WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   247,141:    59,192     66,297     30,734    136,633    109,435    226,559    206,466:    20,582     40,675
Old  :   152,889:    45,484     57,549     10,499     83,369     60,391    139,352    128,439:    13,537     24,450
Other:    94,252:    27,506     22,546      6,437     53,264     49,044     87,207     78,027:     7,045     16,225
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :    -7,083:     1,377      1,823     -5,877       -853     -1,354     -5,353     -5,408:    -1,730     -1,675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       26.8       12.4       55.3       44.3       91.7       83.5:       8.3       16.5
Old  :     100.0:      29.7       37.6        6.9       54.5       39.5       91.1       84.0:       8.9       16.0
Other:     100.0:      29.2       23.9        6.8       56.5       52.0       92.5       82.8:       7.5       17.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:        51        107         89         63         90        188        231:
Old  :       259:        62         92         55         54         69        153        185:
Other:       184:        30         60         33         40         79         93        156:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.2       13.7       39.8       22.3       22.5       13.4       36.7       20.2
Old  :                 26.6       17.2       41.1       27.5       26.6       16.6       41.1       27.0
Other:                 54.1       17.0       65.3       25.7       53.7       14.6       62.9       22.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   802,375:   153,700    109,441    117,128    433,471    405,712    704,299    632,281:    98,076    170,094
Old  :   614,989:   113,172    107,168     85,360    335,130    297,905    533,662    490,433:    81,327    124,556
Other:   187,386:    65,279     27,024      7,017     98,341    107,807    170,637    141,848:    16,749     45,538
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :   -22,959:    -9,580     -8,953       -885      1,257    -12,079     -9,208    -21,917:   -13,751     -1,042
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       13.6       14.6       54.0       50.6       87.8       78.8:      12.2       21.2
Old  :     100.0:      18.4       17.4       13.9       54.5       48.4       86.8       79.7:      13.2       20.3
Other:     100.0:      34.8       14.4        3.7       52.5       57.5       91.1       75.7:       8.9       24.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       545:       102        129        123        193        243        379        439:
Old  :       533:       114        122         99        187        225        357        402:
Other:       350:        54         62         21         72        194        138        269:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       16.1       23.7       23.0       13.3       15.7       22.7       20.9
Old  :                 13.5       15.8       22.7       23.6       13.5       15.3       22.4       20.8
Other:                 34.6       20.6       53.0       29.1       34.6       20.2       52.7       27.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    19,887:     1,137      1,709        150     13,505     12,318     14,792     14,177:     5,095      5,710
Old  :    10,866:     1,007      1,711         61      7,482      6,423      8,550      8,195:     2,316      2,671
Other:     9,021:       212         80          7      6,023      5,895      6,242      5,982:     2,779      3,039
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :     3,110:       -48         -3         -1       -448       -378       -497       -382:     3,607      3,492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        8.6        0.8       67.9       61.9       74.4       71.3:      25.6       28.7
Old  :     100.0:       9.3       15.7        0.6       68.9       59.1       78.7       75.4:      21.3       24.6
Other:     100.0:       2.4        0.9        0.1       66.8       65.3       69.2       66.3:      30.8       33.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        10          9          5         20         12         32         24:
Old  :        40:        10          8          3         19          9         29         20:
Other:        23:         5          2          1         10         10         15         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 40.5       50.5       56.0       60.7       31.5       33.9       41.5       43.5
Old  :                 36.9       46.5       54.4       63.8       34.8       36.1       47.7       51.2
Other:                 56.8       55.4       65.5       64.7       39.7       36.3       43.5       40.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   298,713:    57,850     36,024     45,562    153,865    160,054    257,277    241,640:    41,436     57,073
Old  :   252,307:    54,348     38,517     29,018    130,578    141,278    213,944    208,813:    38,363     43,494
Other:    46,406:    18,014     12,019      2,032     23,287     18,776     43,333     32,827:     3,073     13,579
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :   -15,105:     1,294        426     -5,223     -7,503     -6,346    -11,432    -11,143:    -3,673     -3,962
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       12.1       15.3       51.5       53.6       86.1       80.9:      13.9       19.1
