WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, June 23, 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  :   335,744:    73,757     79,170     62,568    165,650    146,314    301,975    288,052:    33,769     47,692
Old  :   292,513:    68,319     73,483     45,755    146,436    132,333    260,510    251,571:    32,003     40,942
Other:    43,231:    19,282     19,531      2,969     19,214     13,981     41,465     36,481:     1,766      6,750
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :    -5,552:    -6,217        -49        463       -930     -7,442     -6,684     -7,028:     1,132      1,476
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       23.6       18.6       49.3       43.6       89.9       85.8:      10.1       14.2
Old  :     100.0:      23.4       25.1       15.6       50.1       45.2       89.1       86.0:      10.9       14.0
Other:     100.0:      44.6       45.2        6.9       44.4       32.3       95.9       84.4:       4.1       15.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       360:        87        117        134         77        103        265        296:
Old  :       358:       109        109        115         76         99        259        277:
Other:       137:        18         45         18         24         65         51        121:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.3       15.9       36.4       23.3       22.7       15.2       35.4       22.0
Old  :                 24.7       17.5       35.4       25.8       24.3       16.7       34.8       24.7
Other:                 72.2       24.4       80.3       35.1       69.6       23.3       76.6       33.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, June 23, 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  :   976,526:   261,049    133,516    131,654    475,845    496,297    868,548    761,467:   107,978    215,059
Old  :   416,873:   120,737    110,722     31,882    212,790    203,399    365,409    346,003:    51,464     70,870
Other:   559,653:   199,948     82,430     40,136    263,055    292,898    503,139    415,464:    56,514    144,189
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :    -3,419:   -20,529     25,453    -11,603     26,548    -16,815     -5,584     -2,965:     2,165       -454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       13.7       13.5       48.7       50.8       88.9       78.0:      11.1       22.0
Old  :     100.0:      29.0       26.6        7.6       51.0       48.8       87.7       83.0:      12.3       17.0
Other:     100.0:      35.7       14.7        7.2       47.0       52.3       89.9       74.2:      10.1       25.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       638:       162        122        179        192        267        460        505:
Old  :       549:       135        110         83        158        225        339        387:
Other:       563:       135        123         80        121        248        297        420:
     :----------------------------------------------------------------------------------------------------
     :             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       13.0       26.0       18.5       15.6       10.6       23.1       15.0
Old  :                 21.1       15.7       30.3       25.3       21.1       14.0       30.3       22.3
Other:                 20.8       11.9       31.6       19.0       18.4       10.3       27.6       16.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, June 23, 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  :    14,294:     2,155        655        605      9,488     11,173     12,248     12,433:     2,046      1,861
Old  :    14,294:     2,155        655        605      9,488     11,173     12,248     12,433:     2,046      1,861
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :      -214:      -215        100         75      1,756        761      1,616        936:    -1,830     -1,150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1        4.6        4.2       66.4       78.2       85.7       87.0:      14.3       13.0
Old  :     100.0:      15.1        4.6        4.2       66.4       78.2       85.7       87.0:      14.3       13.0
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  :        40:         9          6          7         19         13         33         25:
Old  :        40:         9          6          7         19         13         33         25:
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  :                 38.2       63.7       55.5       75.2       31.9       48.3       44.0       56.5
Old  :                 38.2       63.7       55.5       75.2       31.9       48.3       44.0       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, June 23, 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  :   462,276:   145,837     24,520     70,794    194,062    288,324    410,693    383,638:    51,583     78,638
Old  :   129,848:    59,360     13,663      7,842     44,327     92,736    111,529    114,241:    18,319     15,607
Other:   332,428:   107,043     31,423     42,386    149,735    195,588    299,164    269,397:    33,264     63,031
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :     2,405:    -8,301     -5,458      7,310      4,957       -492      3,966      1,360:    -1,561      1,045
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5        5.3       15.3       42.0       62.4       88.8       83.0:      11.2       17.0
Old  :     100.0:      45.7       10.5        6.0       34.1       71.4       85.9       88.0:      14.1       12.0
Other:     100.0:      32.2        9.5       12.8       45.0       58.8       90.0       81.0:      10.0       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       457:       171         82        147        120        166        367        344:
Old  :       367:       141         62         45         91        117        246        212:
Other:       403:       113        111         90         91        152        262        305:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.6       24.9       25.1       34.3       12.9       22.0       20.6       28.1
Old  :                 23.1       41.5       32.9       50.2       21.7       38.9       29.3       46.4
Other:                 18.5       23.9       29.7       32.7       17.7       21.3       28.3       28.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, June 23, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    23,357:    19,293      3,571        950         13      2,865     20,256      7,386:     3,101     15,971
Old  :     4,165:     2,889      1,856        303         13        148      3,205      2,307:       960      1,858
Other:    19,192:    16,830      2,141        221          0      2,717     17,051      5,079:     2,141     14,113
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :      -873:      -419       -812       -238         -1       -113       -658     -1,163:      -215        290
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.6       15.3        4.1        0.1       12.3       86.7       31.6:      13.3       68.4
Old  :     100.0:      69.4       44.6        7.3        0.3        3.6       77.0       55.4:      23.0       44.6
Other:     100.0:      87.7       11.2        1.2        0.0       14.2       88.8       26.5:      11.2       73.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        18         13         14          2          9         24         32:
Old  :        33:        10         14          6          2          5         16         23:
Other:        38:        18         11          9          0          9         20         27:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 56.2        9.6       74.2       15.9       54.4        9.6       72.0       15.3
Old  :                 60.5       35.7       72.3       49.1       57.1       33.8       68.4       44.9
Other:                 57.2        9.5       77.9       15.4       56.7        9.5       77.4       15.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, June 23, 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  :   246,168:    58,409     41,120     41,280    119,851    139,630    219,540    222,030:    26,628     24,138
Old  :   110,907:    47,042     13,290      8,745     40,272     75,868     96,059     97,903:    14,848     13,004
Other:   135,261:    26,591     43,054     17,311     79,579     63,762    123,481    124,127:    11,780     11,134
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :    -6,761:     1,230      2,771     -3,581      3,367     -1,781      1,016     -2,591:    -7,777     -4,170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       16.7       16.8       48.7       56.7       89.2       90.2:      10.8        9.8
Old  :     100.0:      42.4       12.0        7.9       36.3       68.4       86.6       88.3:      13.4       11.7
Other:     100.0:      19.7       31.8       12.8       58.8       47.1       91.3       91.8:       8.7        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       217:        56         50         71         63         60        174        159:
Old  :       180:        76         24         39         47         52        135        111:
Other:       175:        38         68         42         52         40        125        118:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.0       26.5       23.7       35.8       12.1       23.5       20.8       31.3
Old  :                 15.9       30.8       24.8       42.4       14.0       29.8       22.4       39.1
Other:                 20.6       28.2       33.8       38.6       20.2       25.7       33.2       35.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, June 23, 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  :   703,436:    64,848    150,387      3,354    518,424    414,156    586,626    567,897:   116,810    135,539
Old  :   703,436:    64,848    150,387      3,354    518,424    414,156    586,626    567,897:   116,810    135,539
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :     6,672:    -4,013     -4,254         -1      6,983      8,921      2,969      4,666:     3,703      2,006
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       21.4        0.5       73.7       58.9       83.4       80.7:      16.6       19.3
Old  :     100.0:       9.2       21.4        0.5       73.7       58.9       83.4       80.7:      16.6       19.3
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  :       161:        25         36          9         70         76        102        114:
Old  :       161:        25         36          9         70         76        102        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       29.0       35.2       37.5       24.2       28.2       32.2       36.8
Old  :                 27.0       29.0       35.2       37.5       24.2       28.2       32.2       36.8
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, June 23, 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  :   187,559:    58,800      8,485     25,228     66,543    130,759    150,571    164,472:    36,988     23,087
Old  :    78,173:    31,721      4,806      4,342     22,739     57,325     58,802     66,473:    19,371     11,700
Other:   109,386:    38,228     14,828      9,737     43,804     73,434     91,769     97,999:    17,617     11,387
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :    -8,045:    -8,282       -385      2,501        462    -12,383     -5,319    -10,267:    -2,726      2,222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4        4.5       13.5       35.5       69.7       80.3       87.7:      19.7       12.3
