WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, January 20, 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  :   271,392:    58,496     75,359     39,980    150,694    111,021    249,170    226,360:    22,222     45,032
Old  :   167,138:    42,179     65,799     19,690     91,994     54,798    153,863    140,287:    13,275     26,851
Other:   104,254:    28,441     21,684      8,166     58,700     56,223     95,307     86,073:     8,947     18,181
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :     5,293:    -2,498      5,319      3,207      5,141     -5,194      5,850      3,332:      -557      1,961
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       27.8       14.7       55.5       40.9       91.8       83.4:       8.2       16.6
Old  :     100.0:      25.2       39.4       11.8       55.0       32.8       92.1       83.9:       7.9       16.1
Other:     100.0:      27.3       20.8        7.8       56.3       53.9       91.4       82.6:       8.6       17.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:        56        113        106         70         84        210        242:
Old  :       270:        63        106         59         57         62        160        195:
Other:       194:        39         63         42         47         76        116        159:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.1       12.0       39.7       19.3       22.3        9.6       36.1       15.5
Old  :                 28.9       12.6       42.4       21.8       28.9       11.9       42.4       20.4
Other:                 50.1       15.4       61.6       24.5       49.7       14.2       58.2       21.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 20, 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  :   808,890:   161,880    114,533    133,895    401,004    376,543    696,779    624,971:   112,111    183,919
Old  :   607,098:   115,904    117,279     95,450    303,204    264,289    514,558    477,018:    92,540    130,080
Other:   201,792:    77,815     29,093      6,606     97,800    112,254    182,221    147,953:    19,571     53,839
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :    -4,064:     7,759      2,154       -482    -14,649    -12,568     -7,372    -10,896:     3,308      6,832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       14.2       16.6       49.6       46.6       86.1       77.3:      13.9       22.7
Old  :     100.0:      19.1       19.3       15.7       49.9       43.5       84.8       78.6:      15.2       21.4
Other:     100.0:      38.6       14.4        3.3       48.5       55.6       90.3       73.3:       9.7       26.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       541:       111        133        140        186        227        385        441:
Old  :       525:       114        133        119        178        216        363        410:
Other:       356:        71         64         24         76        178        155        260:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       14.8       22.8       21.7       13.0       13.8       21.0       19.2
Old  :                 13.4       13.9       22.2       21.4       13.0       12.6       21.3       18.4
Other:                 32.2       20.3       49.2       28.9       32.1       20.2       48.9       28.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 20, 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  :    16,741:     1,050      1,798        326     13,502     12,312     14,878     14,436:     1,863      2,305
Old  :     9,924:     1,043      1,896         94      7,291      6,223      8,428      8,213:     1,496      1,711
Other:     6,817:       239        134          0      6,211      6,089      6,450      6,223:       367        594
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :       110:        -1         72         65        -67       -137         -3          0:       113        110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       10.7        1.9       80.7       73.5       88.9       86.2:      11.1       13.8
Old  :     100.0:      10.5       19.1        0.9       73.5       62.7       84.9       82.8:      15.1       17.2
Other:     100.0:       3.5        2.0        0.0       91.1       89.3       94.6       91.3:       5.4        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         8         10          5         21         15         32         28:
Old  :        43:         9         10          3         19         12         29         24:
Other:        24:         4          2          0         11         11         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  :                 48.1       60.3       64.1       70.7       39.2       44.0       51.2       53.9
Old  :                 41.3       49.4       56.1       65.6       41.3       43.0       54.8       57.7
Other:                 72.6       76.1       87.8       88.1       50.4       50.4       59.4       55.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 20, 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  :   303,202:    65,251     31,937     54,459    144,669    157,727    264,379    244,123:    38,823     59,079
Old  :   244,263:    53,526     32,709     34,773    123,119    135,541    211,418    203,023:    32,845     41,240
Other:    58,939:    23,495     10,998      7,916     21,550     22,186     52,961     41,100:     5,978     17,839
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :    17,795:        69      3,401      7,637      9,379      6,535     17,085     17,573:       710        222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       10.5       18.0       47.7       52.0       87.2       80.5:      12.8       19.5
Old  :     100.0:      21.9       13.4       14.2       50.4       55.5       86.6       83.1:      13.4       16.9
Other:     100.0:      39.9       18.7       13.4       36.6       37.6       89.9       69.7:      10.1       30.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       328:        84         86        100         96        120        248        265:
Old  :       312:        79         88         85         90        104        225        238:
Other:       189:        48         39         23         43         77        101        133:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       21.1       26.0       30.4       14.9       17.5       23.0       24.2
Old  :                 18.6       23.0       29.5       33.4       17.9       19.5       27.7       27.6
Other:                 35.4       20.5       50.7       32.0       35.4       20.0       47.9       27.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, January 20, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    11,718:     8,264      1,252        867          0      1,214      9,131      3,333:     2,587      8,385
Old  :     7,801:     4,852      1,329        726          0        618      5,578      2,673:     2,223      5,128
Other:     3,917:     3,544         55          9          0        596      3,553        660:       364      3,257
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :       144:       961       -225        -78          0         84        883       -219:      -739        363
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.5       10.7        7.4        0.0       10.4       77.9       28.4:      22.1       71.6
Old  :     100.0:      62.2       17.0        9.3        0.0        7.9       71.5       34.3:      28.5       65.7
Other:     100.0:      90.5        1.4        0.2        0.0       15.2       90.7       16.8:       9.3       83.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        14          5          9          0          3         16         15:
Old  :        22:        13          6          8          0          3         15         15:
Other:        15:        11          1          3          0          3         11          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 48.8       13.8       65.2       23.4       45.7       13.3       60.9       21.0
Old  :                 39.8       17.2       60.2       29.0       38.7       15.6       54.1       24.7
Other:                 66.6       16.6       86.9       16.8       66.4       16.6       86.6       16.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 20, 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  :   209,993:    22,329     26,267     42,118    122,413    123,314    186,860    191,699:    23,133     18,294
Old  :   181,754:    27,193     29,862     24,206    109,828    110,442    161,227    164,510:    20,527     17,244
Other:    28,239:     4,928      6,197      8,120     12,585     12,872     25,633     27,189:     2,606      1,050
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :     7,925:     2,631      2,421        881      4,338      5,246      7,850      8,548:        75       -623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       12.5       20.1       58.3       58.7       89.0       91.3:      11.0        8.7
Old  :     100.0:      15.0       16.4       13.3       60.4       60.8       88.7       90.5:      11.3        9.5
Other:     100.0:      17.5       21.9       28.8       44.6       45.6       90.8       96.3:       9.2        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        33         40         59         60         61        137        144:
Old  :       183:        43         42         55         56         59        131        140:
Other:        70:        13         18         13         27         15         51         37:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.9       26.1       33.9       38.6       16.5       21.9       26.0       29.9
Old  :                 21.4       28.2       33.3       38.8       18.7       26.2       29.5       33.9
Other:                 49.5       58.0       67.5       73.7       35.5       37.2       46.6       49.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 20, 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  :   718,023:    43,617    134,548      8,365    560,991    427,700    612,973    570,613:   105,050    147,410
Old  :   718,023:    43,617    134,548      8,365    560,991    427,700    612,973    570,613:   105,050    147,410
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :   -15,014:   -18,624     -4,174       -679      6,641    -12,749    -12,662    -17,602:    -2,352      2,588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       18.7        1.2       78.1       59.6       85.4       79.5:      14.6       20.5
Old  :     100.0:       6.1       18.7        1.2       78.1       59.6       85.4       79.5:      14.6       20.5
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  :       141:        15         38         12         55         67         80        107:
Old  :       141:        15         38         12         55         67         80        107:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       22.2       51.3       30.5       35.3       21.8       48.0       29.7
Old  :                 37.3       22.2       51.3       30.5       35.3       21.8       48.0       29.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, January 20, 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  :   117,006:    20,946     13,641     11,373     58,988     75,168     91,307    100,182:    25,699     16,824
Old  :   102,848:    19,922     15,650      7,390     52,112     64,313     79,424     87,353:    23,424     15,495
Other:    14,158:     3,732        699      1,275      6,876     10,855     11,883     12,829:     2,275      1,329
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :       924:       917        750     -3,500      2,493      3,169        -90        419:     1,014        505
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       11.7        9.7       50.4       64.2       78.0       85.6:      22.0       14.4
Old  :     100.0:      19.4       15.2        7.2       50.7       62.5       77.2       84.9:      22.8       15.1
Other:     100.0:      26.4        4.9        9.0       48.6       76.7       83.9       90.6:      16.1        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        30         30         28         57         46        111         88:
Old  :       139:        30         36         27         53         46        106         88:
Other:        61:        20          7          9         29         14         50         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.9       34.8       27.7       48.6       13.5       30.9       21.9       39.5
Old  :                 20.1       35.6       28.8       46.5       19.2       32.7       27.9       42.9
Other:                 27.8       69.5       44.7       80.2       27.1       66.3       42.0       73.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 20, 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  :     5,915:     1,190        660        161      3,550      3,614      4,901      4,435:     1,014      1,480
Old  :     5,292:     1,191        659        113      3,033      3,207      4,337      3,979:       955      1,313
Other:       623:         2          4         45        517        407        564        456:        59        167
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :       -63:        54         82        -86       -160       -204       -192       -208:       129        145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       11.2        2.7       60.0       61.1       82.9       75.0:      17.1       25.0
Old  :     100.0:      22.5       12.5        2.1       57.3       60.6       82.0       75.2:      18.0       24.8
Other:     100.0:       0.3        0.6        7.2       83.0       65.3       90.5       73.2:       9.5       26.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         9          8          3         16         15         26         25:
Old  :        44:         8          9          2         16         14         25         24:
Other:        10:         1          2          3          2          6          5          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  :                 41.1       44.2       58.0       55.1       41.1       42.8       58.0       53.2
Old  :                 38.1       44.7       57.0       56.4       38.1       43.3       57.0       54.8
Other:                 90.0       57.6       90.5       73.0       67.3       47.2       67.3       49.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 20, 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  :   506,711:    73,459     70,672      3,374    338,742    359,743    415,575    433,789:    91,136     72,922
Old  :   506,711:    73,459     70,672      3,374    338,742    359,743    415,575    433,789:    91,136     72,922
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :   -16,129:     7,082    -11,725      1,345    -31,565     -4,243    -23,138    -14,623:     7,009     -1,506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       13.9        0.7       66.9       71.0       82.0       85.6:      18.0       14.4
Old  :     100.0:      14.5       13.9        0.7       66.9       71.0       82.0       85.6:      18.0       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        23         30          9         63         72         91        106:
Old  :       147:        23         30          9         63         72         91        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       32.4       32.4       42.7       20.0       25.6       27.0       33.9
Old  :                 23.4       32.4       32.4       42.7       20.0       25.6       27.0       33.9
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, January 20, 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  : 1,042,775:   128,587    126,448      6,425    702,628    630,290    837,640    763,163:   205,135    279,612
Old  : 1,042,775:   128,587    126,448      6,425    702,628    630,290    837,640    763,163:   205,135    279,612
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :    16,434:       191      8,216     -1,440      4,898     -7,918      3,649     -1,142:    12,785     17,576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       12.1        0.6       67.4       60.4       80.3       73.2:      19.7       26.8
Old  :     100.0:      12.3       12.1        0.6       67.4       60.4       80.3       73.2:      19.7       26.8
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  :       191:        35         37         22         76         90        121        139:
Old  :       191:        35         37         22         76         90        121        139:
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       18.2       39.3       25.9       28.1       13.6       38.2       20.3
Old  :                 28.4       18.2       39.3       25.9       28.1       13.6       38.2       20.3
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 20, 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  :   947,549:    87,844    150,256      6,078    672,655    617,228    766,577    773,562:   180,972    173,987
Old  :   947,549:    87,844    150,256      6,078    672,655    617,228    766,577    773,562:   180,972    173,987
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :   -53,259:   -17,752     -5,461       -728    -38,309    -39,904    -56,789    -46,093:     3,530     -7,166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       15.9        0.6       71.0       65.1       80.9       81.6:      19.1       18.4
Old  :     100.0:       9.3       15.9        0.6       71.0       65.1       80.9       81.6:      19.1       18.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        31         29         16         65         54        104         91:
Old  :       143:        31         29         16         65         54        104         91:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       42.1       43.4       49.1       22.0       28.8       29.3       35.0
Old  :                 30.8       42.1       43.4       49.1       22.0       28.8       29.3       35.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, January 20, 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  :   370,662:   193,787     25,476     26,152    120,897    288,840    340,836    340,468:    29,826     30,194
