WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, May 5, 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  :   287,498:    77,091     80,871     36,308    146,085    126,078    259,484    243,257:    28,014     44,241
Old  :   275,240:    75,574     81,276     33,919    138,676    119,182    248,169    234,377:    27,071     40,863
Other:    12,258:     3,459      1,537        447      7,409      6,896     11,315      8,880:       943      3,378
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :   -16,503:     8,922     -4,243    -19,283     -5,274      9,828    -15,635    -13,698:      -868     -2,805
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       28.1       12.6       50.8       43.9       90.3       84.6:       9.7       15.4
Old  :     100.0:      27.5       29.5       12.3       50.4       43.3       90.2       85.2:       9.8       14.8
Other:     100.0:      28.2       12.5        3.6       60.4       56.3       92.3       72.4:       7.7       27.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       331:        86        120        111         65         92        229        269:
Old  :       330:        89        119        106         64         88        227        260:
Other:        91:        22         13         10         22         42         47         64:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.4       16.6       37.7       23.7       22.5       15.0       36.7       21.3
Old  :                 23.8       17.0       38.5       24.4       23.5       15.3       38.2       22.0
Other:                 45.0       26.6       63.7       39.4       35.3       14.6       50.5       26.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 5, 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  :   796,882:   209,299    114,750    125,904    367,879    382,606    703,082    623,260:    93,800    173,622
Old  :   467,573:   145,671    130,821     41,588    220,429    213,421    407,688    385,830:    59,885     81,743
Other:   329,309:   126,459     46,760     21,485    147,450    169,185    295,394    237,430:    33,915     91,879
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :    -1,743:    26,040    -18,711     -4,734    -11,001     29,920     10,305      6,475:   -12,048     -8,218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       14.4       15.8       46.2       48.0       88.2       78.2:      11.8       21.8
Old  :     100.0:      31.2       28.0        8.9       47.1       45.6       87.2       82.5:      12.8       17.5
Other:     100.0:      38.4       14.2        6.5       44.8       51.4       89.7       72.1:      10.3       27.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       555:       136        115        143        159        236        378        440:
Old  :       522:       128        120         73        141        207        319        360:
Other:       428:        98         90         51         85        207        202        333:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.5       13.7       26.1       20.6       16.2       13.3       25.0       19.4
Old  :                 18.0       15.1       29.5       23.9       18.0       13.9       29.5       22.2
Other:                 28.0       14.4       38.8       21.4       27.9       13.9       38.6       20.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 5, 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  :    13,509:     2,350      2,433          0      8,802      9,061     11,152     11,494:     2,357      2,015
Old  :    13,509:     2,350      2,433          0      8,802      9,061     11,152     11,494:     2,357      2,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :      -967:      -411       -653          0       -145        114       -556       -539:      -411       -428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       18.0        0.0       65.2       67.1       82.6       85.1:      17.4       14.9
Old  :     100.0:      17.4       18.0        0.0       65.2       67.1       82.6       85.1:      17.4       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  :        45:         9         14          0         18         11         27         25:
Old  :        45:         9         14          0         18         11         27         25:
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       58.0       52.7       68.3       33.1       50.3       49.5       58.9
Old  :                 35.2       58.0       52.7       68.3       33.1       50.3       49.5       58.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, May 5, 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  :   397,105:   135,267     24,794     54,952    156,156    244,648    346,375    324,394:    50,730     72,711
Old  :   227,914:    86,835     31,510     13,481     95,704    151,704    196,020    196,695:    31,894     31,219
Other:   169,191:    72,669     17,521     17,234     60,452     92,944    150,355    127,699:    18,836     41,492
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :    23,231:    16,342       -402      3,405     -1,209     16,577     18,538     19,580:     4,693      3,651
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1        6.2       13.8       39.3       61.6       87.2       81.7:      12.8       18.3
Old  :     100.0:      38.1       13.8        5.9       42.0       66.6       86.0       86.3:      14.0       13.7
Other:     100.0:      43.0       10.4       10.2       35.7       54.9       88.9       75.5:      11.1       24.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       390:       165         59         99         91        135        299        262:
Old  :       359:       142         71         41         62        116        221        211:
Other:       289:        96         53         51         70        106        195        188:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3       24.8       24.5       34.0       14.2       21.6       22.5       29.1
