WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, May 19, 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  :   300,924:    83,218     77,000     39,185    151,522    142,803    273,925    258,988:    26,999     41,936
Old  :   286,432:    81,761     77,184     36,024    143,518    134,819    261,303    248,027:    25,129     38,405
Other:    14,492:     4,095      2,454        523      8,004      7,984     12,622     10,961:     1,870      3,531
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :     1,132:      -449     -1,565       -994      3,745      5,182      2,302      2,623:    -1,170     -1,491
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       25.6       13.0       50.4       47.5       91.0       86.1:       9.0       13.9
Old  :     100.0:      28.5       26.9       12.6       50.1       47.1       91.2       86.6:       8.8       13.4
Other:     100.0:      28.3       16.9        3.6       55.2       55.1       87.1       75.6:      12.9       24.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       357:        95        132        112         71         98        248        282:
Old  :       357:        98        133        104         70         92        242        273:
Other:       105:        27         17         10         25         46         55         72:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.5       18.9       37.8       27.4       22.1       17.9       36.0       25.3
Old  :                 23.9       19.6       38.5       28.4       23.3       18.4       37.9       26.2
Other:                 43.6       28.3       58.7       40.7       31.8       15.2       45.3       26.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 19, 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  :   877,421:   257,479     87,471    116,552    396,029    472,583    770,060    676,606:   107,361    200,815
Old  :   470,052:   165,738    105,543     29,615    212,344    249,411    407,697    384,569:    62,355     85,483
Other:   407,369:   152,708     42,895     25,970    183,685    223,172    362,363    292,037:    45,006    115,332
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :    18,510:    12,380     -6,748     -6,837     14,771     26,314     20,314     12,729:    -1,804      5,781
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       10.0       13.3       45.1       53.9       87.8       77.1:      12.2       22.9
Old  :     100.0:      35.3       22.5        6.3       45.2       53.1       86.7       81.8:      13.3       18.2
Other:     100.0:      37.5       10.5        6.4       45.1       54.8       89.0       71.7:      11.0       28.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       602:       180         99        149        157        251        416        447:
Old  :       558:       163        111         62        131        222        327        363:
Other:       486:       125         92         62        102        224        252        356:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       14.8       24.9       21.0       15.6       13.6       23.7       19.0
Old  :                 17.0       16.3       27.1       24.4       17.0       13.9       27.0       20.7
Other:                 26.0       14.7       35.4       21.9       25.8       14.5       35.2       21.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 19, 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  :    12,956:     2,912        985          2      7,654      9,761     10,568     10,748:     2,388      2,208
Old  :    12,956:     2,912        985          2      7,654      9,761     10,568     10,748:     2,388      2,208
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :      -382:       -35       -393         -1        -28        -10        -64       -404:      -318         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5        7.6        0.0       59.1       75.3       81.6       83.0:      18.4       17.0
Old  :     100.0:      22.5        7.6        0.0       59.1       75.3       81.6       83.0:      18.4       17.0
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  :        42:        13          7          1         18         11         31         19:
Old  :        42:        13          7          1         18         11         31         19:
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  :                 32.9       62.6       51.3       74.7       31.6       51.2       47.0       63.0
Old  :                 32.9       62.6       51.3       74.7       31.6       51.2       47.0       63.0
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 19, 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  :   422,416:   146,122     26,692     62,792    159,969    259,767    368,883    349,251:    53,533     73,165
Old  :   232,402:    97,014     35,231     13,086     90,125    157,677    200,225    205,994:    32,177     26,408
Other:   190,014:    78,915     21,268     19,899     69,844    102,090    168,658    143,257:    21,356     46,757
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :    13,713:     6,984      4,369      6,791      2,938      6,926     16,713     18,086:    -3,000     -4,373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6        6.3       14.9       37.9       61.5       87.3       82.7:      12.7       17.3
Old  :     100.0:      41.7       15.2        5.6       38.8       67.8       86.2       88.6:      13.8       11.4
Other:     100.0:      41.5       11.2       10.5       36.8       53.7       88.8       75.4:      11.2       24.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       432:       178         66        121        111        154        344        304:
Old  :       399:       159         77         49         75        120        259        221:
Other:       334:       100         70         56         90        129        223        229:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4       24.4       23.1       33.5       13.7       23.0       21.7       30.3
