WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, July 14, 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  :   310,916:    69,953     95,366     49,064    165,392    124,069    284,409    268,499:    26,507     42,417
Old  :   266,586:    63,430     86,892     33,189    145,727    110,815    242,346    230,896:    24,240     35,690
Other:    44,330:    19,824     21,775      2,574     19,665     13,254     42,063     37,603:     2,267      6,727
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :    -3,655:    -2,613       -750      2,264     -1,843     -3,023     -2,192     -1,509:    -1,463     -2,146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       30.7       15.8       53.2       39.9       91.5       86.4:       8.5       13.6
Old  :     100.0:      23.8       32.6       12.4       54.7       41.6       90.9       86.6:       9.1       13.4
Other:     100.0:      44.7       49.1        5.8       44.4       29.9       94.9       84.8:       5.1       15.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       345:        88        121        111         64        100        230        277:
Old  :       343:       104        114         90         63         94        222        256:
Other:       138:        20         41         16         26         68         53        120:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.6       14.1       42.5       21.8       26.2       13.4       41.7       20.7
Old  :                 29.3       15.7       43.5       24.6       28.9       14.9       43.1       23.2
Other:                 71.2       28.0       78.7       40.5       68.6       28.0       75.6       39.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 14, 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  :   890,306:   227,098    160,842    100,072    460,584    426,449    787,754    687,363:   102,552    202,943
Old  :   260,909:    79,507     91,550      2,886    144,870    124,031    227,263    218,467:    33,646     42,442
Other:   629,397:   202,595    124,296     42,182    315,714    302,418    560,491    468,896:    68,906    160,501
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :    -8,481:    -5,781     13,471     -8,792      2,822    -10,330    -11,751     -5,651:     3,270     -2,830
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       18.1       11.2       51.7       47.9       88.5       77.2:      11.5       22.8
Old  :     100.0:      30.5       35.1        1.1       55.5       47.5       87.1       83.7:      12.9       16.3
Other:     100.0:      32.2       19.7        6.7       50.2       48.0       89.1       74.5:      10.9       25.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       618:       129        147        148        177        267        396        500:
Old  :       490:        94        105         14        126        190        227        302:
Other:       573:       129        135         92        129        250        306        439:
     :----------------------------------------------------------------------------------------------------
     :             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       10.9       28.2       16.6       16.1        9.5       25.5       13.7
Old  :                 33.3       16.2       41.4       24.8       33.3       16.0       41.4       24.4
Other:                 20.4       11.2       31.8       17.1       19.0        9.3       28.6       14.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 14, 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  :    13,443:     1,560      1,093         37      9,844     10,265     11,441     11,395:     2,002      2,048
Old  :    13,443:     1,560      1,093         37      9,844     10,265     11,441     11,395:     2,002      2,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :      -190:      -385         80       -145        304         21       -226        -44:        36       -146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        8.1        0.3       73.2       76.4       85.1       84.8:      14.9       15.2
Old  :     100.0:      11.6        8.1        0.3       73.2       76.4       85.1       84.8:      14.9       15.2
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  :        37:         8          8          1         15         12         23         21:
Old  :        37:         8          8          1         15         12         23         21:
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  :                 42.6       63.5       60.8       74.6       40.0       51.5       53.3       60.9
Old  :                 42.6       63.5       60.8       74.6       40.0       51.5       53.3       60.9
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, July 14, 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  :   412,669:   119,746     33,661     52,218    192,585    245,163    364,549    331,042:    48,120     81,627
Old  :    56,802:    26,082      5,658        488     20,842     43,206     47,412     49,352:     9,390      7,450
Other:   355,867:   105,765     40,104     39,629    171,743    201,957    317,137    281,690:    38,730     74,177
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :   -15,746:    -9,805      8,663    -10,580      4,235    -18,783    -16,150    -20,700:       404      4,954
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        8.2       12.7       46.7       59.4       88.3       80.2:      11.7       19.8
Old  :     100.0:      45.9       10.0        0.9       36.7       76.1       83.5       86.9:      16.5       13.1
Other:     100.0:      29.7       11.3       11.1       48.3       56.8       89.1       79.2:      10.9       20.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       430:       134         96        124        111        166        311        342:
Old  :       250:        78         44          4         52         86        130        134:
Other:       419:       123        112         96         93        157        270        321:
     :----------------------------------------------------------------------------------------------------
     :             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       25.5       28.6       33.8       15.4       21.7       24.3       27.7
Old  :                 31.9       51.6       44.3       59.9       31.1       50.3       43.5       58.4
Other:                 18.4       22.4       30.7       31.3       18.0       19.4       28.6       26.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, July 14, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    21,726:    17,626      2,433        712          8      3,215     18,346      6,360:     3,380     15,366
Old  :     1,168:       623        478         35          8        107        666        620:       502        548
Other:    20,558:    17,317      2,269        363          0      3,108     17,680      5,740:     2,878     14,818
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :        43:      -289       -167        338         -2         36         47        207:        -4       -164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.1       11.2        3.3        0.0       14.8       84.4       29.3:      15.6       70.7
Old  :     100.0:      53.3       40.9        3.0        0.7        9.2       57.0       53.1:      43.0       46.9
Other:     100.0:      84.2       11.0        1.8        0.0       15.1       86.0       27.9:      14.0       72.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        16          8          9          2         11         20         26:
Old  :        22:         8          6          1          2          6         10         13:
Other:        35:        16          8          7          0         11         17         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       10.1       74.1       16.2       53.4       10.1       72.9       16.0
Old  :                 50.5       43.2       56.8       51.1       47.5       43.2       53.8       49.0
Other:                 54.8       10.4       75.2       15.7       53.7       10.4       74.1       15.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 14, 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  :   251,292:    39,401     57,763     43,886    143,375    122,465    226,662    224,114:    24,630     27,178
Old  :    78,376:    24,822     10,770      4,491     40,737     53,542     70,050     68,803:     8,326      9,573
Other:   172,916:    28,174     60,588     25,800    102,638     68,923    156,612    155,311:    16,304     17,605
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :    10,153:      -573      2,128      3,343      7,131      3,796      9,901      9,267:       252        886
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       23.0       17.5       57.1       48.7       90.2       89.2:       9.8       10.8
Old  :     100.0:      31.7       13.7        5.7       52.0       68.3       89.4       87.8:      10.6       12.2
Other:     100.0:      16.3       35.0       14.9       59.4       39.9       90.6       89.8:       9.4       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       218:        49         65         61         68         62        161        166:
Old  :       151:        41         36         22         44         42         98         90:
Other:       190:        45         66         44         57         47        136        130:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       17.5       28.4       25.4       13.4       14.7       23.3       21.5
Old  :                 25.1       27.1       37.8       42.3       21.8       27.0       34.1       41.0
Other:                 18.7       19.2       30.9       28.6       18.4       16.0       29.8       24.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 14, 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  :   714,383:    70,876    142,666      1,812    534,023    442,274    606,711    586,752:   107,672    127,631
Old  :   714,383:    70,876    142,666      1,812    534,023    442,274    606,711    586,752:   107,672    127,631
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :    -4,692:   -13,121     -1,724        135      7,255      7,005     -5,731      5,416:     1,039    -10,108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       20.0        0.3       74.8       61.9       84.9       82.1:      15.1       17.9
Old  :     100.0:       9.9       20.0        0.3       74.8       61.9       84.9       82.1:      15.1       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        30         31          9         71         72        108        105:
Old  :       158:        30         31          9         71         72        108        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       30.4       32.3       39.1       20.8       30.0       28.1       38.7
Old  :                 24.0       30.4       32.3       39.1       20.8       30.0       28.1       38.7
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, July 14, 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  :   174,331:    41,053      8,488     23,697     78,669    120,096    143,419    152,281:    30,912     22,050
Old  :    56,116:    18,116      4,677      1,891     24,451     40,952     44,458     47,520:    11,658      8,596
Other:   118,215:    34,283     15,157     10,460     54,218     79,144     98,961    104,761:    19,254     13,454
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :    -6,159:    -7,194     -1,051     -2,025      3,033     -4,530     -6,186     -7,606:        27      1,447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        4.9       13.6       45.1       68.9       82.3       87.4:      17.7       12.6
Old  :     100.0:      32.3        8.3        3.4       43.6       73.0       79.2       84.7:      20.8       15.3