Old  :                 22.6       29.9       34.4       39.2       21.7       29.5       33.5       38.5
Other:                 18.1       28.1       28.7       35.8       17.6       26.8       27.1       33.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, May 5, 2009                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    17,129:    13,787      1,111        383          0      1,475     14,170      2,969:     2,959     14,160
Old  :     5,521:     3,325        945        281          0        342      3,606      1,568:     1,915      3,953
Other:    11,608:    10,504        208         60          0      1,133     10,564      1,401:     1,044     10,207
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :     3,744:     4,005        607         20          0        188      4,025        815:      -281      2,929
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.5        6.5        2.2        0.0        8.6       82.7       17.3:      17.3       82.7
Old  :     100.0:      60.2       17.1        5.1        0.0        6.2       65.3       28.4:      34.7       71.6
Other:     100.0:      90.5        1.8        0.5        0.0        9.8       91.0       12.1:       9.0       87.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        18          5         10          0          3         21         15:
Old  :        25:        17          5          5          0          3         18         12:
Other:        21:        16          2          8          0          3         17         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  :                 50.7       10.6       66.0       15.8       49.1       10.6       64.4       15.1
Old  :                 33.3       17.5       53.7       28.1       29.5       16.9       49.6       23.3
Other:                 63.3       11.5       79.4       12.0       63.0       11.5       79.0       11.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 5, 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  :   203,704:    44,286     25,255     34,562     92,553    125,749    171,401    185,566:    32,303     18,138
Old  :   158,212:    46,229     26,885     14,869     71,802    100,242    132,900    141,996:    25,312     16,216
Other:    45,492:     9,571      9,884      8,179     20,751     25,507     38,501     43,570:     6,991      1,922
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :       -27:     7,490      2,040     -2,886     -8,979      3,175     -4,375      2,329:     4,348     -2,356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       12.4       17.0       45.4       61.7       84.1       91.1:      15.9        8.9
Old  :     100.0:      29.2       17.0        9.4       45.4       63.4       84.0       89.8:      16.0       10.2
Other:     100.0:      21.0       21.7       18.0       45.6       56.1       84.6       95.8:      15.4        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        65         34         60         67         55        171        129:
Old  :       191:        69         37         39         57         49        150        108:
Other:       112:        29         26         24         42         27         86         65:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.3       31.3       29.3       41.9       12.7       29.6       21.7       38.6
Old  :                 18.3       37.0       30.5       46.5       15.8       36.5       26.7       45.9
Other:                 25.4       34.5       39.6       56.3       17.5       31.4       28.4       49.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, May 5, 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  :   686,278:    41,523    115,553      6,671    526,206    416,483    574,400    538,707:   111,878    147,571
Old  :   686,278:    41,523    115,553      6,671    526,206    416,483    574,400    538,707:   111,878    147,571
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :    -8,118:    -3,039        549       -776    -11,308    -16,383    -15,123    -16,610:     7,005      8,492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       16.8        1.0       76.7       60.7       83.7       78.5:      16.3       21.5
Old  :     100.0:       6.1       16.8        1.0       76.7       60.7       83.7       78.5:      16.3       21.5
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  :       133:        15         36         13         65         58         90         97:
Old  :       133:        15         36         13         65         58         90         97:
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  :                 32.1       33.2       43.8       41.1       29.5       32.9       39.3       39.6
Old  :                 32.1       33.2       43.8       41.1       29.5       32.9       39.3       39.6
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, May 5, 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  :   142,929:    54,424      5,926     11,630     47,758    109,455    113,812    127,011:    29,117     15,918
Old  :   103,137:    49,092      6,101      2,915     27,883     80,832     79,890     89,848:    23,247     13,289
Other:    39,792:     8,872      3,365      5,175     19,875     28,623     33,922     37,163:     5,870      2,629
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :    10,941:    10,673       -428     -1,589      1,778     16,555     10,862     14,538:        79     -3,597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1        4.1        8.1       33.4       76.6       79.6       88.9:      20.4       11.1
Old  :     100.0:      47.6        5.9        2.8       27.0       78.4       77.5       87.1:      22.5       12.9
Other:     100.0:      22.3        8.5       13.0       49.9       71.9       85.2       93.4:      14.8        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        62         17         27         61         49        139         87:
Old  :       155:        63         19         17         54         43        126         74:
Other:        92:        24         11         14         43         27         78         45:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.1       42.9       19.4       54.8       10.5       38.0       16.9       48.2
Old  :                 13.6       43.1       21.1       57.3       13.6       40.7       21.0       52.8
Other:                 20.1       47.2       31.4       63.8       13.5       39.2       22.2       50.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 5, 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  :     7,983:     2,354      1,232        483      4,013      4,674      6,850      6,389:     1,133      1,594
Old  :     3,990:     1,252      1,275         19      1,841      1,991      3,112      3,285:       878        705
Other:     3,993:     1,336        191        230      2,172      2,683      3,738      3,104:       255        889
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :       116:       463         87          4       -375        243         92        334:        24       -218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       15.4        6.1       50.3       58.5       85.8       80.0:      14.2       20.0
Old  :     100.0:      31.4       32.0        0.5       46.1       49.9       78.0       82.3:      22.0       17.7
Other:     100.0:      33.5        4.8        5.8       54.4       67.2       93.6       77.7:       6.4       22.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        11         11          7         17         14         33         28:
Old  :        41:         8         12          2         13         10         23         22:
Other:        25:         4          4          4          8         11         15         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.0       32.7       49.5       55.2       30.0       32.4       48.0       47.9
Old  :                 36.3       48.1       53.5       64.3       36.3       47.2       53.5       63.5
Other:                 55.8       41.5       83.6       62.1       55.8       30.5       72.9       46.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, May 5, 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  :   473,002:    78,574     48,690      2,758    291,395    327,637    372,727    379,085:   100,275     93,917
Old  :   473,002:    78,574     48,690      2,758    291,395    327,637    372,727    379,085:   100,275     93,917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :     1,867:    16,283     -5,607     -2,879    -13,260      2,901        144     -5,585:     1,723      7,452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       10.3        0.6       61.6       69.3       78.8       80.1:      21.2       19.9
Old  :     100.0:      16.6       10.3        0.6       61.6       69.3       78.8       80.1:      21.2       19.9
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  :       135:        27         21          9         63         62         94         88:
Old  :       135:        27         21          9         63         62         94         88:
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  :                 16.4       27.3       27.0       40.1       14.4       21.6       23.2       30.9
Old  :                 16.4       27.3       27.0       40.1       14.4       21.6       23.2       30.9
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, May 5, 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  : 1,027,353:    69,030    165,579      6,732    748,101    596,311    823,863    768,622:   203,490    258,731
Old  : 1,027,353:    69,030    165,579      6,732    748,101    596,311    823,863    768,622:   203,490    258,731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :    -9,116:       131     14,760      3,790      7,706    -18,955     11,627       -405:   -20,743     -8,711
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7       16.1        0.7       72.8       58.0       80.2       74.8:      19.8       25.2
Old  :     100.0:       6.7       16.1        0.7       72.8       58.0       80.2       74.8:      19.8       25.2
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  :       204:        31         41         19         99         88        138        140:
Old  :       204:        31         41         19         99         88        138        140:
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  :                 25.0       21.7       36.4       28.3       23.6       17.9       32.2       24.1
Old  :                 25.0       21.7       36.4       28.3       23.6       17.9       32.2       24.1
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, May 5, 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  :   826,021:   112,800     79,023      2,275    550,049    563,710    665,124    645,008:   160,897    181,013
Old  :   826,021:   112,800     79,023      2,275    550,049    563,710    665,124    645,008:   160,897    181,013
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :    11,731:    21,834    -11,754       -407    -12,356      9,855      9,071     -2,306:     2,660     14,037
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7        9.6        0.3       66.6       68.2       80.5       78.1:      19.5       21.9
Old  :     100.0:      13.7        9.6        0.3       66.6       68.2       80.5       78.1:      19.5       21.9
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  :       126:        14         27         10         58         65         77         97:
Old  :       126:        14         27         10         58         65         77         97:
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  :                 34.7       27.0       46.3       36.6       19.8       16.2       30.6       23.9
Old  :                 34.7       27.0       46.3       36.6       19.8       16.2       30.6       23.9
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, May 5, 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  :   388,872:   156,343     15,979     27,368    162,777    315,830    346,488    359,177:    42,384     29,695
