WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, February 10, 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  :   305,491:    61,096     75,931     69,742    146,728    111,287    277,566    256,960:    27,925     48,531
Old  :   165,771:    47,584     67,409     21,774     77,680     47,515    147,038    136,698:    18,733     29,073
Other:   139,720:    45,032     40,042     16,448     69,048     63,772    130,528    120,262:     9,192     19,458
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :    21,739:     2,121      6,865     20,228     -2,380     -5,585     19,969     21,508:     1,770        231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       24.9       22.8       48.0       36.4       90.9       84.1:       9.1       15.9
Old  :     100.0:      28.7       40.7       13.1       46.9       28.7       88.7       82.5:      11.3       17.5
Other:     100.0:      32.2       28.7       11.8       49.4       45.6       93.4       86.1:       6.6       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       331:        52        127        143         70         85        244        292:
Old  :       293:        73        106         84         48         64        177        224:
Other:       234:        41         93         61         53         77        139        201:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.3       10.3       35.1       17.5       19.4        9.8       31.6       15.7
Old  :                 26.1       13.5       39.8       23.9       26.1       13.5       39.8       23.8
Other:                 38.7       13.1       51.0       21.5       38.6       12.1       48.6       19.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, February 10, 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  :   812,240:   161,571    139,140    132,782    406,204    361,990    700,557    633,912:   111,683    178,328
Old  :   596,379:   116,214    140,874     88,789    298,942    246,438    503,945    476,101:    92,434    120,278
Other:   215,861:    82,251     35,160      7,099    107,262    115,552    196,612    157,811:    19,249     58,050
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :    -5,028:     6,683         48     -5,445     -1,612      6,280       -374        883:    -4,654     -5,911
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       17.1       16.3       50.0       44.6       86.3       78.0:      13.8       22.0
Old  :     100.0:      19.5       23.6       14.9       50.1       41.3       84.5       79.8:      15.5       20.2
Other:     100.0:      38.1       16.3        3.3       49.7       53.5       91.1       73.1:       8.9       26.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       548:       117        132        161        187        221        413        445:
Old  :       532:       124        127        139        181        209        393        411:
Other:       360:        70         73         28         70        177        153        273:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       12.6       22.5       19.9       13.3       11.8       21.2       18.3
Old  :                 13.2       13.3       21.5       21.0       13.2       12.8       21.4       19.4
Other:                 31.8       16.2       47.4       26.0       31.7       14.8       47.0       23.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, February 10, 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  :    17,426:     1,390      2,014        187     13,698     12,268     15,275     14,469:     2,151      2,957
Old  :    10,286:     1,304      2,019        110      7,198      5,908      8,612      8,037:     1,674      2,249
Other:     7,140:       146         55         17      6,500      6,360      6,663      6,432:       477        708
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :      -228:       249       -377       -306       -277       -215       -334       -898:       106        670
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       11.6        1.1       78.6       70.4       87.7       83.0:      12.3       17.0
Old  :     100.0:      12.7       19.6        1.1       70.0       57.4       83.7       78.1:      16.3       21.9
Other:     100.0:       2.0        0.8        0.2       91.0       89.1       93.3       90.1:       6.7        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         8         12          4         19         12         29         26:
Old  :        40:         9         11          2         16          9         25         22:
Other:        23:         4          1          2         11         11         16         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  :                 46.7       58.7       64.2       67.6       36.4       40.3       48.5       48.7
Old  :                 41.1       48.4       56.8       60.7       40.2       37.4       51.0       49.4
Other:                 70.3       75.7       87.9       87.8       50.1       51.8       58.6       56.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, February 10, 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  :   322,897:    72,464     30,676     56,549    151,920    171,452    280,933    258,677:    41,964     64,220
Old  :   250,020:    54,151     33,749     34,086    126,713    137,989    214,950    205,824:    35,070     44,196
Other:    72,877:    31,334      9,948      9,442     25,207     33,463     65,983     52,853:     6,894     20,024
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :    -1,828:     1,595     -3,203     -6,279      1,712      9,144     -2,972       -338:     1,144     -1,490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4        9.5       17.5       47.0       53.1       87.0       80.1:      13.0       19.9
