WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   321,218:    59,443     54,450     88,628    149,265    133,680    297,336    276,758:    23,882     44,460
Old  :   201,914:    45,376     45,828     51,243     89,820     77,938    186,439    175,010:    15,475     26,904
Other:   119,304:    27,454     22,008     23,999     59,445     55,742    110,897    101,748:     8,408     17,556
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :    -4,792:       938        115     -3,898       -564        681     -3,523     -3,102:    -1,269     -1,690
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       17.0       27.6       46.5       41.6       92.6       86.2:       7.4       13.8
Old  :     100.0:      22.5       22.7       25.4       44.5       38.6       92.3       86.7:       7.7       13.3
Other:     100.0:      23.0       18.4       20.1       49.8       46.7       93.0       85.3:       7.0       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:        76         97        117         77         99        229        252:
Old  :       281:        84         86         94         70         85        206        219:
Other:       189:        36         59         57         49         84        120        171:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       13.4       33.0       21.6       17.1       11.8       28.5       17.9
Old  :                 21.1       16.0       32.6       25.2       20.6       15.2       31.7       23.2
Other:                 43.2       15.6       54.7       25.2       42.5       13.2       49.9       19.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,254,797:   120,083    100,132    428,446    573,215    536,512  1,121,744  1,065,090:   133,053    189,707
Old  :   954,811:    92,197     99,703    330,796    422,742    389,158    845,735    819,657:   109,076    135,154
Other:   299,986:    51,753     24,296     73,783    150,473    147,354    276,008    245,433:    23,977     54,553
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :   -25,170:   -10,362       -368     -5,088      3,863     -6,639    -11,587    -12,095:   -13,582    -13,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        8.0       34.1       45.7       42.8       89.4       84.9:      10.6       15.1
Old  :     100.0:       9.7       10.4       34.6       44.3       40.8       88.6       85.8:      11.4       14.2
Other:     100.0:      17.3        8.1       24.6       50.2       49.1       92.0       81.8:       8.0       18.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       598:       118        160        209        243        270        492        528:
Old  :       588:       132        147        198        237        260        475        508:
Other:       365:        56         71         64         89        205        180        308:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       17.0       22.0       23.6        8.0        8.5       14.0       12.0
Old  :                 12.4       16.2       20.0       23.3        8.8        8.7       14.6       12.5
Other:                 26.3       21.8       42.1       31.5       21.2        9.9       32.2       13.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    21,650:       777      2,026      1,076     14,352     12,497     16,205     15,599:     5,445      6,051
Old  :    12,364:       853      2,028        781      8,126      6,602      9,760      9,411:     2,604      2,953
Other:     9,286:        99        173        120      6,226      5,895      6,445      6,188:     2,841      3,098
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :     3,456:       -38         35         22       -416       -373       -431       -315:     3,887      3,771
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6        9.4        5.0       66.3       57.7       74.9       72.1:      25.1       27.9
Old  :     100.0:       6.9       16.4        6.3       65.7       53.4       78.9       76.1:      21.1       23.9
Other:     100.0:       1.1        1.9        1.3       67.1       63.5       69.4       66.6:      30.6       33.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         9         11          8         22         13         34         29:
Old  :        41:         9         10          6         21         10         31         25:
Other:        23:         2          5          3         10         10         15         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       47.0       54.4       56.6       29.6       30.5       40.5       39.5
Old  :                 34.2       41.9       52.1       57.7       32.6       32.7       45.9       45.6
Other:                 55.1       53.8       64.9       63.4       38.6       33.4       42.4       38.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   420,278:    49,929     24,238    140,564    182,337    191,843    372,830    356,645:    47,447     63,633
Old  :   343,944:    46,882     26,695    105,077    148,272    163,098    300,230    294,870:    43,714     49,074
Other:    76,334:    17,220     11,715     21,315     34,066     28,745     72,600     61,775:     3,734     14,559
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :   -21,833:       -33     -1,671     -8,379     -9,928     -7,570    -18,339    -17,619:    -3,494     -4,215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9        5.8       33.4       43.4       45.6       88.7       84.9:      11.3       15.1
Old  :     100.0:      13.6        7.8       30.6       43.1       47.4       87.3       85.7:      12.7       14.3
Other:     100.0:      22.6       15.3       27.9       44.6       37.7       95.1       80.9:       4.9       19.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       342:       103         86        152        110        120        296        298:
Old  :       336:       106         85        139        107        115        281        287:
Other:       167:        34         44         34         48         74        106        130:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       23.3       27.0       34.6        9.8       13.1       16.6       18.7
Old  :                 17.2       24.2       26.6       35.6       11.6       16.2       19.1       22.8
Other:                 37.7       33.0       57.0       43.2       27.1       14.9       34.3       19.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   254,170:    14,383     35,415     72,720    144,830    126,774    231,934    234,910:    22,236     19,260
Old  :   223,301:    18,455     38,009     55,516    129,539    111,705    203,510    205,230:    19,791     18,071
Other:    30,869:     4,603      6,081      8,530     15,291     15,069     28,424     29,680:     2,446      1,189
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :    -7,709:     3,116      8,087      1,038    -11,364     -8,973     -7,210        152:      -499     -7,862
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       13.9       28.6       57.0       49.9       91.3       92.4:       8.7        7.6
Old  :     100.0:       8.3       17.0       24.9       58.0       50.0       91.1       91.9:       8.9        8.1
Other:     100.0:      14.9       19.7       27.6       49.5       48.8       92.1       96.1:       7.9        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        34         47         72         61         60        145        159:
Old  :       189:        42         47         69         60         59        142        157:
Other:        67:         9         17         14         30         16         48         40:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       19.9       31.4       33.9       12.6       12.9       19.7       17.7
Old  :                 19.5       22.4       29.5       34.8       15.8       14.0       23.8       19.8
Other:                 56.2       58.8       72.6       72.2       42.9       38.7       52.3       49.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   918,010:    52,700    178,487     75,485    674,863    504,387    803,048    758,359:   114,962    159,651
Old  :   918,010:    52,700    178,487     75,485    674,863    504,387    803,048    758,359:   114,962    159,651
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :     2,412:    -4,160      3,846      5,838      4,779      9,857      6,457     19,541:    -4,045    -17,129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       19.4        8.2       73.5       54.9       87.5       82.6:      12.5       17.4
Old  :     100.0:       5.7       19.4        8.2       73.5       54.9       87.5       82.6:      12.5       17.4
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  :       171:        26         48         41         76         87        128        150:
Old  :       171:        26         48         41         76         87        128        150:
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  :                 30.8       15.0       43.0       22.4       29.0       14.5       39.7       21.8
Old  :                 30.8       15.0       43.0       22.4       29.0       14.5       39.7       21.8
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 with Delta-adjusted Options and Futures Combined, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   139,650:    17,244     10,955     29,882     65,864     76,770    112,990    117,607:    26,661     22,043
Old  :   125,210:    16,339     12,796     24,551     59,549     66,562    100,439    103,909:    24,770     21,301
Other:    14,441:     3,173        428      3,062      6,315     10,208     12,551     13,698:     1,890        743
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :    -1,800:     1,031     -1,301        995     -5,211       -459     -3,186       -765:     1,385     -1,035
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3        7.8       21.4       47.2       55.0       80.9       84.2:      19.1       15.8
Old  :     100.0:      13.0       10.2       19.6       47.6       53.2       80.2       83.0:      19.8       17.0
Other:     100.0:      22.0        3.0       21.2       43.7       70.7       86.9       94.9:      13.1        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       139:        26         25         41         56         52        113        102:
Old  :       139:        30         29         40         55         52        111        102:
Other:        55:        15          9         14         23         13         45         30:
     :----------------------------------------------------------------------------------------------------
     :             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       27.4       25.7       38.9       16.1       23.3       22.9       30.2
Old  :                 18.0       25.4       26.3       36.6       16.8       22.9       23.5       29.8
Other:                 28.4       55.9       46.1       69.8       25.7       52.4       40.1       62.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :     7,586:     1,250        803        712      4,498      4,332      6,461      5,848:     1,125      1,738
Old  :     7,174:     1,269        808        661      4,176      4,173      6,107      5,643:     1,067      1,532
Other:       412:         5         20         26        322        159        354        205:        58        207
