WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, February 3, 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  :   283,752:    58,975     69,066     49,514    149,108    116,872    257,597    235,452:    26,155     48,300
Old  :   162,288:    42,731     61,670     18,334     83,804     53,026    144,869    133,030:    17,419     29,258
Other:   121,464:    35,322     26,474     12,102     65,304     63,846    112,728    102,422:     8,736     19,042
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :     4,879:      -611     -2,986      4,597      1,192      1,752      5,178      3,363:      -299      1,516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       24.3       17.4       52.5       41.2       90.8       83.0:       9.2       17.0
Old  :     100.0:      26.3       38.0       11.3       51.6       32.7       89.3       82.0:      10.7       18.0
Other:     100.0:      29.1       21.8       10.0       53.8       52.6       92.8       84.3:       7.2       15.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       304:        56        121        125         67         83        228        260:
Old  :       277:        63        109         74         50         64        171        207:
Other:       210:        46         70         51         49         73        129        172:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       12.2       36.9       19.9       20.6        9.9       33.0       16.0
Old  :                 26.7       13.9       40.3       23.1       26.7       12.8       40.3       21.2
Other:                 44.1       15.1       55.2       24.8       43.6       14.1       51.3       21.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, February 3, 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  :   817,268:   154,888    139,092    138,227    407,816    355,710    700,931    633,029:   116,337    184,239
Old  :   611,272:   111,584    141,860     96,824    305,215    244,087    513,623    482,771:    97,649    128,501
Other:   205,996:    77,311     31,239      7,396    102,601    111,623    187,308    150,258:    18,688     55,738
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :    18,915:    -1,748     21,250      3,003      8,573    -12,777      9,828     11,476:     9,087      7,439
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       17.0       16.9       49.9       43.5       85.8       77.5:      14.2       22.5
Old  :     100.0:      18.3       23.2       15.8       49.9       39.9       84.0       79.0:      16.0       21.0
Other:     100.0:      37.5       15.2        3.6       49.8       54.2       90.9       72.9:       9.1       27.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       551:       108        148        161        190        222        408        455:
Old  :       536:       113        145        140        186        210        389        424:
Other:       364:        69         70         33         70        183        154        279:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.6       12.9       22.4       20.0       13.1       11.7       21.1       18.0
Old  :                 12.9       13.5       21.5       21.9       12.9       12.2       21.1       18.5
Other:                 33.0       15.8       49.4       24.8       32.8       15.0       49.1       23.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, February 3, 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  :    17,654:     1,141      2,391        493     13,975     12,483     15,609     15,367:     2,045      2,287
Old  :    10,602:     1,109      2,425        328      7,582      6,180      9,019      8,933:     1,583      1,669
Other:     7,052:       197        131          0      6,393      6,303      6,590      6,434:       462        618
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :       952:       -59        341        175        786        333        902        849:        50        103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       13.5        2.8       79.2       70.7       88.4       87.0:      11.6       13.0
Old  :     100.0:      10.5       22.9        3.1       71.5       58.3       85.1       84.3:      14.9       15.7
Other:     100.0:       2.8        1.9        0.0       90.7       89.4       93.4       91.2:       6.6        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         8         13          5         22         14         33         30:
Old  :        45:         9         13          4         20         11         30         27:
Other:        24:         4          2          0         11         11         15         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 46.9       58.6       62.6       67.8       36.7       40.2       46.9       49.5
Old  :                 37.7       48.0       54.2       61.9       36.7       37.7       49.4       51.0
Other:                 71.5       75.9       87.4       88.1       50.2       51.8       59.6       56.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, February 3, 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  :   324,725:    70,869     33,879     62,828    150,208    162,308    283,905    259,015:    40,820     65,710
Old  :   255,211:    52,833     38,168     40,349    127,584    130,852    220,766    209,369:    34,445     45,842
Other:    69,514:    32,158      9,833      8,357     22,624     31,456     63,139     49,646:     6,375     19,868
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :     2,242:       265      3,678      1,804     -2,275     -9,154       -206     -3,672:     2,448      5,914
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       10.4       19.3       46.3       50.0       87.4       79.8:      12.6       20.2
Old  :     100.0:      20.7       15.0       15.8       50.0       51.3       86.5       82.0:      13.5       18.0
Other:     100.0:      46.3       14.1       12.0       32.5       45.3       90.8       71.4:       9.2       28.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       329:        90         87        115         89        108        254        267:
Old  :       314:        84         95         97         83         93        227        242:
Other:       182:        52         39         27         44         69        107        130:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       19.4       26.3       29.5       14.2       16.2       21.9       23.0
Old  :                 19.5       19.8       30.7       28.7       17.6       16.8       27.7       23.3
Other:                 31.6       28.0       44.2       39.3       31.6       26.9       43.1       36.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    12,830:     8,904      1,772        923          0      1,195      9,827      3,890:     3,003      8,940
Old  :     8,716:     5,368      1,832        852          0        575      6,220      3,259:     2,496      5,457
Other:     4,114:     3,596          0         11          0        620      3,607        631:       507      3,483
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :       201:      -113        421        -62          0       -110       -175        249:       376        -48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.4       13.8        7.2        0.0        9.3       76.6       30.3:      23.4       69.7
Old  :     100.0:      61.6       21.0        9.8        0.0        6.6       71.4       37.4:      28.6       62.6
Other:     100.0:      87.4        0.0        0.3        0.0       15.1       87.7       15.3:      12.3       84.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        14          8         10          0          3         16         19:
Old  :        25:        14          8          9          0          3         15         19:
Other:        14:        11          0          3          0          3         11          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  :                 48.3       14.6       64.7       22.2       46.9       12.7       60.1       19.2
Old  :                 38.7       18.5       58.0       28.5       37.9       15.2       51.8       24.1
Other:                 68.7       15.2       86.0       15.3       68.5       15.1       85.7       15.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, February 3, 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  :   214,412:    28,678     28,013     42,682    121,204    119,412    192,564    190,107:    21,848     24,305
Old  :   186,578:    33,329     30,786     25,359    108,943    107,228    167,631    163,373:    18,947     23,205
Other:    27,834:     4,909      6,787      7,763     12,261     12,184     24,933     26,734:     2,901      1,100
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :     6,738:     4,021      2,432      3,569       -383     -4,282      7,207      1,719:      -469      5,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       13.1       19.9       56.5       55.7       89.8       88.7:      10.2       11.3
Old  :     100.0:      17.9       16.5       13.6       58.4       57.5       89.8       87.6:      10.2       12.4
Other:     100.0:      17.6       24.4       27.9       44.1       43.8       89.6       96.0:      10.4        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        39         38         62         64         58        152        145:
Old  :       193:        47         43         58         61         56        147        141:
Other:        74:        17         17         11         30         17         53         39:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       25.3       30.5       37.6       15.4       23.6       25.2       32.8
Old  :                 19.3       28.2       31.4       39.5       18.1       26.9       29.9       37.0
Other:                 47.6       60.1       67.5       76.3       33.8       39.6       45.9       52.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, February 3, 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  :   717,270:    38,974    127,723      7,539    567,192    435,121    613,705    570,383:   103,565    146,887
Old  :   717,270:    38,974    127,723      7,539    567,192    435,121    613,705    570,383:   103,565    146,887
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :      -316:    -3,709      7,412      1,428      6,160     -9,594      3,879       -754:    -4,195        438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4       17.8        1.1       79.1       60.7       85.6       79.5:      14.4       20.5
Old  :     100.0:       5.4       17.8        1.1       79.1       60.7       85.6       79.5:      14.4       20.5
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  :       146:        17         38         14         61         71         89        112:
Old  :       146:        17         38         14         61         71         89        112:
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  :                 35.2       26.7       47.4       34.2       33.1       25.8       44.0       33.3
Old  :                 35.2       26.7       47.4       34.2       33.1       25.8       44.0       33.3
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, February 3, 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  :   128,534:    23,559     10,242     14,711     63,324     83,001    101,594    107,954:    26,940     20,580
Old  :   112,104:    21,810     11,425     11,131     54,963     70,335     87,904     92,891:    24,200     19,213
Other:    16,430:     3,589        657      1,740      8,361     12,666     13,690     15,063:     2,740      1,367
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :     5,213:    -1,213     -1,368      2,245      3,233      1,738      4,265      2,615:       948      2,598
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3        8.0       11.4       49.3       64.6       79.0       84.0:      21.0       16.0
Old  :     100.0:      19.5       10.2        9.9       49.0       62.7       78.4       82.9:      21.6       17.1
Other:     100.0:      21.8        4.0       10.6       50.9       77.1       83.3       91.7:      16.7        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        34         24         33         60         53        119         95:
Old  :       142:        35         30         31         55         52        112         94:
Other:        62:        17          8         10         30         15         50         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       34.4       28.2       49.1       10.8       31.0       18.8       38.5
Old  :                 19.7       34.6       30.1       47.4       16.8       31.9       25.7       39.9
Other:                 23.9       69.9       39.2       79.4       23.9       66.8       38.5       73.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     7,751:     1,198      1,422        633      4,659      3,675      6,490      5,730:     1,261      2,021
Old  :     6,528:     1,219      1,417        513      3,613      2,804      5,345      4,734:     1,183      1,794
Other:     1,223:        10         36         89      1,046        871      1,145        996:        78        227
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :       984:      -124        472        420        651        171        947      1,063:        37        -79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       18.3        8.2       60.1       47.4       83.7       73.9:      16.3       26.1
Old  :     100.0:      18.7       21.7        7.9       55.3       43.0       81.9       72.5:      18.1       27.5
Other:     100.0:       0.8        2.9        7.3       85.5       71.2       93.6       81.4:       6.4       18.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         8         11          6         18         13         28         28:
Old  :        43:         8         11          6         18         12         28         27:
Other:        15:         1          4          3          3          8          7         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  :                 36.2       37.2       52.1       50.9       36.2       36.1       50.0       46.5
Old  :                 32.0       39.8       49.9       51.8       32.0       36.8       48.3       47.0
Other:                 91.2       48.3       93.6       77.5       79.1       47.3       79.1       64.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, February 3, 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  :   476,250:    67,561     58,577      3,083    319,253    340,253    389,897    401,913:    86,353     74,337
Old  :   476,250:    67,561     58,577      3,083    319,253    340,253    389,897    401,913:    86,353     74,337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :   -12,909:    -5,714     -6,663       -405     -8,673     -9,036    -14,792    -16,104:     1,883      3,195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       12.3        0.6       67.0       71.4       81.9       84.4:      18.1       15.6
Old  :     100.0:      14.2       12.3        0.6       67.0       71.4       81.9       84.4:      18.1       15.6
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  :       154:        25         29          7         73         70        103        101:
Old  :       154:        25         29          7         73         70        103        101:
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  :                 18.6       31.6       27.7       42.3       16.5       24.4       23.9       33.6
Old  :                 18.6       31.6       27.7       42.3       16.5       24.4       23.9       33.6
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, February 3, 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  : 1,068,229:   131,725    133,547      7,490    743,352    664,770    882,567    805,807:   185,662    262,422
Old  : 1,068,229:   131,725    133,547      7,490    743,352    664,770    882,567    805,807:   185,662    262,422
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :    36,786:    -3,960     22,715       -437     47,263     11,426     42,866     33,704:    -6,080      3,082
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       12.5        0.7       69.6       62.2       82.6       75.4:      17.4       24.6
Old  :     100.0:      12.3       12.5        0.7       69.6       62.2       82.6       75.4:      17.4       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  :       199:        42         33         33         86         97        141        150:
Old  :       199:        42         33         33         86         97        141        150:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       17.4       36.9       24.8       23.9       12.6       34.2       19.3
Old  :                 25.2       17.4       36.9       24.8       23.9       12.6       34.2       19.3
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 - Futures Only, February 3, 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  :   953,764:    95,070    113,563      4,165    680,275    612,674    779,510    730,402:   174,254    223,362
Old  :   953,764:    95,070    113,563      4,165    680,275    612,674    779,510    730,402:   174,254    223,362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :    23,002:    11,407    -25,638        894     10,045     -1,472     22,346    -26,216:       656     49,218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       11.9        0.4       71.3       64.2       81.7       76.6:      18.3       23.4
Old  :     100.0:      10.0       11.9        0.4       71.3       64.2       81.7       76.6:      18.3       23.4
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  :       135:        26         25         12         67         56        101         85:
Old  :       135:        26         25         12         67         56        101         85:
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       43.2       41.9       49.9       20.0       30.1       28.7       35.5
Old  :                 29.7       43.2       41.9       49.9       20.0       30.1       28.7       35.5
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 - Futures Only, February 3, 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  :   344,278:   153,605     18,823     38,128    123,161    258,621    314,894    315,572:    29,384     28,706