Old  :     100.0:      21.7       13.5       13.6       50.7       55.2       86.0       82.3:      14.0       17.7
Other:     100.0:      43.0       13.7       13.0       34.6       45.9       90.5       72.5:       9.5       27.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       338:       100         83        113         91        113        266        266:
Old  :       323:        92         97         90         85         99        236        240:
Other:       188:        57         40         29         40         70        108        135:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.9       20.0       26.8       30.5       14.3       16.3       22.2       23.1
Old  :                 19.8       21.0       32.0       31.6       17.8       18.8       28.1       25.3
Other:                 30.6       25.0       43.3       35.4       30.6       24.3       42.2       32.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, February 10, 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  :   208,687:    29,235     26,303     39,646    112,631    117,576    181,512    183,525:    27,175     25,162
Old  :   178,088:    35,095     29,273     20,970     98,642    103,871    154,707    154,114:    23,381     23,974
Other:    30,599:     4,968      7,858      7,848     13,989     13,705     26,805     29,411:     3,794      1,188
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :    -5,725:       557     -1,710     -3,036     -8,573     -1,836    -11,052     -6,582:     5,327        857
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       12.6       19.0       54.0       56.3       87.0       87.9:      13.0       12.1
Old  :     100.0:      19.7       16.4       11.8       55.4       58.3       86.9       86.5:      13.1       13.5
Other:     100.0:      16.2       25.7       25.6       45.7       44.8       87.6       96.1:      12.4        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        42         37         61         63         60        147        144:
Old  :       183:        45         41         56         59         57        139        138:
Other:        77:        19         15         13         31         19         59         40:
     :----------------------------------------------------------------------------------------------------
     :             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       27.5       27.4       38.9       12.5       25.9       21.9       34.4
Old  :                 17.0       30.3       28.8       40.9       15.1       29.9       26.3       39.4
Other:                 42.4       55.8       61.7       73.0       29.9       37.9       43.8       52.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, February 10, 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  :   716,371:    37,892    123,085      7,615    565,460    432,340    610,967    563,040:   105,404    153,331
Old  :   716,371:    37,892    123,085      7,615    565,460    432,340    610,967    563,040:   105,404    153,331
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :      -899:    -1,082     -4,638         76     -1,732     -2,781     -2,738     -7,343:     1,839      6,444
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       17.2        1.1       78.9       60.4       85.3       78.6:      14.7       21.4
Old  :     100.0:       5.3       17.2        1.1       78.9       60.4       85.3       78.6:      14.7       21.4
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  :       136:        16         33         16         60         68         88        105:
Old  :       136:        16         33         16         60         68         88        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  :                 34.5       27.5       46.8       35.1       32.7       26.2       43.5       33.6
Old  :                 34.5       27.5       46.8       35.1       32.7       26.2       43.5       33.6
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 10, 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  :   127,157:    25,619     11,386     11,115     63,189     84,987     99,923    107,488:    27,234     19,669
Old  :   110,058:    23,481     11,876      8,656     53,093     71,344     85,230     91,876:    24,828     18,182
Other:    17,099:     3,592        964      1,005     10,096     13,643     14,693     15,612:     2,406      1,487
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :    -1,377:     2,060      1,144     -3,596       -135      1,986     -1,671       -466:       294       -911
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        9.0        8.7       49.7       66.8       78.6       84.5:      21.4       15.5
Old  :     100.0:      21.3       10.8        7.9       48.2       64.8       77.4       83.5:      22.6       16.5
Other:     100.0:      21.0        5.6        5.9       59.0       79.8       85.9       91.3:      14.1        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        37         25         35         60         52        119         96:
Old  :       139:        37         29         33         56         51        113         95:
Other:        64:        17          8         10         33         15         56         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  :                 16.0       36.5       25.4       49.9       10.4       31.7       18.7       39.6
Old  :                 17.3       36.3       27.6       47.6       16.7       32.5       25.6       41.0
Other:                 27.7       69.6       44.0       81.0       27.6       65.9       41.7       74.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, February 10, 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  :     7,023:     1,317      1,200        657      4,085      3,318      6,059      5,175:       964      1,848
