WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      341,840
COMMITMENTS
  86,529   79,056   53,399  165,116  161,527  305,044  293,982   36,796   47,858

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     -4,178)
 -13,605   -5,532    2,844     -757   -5,664  -11,518   -8,352    7,340    4,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     23.1     15.6     48.3     47.3     89.2     86.0     10.8     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
     102      112      133       75       99      277      286
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      978,960
COMMITMENTS
 303,745   93,378  136,459  425,844  538,141  866,048  767,978  112,912  210,982

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     -1,022)
  -3,541   -7,202    2,741    6,560    5,656    5,760    1,195   -6,782   -2,217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0      9.5     13.9     43.5     55.0     88.5     78.4     11.5     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      645)
     191       98      177      172      267      461      487
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,073
COMMITMENTS
   3,066      596      641    8,705   11,934   12,412   13,171    2,661    1,902

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:       -186)
    -254      -25      231      432      301      409      507     -595     -693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3      4.0      4.3     57.8     79.2     82.3     87.4     17.7     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      15        4        7       18       13       39       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      460,526
COMMITMENTS
 157,798   29,378   59,222  180,269  292,344  397,289  380,944   63,237   79,582

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     13,513)
   6,026    3,016   -5,747    8,729   12,175    9,008    9,444    4,505    4,069

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3      6.4     12.9     39.1     63.5     86.3     82.7     13.7     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      442)
     176       73      124      126      160      361      316
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       23,469
COMMITMENTS
  18,847    4,014    1,481       15    2,874   20,343    8,369    3,126   15,100

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:       -737)
    -495      273       33        3      -26     -459      280     -278   -1,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.3     17.1      6.3      0.1     12.2     86.7     35.7     13.3     64.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      16       16       14        2        9       23       34
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      248,185
COMMITMENTS
  64,177   35,362   45,204  105,115  146,529  214,496  227,095   33,689   21,090

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     10,961)
   4,168    3,005    6,671    1,285      752   12,124   10,428   -1,163      533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     14.2     18.2     42.4     59.0     86.4     91.5     13.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      78       33       69       58       52      182      141
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      708,941
COMMITMENTS
  76,255  157,221    7,940  513,277  414,644  597,472  579,805  111,469  129,136

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:    -46,662)
   3,386    2,152   -2,262  -47,100  -25,113  -45,976  -25,223     -686  -21,439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     22.2      1.1     72.4     58.5     84.3     81.8     15.7     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      27       32       13       70       70      108      104
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      196,862
COMMITMENTS
  68,864    9,007   22,040   64,503  146,420  155,407  177,467   41,455   19,395

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     10,110)
    -556    1,473    3,676    4,342    3,787    7,462    8,936    2,648    1,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0      4.6     11.2     32.8     74.4     78.9     90.1     21.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      70       19       43       60       57      154      108
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,964
COMMITMENTS
   2,258    1,299      558    4,094    5,234    6,910    7,091    2,054    1,873

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:       -318)
     -20     -479     -218      -58      543     -296     -154      -22     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     14.5      6.2     45.7     58.4     77.1     79.1     22.9     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10       11        8       18       16       34       31
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      547,294
COMMITMENTS
 128,358   45,475    4,693  327,681  395,499  460,732  445,667   86,562  101,627

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     43,767)
   4,097   -7,631   -8,590   67,234   51,208   62,741   34,987  -18,974    8,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5      8.3      0.9     59.9     72.3     84.2     81.4     15.8     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      33       21       11       70       66      106       95
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,076,898
COMMITMENTS
  74,337  171,985   16,151  740,216  626,402  830,704  814,538  246,194  262,360

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:    -82,833)
   6,105  -31,419  -27,322  -49,489   -5,878  -70,706  -64,619  -12,127  -18,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     16.0      1.5     68.7     58.2     77.1     75.6     22.9     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      35       43       18      103       88      147      141
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      755,507
COMMITMENTS
 110,601  102,033    3,893  490,983  444,249  605,477  550,175  150,030  205,332

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:       -370)
  13,159    3,639   -4,769  -24,433      328  -16,043     -802   15,673      432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     13.5      0.5     65.0     58.8     80.1     72.8     19.9     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      17       22        8       65       70       85       97
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      398,187
COMMITMENTS
 131,517    9,757   36,627  179,491  311,736  347,635  358,120   50,552   40,067

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     24,141)
   3,201   -6,962    7,007     -763   12,792    9,445   12,837   14,696   11,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0      2.5      9.2     45.1     78.3     87.3     89.9     12.7     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      31        7       24       32       31       71       58
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       25,593
COMMITMENTS
   5,894    1,420       26   13,994   19,716   19,914   21,162    5,679    4,431

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        587)
     575      -48        3      280    1,230      858    1,185     -271     -598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0      5.5      0.1     54.7     77.0     77.8     82.7     22.2     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        4        2        9       10       18       14
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       58,107
COMMITMENTS
  16,887   17,282      532   30,103   25,598   47,522   43,412   10,585   14,695

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      3,959)
  -1,777    3,295      107    5,541    1,145    3,871    4,547       88     -588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     29.7      0.9     51.8     44.1     81.8     74.7     18.2     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      27       24        9       29       29       58       60
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       39,712
COMMITMENTS
   5,328    2,510      674   33,646   32,230   39,648   35,414       64    4,298

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      8,185)
   2,288   -4,638      307    5,853    8,752    8,448    4,421     -263    3,764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      6.3      1.7     84.7     81.2     99.8     89.2      0.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       9       10        2       13       13       23       24
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       49,610
COMMITMENTS
   1,799      585      323   47,384   48,619   49,506   49,527      104       83

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     22,351)
    -502      356      186   23,159   22,274   22,843   22,816     -492     -465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      1.2      0.7     95.5     98.0     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        4        1       10        9       16       14
 

Updated June 12, 2009