WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, March 10, 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  :   283,343:    62,666     77,628     49,434    145,875    113,543    257,975    240,605:    25,368     42,738
Old  :   120,927:    39,884     57,667      1,058     68,322     44,484    109,264    103,209:    11,663     17,718
Other:   162,416:    49,087     46,266     22,071     77,553     69,059    148,711    137,396:    13,705     25,020
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :     2,611:     2,322     -1,367      1,520       -727      3,901      3,115      4,054:      -504     -1,443
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       27.4       17.4       51.5       40.1       91.0       84.9:       9.0       15.1
Old  :     100.0:      33.0       47.7        0.9       56.5       36.8       90.4       85.3:       9.6       14.7
Other:     100.0:      30.2       28.5       13.6       47.7       42.5       91.6       84.6:       8.4       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       309:        70        116        117         70         86        222        263:
Old  :       256:        72         97         13         41         49        122        150:
Other:       245:        63         83         69         55         80        161        200:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.2       12.1       38.0       20.7       20.0       10.4       33.1       17.1
Old  :                 32.8       20.2       50.8       31.5       32.8       19.8       50.8       31.0
Other:                 34.6       12.5       45.1       20.7       34.5        9.9       43.5       17.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, March 10, 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  :   752,372:   163,097    114,456    110,881    367,839    350,737    641,817    576,074:   110,555    176,298
Old  :   520,118:   110,361    114,474     71,031    251,590    227,302    432,982    412,807:    87,136    107,311
Other:   232,254:    83,836     31,082      8,750    116,249    123,435    208,835    163,267:    23,419     68,987
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :     4,120:    11,329    -21,937      3,256    -10,749     25,804      3,836      7,123:       284     -3,003
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       15.2       14.7       48.9       46.6       85.3       76.6:      14.7       23.4
Old  :     100.0:      21.2       22.0       13.7       48.4       43.7       83.2       79.4:      16.8       20.6
Other:     100.0:      36.1       13.4        3.8       50.1       53.1       89.9       70.3:      10.1       29.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       502:       121        108        138        169        214        374        401:
Old  :       480:       118        107        110        161        194        344        357:
Other:       356:        71         77         27         72        173        155        268:
     :----------------------------------------------------------------------------------------------------
     :             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       12.9       24.7       20.2       13.7       11.6       22.2       17.7
Old  :                 15.5       13.5       24.5       21.7       14.5       12.4       23.5       18.7
Other:                 30.8       15.7       45.6       23.8       30.8       14.9       45.1       21.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, March 10, 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  :    14,660:     1,283      2,464        289     11,093      9,459     12,665     12,212:     1,995      2,448
Old  :     7,423:     1,015      2,394          0      5,177      3,279      6,192      5,673:     1,231      1,750
Other:     7,237:       557        359          0      5,916      6,180      6,473      6,539:       764        698
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :      -306:        64       -369        -11       -519         45       -466       -335:       160         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       16.8        2.0       75.7       64.5       86.4       83.3:      13.6       16.7
Old  :     100.0:      13.7       32.3        0.0       69.7       44.2       83.4       76.4:      16.6       23.6
Other:     100.0:       7.7        5.0        0.0       81.7       85.4       89.4       90.4:      10.6        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         7         11          3         18         12         27         25:
Old  :        38:         7         11          0         14          8         21         19:
Other:        26:         4          3          0         12         11         16         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  :                 43.0       54.5       60.9       64.5       37.3       40.3       48.6       48.8
Old  :                 45.1       44.6       61.3       56.7       45.1       41.7       61.3       53.8
Other:                 55.4       72.2       77.8       85.0       42.3       53.6       55.6       61.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, March 10, 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  :   279,743:    56,182     47,379     37,604    145,798    132,359    239,584    217,342:    40,159     62,401
Old  :   195,170:    40,115     44,991     12,392    110,579     99,200    163,086    156,583:    32,084     38,587
Other:    84,573:    32,571     18,892      8,708     35,219     33,159     76,498     60,759:     8,075     23,814
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :    -2,552:      -830     -2,022     -4,084     -1,261      2,198     -6,175     -3,908:     3,623      1,356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       16.9       13.4       52.1       47.3       85.6       77.7:      14.4       22.3
