WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, January 13, 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  :   266,099:    60,994     70,040     36,773    145,553    116,215    243,320    223,028:    22,779     43,071
Old  :   160,733:    44,834     62,232     14,442     87,130     58,799    146,406    135,473:    14,327     25,260
Other:   105,366:    28,427     20,075     10,064     58,423     57,416     96,914     87,555:     8,452     17,811
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     4,354:      -502      3,664      3,736      1,555     -4,325      4,789      3,075:      -435      1,279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       26.3       13.8       54.7       43.7       91.4       83.8:       8.6       16.2
Old  :     100.0:      27.9       38.7        9.0       54.2       36.6       91.1       84.3:       8.9       15.7
Other:     100.0:      27.0       19.1        9.6       55.4       54.5       92.0       83.1:       8.0       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        62        112        104         68         88        213        245:
Old  :       275:        69        104         60         53         67        166        195:
Other:       197:        39         63         39         44         80        110        163:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.5       12.6       40.5       20.8       22.3       11.6       36.3       17.4
Old  :                 29.6       13.4       43.5       22.8       29.6       12.9       43.5       21.9
Other:                 50.2       16.0       61.5       24.9       49.7       14.6       58.1       21.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 13, 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  :   812,954:   154,121    112,379    134,377    415,653    389,111    704,151    635,867:   108,803    177,087
Old  :   614,741:   115,768    116,858     92,869    315,866    278,169    524,503    487,896:    90,238    126,845
Other:   198,213:    73,239     30,407      6,622     99,787    110,942    179,648    147,971:    18,565     50,242
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :    -1,918:    -1,939      6,783      5,076     -4,804    -20,154     -1,667     -8,295:      -251      6,377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       13.8       16.5       51.1       47.9       86.6       78.2:      13.4       21.8
Old  :     100.0:      18.8       19.0       15.1       51.4       45.2       85.3       79.4:      14.7       20.6
Other:     100.0:      36.9       15.3        3.3       50.3       56.0       90.6       74.7:       9.4       25.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       558:       114        143        140        187        232        388        454:
Old  :       544:       117        141        116        179        219        363        422:
Other:       355:        65         67         22         77        178        148        262:
     :----------------------------------------------------------------------------------------------------
     :             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       15.2       23.0       21.9       13.3       14.7       21.6       19.9
Old  :                 13.5       14.2       22.4       21.5       13.5       13.3       21.9       19.2
Other:                 32.4       20.9       49.7       28.9       32.4       20.7       49.3       27.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 13, 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  :    16,631:     1,051      1,726        261     13,569     12,449     14,881     14,436:     1,750      2,195
Old  :    10,012:       983      1,835         92      7,588      6,468      8,663      8,395:     1,349      1,617
Other:     6,619:       237         60          0      5,981      5,981      6,218      6,041:       401        578
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :       500:        12         84        -24        512        334        500        394:         0        106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       10.4        1.6       81.6       74.9       89.5       86.8:      10.5       13.2
Old  :     100.0:       9.8       18.3        0.9       75.8       64.6       86.5       83.8:      13.5       16.2
Other:     100.0:       3.6        0.9        0.0       90.4       90.4       93.9       91.3:       6.1        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         9          9          4         20         14         31         26:
Old  :        43:         9         10          2         19         11         29         22:
Other:        22:         4          1          0         10         11         14         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 50.1       61.2       66.5       71.8       40.3       44.6       52.6       54.7
Old  :                 42.6       50.9       57.8       67.2       42.6       42.6       56.8       58.9
Other:                 74.8       76.8       89.4       89.1       51.8       50.4       59.0       56.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 13, 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  :   285,407:    65,182     28,536     46,822    135,290    151,192    247,294    226,550:    38,113     58,857
Old  :   233,615:    59,999     31,466     28,447    112,221    132,781    200,667    192,694:    32,948     40,921
Other:    51,792:    20,247     12,134      3,311     23,069     18,411     46,627     33,856:     5,165     17,936
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     1,574:     6,585     -1,044      2,163     -3,346       -581      5,402        538:    -3,828      1,036
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       10.0       16.4       47.4       53.0       86.6       79.4:      13.4       20.6
Old  :     100.0:      25.7       13.5       12.2       48.0       56.8       85.9       82.5:      14.1       17.5
Other:     100.0:      39.1       23.4        6.4       44.5       35.5       90.0       65.4:      10.0       34.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       312:        84         78         97         88        113        233        250:
Old  :       300:        82         81         84         83        100        215        228:
Other:       180:        42         42         13         38         76         87        127:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       23.9       25.7       33.4       15.6       20.9       24.4       27.3
Old  :                 18.8       26.6       29.5       37.1       18.8       23.8       29.1       32.8
Other:                 40.4       21.8       53.2       30.5       40.4       21.8       50.5       28.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    11,574:     7,303      1,477        945          0      1,130      8,248      3,552:     3,326      8,022
Old  :     7,771:     4,161      1,639        726          0        534      4,887      2,899:     2,884      4,872
Other:     3,803:     3,354         50          7          0        596      3,361        653:       442      3,150
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.1       12.8        8.2        0.0        9.8       71.3       30.7:      28.7       69.3
Old  :     100.0:      53.5       21.1        9.3        0.0        6.9       62.9       37.3:      37.1       62.7
Other:     100.0:      88.2        1.3        0.2        0.0       15.7       88.4       17.2:      11.6       82.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        12          7         10          0          3         14         18:
Old  :        22:        11          8          9          0          3         13         18:
Other:        15:        10          2          3          0          3         10          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 46.1       13.1       60.6       22.0       43.7       13.1       57.4       20.8
Old  :                 36.2       15.2       53.8       26.4       33.9       15.2       49.5       24.1
Other:                 66.2       16.9       86.8       17.2       66.1       16.9       86.6       17.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 13, 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  :   202,068:    19,698     23,846     41,237    118,075    118,068    179,010    183,151:    23,058     18,917
Old  :   174,308:    24,606     27,318     23,930    105,494    105,334    154,030    156,582:    20,278     17,726
Other:    27,760:     4,620      6,056      7,779     12,581     12,734     24,980     26,569:     2,780      1,191
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     2,421:       220     -6,808        969      1,436      8,143      2,625      2,304:      -204        117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       11.8       20.4       58.4       58.4       88.6       90.6:      11.4        9.4
Old  :     100.0:      14.1       15.7       13.7       60.5       60.4       88.4       89.8:      11.6       10.2
Other:     100.0:      16.6       21.8       28.0       45.3       45.9       90.0       95.7:      10.0        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        34         30         54         59         60        134        131:
Old  :       172:        44         33         50         55         58        128        127:
Other:        70:        12         19         11         29         16         50         38:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.3       25.0       35.2       37.5       16.6       20.4       26.5       29.8
Old  :                 21.2       25.5       34.2       38.2       18.6       24.5       29.3       34.5
Other:                 52.1       57.0       70.1       69.6       37.5       34.9       48.1       46.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 13, 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  :   733,037:    62,241    138,722      9,044    554,350    440,449    625,635    588,215:   107,402    144,822
Old  :   733,037:    62,241    138,722      9,044    554,350    440,449    625,635    588,215:   107,402    144,822
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :    -4,389:     1,995    -18,180      1,990      7,347     12,288     11,332     -3,902:   -15,721       -487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       18.9        1.2       75.6       60.1       85.3       80.2:      14.7       19.8
Old  :     100.0:       8.5       18.9        1.2       75.6       60.1       85.3       80.2:      14.7       19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        19         35         10         54         71         81        108:
Old  :       143:        19         35         10         54         71         81        108:
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  :                 35.8       20.4       49.1       28.6       33.5       20.1       45.6       28.3
Old  :                 35.8       20.4       49.1       28.6       33.5       20.1       45.6       28.3
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, January 13, 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  :   116,082:    20,029     12,891     14,873     56,495     71,999     91,397     99,763:    24,685     16,319
Old  :   102,767:    19,278     14,193     10,949     49,810     62,349     80,037     87,491:    22,730     15,276
Other:    13,315:     2,932        879      1,743      6,685      9,650     11,360     12,272:     1,955      1,043
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :    -2,121:      -278     -1,850       -799     -1,152      2,640     -2,229         -9:       108     -2,112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       11.1       12.8       48.7       62.0       78.7       85.9:      21.3       14.1
Old  :     100.0:      18.8       13.8       10.7       48.5       60.7       77.9       85.1:      22.1       14.9
Other:     100.0:      22.0        6.6       13.1       50.2       72.5       85.3       92.2:      14.7        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        28         26         32         54         47        111         88:
Old  :       141:        30         31         32         52         47        109         88:
Other:        61:        18          9          9         27         13         47         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.6       32.7       27.6       46.3       14.1       29.9       22.9       39.6
Old  :                 19.6       34.9       28.6       46.3       18.9       31.8       27.7       42.5
Other:                 28.7       61.1       43.2       75.8       28.7       58.1       41.5       69.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 13, 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  :     5,978:     1,136        578        247      3,710      3,818      5,093      4,643:       885      1,335
Old  :     5,448:     1,135        575        183      3,280      3,506      4,598      4,264:       850      1,184
Other:       530:         6          8         59        430        312        495        379:        35        151
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :      -154:       -15         -3         32       -156       -290       -139       -261:       -15        107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0        9.7        4.1       62.1       63.9       85.2       77.7:      14.8       22.3
Old  :     100.0:      20.8       10.6        3.4       60.2       64.4       84.4       78.3:      15.6       21.7
Other:     100.0:       1.1        1.5       11.1       81.1       58.9       93.4       71.5:       6.6       28.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         7         10          4         18         15         28         26:
Old  :        46:         6         11          2         18         14         26         25:
Other:        10:         1          2          4          2          5          6          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 39.7       46.5       56.9       58.3       39.7       46.5       56.8       56.5
Old  :                 37.5       48.1       56.3       60.3       37.5       48.1       56.3       59.0
Other:                 92.3       58.3       93.4       71.3       63.4       40.6       63.4       41.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 13, 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  :   522,840:    66,377     82,397      2,029    370,307    363,986    438,713    448,412:    84,127     74,428
Old  :   522,840:    66,377     82,397      2,029    370,307    363,986    438,713    448,412:    84,127     74,428
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :    17,285:       468     -6,741        152       -316     17,625        304     11,036:    16,981      6,249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       15.8        0.4       70.8       69.6       83.9       85.8:      16.1       14.2
Old  :     100.0:      12.7       15.8        0.4       70.8       69.6       83.9       85.8:      16.1       14.2
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  :       145:        22         32          6         62         67         87        102:
Old  :       145:        22         32          6         62         67         87        102:
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  :                 27.1       31.5       38.8       40.5       25.1       23.0       32.7       31.1
Old  :                 27.1       31.5       38.8       40.5       25.1       23.0       32.7       31.1
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, January 13, 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  : 1,026,341:   128,396    118,232      7,865    697,730    638,208    833,991    764,305:   192,350    262,036
Old  : 1,026,341:   128,396    118,232      7,865    697,730    638,208    833,991    764,305:   192,350    262,036
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :   -11,873:   -29,726    -24,439      2,384     16,212      3,125    -11,130    -18,930:      -743      7,057
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       11.5        0.8       68.0       62.2       81.3       74.5:      18.7       25.5
Old  :     100.0:      12.5       11.5        0.8       68.0       62.2       81.3       74.5:      18.7       25.5
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  :       188:        42         35         24         72         83        125        131:
Old  :       188:        42         35         24         72         83        125        131:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       20.1       40.4       28.9       29.1       16.4       38.9       23.8
Old  :                 29.4       20.1       40.4       28.9       29.1       16.4       38.9       23.8
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, January 13, 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  : 1,000,808:   105,596    155,717      6,806    710,964    657,132    823,366    819,655:   177,442    181,153
Old  : 1,000,808:   105,596    155,717      6,806    710,964    657,132    823,366    819,655:   177,442    181,153
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :    -1,098:   -11,985      9,393      2,350      7,999    -17,168     -1,636     -5,425:       538      4,327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       15.6        0.7       71.0       65.7       82.3       81.9:      17.7       18.1
Old  :     100.0:      10.6       15.6        0.7       71.0       65.7       82.3       81.9:      17.7       18.1
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  :       149:        33         28         14         70         58        110         93:
Old  :       149:        33         28         14         70         58        110         93:
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  :                 32.3       41.0       45.0       48.9       23.2       28.5       30.5       34.7
Old  :                 32.3       41.0       45.0       48.9       23.2       28.5       30.5       34.7
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, January 13, 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  :   369,688:   195,148     22,508     23,322    119,231    289,407    337,701    335,237:    31,987     34,451
