WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, February 17, 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  :   312,379:    60,446     77,701     74,918    149,693    111,703    285,057    264,322:    27,322     48,057
Old  :   165,415:    47,872     67,394     24,369     77,773     47,066    150,014    138,829:    15,401     26,586
Other:   146,964:    45,847     43,580     17,276     71,920     64,637    135,043    125,493:    11,921     21,471
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :     6,888:      -650      1,770      5,176      2,965        416      7,491      7,362:      -603       -474
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       24.9       24.0       47.9       35.8       91.3       84.6:       8.7       15.4
Old  :     100.0:      28.9       40.7       14.7       47.0       28.5       90.7       83.9:       9.3       16.1
Other:     100.0:      31.2       29.7       11.8       48.9       44.0       91.9       85.4:       8.1       14.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       345:        56        136        156         70         86        256        309:
Old  :       308:        77        113         92         47         67        186        241:
Other:       237:        44         95         61         53         77        141        203:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.4        9.8       33.9       16.8       18.2        8.9       30.1       14.7
Old  :                 24.8       13.6       38.7       22.9       24.6       13.5       38.3       22.7
Other:                 36.9       12.3       48.6       20.9       36.8       11.2       47.4       18.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, February 17, 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  :   812,494:   158,872    157,792    122,465    415,671    349,348    697,008    629,605:   115,486    182,889
Old  :   589,693:   111,885    156,442     80,843    303,951    232,571    496,679    469,856:    93,014    119,837
Other:   222,801:    81,841     36,204      6,768    111,720    116,777    200,329    159,749:    22,472     63,052
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :       254:    -2,699     18,652    -10,317      9,467    -12,642     -3,549     -4,307:     3,803      4,561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       19.4       15.1       51.2       43.0       85.8       77.5:      14.2       22.5
Old  :     100.0:      19.0       26.5       13.7       51.5       39.4       84.2       79.7:      15.8       20.3
Other:     100.0:      36.7       16.2        3.0       50.1       52.4       89.9       71.7:      10.1       28.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       545:       114        142        164        185        212        409        445:
Old  :       527:       115        137        148        181        200        391        415:
Other:       356:        71         75         29         72        173        155        270:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.0       12.6       22.6       19.8       13.3       11.9       21.2       17.4
Old  :                 13.5       13.5       21.7       21.0       13.4       12.9       21.4       19.1
Other:                 31.2       15.8       46.9       25.6       31.2       14.6       46.2       22.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, February 17, 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  :    17,229:     1,316      2,396        149     13,614     11,939     15,079     14,484:     2,150      2,745
Old  :    10,467:     1,090      2,256         84      7,642      6,072      8,816      8,412:     1,651      2,055
Other:     6,762:       286        200          5      5,972      5,867      6,263      6,072:       499        690
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :      -197:       -74        382        -38        -84       -329       -196         15:        -1       -212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       13.9        0.9       79.0       69.3       87.5       84.1:      12.5       15.9
Old  :     100.0:      10.4       21.6        0.8       73.0       58.0       84.2       80.4:      15.8       19.6
Other:     100.0:       4.2        3.0        0.1       88.3       86.8       92.6       89.8:       7.4       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         7         14          4         19         11         28         27:
Old  :        39:         8         12          2         15         10         23         24:
Other:        25:         4          2          1         13         10         18         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  :                 48.9       57.6       66.5       67.0       35.3       35.1       44.9       43.6
Old  :                 44.4       48.8       61.3       60.7       39.6       33.6       50.0       44.9
Other:                 67.9       74.1       82.2       87.6       41.9       46.1       50.4       51.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, February 17, 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  :   326,895:    67,587     34,307     60,060    156,846    167,542    284,493    261,909:    42,402     64,986
Old  :   249,743:    50,737     34,982     35,737    128,820    135,000    215,294    205,719:    34,449     44,024
Other:    77,152:    31,184     13,659      9,989     28,026     32,542     69,199     56,190:     7,953     20,962
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :     3,998:    -4,877      3,631      3,511      4,926     -3,910      3,560      3,232:       438        766
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       10.5       18.4       48.0       51.3       87.0       80.1:      13.0       19.9