Old  :                 19.9       33.2       30.0       43.9       19.9       32.9       30.0       43.2
Other:                 17.9       22.1       28.9       31.7       16.2       20.3       26.2       26.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, May 19, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    20,483:    15,974      2,773        781          0      2,102     16,755      5,656:     3,728     14,827
Old  :     6,418:     3,636      2,274        362          0        275      3,998      2,911:     2,420      3,507
Other:    14,065:    12,699        860         58          0      1,827     12,757      2,745:     1,308     11,320
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :     1,312:     1,047        912        144          0        723      1,191      1,779:       121       -467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.0       13.5        3.8        0.0       10.3       81.8       27.6:      18.2       72.4
Old  :     100.0:      56.7       35.4        5.6        0.0        4.3       62.3       45.4:      37.7       54.6
Other:     100.0:      90.3        6.1        0.4        0.0       13.0       90.7       19.5:       9.3       80.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        17         11         12          0          7         19         28:
Old  :        34:        13         14          5          0          7         13         26:
Other:        29:        15          7          8          0          7         16         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 51.8        8.2       68.1       14.0       49.3        8.2       65.5       13.7
Old  :                 41.2       18.3       55.5       31.6       36.5       17.5       50.5       29.9
Other:                 62.0        9.8       80.0       14.9       61.7        9.8       79.7       14.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 19, 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  :   221,583:    55,005     31,842     34,683     98,999    136,282    188,687    202,807:    32,896     18,776
Old  :   166,625:    54,747     33,646     10,769     75,988    106,599    141,504    151,014:    25,121     15,611
Other:    54,958:    13,933     11,871     10,239     23,011     29,683     47,183     51,793:     7,775      3,165
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :    11,146:     4,500      7,892        348      6,211      1,714     11,059      9,954:        87      1,192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       14.4       15.7       44.7       61.5       85.2       91.5:      14.8        8.5
Old  :     100.0:      32.9       20.2        6.5       45.6       64.0       84.9       90.6:      15.1        9.4
Other:     100.0:      25.4       21.6       18.6       41.9       54.0       85.9       94.2:      14.1        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        70         28         51         64         50        160        118:
Old  :       184:        66         38         33         55         45        141        100:
Other:       112:        31         27         21         41         28         84         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  :                 16.0       32.5       25.6       43.7       11.4       31.5       19.0       40.3
Old  :                 17.0       36.3       27.7       47.4       14.6       35.7       24.3       46.7
Other:                 21.2       29.9       36.8       53.7       15.1       28.3       24.8       44.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, May 19, 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  :   726,264:    47,132    160,505      9,690    558,838    412,589    615,660    582,784:   110,604    143,480
Old  :   726,264:    47,132    160,505      9,690    558,838    412,589    615,660    582,784:   110,604    143,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :    15,071:     3,538     20,825      2,338     11,970     -3,841     17,846     19,322:    -2,775     -4,251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       22.1        1.3       76.9       56.8       84.8       80.2:      15.2       19.8
Old  :     100.0:       6.5       22.1        1.3       76.9       56.8       84.8       80.2:      15.2       19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        17         44         19         69         65        101        113:
Old  :       150:        17         44         19         69         65        101        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       28.3       41.4       36.3       28.2       27.8       38.0       35.5
Old  :                 29.9       28.3       41.4       36.3       28.2       27.8       38.0       35.5
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 19, 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  :   169,630:    60,434      6,586     16,346     56,118    129,427    132,898    152,359:    36,732     17,271
Old  :   112,383:    54,497      6,790      3,366     27,046     89,826     84,909     99,982:    27,474     12,401
Other:    57,247:    11,773      5,632      7,144     29,072     39,601     47,989     52,377:     9,258      4,870
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :    18,058:     6,530        697      2,187      2,905     13,415     11,622     16,299:     6,436      1,759
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6        3.9        9.6       33.1       76.3       78.3       89.8:      21.7       10.2
Old  :     100.0:      48.5        6.0        3.0       24.1       79.9       75.6       89.0:      24.4       11.0
Other:     100.0:      20.6        9.8       12.5       50.8       69.2       83.8       91.5:      16.2        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        68         19         36         65         57        152        101:
Old  :       164:        70         18         19         54         47        132         78:
Other:       114:        29         20         22         48         36         96         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  :                 14.0       43.3       22.4       55.4        9.8       39.7       16.4       49.2
Old  :                 14.2       43.5       23.8       58.4       13.7       42.5       23.0       57.3
Other:                 24.1       49.1       35.3       62.0       16.2       45.1       24.3       52.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 19, 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  :     7,825:     2,229      1,448        478      3,903      3,815      6,610      5,741:     1,215      2,084
Old  :     3,721:       895      1,461          0      1,970      1,087      2,865      2,548:       856      1,173
Other:     4,104:     1,542        195        270      1,933      2,728      3,745      3,193:       359        911
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :        15:       192        269        -25       -160       -352          7       -108:         8        123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       18.5        6.1       49.9       48.8       84.5       73.4:      15.5       26.6
Old  :     100.0:      24.1       39.3        0.0       52.9       29.2       77.0       68.5:      23.0       31.5
Other:     100.0:      37.6        4.8        6.6       47.1       66.5       91.3       77.8:       8.7       22.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        11         14          8         17         14         33         31:
Old  :        43:        13         10          0         12          8         25         18:
Other:        27:         3          7          6          9         11         17         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.8       27.2       50.1       44.2       30.8       24.9       44.6       38.6
Old  :                 35.6       34.0       51.8       49.4       35.6       34.0       51.8       49.4
Other:                 54.8       44.3       79.2       63.1       54.5       35.4       70.8       49.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, May 19, 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  :   546,236:   124,008     44,124     17,732    299,726    384,456    441,466    446,312:   104,770     99,924
Old  :   546,236:   124,008     44,124     17,732    299,726    384,456    441,466    446,312:   104,770     99,924
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :    44,339:    26,711    -13,555     14,563     -2,916     33,079     38,358     34,087:     5,981     10,252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        8.1        3.2       54.9       70.4       80.8       81.7:      19.2       18.3
Old  :     100.0:      22.7        8.1        3.2       54.9       70.4       80.8       81.7:      19.2       18.3
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  :       139:        27         22         12         63         72         95        101:
Old  :       139:        27         22         12         63         72         95        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.9       23.8       30.2       37.2       15.6       20.5       25.7       31.3
Old  :                 16.9       23.8       30.2       37.2       15.6       20.5       25.7       31.3
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 19, 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  : 1,151,282:    74,839    153,818     24,057    849,346    707,384    948,242    885,259:   203,040    266,023
Old  : 1,151,282:    74,839    153,818     24,057    849,346    707,384    948,242    885,259:   203,040    266,023
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :    23,295:   -26,462        921     13,797     37,784     12,336     25,119     27,054:    -1,824     -3,759
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       13.4        2.1       73.8       61.4       82.4       76.9:      17.6       23.1
Old  :     100.0:       6.5       13.4        2.1       73.8       61.4       82.4       76.9:      17.6       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  :       220:        37         38         24        114         98        162        150:
Old  :       220:        37         38         24        114         98        162        150:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       23.4       34.0       29.2       20.6       17.2       28.5       22.0
Old  :                 22.5       23.4       34.0       29.2       20.6       17.2       28.5       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, May 19, 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  :   855,497:   113,065    102,884     10,310    575,894    547,418    699,269    660,612:   156,228    194,885
Old  :   855,497:   113,065    102,884     10,310    575,894    547,418    699,269    660,612:   156,228    194,885
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :    15,396:       343     13,845      4,215     17,272    -16,163     21,830      1,897:    -6,434     13,499
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       12.0        1.2       67.3       64.0       81.7       77.2:      18.3       22.8
Old  :     100.0:      13.2       12.0        1.2       67.3       64.0       81.7       77.2:      18.3       22.8
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  :       134:        18         27         17         58         70         84        106:
Old  :       134:        18         27         17         58         70         84        106:
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  :                 32.2       17.2       44.9       27.3       24.3       13.3       33.8       21.3
Old  :                 32.2       17.2       44.9       27.3       24.3       13.3       33.8       21.3
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 19, 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  :   422,251:   162,720     21,063     31,234    188,652    337,606    382,606    389,903:    39,645     32,348