Old  :   388,872:   156,343     15,979     27,368    162,777    315,830    346,488    359,177:    42,384     29,695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :   -62,250:   -16,212     -4,697    -13,061    -30,011    -42,585    -59,284    -60,343:    -2,966     -1,907
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2        4.1        7.0       41.9       81.2       89.1       92.4:      10.9        7.6
Old  :     100.0:      40.2        4.1        7.0       41.9       81.2       89.1       92.4:      10.9        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        30         10         22         32         32         69         57:
Old  :        81:        30         10         22         32         32         69         57:
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  :                 25.4       46.6       41.7       67.2       22.5       42.5       36.1       55.6
Old  :                 25.4       46.6       41.7       67.2       22.5       42.5       36.1       55.6
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, May 5, 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  :    13,381:     3,481      1,675         98      5,105      7,798      8,684      9,571:     4,697      3,810
Old  :    13,381:     3,481      1,675         98      5,105      7,798      8,684      9,571:     4,697      3,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :     1,583:       294        327         -1        399        972        692      1,298:       891        285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       12.5        0.7       38.2       58.3       64.9       71.5:      35.1       28.5
Old  :     100.0:      26.0       12.5        0.7       38.2       58.3       64.9       71.5:      35.1       28.5
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  :        23:         6          5          1          7          6         13         12:
Old  :        23:         6          5          1          7          6         13         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.8       55.2       56.6       66.2       41.9       55.2       55.8       66.2
Old  :                 42.8       55.2       56.6       66.2       41.9       55.2       55.8       66.2
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, May 5, 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  :    53,979:    16,310     16,149        240     26,780     23,267     43,330     39,656:    10,649     14,323
Old  :    53,979:    16,310     16,149        240     26,780     23,267     43,330     39,656:    10,649     14,323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :    -3,454:       564      1,017         87     -4,209     -2,617     -3,558     -1,513:       104     -1,941
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       29.9        0.4       49.6       43.1       80.3       73.5:      19.7       26.5
Old  :     100.0:      30.2       29.9        0.4       49.6       43.1       80.3       73.5:      19.7       26.5
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  :        95:        24         29          7         24         30         53         61:
Old  :        95:        24         29          7         24         30         53         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       24.6       41.8       34.8       24.6       21.4       36.0       28.7
Old  :                 25.0       24.6       41.8       34.8       24.6       21.4       36.0       28.7
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, May 5, 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  :    17,793:     2,674      2,644         77     14,946     14,843     17,697     17,564:        96        229
Old  :    17,793:     2,674      2,644         77     14,946     14,843     17,697     17,564:        96        229
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :    -1,192:    -2,318        439          0      1,150     -1,543     -1,168     -1,104:       -24        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       14.9        0.4       84.0       83.4       99.5       98.7:       0.5        1.3
Old  :     100.0:      15.0       14.9        0.4       84.0       83.4       99.5       98.7:       0.5        1.3
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  :        41:         9         13          1         11         12         21         25:
Old  :        41:         9         13          1         11         12         21         25:
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  :                 71.8       77.9       88.4       88.1       66.6       66.6       81.3       76.9
Old  :                 71.8       77.9       88.4       88.1       66.6       66.6       81.3       76.9
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, May 5, 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  :    35,544:     2,739        356         49     32,662     35,075     35,450     35,480:        94         64
Old  :    35,544:     2,739        356         49     32,662     35,075     35,450     35,480:        94         64
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2009                       :
     :       219:       -11       -914        -20        301      1,143        270        209:       -51         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        1.0        0.1       91.9       98.7       99.7       99.8:       0.3        0.2
Old  :     100.0:       7.7        1.0        0.1       91.9       98.7       99.7       99.8:       0.3        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  :        28:         8          5          1         10          8         18         14:
Old  :        28:         8          5          1         10          8         18         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.5       85.3       92.6       98.7       79.5       85.3       90.4       94.8
Old  :                 81.5       85.3       92.6       98.7       79.5       85.3       90.4       94.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 08, 2009