WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, March 17, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   292,886:    65,958     72,172     55,822    145,307    121,573    267,087    249,567:    25,799     43,319
Old  :   120,122:    40,388     53,698      2,024     66,149     49,141    108,561    104,863:    11,561     15,259
Other:   172,764:    54,088     46,992     25,280     79,158     72,432    158,526    144,704:    14,238     28,060
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :     9,543:     3,292     -5,456      6,388       -568      8,030      9,112      8,962:       431        581
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       24.6       19.1       49.6       41.5       91.2       85.2:       8.8       14.8
Old  :     100.0:      33.6       44.7        1.7       55.1       40.9       90.4       87.3:       9.6       12.7
Other:     100.0:      31.3       27.2       14.6       45.8       41.9       91.8       83.8:       8.2       16.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       319:        74        116        132         70         83        239        270:
Old  :       263:        86         92         14         44         44        140        140:
Other:       254:        64         94         85         56         78        172        214:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       13.0       37.1       21.0       19.3       11.2       32.2       17.3
Old  :                 31.8       21.2       49.9       34.4       31.8       21.2       49.9       34.1
Other:                 33.6       11.8       44.3       19.4       33.5       10.7       42.2       17.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, March 17, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   758,675:   172,824     84,627    110,843    366,944    388,310    650,611    583,780:   108,064    174,895
Old  :   519,868:   123,592     91,864     65,641    248,513    257,531    437,746    415,036:    82,122    104,832
Other:   238,807:    85,270     28,801      9,164    118,431    130,779    212,865    168,744:    25,942     70,063
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :     6,303:     9,727    -29,829        -38       -895     37,573      8,794      7,706:    -2,491     -1,403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       11.2       14.6       48.4       51.2       85.8       76.9:      14.2       23.1
Old  :     100.0:      23.8       17.7       12.6       47.8       49.5       84.2       79.8:      15.8       20.2
Other:     100.0:      35.7       12.1        3.8       49.6       54.8       89.1       70.7:      10.9       29.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       518:       135        108        148        170        220        391        410:
Old  :       489:       128        105        115        158        200        350        362:
Other:       383:        90         78         31         77        182        176        282:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       15.3       24.4       21.9       13.7       14.2       22.1       19.7
Old  :                 15.6       16.9       24.5       23.9       14.5       14.9       23.3       20.9
Other:                 29.8       15.5       44.5       23.2       29.8       14.6       44.1       22.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, March 17, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    14,154:     1,449      2,199        281     10,253      9,330     11,983     11,810:     2,171      2,344
Old  :     6,874:     1,037      2,116          0      4,493      3,105      5,530      5,221:     1,344      1,653
Other:     7,280:       693        364          0      5,760      6,225      6,453      6,589:       827        691
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :      -506:       166       -265         -8       -840       -129       -682       -402:       176       -104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       15.5        2.0       72.4       65.9       84.7       83.4:      15.3       16.6
Old  :     100.0:      15.1       30.8        0.0       65.4       45.2       80.4       76.0:      19.6       24.0
Other:     100.0:       9.5        5.0        0.0       79.1       85.5       88.6       90.5:      11.4        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         8         10          3         18         12         28         24:
Old  :        37:         7         10          0         15          7         22         17:
Other:        28:         6          3          0         12         11         18         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  :                 39.7       55.6       57.5       65.9       34.5       41.8       46.3       50.5
Old  :                 38.3       48.8       56.0       62.5       38.3       46.0       56.0       59.7
Other:                 52.6       72.4       74.9       85.2       42.0       56.5       55.5       64.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, March 17, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   289,249:    66,201     49,496     40,212    144,941    140,899    251,354    230,607:    37,895     58,642
Old  :   195,666:    49,123     44,970     12,168    105,683    105,217    166,974    162,355:    28,692     33,311
Other:    93,583:    36,663     24,111      8,459     39,258     35,682     84,380     68,252:     9,203     25,331
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :     9,506:    10,019      2,117      2,608       -857      8,540     11,770     13,265:    -2,264     -3,759
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       17.1       13.9       50.1       48.7       86.9       79.7:      13.1       20.3
Old  :     100.0:      25.1       23.0        6.2       54.0       53.8       85.3       83.0:      14.7       17.0
Other:     100.0:      39.2       25.8        9.0       41.9       38.1       90.2       72.9:       9.8       27.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       327:        77        100         97         97        103        242        259:
Old  :       313:        75        104         64         86         91        203        230:
Other:       209:        53         53         31         59         70        128        143:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.2       17.0       28.8       25.8       16.0       13.6       25.9       19.8
Old  :                 22.4       19.0       36.4       29.8       21.2       18.0       35.2       26.8
Other:                 27.0       22.8       38.6       32.3       27.0       22.1       38.0       31.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, March 17, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    10,769:     7,184      1,452        579          0      1,094      7,763      3,125:     3,006      7,644
Old  :     5,826:     3,101      1,452        537          0        428      3,638      2,417:     2,188      3,409
Other:     4,943:     4,083          0         42          0        666      4,125        708:       818      4,235
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.7       13.5        5.4        0.0       10.2       72.1       29.0:      27.9       71.0
Old  :     100.0:      53.2       24.9        9.2        0.0        7.3       62.4       41.5:      37.6       58.5
Other:     100.0:      82.6        0.0        0.8        0.0       13.5       83.5       14.3:      16.5       85.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        11          6         10          0          3         12         18:
Old  :        20:        11          6         10          0          3         12         18:
Other:        12:         9          0          4          0          3          9          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.2       15.2       64.2       24.3       47.7       13.4       61.4       22.0
Old  :                 32.1       23.3       51.5       35.6       30.6       19.0       46.3       31.2
Other:                 70.5       14.0       83.4       14.3       70.4       13.5       82.5       13.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, March 17, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   206,276:    24,900     43,302     34,781    122,974    104,294    182,655    182,377:    23,621     23,899
Old  :   169,010:    27,930     43,126     16,015    106,724     88,167    150,669    147,308:    18,341     21,702
Other:    37,266:     4,802      8,008     10,934     16,250     16,127     31,986     35,069:     5,280      2,197
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :     1,769:       -23      6,268     -3,001      5,832      1,554      2,808      4,821:    -1,039     -3,052
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       21.0       16.9       59.6       50.6       88.5       88.4:      11.5       11.6
Old  :     100.0:      16.5       25.5        9.5       63.1       52.2       89.1       87.2:      10.9       12.8
Other:     100.0:      12.9       21.5       29.3       43.6       43.3       85.8       94.1:      14.2        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        44         53         53         61         51        140        140:
Old  :       186:        53         53         45         57         47        132        130:
Other:        85:        19         22         13         33         18         62         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       24.5       29.0       36.2       14.5       20.7       23.9       31.2
Old  :                 19.5       28.5       32.1       39.8       18.5       25.4       29.7       36.5
Other:                 34.6       48.9       50.0       67.2       22.0       35.2       31.8       46.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, March 17, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   700,966:    34,884    139,926      8,061    551,732    407,464    594,677    555,451:   106,289    145,515
Old  :   700,966:    34,884    139,926      8,061    551,732    407,464    594,677    555,451:   106,289    145,515
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :   -10,297:    -4,232     -2,105     -5,328     -8,349     -1,279    -17,909     -8,712:     7,612     -1,585
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       20.0        1.1       78.7       58.1       84.8       79.2:      15.2       20.8
Old  :     100.0:       5.0       20.0        1.1       78.7       58.1       84.8       79.2:      15.2       20.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        21         38         13         64         62         95        103:
Old  :       146:        21         38         13         64         62         95        103:
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  :                 36.8       27.1       47.8       34.9       35.1       27.0       44.3       34.6
Old  :                 36.8       27.1       47.8       34.9       35.1       27.0       44.3       34.6
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 17, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   110,215:    25,591      9,313     12,529     48,728     67,846     86,848     89,688:    23,367     20,527
Old  :    88,249:    24,335      9,776      7,202     36,918     52,726     68,455     69,704:    19,794     18,545
Other:    21,966:     4,192      2,473      2,391     11,810     15,120     18,393     19,984:     3,573      1,982
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :        74:     2,000     -3,792        773     -4,486      3,769     -1,713        750:     1,787       -676
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        8.4       11.4       44.2       61.6       78.8       81.4:      21.2       18.6
Old  :     100.0:      27.6       11.1        8.2       41.8       59.7       77.6       79.0:      22.4       21.0
Other:     100.0:      19.1       11.3       10.9       53.8       68.8       83.7       91.0:      16.3        9.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        43         19         33         57         45        117         88:
Old  :       140:        46         20         29         53         44        112         84:
Other:        72:        20         11         11         35         16         61         34:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.1       32.8       23.7       46.8       11.2       28.7       17.8       36.9
Old  :                 14.8       32.9       24.4       41.5       12.6       32.5       18.8       39.1
Other:                 23.6       59.9       38.5       74.4       19.4       51.5       31.2       60.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, March 17, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     6,983:     1,313      1,399        364      4,152      2,947      5,829      4,710:     1,154      2,273
Old  :     4,519:       656      1,382         63      2,775      1,495      3,494      2,940:     1,025      1,579
Other:     2,464:       755        115        203      1,377      1,452      2,335      1,770:       129        694
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :       255:       -82         38         29        332       -196        279       -129:       -24        384
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       20.0        5.2       59.5       42.2       83.5       67.4:      16.5       32.6
Old  :     100.0:      14.5       30.6        1.4       61.4       33.1       77.3       65.1:      22.7       34.9
Other:     100.0:      30.6        4.7        8.2       55.9       58.9       94.8       71.8:       5.2       28.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        10         12          5         22         13         35         27:
Old  :        45:         9         11          3         22          7         32         20:
Other:        20:         2          5          3          4         11          9         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 40.9       36.4       55.1       46.4       40.9       36.0       54.7       43.1
Old  :                 30.7       44.4       46.2       53.0       30.7       44.4       46.2       53.0
Other:                 84.3       35.4       94.7       58.2       82.6       33.4       82.6       52.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, March 17, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   468,718:    86,528     47,066      2,783    297,196    343,557    386,507    393,406:    82,211     75,312
Old  :   468,718:    86,528     47,066      2,783    297,196    343,557    386,507    393,406:    82,211     75,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :    17,478:     5,810     -8,270       -778      8,252     12,408     13,284      3,360:     4,194     14,118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       10.0        0.6       63.4       73.3       82.5       83.9:      17.5       16.1
Old  :     100.0:      18.5       10.0        0.6       63.4       73.3       82.5       83.9:      17.5       16.1
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  :       136:        25         24          6         63         64         93         89:
Old  :       136:        25         24          6         63         64         93         89:
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  :                 16.5       35.1       28.0       44.8       15.0       28.6       24.2       37.1
Old  :                 16.5       35.1       28.0       44.8       15.0       28.6       24.2       37.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, March 17, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   976,975:    88,401    155,937     12,649    671,107    591,381    772,157    759,967:   204,818    217,008
Old  :   976,975:    88,401    155,937     12,649    671,107    591,381    772,157    759,967:   204,818    217,008
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :    18,581:     6,532     13,568      3,170     -1,907      8,465      7,795     25,203:    10,786     -6,622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       16.0        1.3       68.7       60.5       79.0       77.8:      21.0       22.2
Old  :     100.0:       9.0       16.0        1.3       68.7       60.5       79.0       77.8:      21.0       22.2
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  :       199:        33         38         18         84         89        126        137:
Old  :       199:        33         38         18         84         89        126        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  :                 24.9       20.1       37.4       26.6       24.1       16.5       35.2       22.4
Old  :                 24.9       20.1       37.4       26.6       24.1       16.5       35.2       22.4
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 17, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   874,622:   100,195     79,367      2,384    612,988    634,170    715,567    715,921:   159,055    158,701
Old  :   874,622:   100,195     79,367      2,384    612,988    634,170    715,567    715,921:   159,055    158,701
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :   -65,049:   -20,740     -1,222       -311    -31,257    -57,809    -52,308    -59,342:   -12,741     -5,707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5        9.1        0.3       70.1       72.5       81.8       81.9:      18.2       18.1
Old  :     100.0:      11.5        9.1        0.3       70.1       72.5       81.8       81.9:      18.2       18.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        20         25          8         61         56         85         85:
Old  :       123:        20         25          8         61         56         85         85:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       36.1       42.7       45.5       14.6       23.5       23.8       29.9
Old  :                 29.4       36.1       42.7       45.5       14.6       23.5       23.8       29.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, March 17, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   390,038:   153,015     18,214     44,691    159,415    299,759    357,121    362,664:    32,917     27,374