Old  :     5,673:     1,341      1,312        401      3,020      2,435      4,762      4,148:       911      1,525
Other:     1,350:       119         31        113      1,065        883      1,297      1,027:        53        323
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :      -728:       119       -222         24       -574       -357       -431       -555:      -297       -173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       17.1        9.4       58.2       47.2       86.3       73.7:      13.7       26.3
Old  :     100.0:      23.6       23.1        7.1       53.2       42.9       83.9       73.1:      16.1       26.9
Other:     100.0:       8.8        2.3        8.4       78.9       65.4       96.1       76.1:       3.9       23.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        10          9          7         18         12         32         26:
Old  :        44:        10         10          6         17         11         30         25:
Other:        17:         4          3          4          4          8         10         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  :                 35.2       36.5       50.4       50.5       35.2       36.3       47.8       45.8
Old  :                 30.9       39.1       48.4       51.6       30.9       37.6       46.5       47.5
Other:                 85.6       44.4       95.2       71.5       79.5       42.1       79.9       58.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, February 10, 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  :   494,841:    65,773     62,024      3,096    335,768    355,898    404,637    421,018:    90,204     73,823
Old  :   494,841:    65,773     62,024      3,096    335,768    355,898    404,637    421,018:    90,204     73,823
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :    18,591:    -1,788      3,447         13     16,515     15,645     14,740     19,105:     3,851       -514
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       12.5        0.6       67.9       71.9       81.8       85.1:      18.2       14.9
Old  :     100.0:      13.3       12.5        0.6       67.9       71.9       81.8       85.1:      18.2       14.9
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  :       159:        26         29          7         77         75        105        109:
Old  :       159:        26         29          7         77         75        105        109:
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  :                 17.7       32.8       27.6       42.9       16.6       26.1       24.2       34.6
Old  :                 17.7       32.8       27.6       42.9       16.6       26.1       24.2       34.6
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 10, 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  : 1,054,846:   151,864    159,939      7,065    693,445    644,291    852,374    811,295:   202,472    243,551
Old  : 1,054,846:   151,864    159,939      7,065    693,445    644,291    852,374    811,295:   202,472    243,551
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :   -13,383:    20,139     26,392       -425    -49,907    -20,479    -30,193      5,488:    16,810    -18,871
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       15.2        0.7       65.7       61.1       80.8       76.9:      19.2       23.1
Old  :     100.0:      14.4       15.2        0.7       65.7       61.1       80.8       76.9:      19.2       23.1
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  :       206:        43         38         23         88         95        140        147:
Old  :       206:        43         38         23         88         95        140        147:
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  :                 24.2       16.2       34.9       22.8       22.5       11.5       31.7       17.6
Old  :                 24.2       16.2       34.9       22.8       22.5       11.5       31.7       17.6
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 10, 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  :   980,599:    93,122    113,783     11,346    711,046    679,863    815,514    804,992:   165,085    175,607
Old  :   980,599:    93,122    113,783     11,346    711,046    679,863    815,514    804,992:   165,085    175,607
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :    26,835:    -1,948        220      7,181     30,771     67,189     36,004     74,590:    -9,169    -47,755
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       11.6        1.2       72.5       69.3       83.2       82.1:      16.8       17.9
Old  :     100.0:       9.5       11.6        1.2       72.5       69.3       83.2       82.1:      16.8       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        29         24         17         68         57        105         90:
Old  :       138:        29         24         17         68         57        105         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  :                 31.2       44.0       43.8       52.2       21.1       31.0       29.7       37.6
Old  :                 31.2       44.0       43.8       52.2       21.1       31.0       29.7       37.6
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 10, 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  :   366,776:   153,655     17,633     46,864    135,811    276,447    336,330    340,944:    30,446     25,832
Old  :   366,776:   153,655     17,633     46,864    135,811    276,447    336,330    340,944:    30,446     25,832
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :    22,498:        50     -1,190      8,736     12,650     17,826     21,436     25,372:     1,062     -2,874
