WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, March 3, 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  :   280,732:    60,344     78,995     47,914    146,602    109,642    254,860    236,551:    25,872     44,181
Old  :   125,998:    40,722     61,041      3,290     70,426     42,445    114,438    106,776:    11,560     19,222
Other:   154,734:    44,917     43,249     19,329     76,176     67,197    140,422    129,775:    14,312     24,959
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :   -11,007:        50      6,961     -7,475     -2,433     -6,047     -9,858     -6,561:    -1,149     -4,446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       28.1       17.1       52.2       39.1       90.8       84.3:       9.2       15.7
Old  :     100.0:      32.3       48.4        2.6       55.9       33.7       90.8       84.7:       9.2       15.3
Other:     100.0:      29.0       28.0       12.5       49.2       43.4       90.8       83.9:       9.2       16.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       307:        61        134        110         70         84        216        262:
Old  :       258:        70        104         25         42         49        129        162:
Other:       235:        52         87         65         54         79        151        196:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.5       12.1       38.4       20.2       20.4       10.4       33.7       17.0
Old  :                 32.1       20.4       49.3       30.8       32.1       20.1       49.3       30.5
Other:                 36.2       12.5       46.4       20.3       36.0       10.1       45.1       17.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, March 3, 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  :   748,252:   151,768    136,393    107,625    378,588    324,933    637,981    568,951:   110,271    179,301
Old  :   520,108:   103,469    134,096     69,754    258,453    204,611    431,676    408,461:    88,432    111,647
Other:   228,144:    78,840     32,838      7,330    120,135    120,322    206,305    160,490:    21,839     67,654
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :   -19,577:     1,793     -8,629     -2,723    -12,713     -7,557    -13,643    -18,909:    -5,934       -668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       18.2       14.4       50.6       43.4       85.3       76.0:      14.7       24.0
Old  :     100.0:      19.9       25.8       13.4       49.7       39.3       83.0       78.5:      17.0       21.5
Other:     100.0:      34.6       14.4        3.2       52.7       52.7       90.4       70.3:       9.6       29.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       498:       105        126        142        164        204        363        404:
Old  :       480:       116        109        117        156        189        336        369:
Other:       352:        66         82         28         71        167        150        266:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.5       12.6       24.6       19.9       14.2       11.6       22.8       16.8
Old  :                 15.4       13.5       24.6       20.8       15.1       12.6       24.2       18.6
Other:                 31.3       15.8       47.5       24.5       31.3       15.1       46.0       20.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, March 3, 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  :    14,966:     1,219      2,833        300     11,612      9,414     13,131     12,547:     1,835      2,419
Old  :     7,951:       942      2,807         26      5,845      3,369      6,813      6,202:     1,138      1,749
Other:     7,015:       551        300          0      5,767      6,045      6,318      6,345:       697        670
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :      -998:       115          0        -92       -548       -864       -525       -956:      -473        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1       18.9        2.0       77.6       62.9       87.7       83.8:      12.3       16.2
Old  :     100.0:      11.8       35.3        0.3       73.5       42.4       85.7       78.0:      14.3       22.0
Other:     100.0:       7.9        4.3        0.0       82.2       86.2       90.1       90.4:       9.9        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         7         14          4         17         11         27         27:
Old  :        40:         7         14          1         14          7         22         21:
Other:        25:         4          3          0         11         11         15         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 45.3       53.3       64.3       62.6       39.4       38.7       51.3       47.1
Old  :                 49.6       40.0       64.7       52.8       49.6       36.2       64.7       49.1
Other:                 57.4       72.5       80.8       84.8       43.8       52.5       57.1       60.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, March 3, 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  :   282,295:    57,012     49,401     41,688    147,059    130,161    245,759    221,250:    36,536     61,045
Old  :   201,490:    37,756     46,915     20,258    114,875     96,249    172,889    163,422:    28,601     38,068
Other:    80,805:    32,348     15,578      8,338     32,184     33,912     72,870     57,828:     7,935     22,977
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :   -11,792:    -3,077      4,240     -4,461     -1,517    -12,295     -9,055    -12,516:    -2,737        724
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       17.5       14.8       52.1       46.1       87.1       78.4:      12.9       21.6
