WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, June 9, 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  :   341,840:    86,529     79,056     53,399    165,116    161,527    305,044    293,982:    36,796     47,858
Old  :   300,422:    81,187     72,485     37,679    146,100    148,998    264,966    259,162:    35,456     41,260
Other:    41,418:    18,223     19,452      2,839     19,016     12,529     40,078     34,820:     1,340      6,598
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :    -4,178:   -13,605     -5,532      2,844       -757     -5,664    -11,518     -8,352:     7,340      4,174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       23.1       15.6       48.3       47.3       89.2       86.0:      10.8       14.0
Old  :     100.0:      27.0       24.1       12.5       48.6       49.6       88.2       86.3:      11.8       13.7
Other:     100.0:      44.0       47.0        6.9       45.9       30.3       96.8       84.1:       3.2       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       368:       102        112        133         75         99        277        286:
Old  :       365:       131        102        110         73         92        268        261:
Other:       138:        15         51         15         23         63         48        121:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.0       19.2       34.8       28.2       21.3       18.4       33.8       25.7
Old  :                 23.1       21.0       34.0       31.0       22.6       20.1       32.8       28.2
Other:                 72.8       24.7       81.0       34.0       70.5       22.9       76.8       31.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, June 9, 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  :   978,960:   303,745     93,378    136,459    425,844    538,141    866,048    767,978:   112,912    210,982
Old  :   481,300:   178,416    110,233     29,305    211,222    259,698    418,943    399,236:    62,357     82,064
Other:   497,660:   197,617     55,433     34,866    214,622    278,443    447,105    368,742:    50,555    128,918
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :    -1,022:    -3,541     -7,202      2,741      6,560      5,656      5,760      1,195:    -6,782     -2,217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0        9.5       13.9       43.5       55.0       88.5       78.4:      11.5       21.6
Old  :     100.0:      37.1       22.9        6.1       43.9       54.0       87.0       82.9:      13.0       17.1
Other:     100.0:      39.7       11.1        7.0       43.1       56.0       89.8       74.1:      10.2       25.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       645:       191         98        177        172        267        461        487:
Old  :       579:       170        106         84        134        234        342        397:
Other:       548:       143        107         74        116        243        292        397:
     :----------------------------------------------------------------------------------------------------
     :             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       15.1       24.2       20.5       15.4       14.4       23.1       19.4
Old  :                 17.6       17.0       27.3       26.2       17.6       15.6       27.3       24.6
Other:                 22.9       13.9       31.5       21.4       22.0       13.9       30.6       21.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, June 9, 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  :    15,073:     3,066        596        641      8,705     11,934     12,412     13,171:     2,661      1,902
Old  :    15,073:     3,066        596        641      8,705     11,934     12,412     13,171:     2,661      1,902
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :      -186:      -254        -25        231        432        301        409        507:      -595       -693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        4.0        4.3       57.8       79.2       82.3       87.4:      17.7       12.6
Old  :     100.0:      20.3        4.0        4.3       57.8       79.2       82.3       87.4:      17.7       12.6
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  :        48:        15          4          7         18         13         39         24:
Old  :        48:        15          4          7         18         13         39         24:
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  :                 30.5       64.6       47.0       76.3       22.5       48.4       35.8       57.8
Old  :                 30.5       64.6       47.0       76.3       22.5       48.4       35.8       57.8
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, June 9, 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  :   460,526:   157,798     29,378     59,222    180,269    292,344    397,289    380,944:    63,237     79,582
Old  :   192,045:    85,951     22,914     10,702     59,765    136,489    156,418    170,105:    35,627     21,940
Other:   268,481:    91,058     25,675     29,309    120,504    155,855    240,871    210,839:    27,610     57,642
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :    13,513:     6,026      3,016     -5,747      8,729     12,175      9,008      9,444:     4,505      4,069
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3        6.4       12.9       39.1       63.5       86.3       82.7:      13.7       17.3
Old  :     100.0:      44.8       11.9        5.6       31.1       71.1       81.4       88.6:      18.6       11.4
Other:     100.0:      33.9        9.6       10.9       44.9       58.1       89.7       78.5:      10.3       21.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       442:       176         73        124        126        160        361        316:
Old  :       380:       143         73         49         87        120        252        221:
Other:       367:       118         77         69         96        145        256        257:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3       24.3       24.1       34.7       13.0       22.2       20.5       29.0
