WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, January 6, 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  :   261,745:    61,496     66,376     33,037    143,998    120,540    238,531    219,953:    23,214     41,792
Old  :   160,780:    46,914     60,576     10,089     87,784     65,735    144,787    136,400:    15,993     24,380
Other:   100,965:    27,264     18,482     10,266     56,214     54,805     93,744     83,553:     7,221     17,412
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :    14,416:     2,608      2,686      4,527      5,374      6,095     12,509     13,308:     1,907      1,108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       25.4       12.6       55.0       46.1       91.1       84.0:       8.9       16.0
Old  :     100.0:      29.2       37.7        6.3       54.6       40.9       90.1       84.8:       9.9       15.2
Other:     100.0:      27.0       18.3       10.2       55.7       54.3       92.8       82.8:       7.2       17.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       286:        62        104         94         69         91        206        232:
Old  :       267:        70         93         50         54         66        160        180:
Other:       186:        31         57         38         45         80        103        157:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.5       14.2       40.4       22.2       22.6       13.5       36.9       19.7
Old  :                 29.2       14.6       42.5       24.5       29.2       14.1       42.5       23.9
Other:                 51.2       17.3       62.5       25.7       50.7       15.9       58.6       22.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 6, 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  :   814,872:   156,060    105,596    129,301    420,457    409,265    705,818    644,162:   109,054    170,710
Old  :   620,947:   118,111    108,981     88,598    323,417    300,845    530,126    498,424:    90,821    122,523
Other:   193,925:    71,747     30,413      6,905     97,040    108,420    175,692    145,738:    18,233     48,187
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :    12,231:     3,157     -1,682      7,496     -2,537        205      8,116      6,019:     4,115      6,212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       13.0       15.9       51.6       50.2       86.6       79.1:      13.4       20.9
Old  :     100.0:      19.0       17.6       14.3       52.1       48.4       85.4       80.3:      14.6       19.7
Other:     100.0:      37.0       15.7        3.6       50.0       55.9       90.6       75.2:       9.4       24.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       551:       101        136        134        188        239        381        448:
Old  :       539:       113        129        110        181        226        358        416:
Other:       353:        59         65         22         74        191        140        271:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.4       16.0       24.2       22.7       14.1       15.6       23.0       20.8
Old  :                 14.5       15.6       23.2       22.9       14.5       14.6       22.8       20.7
Other:                 33.4       20.6       51.0       29.3       33.4       20.4       50.7       28.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 6, 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  :    16,131:     1,039      1,642        285     13,057     12,115     14,381     14,042:     1,750      2,089
Old  :     9,583:       977      1,770         97      7,156      6,223      8,230      8,090:     1,353      1,493
Other:     6,548:       250         60          0      5,901      5,892      6,151      5,952:       397        596
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :       -74:       -29        -49         30        -21         81        -20         62:       -54       -136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       10.2        1.8       80.9       75.1       89.2       87.0:      10.8       13.0
Old  :     100.0:      10.2       18.5        1.0       74.7       64.9       85.9       84.4:      14.1       15.6
Other:     100.0:       3.8        0.9        0.0       90.1       90.0       93.9       90.9:       6.1        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         9          8          4         21         14         32         25:
Old  :        42:         9          9          2         20         11         30         21:
Other:        22:         4          1          0         10         11         14         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 48.6       60.2       66.4       71.9       37.4       40.3       49.6       51.4
Old  :                 39.4       49.3       57.7       67.6       37.8       38.5       50.8       54.1
Other:                 75.7       76.3       89.4       88.7       52.3       49.5       58.9       55.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 6, 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  :   283,833:    58,597     29,580     44,659    138,636    151,773    241,892    226,012:    41,941     57,821
Old  :   237,064:    54,702     33,120     27,646    116,987    135,222    199,335    195,988:    37,729     41,076
Other:    46,769:    18,439     11,004      2,469     21,649     16,551     42,557     30,024:     4,212     16,745
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :     5,060:     3,846      1,006       -468         26      4,301      3,404      4,839:     1,656        221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       10.4       15.7       48.8       53.5       85.2       79.6:      14.8       20.4