Old  :     100.0:      20.6       23.1        6.3       56.7       50.8       83.6       80.2:      16.4       19.8
Other:     100.0:      38.5       22.3       10.3       41.6       39.2       90.5       71.8:       9.5       28.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       309:        78         86         92         94        100        234        243:
Old  :       293:        71         94         60         85         88        194        216:
Other:       190:        48         42         29         54         67        120        128:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.3       18.0       29.1       26.7       16.4       13.8       26.1       20.3
Old  :                 22.4       18.3       36.2       28.8       21.0       16.6       33.4       25.5
Other:                 28.5       22.4       41.3       33.0       28.5       22.0       39.8       31.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, March 10, 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  :   204,507:    24,923     37,034     37,782    117,142    102,740    179,847    177,556:    24,660     26,951
Old  :   168,924:    30,971     37,949     18,737     99,595     87,721    149,303    144,407:    19,621     24,517
Other:    35,583:     5,000     10,133      7,997     17,547     15,019     30,544     33,149:     5,039      2,434
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :    -3,392:     1,193      1,410     -4,487     -2,676     -2,225     -5,970     -5,302:     2,578      1,910
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       18.1       18.5       57.3       50.2       87.9       86.8:      12.1       13.2
Old  :     100.0:      18.3       22.5       11.1       59.0       51.9       88.4       85.5:      11.6       14.5
Other:     100.0:      14.1       28.5       22.5       49.3       42.2       85.8       93.2:      14.2        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        40         45         45         61         52        130        129:
Old  :       172:        48         44         40         57         48        123        121:
Other:        79:        17         20         10         33         17         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  :                 20.7       25.4       32.2       38.0       13.5       21.1       23.2       29.5
Old  :                 20.6       26.7       33.8       39.8       17.6       25.5       29.9       36.5
Other:                 36.9       51.5       53.7       67.0       25.0       35.7       35.8       48.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, March 10, 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  :   711,263:    39,116    142,031     13,389    560,081    408,743    612,586    564,163:    98,677    147,100
Old  :   711,263:    39,116    142,031     13,389    560,081    408,743    612,586    564,163:    98,677    147,100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :   -29,231:       768        854    -18,563    -11,565    -13,689    -29,360    -31,398:       129      2,167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       20.0        1.9       78.7       57.5       86.1       79.3:      13.9       20.7
Old  :     100.0:       5.5       20.0        1.9       78.7       57.5       86.1       79.3:      13.9       20.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        17         38         16         65         68         94        111:
Old  :       147:        17         38         16         65         68         94        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       24.4       48.4       31.5       35.6       24.2       44.3       30.8
Old  :                 37.6       24.4       48.4       31.5       35.6       24.2       44.3       30.8
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 10, 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  :   110,141:    23,591     13,105     11,756     53,214     64,077     88,561     88,938:    21,580     21,203
Old  :    87,564:    23,677     13,698      5,255     40,285     49,861     69,217     68,814:    18,347     18,750
Other:    22,577:     4,018      3,511      2,397     12,929     14,216     19,344     20,124:     3,233      2,453
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :    -5,531:     2,045      1,605        336     -7,630     -5,650     -5,249     -3,709:      -282     -1,822
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       11.9       10.7       48.3       58.2       80.4       80.7:      19.6       19.3
Old  :     100.0:      27.0       15.6        6.0       46.0       56.9       79.0       78.6:      21.0       21.4
Other:     100.0:      17.8       15.6       10.6       57.3       63.0       85.7       89.1:      14.3       10.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        39         20         27         54         43        106         83:
Old  :       130:        38         25         24         49         41         99         79:
Other:        67:        18         10          9         32         16         56         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       32.6       28.4       46.8       11.9       28.5       19.7       36.9
Old  :                 20.0       33.2       30.2       41.2       16.4       32.4       25.6       39.6
Other:                 26.4       60.5       42.6       74.7       23.5       51.1       35.6       61.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, March 10, 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  :     6,728:     1,395      1,361        335      3,820      3,143      5,550      4,839:     1,178      1,889