Old  :     100.0:      21.5       15.3       11.5       51.8       56.0       84.8       82.8:      15.2       17.2
Other:     100.0:      38.8       25.9        4.4       50.2       40.5       93.4       70.7:       6.6       29.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       316:        81         82        105         95        114        243        260:
Old  :       309:        84         83         94         94        105        232        244:
Other:       155:        30         41         10         38         63         75        109:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.8       21.8       25.0       33.1       14.3       17.9       23.5       25.0
Old  :                 16.6       24.6       27.7       34.9       16.5       21.6       26.6       29.8
Other:                 44.6       24.6       60.9       33.1       44.6       24.3       55.6       32.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   215,298:    19,110     35,159     49,180    126,330    114,067    194,620    198,406:    20,678     16,892
Old  :   185,139:    22,746     37,603     32,757    111,401     99,009    166,904    169,369:    18,235     15,770
Other:    30,159:     4,767      5,959      8,020     14,929     15,058     27,716     29,037:     2,443      1,122
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :    -9,147:     3,831      7,215        305    -12,623     -8,274     -8,487       -754:      -660     -8,393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       16.3       22.8       58.7       53.0       90.4       92.2:       9.6        7.8
Old  :     100.0:      12.3       20.3       17.7       60.2       53.5       90.2       91.5:       9.8        8.5
Other:     100.0:      15.8       19.8       26.6       49.5       49.9       91.9       96.3:       8.1        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        33         44         63         57         56        135        148:
Old  :       185:        39         46         59         56         54        132        144:
Other:        64:         9         16          9         28         15         43         36:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.3       21.5       33.4       35.6       15.4       18.7       23.9       25.7
Old  :                 20.8       23.7       31.2       36.6       19.7       20.5       29.3       28.7
Other:                 57.2       60.1       73.8       73.9       43.7       39.6       53.3       50.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   758,306:    57,193    176,301      5,542    591,853    440,580    654,588    622,423:   103,718    135,883
Old  :   758,306:    57,193    176,301      5,542    591,853    440,580    654,588    622,423:   103,718    135,883
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :   -12,014:    -2,007     -2,605      1,702     -8,250      4,104     -8,555      3,201:    -3,459    -15,215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       23.2        0.7       78.0       58.1       86.3       82.1:      13.7       17.9
Old  :     100.0:       7.5       23.2        0.7       78.0       58.1       86.3       82.1:      13.7       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  :       160:        22         43         12         61         76         92        122:
Old  :       160:        22         43         12         61         76         92        122:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       17.8       51.1       26.8       34.9       17.2       47.2       26.2
Old  :                 37.1       17.8       51.1       26.8       34.9       17.2       47.2       26.2
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, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   124,825:    16,678     14,462     19,710     63,369     70,231     99,757    104,403:    25,068     20,422
Old  :   111,692:    15,872     16,302     15,195     57,361     60,464     88,428     91,961:    23,264     19,731
Other:    13,133:     3,321        675      2,000      6,008      9,767     11,329     12,442:     1,804        691
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :    -2,280:       768       -210        136     -4,385     -1,163     -3,481     -1,237:     1,201     -1,043
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       11.6       15.8       50.8       56.3       79.9       83.6:      20.1       16.4
Old  :     100.0:      14.2       14.6       13.6       51.4       54.1       79.2       82.3:      20.8       17.7
Other:     100.0:      25.3        5.1       15.2       45.7       74.4       86.3       94.7:      13.7        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        21         27         39         54         47        107         97:
Old  :       135:        26         31         38         53         47        105         97:
Other:        55:        17          7          8         23         11         42         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  :                 18.1       28.9       26.7       41.0       17.5       24.9       25.4       33.6
Old  :                 19.0       26.4       28.0       38.4       18.4       24.5       25.9       33.1
Other:                 29.2       60.9       47.6       76.2       28.6       58.0       44.8       69.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :     6,824:     1,373        800        257      4,128      4,122      5,758      5,179:     1,066      1,645
Old  :     6,418:     1,390        804        212      3,808      3,963      5,410      4,979:     1,008      1,439