Old  :                 17.8       35.4       27.8       47.8       17.8       34.9       27.4       44.8
Other:                 17.2       24.2       29.1       33.9       16.8       21.0       28.3       29.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, June 9, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    23,469:    18,847      4,014      1,481         15      2,874     20,343      8,369:     3,126     15,100
Old  :     6,773:     4,504      3,544        312         15        297      4,831      4,153:     1,942      2,620
Other:    16,696:    15,007      1,134        505          0      2,577     15,512      4,216:     1,184     12,480
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :      -737:      -495        273         33          3        -26       -459        280:      -278     -1,017
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.3       17.1        6.3        0.1       12.2       86.7       35.7:      13.3       64.3
Old  :     100.0:      66.5       52.3        4.6        0.2        4.4       71.3       61.3:      28.7       38.7
Other:     100.0:      89.9        6.8        3.0        0.0       15.4       92.9       25.3:       7.1       74.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        16         16         14          2          9         23         34:
Old  :        38:        11         18          5          2          7         15         28:
Other:        34:        17          8         10          0          9         18         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 56.2        9.1       74.7       16.3       53.9        9.1       71.3       15.4
Old  :                 50.9       25.9       67.0       40.3       47.2       25.9       62.9       39.8
Other:                 60.6        9.3       82.6       14.8       58.9        9.3       80.9       14.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, June 9, 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  :   248,185:    64,177     35,362     45,204    105,115    146,529    214,496    227,095:    33,689     21,090
Old  :   150,091:    60,631     21,921     11,778     54,920    101,848    127,329    135,547:    22,762     14,544
Other:    98,094:    20,296     30,191     16,676     50,195     44,681     87,167     91,548:    10,927      6,546
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :    10,961:     4,168      3,005      6,671      1,285        752     12,124     10,428:    -1,163        533
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       14.2       18.2       42.4       59.0       86.4       91.5:      13.6        8.5
Old  :     100.0:      40.4       14.6        7.8       36.6       67.9       84.8       90.3:      15.2        9.7
Other:     100.0:      20.7       30.8       17.0       51.2       45.5       88.9       93.3:      11.1        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       220:        78         33         69         58         52        182        141:
Old  :       208:        99         30         41         50         49        161        113:
Other:       150:        34         53         34         44         36        105        100:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.1       28.9       26.1       41.0       10.9       27.6       18.9       35.9
Old  :                 15.9       33.0       25.0       46.3       13.5       32.7       22.0       46.0
Other:                 20.0       28.8       33.0       42.9       18.3       22.3       28.5       32.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, June 9, 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  :   708,941:    76,255    157,221      7,940    513,277    414,644    597,472    579,805:   111,469    129,136
Old  :   708,941:    76,255    157,221      7,940    513,277    414,644    597,472    579,805:   111,469    129,136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :   -46,662:     3,386      2,152     -2,262    -47,100    -25,113    -45,976    -25,223:      -686    -21,439
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       22.2        1.1       72.4       58.5       84.3       81.8:      15.7       18.2
Old  :     100.0:      10.8       22.2        1.1       72.4       58.5       84.3       81.8:      15.7       18.2
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  :       155:        27         32         13         70         70        108        104:
Old  :       155:        27         32         13         70         70        108        104:
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  :                 26.1       29.2       34.5       37.5       23.6       26.3       31.7       34.5
Old  :                 26.1       29.2       34.5       37.5       23.6       26.3       31.7       34.5
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, June 9, 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  :   196,862:    68,864      9,007     22,040     64,503    146,420    155,407    177,467:    41,455     19,395
Old  :   112,724:    55,180      6,888      2,650     25,018     90,850     82,848    100,388:    29,876     12,336
Other:    84,138:    22,583     11,018     10,491     39,485     55,570     72,559     77,079:    11,579      7,059
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :    10,110:      -556      1,473      3,676      4,342      3,787      7,462      8,936:     2,648      1,174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0        4.6       11.2       32.8       74.4       78.9       90.1:      21.1        9.9
Old  :     100.0:      49.0        6.1        2.4       22.2       80.6       73.5       89.1:      26.5       10.9
Other:     100.0:      26.8       13.1       12.5       46.9       66.0       86.2       91.6:      13.8        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        70         19         43         60         57        154        108:
Old  :       164:        69         20         17         50         50        130         81:
Other:       125:        37         22         19         47         36        100         67:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3       42.7       23.9       53.0        9.7       37.7       16.4       45.2
Old  :                 14.2       43.6       24.5       58.5       13.9       43.6       23.7       57.8
Other:                 25.5       45.9       35.6       59.3       19.2       45.1       26.8       53.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, June 9, 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  :     8,964:     2,258      1,299        558      4,094      5,234      6,910      7,091:     2,054      1,873
Old  :     2,910:       666      1,081          0      1,241      1,049      1,907      2,130:     1,003        780
Other:     6,054:     1,870        496        280      2,853      4,185      5,003      4,961:     1,051      1,093
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :      -318:       -20       -479       -218        -58        543       -296       -154:       -22       -164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       14.5        6.2       45.7       58.4       77.1       79.1:      22.9       20.9
Old  :     100.0:      22.9       37.1        0.0       42.6       36.0       65.5       73.2:      34.5       26.8
Other:     100.0:      30.9        8.2        4.6       47.1       69.1       82.6       81.9:      17.4       18.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        10         11          8         18         16         34         31:
Old  :        36:         9          7          0         10         10         19         17:
Other:        36:         6          7          5         14         15         24         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.4       34.0       44.7       50.5       27.4       33.4       41.8       45.2
Old  :                 32.1       42.5       48.3       58.6       32.1       42.5       48.3       58.6
Other:                 37.3       44.9       60.1       60.0       37.3       39.1       54.9       50.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, June 9, 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  :   547,294:   128,358     45,475      4,693    327,681    395,499    460,732    445,667:    86,562    101,627
Old  :   547,294:   128,358     45,475      4,693    327,681    395,499    460,732    445,667:    86,562    101,627
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :    43,767:     4,097     -7,631     -8,590     67,234     51,208     62,741     34,987:   -18,974      8,780
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        8.3        0.9       59.9       72.3       84.2       81.4:      15.8       18.6
Old  :     100.0:      23.5        8.3        0.9       59.9       72.3       84.2       81.4:      15.8       18.6
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  :       148:        33         21         11         70         66        106         95:
Old  :       148:        33         21         11         70         66        106         95:
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  :                 23.8       25.0       35.5       38.6       22.8       23.0       33.4       36.1
Old  :                 23.8       25.0       35.5       38.6       22.8       23.0       33.4       36.1
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, June 9, 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  : 1,076,898:    74,337    171,985     16,151    740,216    626,402    830,704    814,538:   246,194    262,360
Old  : 1,076,898:    74,337    171,985     16,151    740,216    626,402    830,704    814,538:   246,194    262,360
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :   -82,833:     6,105    -31,419    -27,322    -49,489     -5,878    -70,706    -64,619:   -12,127    -18,214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       16.0        1.5       68.7       58.2       77.1       75.6:      22.9       24.4
Old  :     100.0:       6.9       16.0        1.5       68.7       58.2       77.1       75.6:      22.9       24.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        35         43         18        103         88        147        141:
Old  :       211:        35         43         18        103         88        147        141:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.8       20.6       28.6       27.8       13.2       13.0       20.0       19.7
Old  :                 17.8       20.6       28.6       27.8       13.2       13.0       20.0       19.7
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, June 9, 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  :   755,507:   110,601    102,033      3,893    490,983    444,249    605,477    550,175:   150,030    205,332
Old  :   755,507:   110,601    102,033      3,893    490,983    444,249    605,477    550,175:   150,030    205,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :      -370:    13,159      3,639     -4,769    -24,433        328    -16,043       -802:    15,673        432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       13.5        0.5       65.0       58.8       80.1       72.8:      19.9       27.2
Old  :     100.0:      14.6       13.5        0.5       65.0       58.8       80.1       72.8:      19.9       27.2
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  :       127:        17         22          8         65         70         85         97:
Old  :       127:        17         22          8         65         70         85         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.6       13.9       41.2       23.6       25.5       11.4       34.8       18.8
Old  :                 31.6       13.9       41.2       23.6       25.5       11.4       34.8       18.8
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, June 9, 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  :   398,187:   131,517      9,757     36,627    179,491    311,736    347,635    358,120:    50,552     40,067