Old  :     100.0:      40.6        6.1        5.6       29.1       73.3       75.2       85.0:      24.8       15.0
Other:     100.0:      34.9       13.6        8.9       40.0       67.1       83.9       89.6:      16.1       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        60         23         44         65         61        149        113:
Old  :       140:        55         16         21         55         53        116         84:
Other:       138:        44         28         20         49         42        108         79:
     :----------------------------------------------------------------------------------------------------
     :             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       36.9       24.7       49.6        7.9       32.9       14.3       38.9
Old  :                 16.8       30.7       26.0       44.5       15.0       30.1       24.1       42.8
Other:                 22.6       44.1       33.6       58.8       18.9       43.2       27.9       53.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, June 23, 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  :     8,404:     2,377      1,536        505      3,884      4,861      6,766      6,902:     1,638      1,502
Old  :     1,364:       402        258          0        668        803      1,070      1,061:       294        303
Other:     7,040:     2,112      1,415        368      3,216      4,058      5,696      5,841:     1,344      1,199
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :      -441:        37        202          0          8       -175         45         27:      -486       -468
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       18.3        6.0       46.2       57.8       80.5       82.1:      19.5       17.9
Old  :     100.0:      29.5       18.9        0.0       49.0       58.9       78.4       77.8:      21.6       22.2
Other:     100.0:      30.0       20.1        5.2       45.7       57.6       80.9       83.0:      19.1       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        12         15          8         18         18         35         37:
Old  :        29:         8          4          0          6         11         14         15:
Other:        47:         9         14          6         15         16         28         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       34.7       49.2       50.2       30.1       32.4       45.3       44.8
Old  :                 57.8       51.4       74.1       68.8       57.8       51.4       74.1       68.8
Other:                 35.9       39.3       56.0       54.9       35.9       36.5       51.3       47.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, June 23, 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  :   552,828:   133,413     56,453      3,581    329,943    391,078    466,937    451,112:    85,891    101,716
Old  :   552,828:   133,413     56,453      3,581    329,943    391,078    466,937    451,112:    85,891    101,716
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :    17,754:    14,588     -6,918     -5,124      3,639     30,290     13,103     18,248:     4,651       -494
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       10.2        0.6       59.7       70.7       84.5       81.6:      15.5       18.4
Old  :     100.0:      24.1       10.2        0.6       59.7       70.7       84.5       81.6:      15.5       18.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        32         33         11         68         68        106        106:
Old  :       161:        32         33         11         68         68        106        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       25.6       35.7       37.9       23.0       23.3       33.5       35.7
Old  :                 24.1       25.6       35.7       37.9       23.0       23.3       33.5       35.7
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, June 23, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,031,424:    87,392    174,539      8,102    696,412    560,696    791,906    743,337:   239,518    288,087
Old  : 1,031,424:    87,392    174,539      8,102    696,412    560,696    791,906    743,337:   239,518    288,087
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :   -58,212:   -10,323    -16,903     -7,755    -25,344    -37,139    -43,422    -61,797:   -14,790      3,585
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       16.9        0.8       67.5       54.4       76.8       72.1:      23.2       27.9
Old  :     100.0:       8.5       16.9        0.8       67.5       54.4       76.8       72.1:      23.2       27.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        42         39         18        102         88        151        139:
Old  :       215:        42         39         18        102         88        151        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       17.9       28.7       27.0       13.2       11.4       19.6       18.1
Old  :                 19.1       17.9       28.7       27.0       13.2       11.4       19.6       18.1
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, June 23, 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  :   790,950:    87,073    124,849      7,820    536,086    469,647    630,979    602,316:   159,971    188,634
Old  :   790,950:    87,073    124,849      7,820    536,086    469,647    630,979    602,316:   159,971    188,634
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :      -284:   -16,378      7,744     -3,682     17,102      2,295     -2,958      6,357:     2,674     -6,641