Other:       406:         5         18         23        320        159        348        200:        58        206
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :      -112:       -12         18         18        -25         23        -19         59:       -93       -171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       11.7        3.8       60.5       60.4       84.4       75.9:      15.6       24.1
Old  :     100.0:      21.7       12.5        3.3       59.3       61.7       84.3       77.6:      15.7       22.4
Other:     100.0:       1.2        4.4        5.7       78.8       39.2       85.7       49.3:      14.3       50.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         7          8          4         18         14         27         24:
Old  :        43:         6          9          4         18         13         27         23:
Other:         6:         2          1          2          2          2          5          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       41.4       50.6       57.0       34.2       41.4       48.6       52.7
Old  :                 33.0       43.1       50.1       59.7       33.0       43.1       48.3       55.1
Other:                 84.7       49.3       85.7       49.3       55.4       19.0       55.4       19.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   520,153:    62,679     77,692      1,688    383,025    363,385    447,392    442,765:    72,761     77,388
Old  :   520,153:    62,679     77,692      1,688    383,025    363,385    447,392    442,765:    72,761     77,388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :     5,571:    -4,853       -508     -1,058     14,023      2,164      8,112        598:    -2,541      4,973
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       14.9        0.3       73.6       69.9       86.0       85.1:      14.0       14.9
Old  :     100.0:      12.1       14.9        0.3       73.6       69.9       86.0       85.1:      14.0       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        22         24          6         71         72         97         98:
Old  :       144:        22         24          6         71         72         97         98:
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  :                 30.6       28.5       41.7       38.4       29.7       23.6       37.3       30.9
Old  :                 30.6       28.5       41.7       38.4       29.7       23.6       37.3       30.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,050,731:   152,166    142,563      6,796    713,059    665,215    872,021    814,574:   178,710    236,157
Old  : 1,050,731:   152,166    142,563      6,796    713,059    665,215    872,021    814,574:   178,710    236,157
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :   -50,754:     6,909        -16        -49    -51,491    -34,251    -44,631    -34,316:    -6,123    -16,438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       13.6        0.6       67.9       63.3       83.0       77.5:      17.0       22.5
Old  :     100.0:      14.5       13.6        0.6       67.9       63.3       83.0       77.5:      17.0       22.5
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  :       182:        35         38         18         67         87        113        132:
Old  :       182:        35         38         18         67         87        113        132:
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  :                 28.4       22.5       41.4       29.9       28.2       17.0       39.3       23.1
Old  :                 28.4       22.5       41.4       29.9       28.2       17.0       39.3       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,069,603:   165,923    150,434      2,415    743,554    748,941    911,892    901,790:   157,711    167,813
Old  : 1,069,603:   165,923    150,434      2,415    743,554    748,941    911,892    901,790:   157,711    167,813
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :    -5,175:   -10,719     -9,988     -5,888      3,096     -3,840    -13,511    -19,716:     8,336     14,541
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       14.1        0.2       69.5       70.0       85.3       84.3:      14.7       15.7
Old  :     100.0:      15.5       14.1        0.2       69.5       70.0       85.3       84.3:      14.7       15.7
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  :       146:        31         25         11         74         62        111         92:
Old  :       146:        31         25         11         74         62        111         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       43.6       46.2       52.3       23.9       29.0       32.5       36.6
Old  :                 32.8       43.6       46.2       52.3       23.9       29.0       32.5       36.6
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, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   422,477:   208,502     19,676     29,304    157,826    343,683    395,632    392,663:    26,845     29,814
Old  :   422,477:   208,502     19,676     29,304    157,826    343,683    395,632    392,663:    26,845     29,814
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :    17,042:    18,720       -887      5,385    -11,501     14,823     12,604     19,321:     4,438     -2,279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.4        4.7        6.9       37.4       81.3       93.6       92.9:       6.4        7.1