Old  :   370,662:   193,787     25,476     26,152    120,897    288,840    340,836    340,468:    29,826     30,194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :       974:    -1,361      2,968      2,830      1,666       -567      3,135      5,231:    -2,161     -4,257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.3        6.9        7.1       32.6       77.9       92.0       91.9:       8.0        8.1
Old  :     100.0:      52.3        6.9        7.1       32.6       77.9       92.0       91.9:       8.0        8.1
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  :        72:        26          9         20         29         29         59         56:
Old  :        72:        26          9         20         29         29         59         56:
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  :                 33.2       43.7       47.5       63.6       30.5       39.1       43.1       57.0
Old  :                 33.2       43.7       47.5       63.6       30.5       39.1       43.1       57.0
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 20, 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  :    16,576:     3,493      4,084          0      9,512      9,415     13,005     13,499:     3,571      3,077
Old  :    16,576:     3,493      4,084          0      9,512      9,415     13,005     13,499:     3,571      3,077
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :     4,435:       -40        392          0      3,934      4,249      3,894      4,641:       541       -206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       24.6        0.0       57.4       56.8       78.5       81.4:      21.5       18.6
Old  :     100.0:      21.1       24.6        0.0       57.4       56.8       78.5       81.4:      21.5       18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         4          8          0         12          7         16         15:
Old  :        31:         4          8          0         12          7         16         15:
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  :                 50.9       54.3       65.5       70.8       50.9       54.3       65.5       70.8
Old  :                 50.9       54.3       65.5       70.8       50.9       54.3       65.5       70.8
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 20, 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  :    70,240:    20,079     11,095        361     32,688     40,957     53,128     52,413:    17,112     17,827
Old  :    70,240:    20,079     11,095        361     32,688     40,957     53,128     52,413:    17,112     17,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :     8,724:       250       -181         63      4,704      6,373      5,017      6,255:     3,707      2,469
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       15.8        0.5       46.5       58.3       75.6       74.6:      24.4       25.4
Old  :     100.0:      28.6       15.8        0.5       46.5       58.3       75.6       74.6:      24.4       25.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        25         19          3         22         24         49         44:
Old  :        85:        25         19          3         22         24         49         44:
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  :                 33.6       32.2       45.3       47.5       33.6       31.8       44.7       45.8
Old  :                 33.6       32.2       45.3       47.5       33.6       31.8       44.7       45.8
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 20, 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  :    25,247:    13,651      7,824        107     11,337     17,163     25,095     25,094:       152        153
Old  :    25,247:    13,651      7,824        107     11,337     17,163     25,095     25,094:       152        153
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :    -3,072:    -1,050     -1,990       -105     -1,805       -926     -2,960     -3,021:      -112        -51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.1       31.0        0.4       44.9       68.0       99.4       99.4:       0.6        0.6
Old  :     100.0:      54.1       31.0        0.4       44.9       68.0       99.4       99.4:       0.6        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        11         11          3          8         16         21         28:
Old  :        41:        11         11          3          8         16         21         28:
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  :                 84.1       69.3       93.0       86.4       83.5       68.2       92.5       85.2
Old  :                 84.1       69.3       93.0       86.4       83.5       68.2       92.5       85.2
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 20, 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  :    43,827:    15,898      1,192      1,712     25,405     40,890     43,015     43,794:       812         33
Old  :    43,827:    15,898      1,192      1,712     25,405     40,890     43,015     43,794:       812         33
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 13, 2009                     :
     :    -4,619:    -8,228        244         10      6,823     -1,454     -1,395     -1,200:    -3,224     -3,419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        2.7        3.9       58.0       93.3       98.1       99.9:       1.9        0.1
Old  :     100.0:      36.3        2.7        3.9       58.0       93.3       98.1       99.9:       1.9        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  :        34:        12          7          3         12          7         24         17:
Old  :        34:        12          7          3         12          7         24         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  :                 62.2       86.2       85.6       96.9       55.3       75.0       71.8       80.4
Old  :                 62.2       86.2       85.6       96.9       55.3       75.0       71.8       80.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 23, 2009