Old  :     100.0:      23.1       14.0       11.7       49.3       57.0       84.1       82.7:      15.9       17.3
Other:     100.0:      39.4       23.5        5.3       46.3       35.4       91.0       64.2:       9.0       35.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       286:        72         74         90         84        102        215        228:
Old  :       277:        76         69         77         80         92        200        209:
Other:       157:        28         45         10         34         65         68        117:
     :----------------------------------------------------------------------------------------------------
     :             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       24.4       26.6       33.3       15.8       19.6       24.9       26.8
Old  :                 18.6       27.7       29.7       37.3       18.5       22.7       28.6       31.2
Other:                 44.8       14.5       60.4       24.0       44.8       14.4       55.1       22.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 6, 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  :   199,647:    19,478     30,654     40,268    116,639    109,925    176,385    180,847:    23,262     18,800
Old  :   171,010:    23,630     32,861     23,604    103,190     97,003    150,424    153,468:    20,586     17,542
Other:    28,637:     4,791      6,736      7,721     13,449     12,922     25,961     27,379:     2,676      1,258
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :   -12,951:       551     -2,947     -7,312     -8,137     -4,349    -14,898    -14,608:     1,947      1,657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       15.4       20.2       58.4       55.1       88.3       90.6:      11.7        9.4
Old  :     100.0:      13.8       19.2       13.8       60.3       56.7       88.0       89.7:      12.0       10.3
Other:     100.0:      16.7       23.5       27.0       47.0       45.1       90.7       95.6:       9.3        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        30         53         60         60         56        141        138:
Old  :       182:        39         51         55         57         54        136        133:
Other:        64:        10         18          9         27         13         43         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.4       23.4       33.0       36.5       15.9       18.5       25.1       27.2
Old  :                 20.6       24.1       32.0       37.4       19.2       22.7       29.9       31.5
Other:                 55.6       57.4       72.9       71.5       41.3       35.0       51.3       47.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 6, 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  :   737,426:    60,246    156,902      7,054    547,003    428,161    614,303    592,117:   123,123    145,309
Old  :   737,426:    60,246    156,902      7,054    547,003    428,161    614,303    592,117:   123,123    145,309
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :   -23,756:     2,481    -22,712      2,276    -33,405     -5,620    -28,648    -26,056:     4,892      2,300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       21.3        1.0       74.2       58.1       83.3       80.3:      16.7       19.7
Old  :     100.0:       8.2       21.3        1.0       74.2       58.1       83.3       80.3:      16.7       19.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        23         34         10         54         68         84        105:
Old  :       142:        23         34         10         54         68         84        105:
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  :                 35.0       19.5       47.0       28.1       32.6       19.4       43.1       27.9
Old  :                 35.0       19.5       47.0       28.1       32.6       19.4       43.1       27.9
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 - Futures Only, January 6, 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  :   118,203:    20,307     14,741     15,672     57,647     69,359     93,626     99,772:    24,577     18,431
Old  :   104,811:    19,244     16,205     11,291     51,262     59,579     81,797     87,075:    23,014     17,736
Other:    13,392:     3,442        915      2,002      6,385      9,780     11,829     12,697:     1,563        695
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :       848:     1,558      2,119     -1,795     -1,637        -31     -1,874        293:     2,722        555
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       12.5       13.3       48.8       58.7       79.2       84.4:      20.8       15.6
Old  :     100.0:      18.4       15.5       10.8       48.9       56.8       78.0       83.1:      22.0       16.9
Other:     100.0:      25.7        6.8       14.9       47.7       73.0       88.3       94.8:      11.7        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        27         29         35         57         47        116         92:
Old  :       143:        28         34         34         55         47        113         92:
Other:        61:        18          9          9         26         12         47         29:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       29.7       24.4       41.8       14.2       27.1       22.4       37.2
Old  :                 16.6       29.9       25.6       41.3       16.0       27.9       24.9       38.4
Other:                 28.1       60.6       45.7       74.9       28.1       57.6       43.3       68.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 6, 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  :     6,132:     1,151        581        215      3,866      4,108      5,232      4,904:       900      1,228