Old  :     100.0:      20.3       14.0       14.3       51.6       54.1       86.2       82.4:      13.8       17.6
Other:     100.0:      40.4       17.7       12.9       36.3       42.2       89.7       72.8:      10.3       27.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       338:        95         88        114        105        115        271        273:
Old  :       325:        92         90         97         96        103        240        254:
Other:       192:        43         53         31         47         70        110        141:
     :----------------------------------------------------------------------------------------------------
     :             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       19.2       26.2       30.9       14.2       16.3       22.2       23.1
Old  :                 19.5       21.7       31.2       32.5       17.9       19.4       28.5       27.0
Other:                 29.8       23.4       44.4       34.2       29.8       20.8       43.7       30.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, February 17, 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  :   212,982:    32,509     28,268     37,473    116,659    119,288    186,641    185,029:    26,341     27,953
Old  :   181,889:    38,481     31,047     18,505    102,850    106,041    159,836    155,593:    22,053     26,296
Other:    31,093:     5,135      8,328      7,861     13,809     13,247     26,805     29,436:     4,288      1,657
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :     4,295:     3,274      1,965     -2,173      4,028      1,712      5,129      1,504:      -834      2,791
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       13.3       17.6       54.8       56.0       87.6       86.9:      12.4       13.1
Old  :     100.0:      21.2       17.1       10.2       56.5       58.3       87.9       85.5:      12.1       14.5
Other:     100.0:      16.5       26.8       25.3       44.4       42.6       86.2       94.7:      13.8        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        46         41         56         63         56        148        145:
Old  :       189:        53         43         52         60         52        142        138:
Other:        76:        17         19         13         31         18         58         40:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       27.6       29.2       39.4       14.2       25.8       23.5       34.7
Old  :                 18.9       31.9       30.8       42.9       17.1       30.5       28.2       41.1
Other:                 41.1       55.4       58.0       72.4       25.9       37.1       39.0       51.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, February 17, 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  :   739,838:    43,731    130,263      8,983    577,474    448,446    630,188    587,692:   109,650    152,146
Old  :   739,838:    43,731    130,263      8,983    577,474    448,446    630,188    587,692:   109,650    152,146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :    23,467:     5,839      7,178      1,368     12,014     16,106     19,221     24,652:     4,246     -1,185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       17.6        1.2       78.1       60.6       85.2       79.4:      14.8       20.6
Old  :     100.0:       5.9       17.6        1.2       78.1       60.6       85.2       79.4:      14.8       20.6
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  :       143:        18         37         17         61         67         93        107:
Old  :       143:        18         37         17         61         67         93        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  :                 34.0       27.5       46.6       34.7       32.6       24.7       43.4       31.7
Old  :                 34.0       27.5       46.6       34.7       32.6       24.7       43.4       31.7
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, February 17, 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  :   123,329:    20,920     10,367     10,961     65,415     78,143     97,296     99,471:    26,033     23,858
Old  :   105,572:    19,707     11,049      7,184     55,769     64,848     82,660     83,081:    22,912     22,491
Other:    17,757:     3,592      1,697      1,398      9,646     13,295     14,636     16,390:     3,121      1,367
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :    -3,828:    -4,699     -1,019       -154      2,226     -6,844     -2,627     -8,017:    -1,201      4,189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0        8.4        8.9       53.0       63.4       78.9       80.7:      21.1       19.3
Old  :     100.0:      18.7       10.5        6.8       52.8       61.4       78.3       78.7:      21.7       21.3
Other:     100.0:      20.2        9.6        7.9       54.3       74.9       82.4       92.3:      17.6        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        39         21         35         60         52        118         96:
Old  :       136:        40         26         32         57         50        112         94:
Other:        66:        17         11         10         33         15         57         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  :                 18.8       35.6       27.8       46.8       12.5       30.6       20.6       38.6
Old  :                 20.0       33.0       28.6       42.2       18.1       30.0       26.1       38.8
Other:                 28.9       70.2       42.8       82.5       28.9       65.6       42.6       76.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, February 17, 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  :     7,330:     1,395      1,228        491      4,191      3,265      6,077      4,984:     1,253      2,346