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :      -198:       -33          3         -6        -46         -5        -85         -9:      -113       -189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       10.6        9.4       59.3       57.1       85.2       77.1:      14.8       22.9
Old  :     100.0:      17.7       11.3        9.2       58.2       58.2       85.1       78.7:      14.9       21.3
Other:     100.0:       1.3        4.8        6.4       78.2       38.6       85.9       49.8:      14.1       50.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         8         10          6         21         15         32         28:
Old  :        46:         7         11          6         21         14         32         27:
Other:         8:         2          2          3          3          2          7          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.0       37.7       51.5       54.7       32.4       37.7       45.3       48.1
Old  :                 31.6       39.1       51.1       56.5       31.2       39.0       44.9       50.1
Other:                 83.7       49.4       85.9       49.8       55.2       19.1       55.2       19.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   538,743:    61,892     77,530      9,422    391,357    372,011    462,672    458,963:    76,071     79,780
Old  :   538,743:    61,892     77,530      9,422    391,357    372,011    462,672    458,963:    76,071     79,780
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :     3,914:    -5,736       -572     -1,926     13,342      1,871      5,680       -626:    -1,766      4,540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       14.4        1.7       72.6       69.1       85.9       85.2:      14.1       14.8
Old  :     100.0:      11.5       14.4        1.7       72.6       69.1       85.9       85.2:      14.1       14.8
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  :       145:        22         24         13         75         75        102        107:
Old  :       145:        22         24         13         75         75        102        107:
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  :                 29.5       27.6       40.2       37.2       28.7       22.7       36.0       29.8
Old  :                 29.5       27.6       40.2       37.2       28.7       22.7       36.0       29.8
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 with Delta-adjusted Options and Futures Combined, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,493,033:   147,218    113,341    263,468    881,408    863,719  1,292,093  1,240,527:   200,940    252,505
Old  : 1,493,033:   147,218    113,341    263,468    881,408    863,719  1,292,093  1,240,527:   200,940    252,505
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :   -15,440:      -168       -875     20,443    -24,643    -13,184     -4,369      6,384:   -11,071    -21,824
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        7.6       17.6       59.0       57.8       86.5       83.1:      13.5       16.9
Old  :     100.0:       9.9        7.6       17.6       59.0       57.8       86.5       83.1:      13.5       16.9
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  :       192:        41         39         50         86         97        152        161:
Old  :       192:        41         39         50         86         97        152        161:
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  :                 20.4       19.1       30.0       25.8       20.1       14.3       27.8       18.5
Old  :                 20.4       19.1       30.0       25.8       20.1       14.3       27.8       18.5
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 with Delta-adjusted Options and Futures Combined, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,185,924:   153,132    151,172     67,174    802,211    793,430  1,022,517  1,011,777:   163,406    174,147
Old  : 1,185,924:   153,132    151,172     67,174    802,211    793,430  1,022,517  1,011,777:   163,406    174,147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :    -5,752:   -16,838     -7,167     -3,791      7,738     -7,132    -12,891    -18,091:     7,139     12,339
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       12.7        5.7       67.6       66.9       86.2       85.3:      13.8       14.7
Old  :     100.0:      12.9       12.7        5.7       67.6       66.9       86.2       85.3:      13.8       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        25         32         29         78         70        119        115:
Old  :       147:        25         32         29         78         70        119        115:
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  :                 30.7       39.7       42.8       47.9       22.0       25.9       29.8       32.9
Old  :                 30.7       39.7       42.8       47.9       22.0       25.9       29.8       32.9
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 with Delta-adjusted Options and Futures Combined, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   891,372:   171,146     11,887    440,731    244,937    406,863    856,814    859,482:    34,557     31,890
Old  :   891,372:   171,146     11,887    440,731    244,937    406,863    856,814    859,482:    34,557     31,890
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :   -31,766:    20,500        280    -26,258    -31,789     -2,773    -37,547    -28,751:     5,782     -3,014
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2        1.3       49.4       27.5       45.6       96.1       96.4:       3.9        3.6
Old  :     100.0:      19.2        1.3       49.4       27.5       45.6       96.1       96.4:       3.9        3.6
