WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      278,873
COMMITMENTS
  59,586   72,052   44,917  147,916  115,120  252,419  232,089   26,454   46,784

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      7,481)
   1,090   -3,307    4,937   -2,778    4,099    3,249    5,729    4,232    1,752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     25.8     16.1     53.0     41.3     90.5     83.2      9.5     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      55      117      109       65       83      210      244
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      798,353
COMMITMENTS
 156,636  117,842  135,224  399,243  368,487  691,103  621,553  107,250  176,800

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:    -10,537)
  -5,244    3,309    1,329   -1,761   -8,056   -5,676   -3,418   -4,861   -7,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     14.8     16.9     50.0     46.2     86.6     77.9     13.4     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      536)
     113      132      149      184      222      393      437
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       16,702
COMMITMENTS
   1,200    2,050      318   13,189   12,150   14,707   14,518    1,995    2,184

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        -39)
     150      252       -8     -313     -162     -171       82      132     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     12.3      1.9     79.0     72.7     88.1     86.9     11.9     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8       11        5       21       15       32       29
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      322,483
COMMITMENTS
  70,604   30,201   61,024  152,483  171,462  284,111  262,687   38,372   59,796

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:     19,281)
   5,353   -1,736    6,565    7,814   13,735   19,732   18,564     -451      717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9      9.4     18.9     47.3     53.2     88.1     81.5     11.9     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
      90       84      111       91      119      253      276
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       12,629
COMMITMENTS
   9,017    1,351      985        0    1,305   10,002    3,641    2,627    8,988

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        911)
     753       99      118        0       91      871      308       40      603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.4     10.7      7.8      0.0     10.3     79.2     28.8     20.8     71.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      15        5       11        0        3       17       17
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      207,674
COMMITMENTS
  24,657   25,581   39,113  121,587  123,694  185,357  188,388   22,317   19,286

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:     -2,319)
   2,328     -686   -3,005     -826      380   -1,503   -3,311     -816      992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     12.3     18.8     58.5     59.6     89.3     90.7     10.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      37       35       62       61       59      142      143
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      717,586
COMMITMENTS
  42,683  120,311    6,111  561,032  444,715  609,826  571,137  107,760  146,449

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:       -437)
    -934  -14,237   -2,254       41   17,015   -3,147      524    2,710     -961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     16.8      0.9     78.2     62.0     85.0     79.6     15.0     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      17       35       11       60       71       86      108
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      123,321
COMMITMENTS
  24,772   11,610   12,466   60,091   81,263   97,329  105,339   25,992   17,982

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      6,315)
   3,826   -2,031    1,093    1,103    6,095    6,022    5,157      293    1,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1      9.4     10.1     48.7     65.9     78.9     85.4     21.1     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      35       25       31       63       49      121       91
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,767
COMMITMENTS
   1,322      950      213    4,008    3,504    5,543    4,667    1,224    2,100

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        852)
     132      290       52      458     -110      642      232      210      620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     14.0      3.1     59.2     51.8     81.9     69.0     18.1     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      10        8        3       16       12       26       23
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      489,159
COMMITMENTS
  73,275   65,240    3,488  327,926  349,289  404,689  418,017   84,470   71,142

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:    -17,552)
    -184   -5,432      114  -10,816  -10,454  -10,886  -15,772   -6,666   -1,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     13.3      0.7     67.0     71.4     82.7     85.5     17.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      25       29        9       67       69       98      101
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,031,443
COMMITMENTS
 135,685  110,832    7,927  696,089  653,344  839,701  772,103  191,742  259,340

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:    -11,332)
   7,098  -15,616    1,502   -6,539   23,054    2,061    8,940  -13,393  -20,272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     10.7      0.8     67.5     63.3     81.4     74.9     18.6     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      44       22       32       79       92      132      137
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      930,762
COMMITMENTS
  83,663  139,201    3,271  670,230  614,146  757,164  756,618  173,598  174,144

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:    -16,787)
  -4,181  -11,055   -2,807   -2,425   -3,082   -9,413  -16,944   -7,374      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     15.0      0.4     72.0     66.0     81.3     81.3     18.7     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      26       32       13       63       55       96       93
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      401,010
COMMITMENTS
 198,695   26,370   34,312  135,278  309,031  368,285  369,713   32,725   31,297

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:     30,348)
   4,908      894    8,160   14,381   20,191   27,449   29,245    2,899    1,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.5      6.6      8.6     33.7     77.1     91.8     92.2      8.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      26       13       25       29       30       65       61
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       16,900
COMMITMENTS
   4,427    4,142        0    9,555    9,714   13,982   13,856    2,918    3,044

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        324)
     934       58        0       43      299      977      357     -653      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     24.5      0.0     56.5     57.5     82.7     82.0     17.3     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        8        0       12        7       16       15
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       70,382
COMMITMENTS
  22,421   14,848      308   33,353   38,434   56,082   53,590   14,300   16,792

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        142)
   2,342    3,753      -53      665   -2,523    2,954    1,177   -2,812   -1,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     21.1      0.4     47.4     54.6     79.7     76.1     20.3     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      26       23        2       25       23       51       48
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       21,718
COMMITMENTS
  10,189    5,574      358   10,992   15,612   21,539   21,544      179      174

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:     -3,529)
  -3,462   -2,250      251     -345   -1,551   -3,556   -3,550       27       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9     25.7      1.6     50.6     71.9     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10       12        4        8       14       21       27
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       37,562
COMMITMENTS
  12,603    1,033    1,641   22,581   34,820   36,825   37,494      737       68

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:     -6,265)
  -3,295     -159      -71   -2,824   -6,070   -6,190   -6,300      -75       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6      2.8      4.4     60.1     92.7     98.0     99.8      2.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      11        6        2       11        7       22       15
 

Updated January 30, 2009