Old  :     5,472:     1,015      1,226        212      3,142      2,109      4,369      3,547:     1,103      1,925
Other:     1,858:       574        196         85      1,049      1,156      1,708      1,437:       150        421
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :       307:        78         28       -166        106        -53         18       -191:       289        498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       16.8        6.7       57.2       44.5       82.9       68.0:      17.1       32.0
Old  :     100.0:      18.5       22.4        3.9       57.4       38.5       79.8       64.8:      20.2       35.2
Other:     100.0:      30.9       10.5        4.6       56.5       62.2       91.9       77.3:       8.1       22.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         8          9          5         19         16         30         29:
Old  :        44:        10          9          4         19         11         30         23:
Other:        20:         1          5          2          3         12          6         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.7       34.0       48.6       44.7       33.7       32.9       45.7       40.4
Old  :                 26.3       39.0       43.5       47.4       26.2       36.1       41.4       44.0
Other:                 87.4       34.8       91.9       57.4       82.6       34.8       82.6       56.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, February 17, 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  :   510,682:    79,083     60,627      3,083    336,787    368,294    418,953    432,004:    91,729     78,678
Old  :   510,682:    79,083     60,627      3,083    336,787    368,294    418,953    432,004:    91,729     78,678
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :    15,841:    13,310     -1,397        -13      1,019     12,396     14,316     10,986:     1,525      4,855
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       11.9        0.6       65.9       72.1       82.0       84.6:      18.0       15.4
Old  :     100.0:      15.5       11.9        0.6       65.9       72.1       82.0       84.6:      18.0       15.4
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  :       156:        28         26          9         76         73        106        106:
Old  :       156:        28         26          9         76         73        106        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  :                 15.7       34.9       26.0       44.9       14.5       28.6       22.8       37.1
Old  :                 15.7       34.9       26.0       44.9       14.5       28.6       22.8       37.1
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, February 17, 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  : 1,066,453:   138,987    147,601      5,189    681,395    652,834    825,571    805,624:   240,882    260,829
Old  : 1,066,453:   138,987    147,601      5,189    681,395    652,834    825,571    805,624:   240,882    260,829
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :    11,607:   -12,877    -12,338     -1,876    -12,050      8,543    -26,803     -5,671:    38,410     17,278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       13.8        0.5       63.9       61.2       77.4       75.5:      22.6       24.5
Old  :     100.0:      13.0       13.8        0.5       63.9       61.2       77.4       75.5:      22.6       24.5
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  :       204:        40         39         26         87         98        138        152:
Old  :       204:        40         39         26         87         98        138        152:
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  :                 22.8       18.0       33.7       24.6       21.6       13.8       31.2       19.9
Old  :                 22.8       18.0       33.7       24.6       21.6       13.8       31.2       19.9
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, February 17, 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  :   993,610:    98,510    111,571     12,333    706,323    681,535    817,166    805,439:   176,444    188,171
Old  :   993,610:    98,510    111,571     12,333    706,323    681,535    817,166    805,439:   176,444    188,171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :    13,011:     5,388     -2,212        987     -4,723      1,672      1,652        447:    11,359     12,564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       11.2        1.2       71.1       68.6       82.2       81.1:      17.8       18.9
Old  :     100.0:       9.9       11.2        1.2       71.1       68.6       82.2       81.1:      17.8       18.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       136:        26         23         21         71         60        104         97:
Old  :       136:        26         23         21         71         60        104         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       43.3       44.1       51.0       21.4       30.7       29.4       36.9
Old  :                 30.8       43.3       44.1       51.0       21.4       30.7       29.4       36.9
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, February 17, 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  :   387,680:   161,694     18,340     48,192    142,554    287,224    352,440    353,756:    35,240     33,924
Old  :   387,680:   161,694     18,340     48,192    142,554    287,224    352,440    353,756:    35,240     33,924
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :    20,904:     8,039        707      1,328      6,743     10,777     16,110     12,812:     4,794      8,092