Old  :     100.0:      18.7       23.3       10.1       57.0       47.8       85.8       81.1:      14.2       18.9
Other:     100.0:      40.0       19.3       10.3       39.8       42.0       90.2       71.6:       9.8       28.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       303:        75         89         90         94        102        230        239:
Old  :       287:        64         96         56         85         90        188        212:
Other:       185:        52         39         33         51         65        118        126:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.0       16.0       28.2       24.5       16.3       12.0       25.9       18.8
Old  :                 20.9       15.4       34.9       25.4       20.8       14.1       33.1       22.6
Other:                 29.7       22.7       42.2       32.8       29.7       22.2       41.2       32.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, March 3, 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  :   207,899:    23,730     35,624     42,269    119,818    104,965    185,817    182,858:    22,082     25,041
Old  :   174,538:    29,120     37,319     24,022    104,206     90,489    157,348    151,830:    17,190     22,708
Other:    33,361:     5,001      8,696      7,856     15,612     14,476     28,469     31,028:     4,892      2,333
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :       -70:       522      4,400     -5,643      5,806      2,675        685      1,432:      -755     -1,502
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       17.1       20.3       57.6       50.5       89.4       88.0:      10.6       12.0
Old  :     100.0:      16.7       21.4       13.8       59.7       51.8       90.2       87.0:       9.8       13.0
Other:     100.0:      15.0       26.1       23.5       46.8       43.4       85.3       93.0:      14.7        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        38         51         50         62         53        135        133:
Old  :       174:        45         51         45         58         48        128        125:
Other:        74:        16         18          9         30         17         53         38:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       27.5       35.0       41.1       12.9       21.0       22.3       29.3
Old  :                 23.7       28.0       37.1       42.8       18.5       25.1       30.8       36.2
Other:                 38.7       54.2       56.5       69.4       25.9       37.3       37.1       49.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, March 3, 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  :   740,494:    38,348    141,177     31,952    571,646    422,432    641,946    595,561:    98,548    144,933
Old  :   740,494:    38,348    141,177     31,952    571,646    422,432    641,946    595,561:    98,548    144,933
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :   -16,791:     1,968     12,047     -2,215       -335    -13,291       -582     -3,459:   -16,209    -13,332
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       19.1        4.3       77.2       57.0       86.7       80.4:      13.3       19.6
Old  :     100.0:       5.2       19.1        4.3       77.2       57.0       86.7       80.4:      13.3       19.6
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:        12         42         20         63         68         92        114:
Old  :       143:        12         42         20         63         68         92        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       24.4       46.5       32.4       34.1       23.4       42.7       29.8
Old  :                 35.8       24.4       46.5       32.4       34.1       23.4       42.7       29.8
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, March 3, 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  :   115,672:    21,546     11,500     11,420     60,844     69,727     93,810     92,647:    21,862     23,025
Old  :    94,196:    20,419     11,072      6,674     48,713     55,755     75,806     73,501:    18,390     20,695
Other:    21,476:     3,690      2,991      2,183     12,131     13,972     18,004     19,146:     3,472      2,330
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :      -862:     3,475      1,982      1,325     -3,881     -5,470        919     -2,163:    -1,781      1,301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6        9.9        9.9       52.6       60.3       81.1       80.1:      18.9       19.9
Old  :     100.0:      21.7       11.8        7.1       51.7       59.2       80.5       78.0:      19.5       22.0
Other:     100.0:      17.2       13.9       10.2       56.5       65.1       83.8       89.2:      16.2       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       133:        35         20         29         59         45        108         87:
Old  :       131:        37         22         25         55         43        103         81:
Other:        68:        16         11         10         34         16         57         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.0       35.1       30.4       48.0       14.0       28.2       21.8       36.1
Old  :                 21.8       33.4       32.7       42.8       19.3       29.9       28.3       36.9
Other:                 25.3       61.3       42.2       74.7       23.9       52.0       36.7       62.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, March 3, 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  :     6,423:     1,378      1,290        447      3,734      2,808      5,559      4,545:       864      1,878
Old  :     4,318:       927      1,276         91      2,540      1,501      3,558      2,868:       760      1,450