Other:     100.0:      29.0       12.8        8.8       45.9       66.9       83.7       88.6:      16.3       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        61         25         48         59         58        145        118:
Old  :       128:        41         20         17         42         46         91         78:
Other:       153:        50         31         29         50         42        122         87:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.6       34.9       25.6       47.2        9.4       27.3       15.3       33.7
Old  :                 22.3       31.2       34.2       47.5       21.9       30.9       33.6       45.0
Other:                 19.2       42.3       27.9       55.5       15.7       39.5       23.8       48.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 14, 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  :     8,224:     2,218      1,434        459      3,701      5,115      6,378      7,008:     1,846      1,216
Old  :     8,224:     2,218      1,434        459      3,701      5,115      6,378      7,008:     1,846      1,216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :       323:       -92       -186         77        -47        542        -62        433:       385       -110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       17.4        5.6       45.0       62.2       77.6       85.2:      22.4       14.8
Old  :     100.0:      27.0       17.4        5.6       45.0       62.2       77.6       85.2:      22.4       14.8
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  :        49:        12         12          6         17         15         34         29:
Old  :        49:        12         12          6         17         15         34         29:
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  :                 29.8       43.8       46.9       60.2       29.7       40.0       42.9       52.2
Old  :                 29.8       43.8       46.9       60.2       29.7       40.0       42.9       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, July 14, 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  :   626,652:   169,320     48,590      8,195    342,844    477,368    520,359    534,153:   106,293     92,499
Old  :   626,652:   169,320     48,590      8,195    342,844    477,368    520,359    534,153:   106,293     92,499
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :    41,452:    15,672        877      1,430     23,794     48,647     40,896     50,954:       556     -9,502
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0        7.8        1.3       54.7       76.2       83.0       85.2:      17.0       14.8
Old  :     100.0:      27.0        7.8        1.3       54.7       76.2       83.0       85.2:      17.0       14.8
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  :       165:        37         27         12         66         74        109        107:
Old  :       165:        37         27         12         66         74        109        107:
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  :                 23.6       31.7       33.6       42.5       22.3       29.8       31.9       40.6
Old  :                 23.6       31.7       33.6       42.5       22.3       29.8       31.9       40.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, July 14, 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  : 1,040,582:    69,487    179,701      5,411    722,202    571,059    797,100    756,171:   243,482    284,411
Old  : 1,040,582:    69,487    179,701      5,411    722,202    571,059    797,100    756,171:   243,482    284,411
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :    -8,456:   -26,954    -41,589     -6,014     25,397     48,081     -7,571        478:      -885     -8,934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7       17.3        0.5       69.4       54.9       76.6       72.7:      23.4       27.3
Old  :     100.0:       6.7       17.3        0.5       69.4       54.9       76.6       72.7:      23.4       27.3
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  :       212:        26         52         16         91         94        129        151:
Old  :       212:        26         52         16         91         94        129        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       16.6       29.3       22.7       14.6        9.0       22.7       14.5
Old  :                 18.2       16.6       29.3       22.7       14.6        9.0       22.7       14.5
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, July 14, 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  :   772,387:    99,470     85,540      8,534    486,088    512,516    594,092    606,590:   178,295    165,797
Old  :   772,387:    99,470     85,540      8,534    486,088    512,516    594,092    606,590:   178,295    165,797
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :    -7,188:    21,402    -24,458       -617    -29,212     29,407     -8,427      4,332:     1,239    -11,520
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       11.1        1.1       62.9       66.4       76.9       78.5:      23.1       21.5
Old  :     100.0:      12.9       11.1        1.1       62.9       66.4       76.9       78.5:      23.1       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  :       144:        29         24         11         62         67         94         99:
Old  :       144:        29         24         11         62         67         94         99:
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  :                 26.0       21.3       35.1       31.9       17.9       17.6       26.3       27.0
Old  :                 26.0       21.3       35.1       31.9       17.9       17.6       26.3       27.0
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, July 14, 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  :   378,512:   120,192     15,781     24,433    196,463    303,833    341,088    344,047:    37,424     34,465