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       15.8        1.0       67.8       59.4       79.8       76.2:      20.2       23.8
Old  :     100.0:      11.0       15.8        1.0       67.8       59.4       79.8       76.2:      20.2       23.8
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  :       136:        24         26         10         63         63         90         96:
Old  :       136:        24         26         10         63         63         90         96:
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       22.0       37.4       32.6       22.4       20.6       32.0       29.0
Old  :                 27.5       22.0       37.4       32.6       22.4       20.6       32.0       29.0
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, June 23, 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  :   428,327:   145,605     12,134     39,668    200,421    338,999    385,694    390,801:    42,633     37,526
Old  :   428,327:   145,605     12,134     39,668    200,421    338,999    385,694    390,801:    42,633     37,526
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :    23,214:    12,068      2,065      4,999      6,030     13,372     23,097     20,436:       117      2,778
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0        2.8        9.3       46.8       79.1       90.0       91.2:      10.0        8.8
Old  :     100.0:      34.0        2.8        9.3       46.8       79.1       90.0       91.2:      10.0        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        34          6         24         41         35         82         63:
Old  :        90:        34          6         24         41         35         82         63:
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  :                 25.8       47.7       40.7       61.9       21.5       39.6       33.6       49.5
Old  :                 25.8       47.7       40.7       61.9       21.5       39.6       33.6       49.5
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, June 23, 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  :    49,371:    15,210      8,521        241     22,200     31,033     37,651     39,795:    11,720      9,576
Old  :    49,371:    15,210      8,521        241     22,200     31,033     37,651     39,795:    11,720      9,576
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :   -24,379:    -3,624    -12,398     -2,474    -17,629     -1,774    -23,727    -16,646:      -652     -7,733
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       17.3        0.5       45.0       62.9       76.3       80.6:      23.7       19.4
Old  :     100.0:      30.8       17.3        0.5       45.0       62.9       76.3       80.6:      23.7       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  :        72:        19         13          1         27         23         46         37:
Old  :        72:        19         13          1         27         23         46         37:
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  :                 21.5       37.9       33.3       53.7       20.8       35.9       32.4       51.3
Old  :                 21.5       37.9       33.3       53.7       20.8       35.9       32.4       51.3
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, June 23, 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  :    24,615:       552      4,202         86     23,966     19,939     24,604     24,227:        11        388
Old  :    24,615:       552      4,202         86     23,966     19,939     24,604     24,227:        11        388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :      -631:    -3,648         29          0      3,016       -715       -632       -686:         1         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2       17.1        0.3       97.4       81.0      100.0       98.4:       0.0        1.6
Old  :     100.0:       2.2       17.1        0.3       97.4       81.0      100.0       98.4:       0.0        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         3         14          1         13         13         17         27:
Old  :        41:         3         14          1         13         13         17         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  :                 86.8       79.2       95.8       89.6       86.8       78.2       95.6       88.5
Old  :                 86.8       79.2       95.8       89.6       86.8       78.2       95.6       88.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, June 23, 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  :    40,065:     2,686      1,129          0     37,306     38,659     39,992     39,788:        73        277
Old  :    40,065:     2,686      1,129          0     37,306     38,659     39,992     39,788:        73        277
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :      -295:      -686        180          0        389       -496       -297       -316:         2         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7        2.8        0.0       93.1       96.5       99.8       99.3:       0.2        0.7
Old  :     100.0:       6.7        2.8        0.0       93.1       96.5       99.8       99.3:       0.2        0.7
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  :        25:         3          6          0         11          8         14         14:
Old  :        25:         3          6          0         11          8         14         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  :                 82.8       86.4       97.8       96.5       72.5       82.3       87.5       87.9
Old  :                 82.8       86.4       97.8       96.5       72.5       82.3       87.5       87.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 26, 2009