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.7        4.7       12.4       36.8       74.1       90.9       91.2:       9.1        8.8
Old  :     100.0:      41.7        4.7       12.4       36.8       74.1       90.9       91.2:       9.1        8.8
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  :        74:        26         10         25         32         24         68         51:
Old  :        74:        26         10         25         32         24         68         51:
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  :                 28.0       45.7       42.0       61.4       22.7       42.4       34.7       53.2
Old  :                 28.0       45.7       42.0       61.4       22.7       42.4       34.7       53.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, February 17, 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  :    22,428:     4,208      4,739          8     13,518     14,001     17,734     18,748:     4,694      3,680
Old  :    22,428:     4,208      4,739          8     13,518     14,001     17,734     18,748:     4,694      3,680
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :     1,391:       658        611          5         29        500        692      1,116:       699        275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       21.1        0.0       60.3       62.4       79.1       83.6:      20.9       16.4
Old  :     100.0:      18.8       21.1        0.0       60.3       62.4       79.1       83.6:      20.9       16.4
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  :        30:         5          8          3         11          6         19         14:
Old  :        30:         5          8          3         11          6         19         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       62.0       68.2       75.5       49.0       62.0       68.2       75.4
Old  :                 49.0       62.0       68.2       75.5       49.0       62.0       68.2       75.4
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, February 17, 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  :    79,440:    25,021     16,185        369     33,939     46,399     59,329     62,953:    20,111     16,487
Old  :    79,440:    25,021     16,185        369     33,939     46,399     59,329     62,953:    20,111     16,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :     4,098:     2,152       -357         -4     -1,921      1,405        227      1,044:     3,871      3,054
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       20.4        0.5       42.7       58.4       74.7       79.2:      25.3       20.8
Old  :     100.0:      31.5       20.4        0.5       42.7       58.4       74.7       79.2:      25.3       20.8
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  :       101:        27         27          4         27         27         55         57:
Old  :       101:        27         27          4         27         27         55         57:
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  :                 27.6       31.4       39.5       45.8       27.6       31.0       38.4       43.8
Old  :                 27.6       31.4       39.5       45.8       27.6       31.0       38.4       43.8
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, February 17, 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  :    32,036:     9,958      4,234        471     21,436     26,507     31,865     31,212:       171        824
Old  :    32,036:     9,958      4,234        471     21,436     26,507     31,865     31,212:       171        824
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :    -4,074:       347     -2,008        384     -4,718     -3,214     -3,987     -4,838:       -87        764
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       13.2        1.5       66.9       82.7       99.5       97.4:       0.5        2.6
Old  :     100.0:      31.1       13.2        1.5       66.9       82.7       99.5       97.4:       0.5        2.6
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  :        42:         9         13          3         11         13         22         27:
Old  :        42:         9         13          3         11         13         22         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.7       78.5       92.2       89.4       83.6       77.6       92.1       88.5
Old  :                 83.7       78.5       92.2       89.4       83.6       77.6       92.1       88.5
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, February 17, 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  :    36,229:    10,974      1,674      1,790     21,118     32,624     33,882     36,088:     2,347        141
Old  :    36,229:    10,974      1,674      1,790     21,118     32,624     33,882     36,088:     2,347        141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2009                    :
     :       176:        24        606        143        214       -204        381        545:      -205       -369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        4.6        4.9       58.3       90.0       93.5       99.6:       6.5        0.4
Old  :     100.0:      30.3        4.6        4.9       58.3       90.0       93.5       99.6:       6.5        0.4
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  :        32:         9          9          3         11          7         20         19:
Old  :        32:         9          9          3         11          7         20         19:
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  :                 55.9       88.9       74.9       96.3       50.2       79.4       66.1       83.1
Old  :                 55.9       88.9       74.9       96.3       50.2       79.4       66.1       83.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 20, 2009