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  :        92:        33          9         35         44         41         85         79:
Old  :        92:        33          9         35         44         41         85         79:
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  :                 41.7       35.1       55.9       54.5       13.3       19.3       19.5       27.5
Old  :                 41.7       35.1       55.9       54.5       13.3       19.3       19.5       27.5
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 with Delta-adjusted Options and Futures Combined, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :     9,537:     3,166      4,363          0      3,661      1,957      6,827      6,320:     2,710      3,217
Old  :     9,537:     3,166      4,363          0      3,661      1,957      6,827      6,320:     2,710      3,217
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :   -28,116:   -11,014     -2,770     -2,879    -12,106    -14,643    -25,999    -20,291:    -2,117     -7,825
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       45.7        0.0       38.4       20.5       71.6       66.3:      28.4       33.7
Old  :     100.0:      33.2       45.7        0.0       38.4       20.5       71.6       66.3:      28.4       33.7
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  :        24:         4          7          0         10          4         14         11:
Old  :        24:         4          7          0         10          4         14         11:
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  :                 36.6       45.8       53.8       59.8       36.6       45.8       53.8       59.8
Old  :                 36.6       45.8       53.8       59.8       36.6       45.8       53.8       59.8
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 with Delta-adjusted Options and Futures Combined, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    58,761:    19,483      8,357        719     27,351     37,231     47,553     46,306:    11,208     12,455
Old  :    58,761:    19,483      8,357        719     27,351     37,231     47,553     46,306:    11,208     12,455
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :   -74,160:   -12,615    -15,741     -8,306    -44,639    -43,909    -65,560    -67,956:    -8,600     -6,204
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       14.2        1.2       46.5       63.4       80.9       78.8:      19.1       21.2
Old  :     100.0:      33.2       14.2        1.2       46.5       63.4       80.9       78.8:      19.1       21.2
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  :        73:        21         15          4         24         23         47         40:
Old  :        73:        21         15          4         24         23         47         40:
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       35.5       44.5       49.6       21.6       26.8       33.3       36.6
Old  :                 27.5       35.5       44.5       49.6       21.6       26.8       33.3       36.6
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 with Delta-adjusted Options and Futures Combined, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    26,289:    11,204      7,656        171     14,728     18,334     26,103     26,161:       186        128
Old  :    26,289:    11,204      7,656        171     14,728     18,334     26,103     26,161:       186        128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :    -4,097:    -1,455       -288        -11        919       -308       -547       -607:    -3,550     -3,490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6       29.1        0.7       56.0       69.7       99.3       99.5:       0.7        0.5
Old  :     100.0:      42.6       29.1        0.7       56.0       69.7       99.3       99.5:       0.7        0.5
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  :        38:        10          9          3         12         13         24         23:
Old  :        38:        10          9          3         12         13         24         23:
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  :                 82.4       85.6       92.5       94.5       82.0       80.9       89.8       89.7
Old  :                 82.4       85.6       92.5       94.5       82.0       80.9       89.8       89.7
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 with Delta-adjusted Options and Futures Combined, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    53,176:    31,680        864      1,708     19,543     50,559     52,931     53,131:       245         45
Old  :    53,176:    31,680        864      1,708     19,543     50,559     52,931     53,131:       245         45
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 16, 2008                    :
     :    -1,122:      -564     -2,685        107       -664      1,466     -1,121     -1,112:        -1        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.6        1.6        3.2       36.8       95.1       99.5       99.9:       0.5        0.1
Old  :     100.0:      59.6        1.6        3.2       36.8       95.1       99.5       99.9:       0.5        0.1
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  :        33:        12          6          3         11          8         23         17:
Old  :        33:        12          6          3         11          8         23         17:
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  :                 83.4       85.9       93.1       98.4       74.2       85.5       83.9       88.7
Old  :                 83.4       85.9       93.1       98.4       74.2       85.5       83.9       88.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 29, 2008