Other:     2,105:       614        177        193      1,194      1,307      2,001      1,677:       104        428
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :      -694:        12         22        109       -406       -375       -285       -244:      -409       -450
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       20.1        7.0       58.1       43.7       86.5       70.8:      13.5       29.2
Old  :     100.0:      21.5       29.6        2.1       58.8       34.8       82.4       66.4:      17.6       33.6
Other:     100.0:      29.2        8.4        9.2       56.7       62.1       95.1       79.7:       4.9       20.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        10         11          5         18         13         31         27:
Old  :        42:        10         11          3         18          7         30         19:
Other:        21:         2          4          3          3         12          7         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.4       39.2       54.8       48.7       40.4       37.7       54.5       44.7
Old  :                 32.6       47.1       48.9       55.9       32.6       45.8       48.9       54.2
Other:                 87.5       32.4       95.1       54.6       81.7       32.4       81.7       53.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, March 3, 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  :   484,160:    83,724     65,242      9,633    297,407    334,729    390,764    409,604:    93,396     74,556
Old  :   484,160:    83,724     65,242      9,633    297,407    334,729    390,764    409,604:    93,396     74,556
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :       673:     2,694      2,589    -10,470    -29,159    -22,317    -36,935    -30,198:    37,608     30,871
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       13.5        2.0       61.4       69.1       80.7       84.6:      19.3       15.4
Old  :     100.0:      17.3       13.5        2.0       61.4       69.1       80.7       84.6:      19.3       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  :       145:        27         30         13         65         64        102         97:
Old  :       145:        27         30         13         65         64        102         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  :                 16.2       32.9       26.7       43.6       14.2       28.8       23.2       38.4
Old  :                 16.2       32.9       26.7       43.6       14.2       28.8       23.2       38.4
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, March 3, 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  :   996,372:    81,324    144,319     11,452    665,475    596,994    758,251    752,765:   238,121    243,607
Old  :   996,372:    81,324    144,319     11,452    665,475    596,994    758,251    752,765:   238,121    243,607
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :   107,777:   -19,730     16,337        766     29,591     27,652     10,627     44,755:    97,150     63,022
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       14.5        1.1       66.8       59.9       76.1       75.6:      23.9       24.4
Old  :     100.0:       8.2       14.5        1.1       66.8       59.9       76.1       75.6:      23.9       24.4
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  :       184:        27         38         14         78         93        113        137:
Old  :       184:        27         38         14         78         93        113        137:
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  :                 23.7       16.5       34.7       22.6       23.5       11.9       33.2       17.3
Old  :                 23.7       16.5       34.7       22.6       23.5       11.9       33.2       17.3
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, March 3, 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  :   966,457:   106,939     83,379     14,774    667,657    692,443    789,370    790,596:   177,087    175,861
Old  :   966,457:   106,939     83,379     14,774    667,657    692,443    789,370    790,596:   177,087    175,861
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :    93,221:      -663    -23,819    -10,964      1,535     54,534    -10,092     19,751:   103,313     73,470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        8.6        1.5       69.1       71.6       81.7       81.8:      18.3       18.2
Old  :     100.0:      11.1        8.6        1.5       69.1       71.6       81.7       81.8:      18.3       18.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        23         24         13         68         63         98         93:
Old  :       132:        23         24         13         68         63         98         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       43.2       41.1       49.2       17.3       29.3       25.1       34.3
Old  :                 28.0       43.2       41.1       49.2       17.3       29.3       25.1       34.3
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, March 3, 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  :   349,588:   142,357      8,929     49,531    126,572    261,243    318,460    319,703:    31,128     29,885
Old  :   349,588:   142,357      8,929     49,531    126,572    261,243    318,460    319,703:    31,128     29,885
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :   -63,882:   -34,493     -6,845     -6,735    -19,571    -47,088    -60,799    -60,668:    -3,083     -3,214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.7        2.6       14.2       36.2       74.7       91.1       91.5:       8.9        8.5