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.9        4.8       12.8       37.0       75.4       91.7       93.0:       8.3        7.0
Old  :     100.0:      41.9        4.8       12.8       37.0       75.4       91.7       93.0:       8.3        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        24         10         23         33         25         70         50:
Old  :        76:        24         10         23         33         25         70         50:
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  :                 28.8       46.4       43.0       62.5       22.9       42.4       35.5       55.3
Old  :                 28.8       46.4       43.0       62.5       22.9       42.4       35.5       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, February 10, 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  :    21,037:     3,550      4,128          3     13,489     13,501     17,042     17,632:     3,995      3,405
Old  :    21,037:     3,550      4,128          3     13,489     13,501     17,042     17,632:     3,995      3,405
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :     2,391:      -966       -147          3      3,214      2,395      2,251      2,251:       140        140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       19.6        0.0       64.1       64.2       81.0       83.8:      19.0       16.2
Old  :     100.0:      16.9       19.6        0.0       64.1       64.2       81.0       83.8:      19.0       16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         5          7          3         11          6         19         13:
Old  :        29:         5          7          3         11          6         19         13:
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  :                 51.1       63.4       69.5       77.2       51.1       63.4       69.5       77.2
Old  :                 51.1       63.4       69.5       77.2       51.1       63.4       69.5       77.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, February 10, 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  :    75,342:    22,869     16,542        373     35,860     44,994     59,102     61,909:    16,240     13,433
Old  :    75,342:    22,869     16,542        373     35,860     44,994     59,102     61,909:    16,240     13,433
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :    -2,098:    -1,386     -1,136        -36     -2,660        937     -4,082       -235:     1,984     -1,863
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       22.0        0.5       47.6       59.7       78.4       82.2:      21.6       17.8
Old  :     100.0:      30.4       22.0        0.5       47.6       59.7       78.4       82.2:      21.6       17.8
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  :        96:        25         27          8         25         26         52         59:
Old  :        96:        25         27          8         25         26         52         59:
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  :                 31.8       30.5       44.0       45.2       31.8       30.2       43.3       44.1
Old  :                 31.8       30.5       44.0       45.2       31.8       30.2       43.3       44.1
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 10, 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  :    36,110:     9,611      6,242         87     26,154     29,721     35,852     36,050:       258         60
Old  :    36,110:     9,611      6,242         87     26,154     29,721     35,852     36,050:       258         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :     6,302:        76        837        -70      6,634      5,685      6,640      6,452:      -338       -150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       17.3        0.2       72.4       82.3       99.3       99.8:       0.7        0.2
Old  :     100.0:      26.6       17.3        0.2       72.4       82.3       99.3       99.8:       0.7        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         9         13          2         10         13         21         26:
Old  :        42:         9         13          2         10         13         21         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  :                 87.5       80.7       95.1       92.1       87.5       79.9       95.1       91.4
Old  :                 87.5       80.7       95.1       92.1       87.5       79.9       95.1       91.4
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 10, 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  :    36,053:    10,950      1,068      1,647     20,904     32,828     33,501     35,543:     2,552        510
Old  :    36,053:    10,950      1,068      1,647     20,904     32,828     33,501     35,543:     2,552        510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 3, 2009                     :
     :      -869:       202        -89          6     -2,484       -974     -2,276     -1,057:     1,407        188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        3.0        4.6       58.0       91.1       92.9       98.6:       7.1        1.4
Old  :     100.0:      30.4        3.0        4.6       58.0       91.1       92.9       98.6:       7.1        1.4
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  :        31:        10          7          3         11          7         21         17:
Old  :        31:        10          7          3         11          7         21         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.8       89.2       77.1       96.8       53.2       80.7       69.0       84.7
Old  :                 57.8       89.2       77.1       96.8       53.2       80.7       69.0       84.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 13, 2009