Old  :   344,278:   153,605     18,823     38,128    123,161    258,621    314,894    315,572:    29,384     28,706
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :   -56,732:   -45,090     -7,547      3,816    -12,117    -50,410    -53,391    -54,141:    -3,341     -2,591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.6        5.5       11.1       35.8       75.1       91.5       91.7:       8.5        8.3
Old  :     100.0:      44.6        5.5       11.1       35.8       75.1       91.5       91.7:       8.5        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        24          9         21         30         25         65         48:
Old  :        73:        24          9         21         30         25         65         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       47.1       44.3       64.5       24.4       42.5       37.3       58.1
Old  :                 30.1       47.1       44.3       64.5       24.4       42.5       37.3       58.1
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, February 3, 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  :    18,646:     4,516      4,275          0     10,275     11,106     14,791     15,381:     3,855      3,265
Old  :    18,646:     4,516      4,275          0     10,275     11,106     14,791     15,381:     3,855      3,265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :     1,746:        89        133          0        720      1,392        809      1,525:       937        221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       22.9        0.0       55.1       59.6       79.3       82.5:      20.7       17.5
Old  :     100.0:      24.2       22.9        0.0       55.1       59.6       79.3       82.5:      20.7       17.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         4          8          0         11          6         15         14:
Old  :        29:         4          8          0         11          6         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.6       58.4       68.8       73.6       54.6       58.4       68.8       73.6
Old  :                 54.6       58.4       68.8       73.6       54.6       58.4       68.8       73.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, February 3, 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  :    77,440:    24,255     17,678        409     38,520     44,057     63,184     62,144:    14,256     15,296
Old  :    77,440:    24,255     17,678        409     38,520     44,057     63,184     62,144:    14,256     15,296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :     7,058:     1,834      2,830        101      5,167      5,623      7,102      8,554:       -44     -1,496
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       22.8        0.5       49.7       56.9       81.6       80.2:      18.4       19.8
Old  :     100.0:      31.3       22.8        0.5       49.7       56.9       81.6       80.2:      18.4       19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        27         22          4         24         24         53         48:
Old  :        91:        27         22          4         24         24         53         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       29.8       45.6       46.9       33.8       29.4       44.9       45.9
Old  :                 33.9       29.8       45.6       46.9       33.8       29.4       44.9       45.9
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, February 3, 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  :    29,808:     9,535      5,405        157     19,520     24,036     29,212     29,598:       596        210
Old  :    29,808:     9,535      5,405        157     19,520     24,036     29,212     29,598:       596        210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :     8,090:      -654       -169       -201      8,528      8,424      7,673      8,054:       417         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       18.1        0.5       65.5       80.6       98.0       99.3:       2.0        0.7
Old  :     100.0:      32.0       18.1        0.5       65.5       80.6       98.0       99.3:       2.0        0.7
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  :        39:         9         12          3          9         13         20         26:
Old  :        39:         9         12          3          9         13         20         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  :                 86.6       82.1       93.2       92.6       86.2       81.1       92.9       91.7
Old  :                 86.6       82.1       93.2       92.6       86.2       81.1       92.9       91.7
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, February 3, 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  :    36,922:    10,748      1,157      1,641     23,388     33,802     35,777     36,600:     1,145        322
Old  :    36,922:    10,748      1,157      1,641     23,388     33,802     35,777     36,600:     1,145        322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2009                     :
     :      -640:    -1,855        124          0        807     -1,018     -1,048       -894:       408        254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1        3.1        4.4       63.3       91.5       96.9       99.1:       3.1        0.9
Old  :     100.0:      29.1        3.1        4.4       63.3       91.5       96.9       99.1:       3.1        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        11          7          2         12          6         23         15:
Old  :        32:        11          7          2         12          6         23         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.6       87.9       82.0       97.6       58.6       80.9       73.6       85.0
Old  :                 63.6       87.9       82.0       97.6       58.6       80.9       73.6       85.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 6, 2009