Old  :   422,251:   162,720     21,063     31,234    188,652    337,606    382,606    389,903:    39,645     32,348
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :    15,773:     5,462     -1,206      2,408      9,244     11,388     17,114     12,590:    -1,341      3,183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.5        5.0        7.4       44.7       80.0       90.6       92.3:       9.4        7.7
Old  :     100.0:      38.5        5.0        7.4       44.7       80.0       90.6       92.3:       9.4        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        30         10         20         33         30         69         54:
Old  :        79:        30         10         20         33         30         69         54:
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       48.0       43.1       65.1       21.9       44.5       36.9       54.6
Old  :                 25.0       48.0       43.1       65.1       21.9       44.5       36.9       54.6
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 19, 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  :    13,893:     3,913      1,714         30      4,605      8,109      8,548      9,853:     5,345      4,040
Old  :    13,893:     3,913      1,714         30      4,605      8,109      8,548      9,853:     5,345      4,040
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :       -53:       -70       -830          6       -500        316       -564       -508:       511        455
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       12.3        0.2       33.1       58.4       61.5       70.9:      38.5       29.1
Old  :     100.0:      28.2       12.3        0.2       33.1       58.4       61.5       70.9:      38.5       29.1
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  :        24:         6          5          2          8          7         16         12:
Old  :        24:         6          5          2          8          7         16         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  :                 37.4       54.9       51.2       66.2       36.6       54.9       50.4       66.2
Old  :                 37.4       54.9       51.2       66.2       36.6       54.9       50.4       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 19, 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  :    52,989:    18,143     13,001        457     23,427     23,860     42,027     37,318:    10,962     15,671
Old  :    52,989:    18,143     13,001        457     23,427     23,860     42,027     37,318:    10,962     15,671
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :    -1,265:      -940          1        -67      1,671     -1,953        664     -2,019:    -1,929        754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2       24.5        0.9       44.2       45.0       79.3       70.4:      20.7       29.6
Old  :     100.0:      34.2       24.5        0.9       44.2       45.0       79.3       70.4:      20.7       29.6
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  :        92:        27         25         10         24         27         55         58:
Old  :        92:        27         25         10         24         27         55         58:
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  :                 23.0       21.4       35.7       32.9       21.1       16.4       32.3       26.5
Old  :                 23.0       21.4       35.7       32.9       21.1       16.4       32.3       26.5
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 19, 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  :    20,935:     2,299      4,327        369     18,190     15,912     20,858     20,608:        77        327
Old  :    20,935:     2,299      4,327        369     18,190     15,912     20,858     20,608:        77        327
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :     1,009:       132       -103        290        592        787      1,014        974:        -5         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       20.7        1.8       86.9       76.0       99.6       98.4:       0.4        1.6
Old  :     100.0:      11.0       20.7        1.8       86.9       76.0       99.6       98.4:       0.4        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         8         13          2         10         14         20         27:
Old  :        41:         8         13          2         10         14         20         27:
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  :                 80.1       77.0       91.4       86.6       76.4       66.1       84.5       75.6
Old  :                 80.1       77.0       91.4       86.6       76.4       66.1       84.5       75.6
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 19, 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  :    32,071:     3,332        329          0     28,541     31,562     31,873     31,891:       198        180
Old  :    32,071:     3,332        329          0     28,541     31,562     31,873     31,891:       198        180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2009                         :
     :    -2,350:      -575        163        -49     -1,707     -2,505     -2,331     -2,391:       -19         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        1.0        0.0       89.0       98.4       99.4       99.4:       0.6        0.6
Old  :     100.0:      10.4        1.0        0.0       89.0       98.4       99.4       99.4:       0.6        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         7          5          0         10          9         17         14:
Old  :        27:         7          5          0         10          9         17         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  :                 82.5       85.9       94.5       97.6       80.2       85.6       92.3       94.2
Old  :                 82.5       85.9       94.5       97.6       80.2       85.6       92.3       94.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 22, 2009