Old  :     5,718:     1,143        564        172      3,542      3,899      4,857      4,635:       861      1,083
Other:       414:        10         19         41        324        209        375        269:        39        145
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :      -239:        -1         82         15       -209       -106       -195         -9:       -44       -230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8        9.5        3.5       63.0       67.0       85.3       80.0:      14.7       20.0
Old  :     100.0:      20.0        9.9        3.0       61.9       68.2       84.9       81.1:      15.1       18.9
Other:     100.0:       2.4        4.6        9.9       78.3       50.5       90.6       65.0:       9.4       35.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         7         10          4         17         15         27         26:
Old  :        45:         7         10          2         17         14         25         25:
Other:         8:         2          2          3          2          3          6          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 38.0       45.2       56.4       59.6       36.9       45.2       53.1       56.9
Old  :                 36.8       47.5       56.6       62.2       35.6       47.5       53.1       60.0
Other:                 88.9       59.4       90.6       65.0       56.5       30.9       56.5       30.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 6, 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  :   505,555:    65,909     89,138      1,877    370,623    346,361    438,409    437,376:    67,146     68,179
Old  :   505,555:    65,909     89,138      1,877    370,623    346,361    438,409    437,376:    67,146     68,179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :   -19,421:     5,391      6,751     -3,620     -7,611    -14,040     -5,840    -10,909:   -13,581     -8,512
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       17.6        0.4       73.3       68.5       86.7       86.5:      13.3       13.5
Old  :     100.0:      13.0       17.6        0.4       73.3       68.5       86.7       86.5:      13.3       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        23         30          7         66         69         93        102:
Old  :       149:        23         30          7         66         69         93        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       27.7       41.4       37.1       27.1       21.9       34.4       29.6
Old  :                 29.7       27.7       41.4       37.1       27.1       21.9       34.4       29.6
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 - Futures Only, January 6, 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  : 1,038,214:   158,122    142,671      5,481    681,518    635,083    845,121    783,235:   193,093    254,979
Old  : 1,038,214:   158,122    142,671      5,481    681,518    635,083    845,121    783,235:   193,093    254,979
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :     3,896:     9,457     10,117         92    -15,937    -26,919     -6,388    -16,710:    10,284     20,606
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       13.7        0.5       65.6       61.2       81.4       75.4:      18.6       24.6
Old  :     100.0:      15.2       13.7        0.5       65.6       61.2       81.4       75.4:      18.6       24.6
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  :       178:        36         34         17         69         82        113        125:
Old  :       178:        36         34         17         69         82        113        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  :                 28.3       22.4       40.2       31.5       28.0       18.2       38.0       26.0
Old  :                 28.3       22.4       40.2       31.5       28.0       18.2       38.0       26.0
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 - Futures Only, January 6, 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  : 1,001,906:   117,581    146,324      4,456    702,965    674,300    825,002    825,080:   176,904    176,826
Old  : 1,001,906:   117,581    146,324      4,456    702,965    674,300    825,002    825,080:   176,904    176,826
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :   -54,136:   -45,621        198      1,615     -9,644    -64,290    -53,650    -62,477:      -486      8,341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       14.6        0.4       70.2       67.3       82.3       82.4:      17.7       17.6
Old  :     100.0:      11.7       14.6        0.4       70.2       67.3       82.3       82.4:      17.7       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  :       138:        30         25         13         64         58        100         90:
Old  :       138:        30         25         13         64         58        100         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       41.1       47.1       49.9       25.2       27.9       32.1       34.8
Old  :                 34.5       41.1       47.1       49.9       25.2       27.9       32.1       34.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, January 6, 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  :   363,682:   192,744     21,261     23,082    117,280    284,513    333,106    328,856:    30,576     34,826
Old  :   363,682:   192,744     21,261     23,082    117,280    284,513    333,106    328,856:    30,576     34,826
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :   -60,807:    -8,329        -70    -12,501    -44,025    -54,986    -64,855    -67,557:     4,048      6,750
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.0        5.8        6.3       32.2       78.2       91.6       90.4:       8.4        9.6