Old  :   369,688:   195,148     22,508     23,322    119,231    289,407    337,701    335,237:    31,987     34,451
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     6,006:     2,404      1,247        240      1,951      4,894      4,595      6,381:     1,411       -375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.8        6.1        6.3       32.3       78.3       91.3       90.7:       8.7        9.3
Old  :     100.0:      52.8        6.1        6.3       32.3       78.3       91.3       90.7:       8.7        9.3
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  :        70:        23         11         19         28         27         58         53:
Old  :        70:        23         11         19         28         27         58         53:
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  :                 33.9       44.6       47.4       64.8       30.9       41.0       43.2       58.6
Old  :                 33.9       44.6       47.4       64.8       30.9       41.0       43.2       58.6
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, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    12,141:     3,533      3,692          0      5,578      5,166      9,111      8,858:     3,030      3,283
Old  :    12,141:     3,533      3,692          0      5,578      5,166      9,111      8,858:     3,030      3,283
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     2,059:       598        -21          0        -26      2,985        572      2,964:     1,487       -905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       30.4        0.0       45.9       42.6       75.0       73.0:      25.0       27.0
Old  :     100.0:      29.1       30.4        0.0       45.9       42.6       75.0       73.0:      25.0       27.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4          7          0         11          5         15         12:
Old  :        26:         4          7          0         11          5         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       56.0       58.2       66.8       43.7       56.0       58.2       66.8
Old  :                 43.7       56.0       58.2       66.8       43.7       56.0       58.2       66.8
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, January 13, 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  :    61,516:    19,829     11,276        298     27,984     34,584     48,111     46,158:    13,405     15,358
Old  :    61,516:    19,829     11,276        298     27,984     34,584     48,111     46,158:    13,405     15,358
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     1,595:      -897        979         31       -653      1,154     -1,519      2,164:     3,114       -569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       18.3        0.5       45.5       56.2       78.2       75.0:      21.8       25.0
Old  :     100.0:      32.2       18.3        0.5       45.5       56.2       78.2       75.0:      21.8       25.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        25         16          3         25         21         50         40:
Old  :        81:        25         16          3         25         21         50         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       31.9       40.5       47.6       25.7       31.4       38.7       44.7
Old  :                 25.9       31.9       40.5       47.6       25.7       31.4       38.7       44.7
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, January 13, 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  :    28,319:    14,701      9,814        212     13,142     18,089     28,055     28,115:       264        204
Old  :    28,319:    14,701      9,814        212     13,142     18,089     28,055     28,115:       264        204
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :    -2,701:    -2,996      2,720         25        231     -5,519     -2,740     -2,774:        39         73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.9       34.7        0.7       46.4       63.9       99.1       99.3:       0.9        0.7
Old  :     100.0:      51.9       34.7        0.7       46.4       63.9       99.1       99.3:       0.9        0.7
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  :        39:        11         12          3          9         13         22         26:
Old  :        39:        11         12          3          9         13         22         26:
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  :                 82.1       75.0       92.2       90.2       81.5       73.9       91.5       89.0
Old  :                 82.1       75.0       92.2       90.2       81.5       73.9       91.5       89.0
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, January 13, 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  :    48,446:    24,126        948      1,702     18,582     42,344     44,410     44,994:     4,036      3,452
Old  :    48,446:    24,126        948      1,702     18,582     42,344     44,410     44,994:     4,036      3,452
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :    -1,720:    -7,303       -196         39      1,876     -4,984     -5,388     -5,141:     3,668      3,421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.8        2.0        3.5       38.4       87.4       91.7       92.9:       8.3        7.1
Old  :     100.0:      49.8        2.0        3.5       38.4       87.4       91.7       92.9:       8.3        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  :        33:        13          6          3         11          7         24         16:
Old  :        33:        13          6          3         11          7         24         16:
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  :                 58.1       81.7       80.2       91.2       54.7       75.7       72.6       80.4
Old  :                 58.1       81.7       80.2       91.2       54.7       75.7       72.6       80.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 16, 2009