Old  :     4,560:       856      1,314         51      2,569      1,787      3,476      3,152:     1,084      1,408
Other:     2,168:       625        133        198      1,251      1,356      2,074      1,687:        94        481
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :       305:        17         71       -112         86        335         -9        294:       314         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       20.2        5.0       56.8       46.7       82.5       71.9:      17.5       28.1
Old  :     100.0:      18.8       28.8        1.1       56.3       39.2       76.2       69.1:      23.8       30.9
Other:     100.0:      28.8        6.1        9.1       57.7       62.5       95.7       77.8:       4.3       22.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         8         12          4         20         16         32         29:
Old  :        45:         8         12          3         20         10         31         22:
Other:        21:         3          4          3          4         12          9         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  :                 39.5       38.7       54.2       49.3       39.2       38.7       54.0       46.8
Old  :                 30.6       45.5       45.1       54.5       30.2       45.5       44.7       53.8
Other:                 86.9       33.7       95.4       56.5       81.8       33.7       82.0       54.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, March 10, 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  :   451,240:    80,718     55,336      3,561    288,944    331,149    373,223    390,046:    78,017     61,194
Old  :   451,240:    80,718     55,336      3,561    288,944    331,149    373,223    390,046:    78,017     61,194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :   -32,920:    -3,006     -9,906     -6,072     -8,463     -3,580    -17,541    -19,558:   -15,379    -13,362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       12.3        0.8       64.0       73.4       82.7       86.4:      17.3       13.6
Old  :     100.0:      17.9       12.3        0.8       64.0       73.4       82.7       86.4:      17.3       13.6
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  :       140:        26         26          7         64         65         95         93:
Old  :       140:        26         26          7         64         65         95         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  :                 16.8       34.8       27.5       45.0       14.2       30.1       23.3       39.2
Old  :                 16.8       34.8       27.5       45.0       14.2       30.1       23.3       39.2
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 10, 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  :   958,394:    81,869    142,369      9,479    673,014    582,916    764,362    734,764:   194,032    223,630
Old  :   958,394:    81,869    142,369      9,479    673,014    582,916    764,362    734,764:   194,032    223,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :   -37,978:       545     -1,950     -1,973      7,539    -14,078      6,111    -18,001:   -44,089    -19,977
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       14.9        1.0       70.2       60.8       79.8       76.7:      20.2       23.3
Old  :     100.0:       8.5       14.9        1.0       70.2       60.8       79.8       76.7:      20.2       23.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        27         39         17         84         97        121        143:
Old  :       191:        27         39         17         84         97        121        143:
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  :                 25.6       16.3       38.5       23.1       24.8       12.9       36.5       19.4
Old  :                 25.6       16.3       38.5       23.1       24.8       12.9       36.5       19.4
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 10, 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  :   939,671:   120,935     80,589      2,695    644,245    691,979    767,875    775,263:   171,796    164,408
Old  :   939,671:   120,935     80,589      2,695    644,245    691,979    767,875    775,263:   171,796    164,408
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :   -26,786:    13,996     -2,790    -12,079    -23,412       -464    -21,495    -15,333:    -5,291    -11,453
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        8.6        0.3       68.6       73.6       81.7       82.5:      18.3       17.5
Old  :     100.0:      12.9        8.6        0.3       68.6       73.6       81.7       82.5:      18.3       17.5
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  :       129:        23         24         10         65         60         94         88:
Old  :       129:        23         24         10         65         60         94         88:
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  :                 28.2       43.2       41.4       49.6       17.4       28.6       26.6       34.0
Old  :                 28.2       43.2       41.4       49.6       17.4       28.6       26.6       34.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, March 10, 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  :   371,739:   145,779     12,657     46,987    146,760    285,862    339,526    345,506:    32,213     26,233
Old  :   371,739:   145,779     12,657     46,987    146,760    285,862    339,526    345,506:    32,213     26,233
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :    22,151:     3,422      3,728     -2,544     20,188     24,619     21,066     25,803:     1,085     -3,652