Old  :     100.0:      49.4        4.7        6.9       37.4       81.3       93.6       92.9:       6.4        7.1
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  :        86:        29          8         24         39         35         77         61:
Old  :        86:        29          8         24         39         35         77         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.7       44.2       45.8       65.3       27.8       43.6       41.1       62.2
Old  :                 31.7       44.2       45.8       65.3       27.8       43.6       41.1       62.2
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, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :     9,229:     3,166      4,363          0      3,661      1,957      6,827      6,320:     2,402      2,909
Old  :     9,229:     3,166      4,363          0      3,661      1,957      6,827      6,320:     2,402      2,909
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :   -27,281:   -11,014     -2,873     -2,662    -11,509    -14,021    -25,185    -19,556:    -2,096     -7,725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3       47.3        0.0       39.7       21.2       74.0       68.5:      26.0       31.5
Old  :     100.0:      34.3       47.3        0.0       39.7       21.2       74.0       68.5:      26.0       31.5
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  :        24:         4          7          0         10          4         14         11:
Old  :        24:         4          7          0         10          4         14         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       47.3       55.6       61.8       37.8       47.3       55.6       61.8
Old  :                 37.8       47.3       55.6       61.8       37.8       47.3       55.6       61.8
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, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    49,532:    19,483      8,347        412     18,553     28,455     38,448     37,214:    11,084     12,318
Old  :    49,532:    19,483      8,347        412     18,553     28,455     38,448     37,214:    11,084     12,318
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :   -70,340:   -12,915    -15,853     -7,603    -41,373    -40,797    -61,891    -64,253:    -8,449     -6,087
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3       16.9        0.8       37.5       57.4       77.6       75.1:      22.4       24.9
Old  :     100.0:      39.3       16.9        0.8       37.5       57.4       77.6       75.1:      22.4       24.9
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  :        73:        21         15          2         21         22         42         39:
Old  :        73:        21         15          2         21         22         42         39:
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       27.3       42.9       42.0       25.6       26.0       38.8       38.5
Old  :                 26.4       27.3       42.9       42.0       25.6       26.0       38.8       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    26,289:    11,204      7,656        171     14,728     18,334     26,103     26,161:       186        128
Old  :    26,289:    11,204      7,656        171     14,728     18,334     26,103     26,161:       186        128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :    -4,097:    -1,455       -288        -11        919       -308       -547       -607:    -3,550     -3,490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6       29.1        0.7       56.0       69.7       99.3       99.5:       0.7        0.5
Old  :     100.0:      42.6       29.1        0.7       56.0       69.7       99.3       99.5:       0.7        0.5
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  :        38:        10          9          3         12         13         24         23:
Old  :        38:        10          9          3         12         13         24         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.4       85.6       92.5       94.5       82.0       80.9       89.8       89.7
Old  :                 82.4       85.6       92.5       94.5       82.0       80.9       89.8       89.7
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, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    53,176:    31,680        864      1,708     19,543     50,559     52,931     53,131:       245         45
Old  :    53,176:    31,680        864      1,708     19,543     50,559     52,931     53,131:       245         45
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :    -1,122:      -564     -2,685        107       -664      1,466     -1,121     -1,112:        -1        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.6        1.6        3.2       36.8       95.1       99.5       99.9:       0.5        0.1
Old  :     100.0:      59.6        1.6        3.2       36.8       95.1       99.5       99.9:       0.5        0.1
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  :        33:        12          6          3         11          8         23         17:
Old  :        33:        12          6          3         11          8         23         17:
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  :                 83.4       85.9       93.1       98.4       74.2       85.5       83.9       88.7
Old  :                 83.4       85.9       93.1       98.4       74.2       85.5       83.9       88.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 29, 2008