Old  :   378,512:   120,192     15,781     24,433    196,463    303,833    341,088    344,047:    37,424     34,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :     1,431:      -431      3,219      1,866      1,996     -3,328      3,431      1,757:    -2,000       -326
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8        4.2        6.5       51.9       80.3       90.1       90.9:       9.9        9.1
Old  :     100.0:      31.8        4.2        6.5       51.9       80.3       90.1       90.9:       9.9        9.1
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  :        83:        29          8         22         38         36         73         62:
Old  :        83:        29          8         22         38         36         73         62:
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       50.6       40.3       65.9       20.3       38.3       32.6       48.7
Old  :                 25.0       50.6       40.3       65.9       20.3       38.3       32.6       48.7
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, July 14, 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  :    12,267:     1,681      2,333          3      7,391      7,207      9,075      9,543:     3,192      2,724
Old  :    12,267:     1,681      2,333          3      7,391      7,207      9,075      9,543:     3,192      2,724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       19.0        0.0       60.3       58.8       74.0       77.8:      26.0       22.2
Old  :     100.0:      13.7       19.0        0.0       60.3       58.8       74.0       77.8:      26.0       22.2
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  :        20:         3          4          1          8          5         12          9:
Old  :        20:         3          4          1          8          5         12          9:
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  :                 55.3       59.3       68.6       75.9       55.3       59.3       68.6       75.9
Old  :                 55.3       59.3       68.6       75.9       55.3       59.3       68.6       75.9
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, July 14, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    59,568:    16,443     13,928        286     33,588     25,872     50,317     40,086:     9,251     19,482
Old  :    59,568:    16,443     13,928        286     33,588     25,872     50,317     40,086:     9,251     19,482
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :     3,251:     2,598        250       -149      1,236      1,654      3,685      1,755:      -434      1,496
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       23.4        0.5       56.4       43.4       84.5       67.3:      15.5       32.7
Old  :     100.0:      27.6       23.4        0.5       56.4       43.4       84.5       67.3:      15.5       32.7
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  :        78:        17         22          5         24         25         44         49:
Old  :        78:        17         22          5         24         25         44         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       25.7       46.9       37.1       29.6       21.0       43.1       32.0
Old  :                 30.8       25.7       46.9       37.1       29.6       21.0       43.1       32.0
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, July 14, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    29,367:       694      3,492        935     27,694     24,693     29,323     29,120:        44        247
Old  :    29,367:       694      3,492        935     27,694     24,693     29,323     29,120:        44        247
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :    -4,946:    -1,770      1,460        847     -1,964     -5,073     -2,887     -2,766:    -2,059     -2,180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4       11.9        3.2       94.3       84.1       99.9       99.2:       0.1        0.8
Old  :     100.0:       2.4       11.9        3.2       94.3       84.1       99.9       99.2:       0.1        0.8
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  :        38:         4         12          2         11         13         17         25:
Old  :        38:         4         12          2         11         13         17         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  :                 85.4       88.3       95.2       94.2       85.4       84.6       93.1       90.6
Old  :                 85.4       88.3       95.2       94.2       85.4       84.6       93.1       90.6
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, July 14, 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  :    34,255:     7,779        910      1,005     25,259     32,244     34,043     34,159:       212         96
Old  :    34,255:     7,779        910      1,005     25,259     32,244     34,043     34,159:       212         96
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :       489:      -115        535        174        412       -222        471        487:        18          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        2.7        2.9       73.7       94.1       99.4       99.7:       0.6        0.3
Old  :     100.0:      22.7        2.7        2.9       73.7       94.1       99.4       99.7:       0.6        0.3
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  :        31:         7          8          1         10          9         17         18:
Old  :        31:         7          8          1         10          9         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.8       79.8       96.6       94.3       69.9       75.3       80.8       81.6
Old  :                 85.8       79.8       96.6       94.3       69.9       75.3       80.8       81.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 17, 2009