Old  :   390,038:   153,015     18,214     44,691    159,415    299,759    357,121    362,664:    32,917     27,374
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :    18,299:     7,236      5,557     -2,296     12,655     13,897     17,595     17,158:       704      1,141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2        4.7       11.5       40.9       76.9       91.6       93.0:       8.4        7.0
Old  :     100.0:      39.2        4.7       11.5       40.9       76.9       91.6       93.0:       8.4        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        25         12         19         31         24         66         48:
Old  :        75:        25         12         19         31         24         66         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  :                 27.5       47.4       41.8       64.0       23.0       45.2       34.8       52.1
Old  :                 27.5       47.4       41.8       64.0       23.0       45.2       34.8       52.1
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 17, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    26,821:     5,960      4,874      1,145     15,079     15,590     22,184     21,609:     4,637      5,212
Old  :    26,821:     5,960      4,874      1,145     15,079     15,590     22,184     21,609:     4,637      5,212
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :       139:       146       -793         23       -262         56        -93       -714:       232        853
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       18.2        4.3       56.2       58.1       82.7       80.6:      17.3       19.4
Old  :     100.0:      22.2       18.2        4.3       56.2       58.1       82.7       80.6:      17.3       19.4
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  :        35:         8         10          6         13          6         25         18:
Old  :        35:         8         10          6         13          6         25         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  :                 46.6       56.3       67.5       69.6       45.2       55.9       64.1       67.7
Old  :                 46.6       56.3       67.5       69.6       45.2       55.9       64.1       67.7
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 17, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    87,754:    24,834     21,589      2,579     46,266     43,852     73,679     68,020:    14,075     19,734
Old  :    87,754:    24,834     21,589      2,579     46,266     43,852     73,679     68,020:    14,075     19,734
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :    14,172:     1,708      5,005      1,368     15,292      3,276     18,368      9,649:    -4,196      4,523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       24.6        2.9       52.7       50.0       84.0       77.5:      16.0       22.5
Old  :     100.0:      28.3       24.6        2.9       52.7       50.0       84.0       77.5:      16.0       22.5
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  :       101:        26         29         19         29         34         68         70:
Old  :       101:        26         29         19         29         34         68         70:
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  :                 35.0       27.9       46.2       40.7       35.0       23.5       45.5       35.5
Old  :                 35.0       27.9       46.2       40.7       35.0       23.5       45.5       35.5
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 17, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    16,458:     5,604      2,199         81     10,683     13,995     16,368     16,275:        90        183
Old  :    16,458:     5,604      2,199         81     10,683     13,995     16,368     16,275:        90        183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :   -14,196:    -4,883     -2,202       -351     -7,813    -10,438    -13,047    -12,991:    -1,149     -1,205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       13.4        0.5       64.9       85.0       99.5       98.9:       0.5        1.1
Old  :     100.0:      34.1       13.4        0.5       64.9       85.0       99.5       98.9:       0.5        1.1
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  :        39:        11         10          1         10         10         22         20:
Old  :        39:        11         10          1         10         10         22         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  :                 65.1       78.2       84.9       92.1       60.4       65.9       76.9       79.8
Old  :                 65.1       78.2       84.9       92.1       60.4       65.9       76.9       79.8
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 17, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    18,981:    10,558        937        162      8,138     17,728     18,858     18,827:       123        154
Old  :    18,981:    10,558        937        162      8,138     17,728     18,858     18,827:       123        154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2009                       :
     :   -16,815:       563       -517     -2,228    -14,496    -13,363    -16,161    -16,108:      -654       -707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.6        4.9        0.9       42.9       93.4       99.4       99.2:       0.6        0.8
Old  :     100.0:      55.6        4.9        0.9       42.9       93.4       99.4       99.2:       0.6        0.8
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  :        29:         9          7          2          9          6         19         14:
Old  :        29:         9          7          2          9          6         19         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       90.5       84.5       96.9       54.4       78.1       76.8       83.9
Old  :                 57.7       90.5       84.5       96.9       54.4       78.1       76.8       83.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 20, 2009