Old  :     100.0:      40.7        2.6       14.2       36.2       74.7       91.1       91.5:       8.9        8.5
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  :        68:        25          5         20         28         22         61         44:
Old  :        68:        25          5         20         28         22         61         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  :                 26.0       48.6       39.3       65.3       20.7       45.3       32.2       54.7
Old  :                 26.0       48.6       39.3       65.3       20.7       45.3       32.2       54.7
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, March 3, 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  :    25,615:     5,312      5,628        504     14,976     16,034     20,792     22,166:     4,823      3,449
Old  :    25,615:     5,312      5,628        504     14,976     16,034     20,792     22,166:     4,823      3,449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :       805:        94        962        316        710        710      1,120      1,988:      -315     -1,183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       22.0        2.0       58.5       62.6       81.2       86.5:      18.8       13.5
Old  :     100.0:      20.7       22.0        2.0       58.5       62.6       81.2       86.5:      18.8       13.5
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  :        34:         6         12          4         11          6         20         19:
Old  :        34:         6         12          4         11          6         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  :                 50.9       61.6       69.9       73.8       49.3       61.5       68.2       73.7
Old  :                 50.9       61.6       69.9       73.8       49.3       61.5       68.2       73.7
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, March 3, 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  :    72,927:    23,070     16,528        531     31,895     44,533     55,496     61,592:    17,431     11,335
Old  :    72,927:    23,070     16,528        531     31,895     44,533     55,496     61,592:    17,431     11,335
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :      -675:      -758        620         48      1,379       -268        669        400:    -1,344     -1,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       22.7        0.7       43.7       61.1       76.1       84.5:      23.9       15.5
Old  :     100.0:      31.6       22.7        0.7       43.7       61.1       76.1       84.5:      23.9       15.5
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  :        99:        28         22          9         29         29         60         57:
Old  :        99:        28         22          9         29         29         60         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  :                 25.9       32.9       36.1       48.6       25.9       31.9       36.1       46.9
Old  :                 25.9       32.9       36.1       48.6       25.9       31.9       36.1       46.9
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, March 3, 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  :    27,177:    10,650      4,494        833     15,298     21,362     26,781     26,689:       396        488
Old  :    27,177:    10,650      4,494        833     15,298     21,362     26,781     26,689:       396        488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :     1,031:       -96          9       -741      1,555      2,016        718      1,284:       313       -253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2       16.5        3.1       56.3       78.6       98.5       98.2:       1.5        1.8
Old  :     100.0:      39.2       16.5        3.1       56.3       78.6       98.5       98.2:       1.5        1.8
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  :        42:        10         12          3         10         14         22         27:
Old  :        42:        10         12          3         10         14         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  :                 76.7       62.9       89.5       80.9       63.7       50.2       73.2       66.8
Old  :                 76.7       62.9       89.5       80.9       63.7       50.2       73.2       66.8
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, March 3, 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  :    36,819:     9,739      1,350      1,999     24,946     33,232     36,684     36,581:       135        238
Old  :    36,819:     9,739      1,350      1,999     24,946     33,232     36,684     36,581:       135        238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 24, 2009                    :
     :       813:       243        146       -448      3,167      1,041      2,962        739:    -2,149         74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        3.7        5.4       67.8       90.3       99.6       99.4:       0.4        0.6
Old  :     100.0:      26.5        3.7        5.4       67.8       90.3       99.6       99.4:       0.4        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  :        31:         9          8          4         11          7         21         18:
Old  :        31:         9          8          4         11          7         21         18:
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  :                 65.3       83.5       84.0       95.1       53.0       72.6       68.8       76.1
Old  :                 65.3       83.5       84.0       95.1       53.0       72.6       68.8       76.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 5, 2009