Old  :   398,187:   131,517      9,757     36,627    179,491    311,736    347,635    358,120:    50,552     40,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :    24,141:     3,201     -6,962      7,007       -763     12,792      9,445     12,837:    14,696     11,304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0        2.5        9.2       45.1       78.3       87.3       89.9:      12.7       10.1
Old  :     100.0:      33.0        2.5        9.2       45.1       78.3       87.3       89.9:      12.7       10.1
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  :        81:        31          7         24         32         31         71         58:
Old  :        81:        31          7         24         32         31         71         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  :                 26.4       47.6       41.9       60.7       21.7       40.0       34.1       49.6
Old  :                 26.4       47.6       41.9       60.7       21.7       40.0       34.1       49.6
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, June 9, 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  :    25,593:     5,894      1,420         26     13,994     19,716     19,914     21,162:     5,679      4,431
Old  :    25,593:     5,894      1,420         26     13,994     19,716     19,914     21,162:     5,679      4,431
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :       587:       575        -48          3        280      1,230        858      1,185:      -271       -598
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0        5.5        0.1       54.7       77.0       77.8       82.7:      22.2       17.3
Old  :     100.0:      23.0        5.5        0.1       54.7       77.0       77.8       82.7:      22.2       17.3
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  :        26:         7          4          2          9         10         18         14:
Old  :        26:         7          4          2          9         10         18         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.3       67.9       66.6       76.7       52.1       67.9       64.6       75.7
Old  :                 53.3       67.9       66.6       76.7       52.1       67.9       64.6       75.7
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, June 9, 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  :    58,107:    16,887     17,282        532     30,103     25,598     47,522     43,412:    10,585     14,695
Old  :    58,107:    16,887     17,282        532     30,103     25,598     47,522     43,412:    10,585     14,695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :     3,959:    -1,777      3,295        107      5,541      1,145      3,871      4,547:        88       -588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       29.7        0.9       51.8       44.1       81.8       74.7:      18.2       25.3
Old  :     100.0:      29.1       29.7        0.9       51.8       44.1       81.8       74.7:      18.2       25.3
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  :        94:        27         24          9         29         29         58         60:
Old  :        94:        27         24          9         29         29         58         60:
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  :                 19.8       24.8       34.5       36.8       19.5       24.4       30.0       33.6
Old  :                 19.8       24.8       34.5       36.8       19.5       24.4       30.0       33.6
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, June 9, 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  :    39,712:     5,328      2,510        674     33,646     32,230     39,648     35,414:        64      4,298
Old  :    39,712:     5,328      2,510        674     33,646     32,230     39,648     35,414:        64      4,298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :     8,185:     2,288     -4,638        307      5,853      8,752      8,448      4,421:      -263      3,764
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        6.3        1.7       84.7       81.2       99.8       89.2:       0.2       10.8
Old  :     100.0:      13.4        6.3        1.7       84.7       81.2       99.8       89.2:       0.2       10.8
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  :        41:         9         10          2         13         13         23         24:
Old  :        41:         9         10          2         13         13         23         24:
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  :                 70.6       77.9       92.2       84.6       53.9       46.6       63.3       53.0
Old  :                 70.6       77.9       92.2       84.6       53.9       46.6       63.3       53.0
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, June 9, 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  :    49,610:     1,799        585        323     47,384     48,619     49,506     49,527:       104         83
Old  :    49,610:     1,799        585        323     47,384     48,619     49,506     49,527:       104         83
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2009                         :
     :    22,351:      -502        356        186     23,159     22,274     22,843     22,816:      -492       -465
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6        1.2        0.7       95.5       98.0       99.8       99.8:       0.2        0.2
Old  :     100.0:       3.6        1.2        0.7       95.5       98.0       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         6          4          1         10          9         16         14:
Old  :        24:         6          4          1         10          9         16         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.1       89.6       96.1       97.9       57.3       63.5       65.5       66.4
Old  :                 81.1       89.6       96.1       97.9       57.3       63.5       65.5       66.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 12, 2009