Old  :     100.0:      53.0        5.8        6.3       32.2       78.2       91.6       90.4:       8.4        9.6
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  :        65:        22         11         21         28         23         58         49:
Old  :        65:        22         11         21         28         23         58         49:
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  :                 33.9       48.5       48.5       65.8       31.1       45.2       44.2       61.1
Old  :                 33.9       48.5       48.5       65.8       31.1       45.2       44.2       61.1
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 - Futures Only, January 6, 2009                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    10,082:     2,935      3,713          0      5,604      2,181      8,539      5,894:     1,543      4,188
Old  :    10,082:     2,935      3,713          0      5,604      2,181      8,539      5,894:     1,543      4,188
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :       452:      -135       -566          0      1,943       -274      1,808       -840:    -1,356      1,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       36.8        0.0       55.6       21.6       84.7       58.5:      15.3       41.5
Old  :     100.0:      29.1       36.8        0.0       55.6       21.6       84.7       58.5:      15.3       41.5
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  :        26:         4          7          0         11          5         15         12:
Old  :        26:         4          7          0         11          5         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       38.7       64.3       51.0       47.7       38.7       64.3       51.0
Old  :                 47.7       38.7       64.3       51.0       47.7       38.7       64.3       51.0
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 - Futures Only, January 6, 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  :    59,921:    20,726     10,297        267     28,637     33,430     49,630     43,994:    10,291     15,927
Old  :    59,921:    20,726     10,297        267     28,637     33,430     49,630     43,994:    10,291     15,927
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :     6,484:    -1,221      1,080       -177      7,518      1,272      6,120      2,175:       364      4,309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       17.2        0.4       47.8       55.8       82.8       73.4:      17.2       26.6
Old  :     100.0:      34.6       17.2        0.4       47.8       55.8       82.8       73.4:      17.2       26.6
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  :        81:        27         13          2         24         24         51         39:
Old  :        81:        27         13          2         24         24         51         39:
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  :                 28.4       28.4       43.6       43.8       28.4       27.7       42.4       40.4
Old  :                 28.4       28.4       43.6       43.8       28.4       27.7       42.4       40.4
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 - Futures Only, January 6, 2009                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    31,020:    17,697      7,094        187     12,911     23,608     30,795     30,889:       225        131
Old  :    31,020:    17,697      7,094        187     12,911     23,608     30,795     30,889:       225        131
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :     2,307:     2,082         -7         74        156      2,238      2,312      2,305:        -5          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.1       22.9        0.6       41.6       76.1       99.3       99.6:       0.7        0.4
Old  :     100.0:      57.1       22.9        0.6       41.6       76.1       99.3       99.6:       0.7        0.4
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  :        41:        12         10          4         12         14         26         26:
Old  :        41:        12         10          4         12         14         26         26:
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  :                 79.0       85.5       90.0       95.0       78.4       81.1       87.6       90.5
Old  :                 79.0       85.5       90.0       95.0       78.4       81.1       87.6       90.5
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 - Futures Only, January 6, 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  :    50,166:    31,429      1,144      1,663     16,706     47,328     49,798     50,135:       368         31
Old  :    50,166:    31,429      1,144      1,663     16,706     47,328     49,798     50,135:       368         31
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 30, 2008                    :
     :      -241:      -279        107         12        -53       -338       -320       -219:        79        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.7        2.3        3.3       33.3       94.3       99.3       99.9:       0.7        0.1
Old  :     100.0:      62.7        2.3        3.3       33.3       94.3       99.3       99.9:       0.7        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:        11          8          3         11          8         23         18:
Old  :        34:        11          8          3         11          8         23         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.3       82.3       92.1       97.2       70.2       79.0       79.2       83.5
Old  :                 81.3       82.3       92.1       97.2       70.2       79.0       79.2       83.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 9, 2009