,824        107     11,337     17,163     25,095     25,094:       152        153
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :    -3,072:    -1,050     -1,990       -105     -1,805       -926     -2,960     -3,021:      -112        -51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.1       31.0        0.4       44.9       68.0       99.4       99.4:       0.6        0.6
Old  :     100.0:      54.1       31.0        0.4       44.9       68.0       99.4       99.4:       0.6        0.6
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  :        41:        11         11          3          8         16         21         28:
Old  :        41:        11         11          3          8         16         21         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  :                 84.1       69.3       93.0       86.4       83.5       68.2       92.5       85.2
Old  :                 84.1       69.3       93.0       86.4       83.5       68.2       92.5       85.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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  :    43,827:    15,898      1,192      1,712     25,405     40,890     43,015     43,794:       812         33
Old  :    43,827:    15,898      1,192      1,712     25,405     40,890     43,015     43,794:       812         33
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :    -4,619:    -8,228        244         10      6,823     -1,454     -1,395     -1,200:    -3,224     -3,419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        2.7        3.9       58.0       93.3       98.1       99.9:       1.9        0.1
Old  :     100.0:      36.3        2.7        3.9       58.0       93.3       98.1       99.9:       1.9        0.1
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  :        34:        12          7          3         12          7         24         17:
Old  :        34:        12          7          3         12          7         24         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  :                 62.2       86.2       85.6       96.9       55.3       75.0       71.8       80.4
Old  :                 62.2       86.2       85.6       96.9       55.3       75.0       71.8       80.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 23, 2009