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2        3.4       12.6       39.5       76.9       91.3       92.9:       8.7        7.1
Old  :     100.0:      39.2        3.4       12.6       39.5       76.9       91.3       92.9:       8.7        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        23          9         20         31         25         64         48:
Old  :        72:        23          9         20         31         25         64         48:
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  :                 26.1       50.6       39.6       66.4       21.6       47.3       32.6       55.6
Old  :                 26.1       50.6       39.6       66.4       21.6       47.3       32.6       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, March 10, 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  :    26,682:     5,814      5,667      1,122     15,341     15,534     22,277     22,323:     4,405      4,359
Old  :    26,682:     5,814      5,667      1,122     15,341     15,534     22,277     22,323:     4,405      4,359
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :     1,067:       502         39        618        365       -500      1,485        157:      -418        910
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       21.2        4.2       57.5       58.2       83.5       83.7:      16.5       16.3
Old  :     100.0:      21.8       21.2        4.2       57.5       58.2       83.5       83.7:      16.5       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         9         12          5         12          6         24         20:
Old  :        38:         9         12          5         12          6         24         20:
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  :                 48.1       58.3       67.4       70.5       46.6       56.7       65.0       68.3
Old  :                 48.1       58.3       67.4       70.5       46.6       56.7       65.0       68.3
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 10, 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  :    73,582:    23,126     16,584      1,211     30,974     40,576     55,311     58,371:    18,271     15,211
Old  :    73,582:    23,126     16,584      1,211     30,974     40,576     55,311     58,371:    18,271     15,211
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :       655:        56         56        680       -921     -3,957       -185     -3,221:       840      3,876
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       22.5        1.6       42.1       55.1       75.2       79.3:      24.8       20.7
Old  :     100.0:      31.4       22.5        1.6       42.1       55.1       75.2       79.3:      24.8       20.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        28         22         12         25         29         60         56:
Old  :        95:        28         22         12         25         29         60         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       29.2       39.0       43.8       26.4       28.3       37.4       42.7
Old  :                 27.1       29.2       39.0       43.8       26.4       28.3       37.4       42.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, March 10, 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  :    30,654:    10,487      4,401        432     18,496     24,433     29,415     29,266:     1,239      1,388
Old  :    30,654:    10,487      4,401        432     18,496     24,433     29,415     29,266:     1,239      1,388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :     3,477:      -163        -93       -401      3,198      3,071      2,634      2,577:       843        900
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2       14.4        1.4       60.3       79.7       96.0       95.5:       4.0        4.5
Old  :     100.0:      34.2       14.4        1.4       60.3       79.7       96.0       95.5:       4.0        4.5
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  :        42:        10         11          3         12         15         24         27:
Old  :        42:        10         11          3         12         15         24         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  :                 78.6       64.4       88.5       82.6       54.5       42.0       62.0       56.6
Old  :                 78.6       64.4       88.5       82.6       54.5       42.0       62.0       56.6
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 10, 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  :    35,796:     9,995      1,454      2,390     22,634     31,091     35,019     34,935:       777        861
Old  :    35,796:     9,995      1,454      2,390     22,634     31,091     35,019     34,935:       777        861
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2009                        :
     :    -1,023:       256        104        391     -2,312     -2,141     -1,665     -1,646:       642        623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        4.1        6.7       63.2       86.9       97.8       97.6:       2.2        2.4
Old  :     100.0:      27.9        4.1        6.7       63.2       86.9       97.8       97.6:       2.2        2.4
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  :        29:         9          6          5         11          8         21         18:
Old  :        29:         9          6          5         11          8         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  :                 63.6       82.6       82.3       92.8       55.8       75.0       72.2       79.4
Old  :                 63.6       82.6       82.3       92.8       55.8       75.0       72.2       79.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 13, 2009