WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, February 24, 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  :   291,739:    60,294     72,034     55,389    149,035    115,689    264,718    243,112:    27,021     48,627
Old  :   140,791:    43,176     58,865      9,948     74,405     48,178    127,529    116,991:    13,262     23,800
Other:   150,948:    45,320     41,371     17,239     74,630     67,511    137,189    126,121:    13,759     24,827
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :   -20,640:      -152     -5,667    -19,529       -658      3,986    -20,339    -21,210:      -301        570
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       24.7       19.0       51.1       39.7       90.7       83.3:       9.3       16.7
Old  :     100.0:      30.7       41.8        7.1       52.8       34.2       90.6       83.1:       9.4       16.9
Other:     100.0:      30.0       27.4       11.4       49.4       44.7       90.9       83.6:       9.1       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       301:        62        110        123         68         80        225        259:
Old  :       258:        75         90         43         46         53        145        176:
Other:       223:        43         83         64         53         76        144        189:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.1       11.8       36.6       19.8       19.4       10.2       32.5       16.7
Old  :                 29.3       17.0       44.8       27.4       29.3       16.9       44.8       27.2
Other:                 35.8       12.0       46.3       19.8       35.6        9.5       45.2       16.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, February 24, 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  :   767,829:   149,975    145,022    110,348    391,301    332,490    651,624    587,860:   116,205    179,969
Old  :   542,635:    97,800    141,585     74,393    278,111    215,030    450,304    431,008:    92,331    111,627
Other:   225,194:    81,736     32,998      6,394    113,190    117,460    201,320    156,852:    23,874     68,342
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :   -44,665:    -8,897    -12,770    -12,117    -24,370    -16,858    -45,384    -41,745:       719     -2,920
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       18.9       14.4       51.0       43.3       84.9       76.6:      15.1       23.4
Old  :     100.0:      18.0       26.1       13.7       51.3       39.6       83.0       79.4:      17.0       20.6
Other:     100.0:      36.3       14.7        2.8       50.3       52.2       89.4       69.7:      10.6       30.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       496:       101        120        143        184        207        379        407:
Old  :       475:       106        109        117        179        195        354        372:
Other:       346:        68         74         30         70        170        150        264:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.6       11.8       23.2       18.8       13.7       11.1       21.9       16.7
Old  :                 14.5       12.9       23.2       20.2       14.5       12.1       23.2       18.7
Other:                 30.8       15.8       46.6       24.3       30.8       14.7       45.6       20.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, February 24, 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  :    15,964:     1,104      2,833        392     12,160     10,278     13,656     13,503:     2,308      2,461
Old  :     9,092:       822      2,694        325      6,291      4,265      7,438      7,284:     1,654      1,808
Other:     6,872:       293        150         56      5,869      6,013      6,218      6,219:       654        653
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :    -1,265:      -212        437        243     -1,454     -1,661     -1,423       -981:       158       -284
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       17.7        2.5       76.2       64.4       85.5       84.6:      14.5       15.4
Old  :     100.0:       9.0       29.6        3.6       69.2       46.9       81.8       80.1:      18.2       19.9
Other:     100.0:       4.3        2.2        0.8       85.4       87.5       90.5       90.5:       9.5        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         5         14          5         19         13         28         30:
Old  :        40:         6         13          3         15         10         23         25:
Other:        26:         5          2          2         12         11         18         14:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       52.6       63.6       62.2       37.9       37.1       49.4       46.3
Old  :                 46.3       39.5       60.7       53.3       46.3       34.7       58.8       48.4
Other:                 65.1       73.3       79.7       86.5       41.2       46.5       50.5       53.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, February 24, 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  :   294,087:    60,089     45,161     46,149    148,576    142,456    254,814    233,766:    39,273     60,321
Old  :   214,236:    41,677     43,789     21,527    118,953    110,162    182,157    175,478:    32,079     38,758
Other:    79,851:    33,383     16,343      9,651     29,623     32,294     72,657     58,288:     7,194     21,563
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :   -32,808:    -7,498     10,854    -13,911     -8,270    -25,086    -29,679    -28,143:    -3,129     -4,665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       15.4       15.7       50.5       48.4       86.6       79.5:      13.4       20.5
Old  :     100.0:      19.5       20.4       10.0       55.5       51.4       85.0       81.9:      15.0       18.1
Other:     100.0:      41.8       20.5       12.1       37.1       40.4       91.0       73.0:       9.0       27.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       311:        75         96         98         98        107        236        257:
Old  :       298:        64        110         71         91         95        204        233:
Other:       188:        53         47         30         47         66        114        131:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.2       18.3       26.4       26.9       15.4       13.7       24.4       20.0
Old  :                 20.2       19.9       32.4       30.3       19.9       17.4       31.4       25.1
Other:                 29.4       21.3       42.9       31.5       29.4       18.7       42.2       28.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, February 24, 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  :   207,969:    23,208     31,224     47,912    114,012    102,290    185,132    181,426:    22,837     26,543
Old  :   176,827:    30,398     33,805     28,100     99,701     89,769    158,199    151,674:    18,628     25,153
Other:    31,142:     5,240      9,849      7,382     14,311     12,521     26,933     29,752:     4,209      1,390
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :    -5,013:    -9,301      2,956     10,439     -2,647    -16,998     -1,509     -3,603:    -3,504     -1,410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       15.0       23.0       54.8       49.2       89.0       87.2:      11.0       12.8
Old  :     100.0:      17.2       19.1       15.9       56.4       50.8       89.5       85.8:      10.5       14.2
Other:     100.0:      16.8       31.6       23.7       46.0       40.2       86.5       95.5:      13.5        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        42         37         67         61         55        152        150:
Old  :       190:        48         42         63         59         51        148        143:
Other:        76:        20         18         12         28         16         57         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.1       23.8       27.9       36.0       13.3       20.3       22.8       28.9
Old  :                 16.6       26.0       28.4       37.3       16.1       24.7       27.7       35.1
Other:                 41.1       56.8       58.7       74.1       26.4       38.7       39.1       53.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, February 24, 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  :   757,285:    36,380    129,130     34,167    571,981    435,723    642,528    599,020:   114,757    158,265
Old  :   757,285:    36,380    129,130     34,167    571,981    435,723    642,528    599,020:   114,757    158,265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :    17,447:    -7,351     -1,133     25,184     -5,493    -12,723     12,340     11,328:     5,107      6,119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       17.1        4.5       75.5       57.5       84.8       79.1:      15.2       20.9
Old  :     100.0:       4.8       17.1        4.5       75.5       57.5       84.8       79.1:      15.2       20.9
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  :       132:        13         38         21         63         65         94        106:
Old  :       132:        13         38         21         63         65         94        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  :                 33.8       26.3       44.5       34.7       32.4       23.2       40.6       29.5
Old  :                 33.8       26.3       44.5       34.7       32.4       23.2       40.6       29.5
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, February 24, 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  :   116,534:    18,071      9,518     10,095     64,725     75,197     92,891     94,810:    23,643     21,724
Old  :    96,972:    16,713      9,797      6,025     54,196     60,789     76,934     76,611:    20,038     20,361
Other:    19,562:     3,803      2,166      1,625     10,529     14,408     15,957     18,199:     3,605      1,363
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :    -6,795:    -2,849       -849       -866       -690     -2,946     -4,405     -4,661:    -2,390     -2,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        8.2        8.7       55.5       64.5       79.7       81.4:      20.3       18.6
Old  :     100.0:      17.2       10.1        6.2       55.9       62.7       79.3       79.0:      20.7       21.0
Other:     100.0:      19.4       11.1        8.3       53.8       73.7       81.6       93.0:      18.4        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        29         19         26         64         50        109         88:
Old  :       129:        31         24         22         62         49        105         85:
Other:        65:        16          9          9         33         16         54         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  :                 20.2       35.6       30.1       47.9       14.7       30.6       22.9       37.6
Old  :                 21.5       33.3       30.6       42.6       20.1       28.7       27.7       36.7
Other:                 27.6       68.6       41.3       79.5       27.6       62.5       40.2       72.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, February 24, 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  :     7,117:     1,366      1,268        338      4,140      3,183      5,844      4,789:     1,273      2,328
Old  :     5,179:       919      1,249         50      3,057      1,963      4,026      3,262:     1,153      1,917
Other:     1,938:       610        182        125      1,083      1,220      1,818      1,527:       120        411
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :      -213:       -29         40       -153        -51        -82       -233       -195:        20        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       17.8        4.7       58.2       44.7       82.1       67.3:      17.9       32.7
Old  :     100.0:      17.7       24.1        1.0       59.0       37.9       77.7       63.0:      22.3       37.0
Other:     100.0:      31.5        9.4        6.4       55.9       63.0       93.8       78.8:       6.2       21.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         8         11          5         17         15         28         28:
Old  :        38:         8         10          3         16          9         26         20:
Other:        19:         1          5          3          3         11          7         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       36.9       51.7       46.0       34.9       33.7       47.8       41.1
Old  :                 30.6       41.8       48.2       51.7       27.8       38.9       44.1       46.7
Other:                 88.8       34.2       93.8       56.3       82.8       34.0       82.8       54.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, February 24, 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  :   483,487:    81,030     62,653     20,103    326,566    357,046    427,699    439,802:    55,788     43,685
Old  :   483,487:    81,030     62,653     20,103    326,566    357,046    427,699    439,802:    55,788     43,685
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :   -27,195:     1,947      2,026     17,020    -10,221    -11,248      8,746      7,798:   -35,941    -34,993
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       13.0        4.2       67.5       73.8       88.5       91.0:      11.5        9.0
Old  :     100.0:      16.8       13.0        4.2       67.5       73.8       88.5       91.0:      11.5        9.0
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  :       152:        31         24         18         73         73        112        108:
Old  :       152:        31         24         18         73         73        112        108:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.0       32.9       26.9       43.4       13.9       26.9       22.7       35.7
Old  :                 16.0       32.9       26.9       43.4       13.9       26.9       22.7       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, February 24, 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  :   888,595:   101,054    127,982     10,686    635,884    569,342    747,624    708,010:   140,971    180,585
Old  :   888,595:   101,054    127,982     10,686    635,884    569,342    747,624    708,010:   140,971    180,585
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :  -177,858:   -37,933    -19,619      5,497    -45,511    -83,492    -77,947    -97,614:   -99,911    -80,244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       14.4        1.2       71.6       64.1       84.1       79.7:      15.9       20.3
Old  :     100.0:      11.4       14.4        1.2       71.6       64.1       84.1       79.7:      15.9       20.3
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  :       180:        30         33         24         84         89        126        134:
Old  :       180:        30         33         24         84         89        126        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       16.3       37.2       24.2       25.7       12.3       35.6       19.1
Old  :                 26.0       16.3       37.2       24.2       25.7       12.3       35.6       19.1
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, February 24, 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  :   873,236:   107,602    107,198     25,738    666,122    637,909    799,462    770,845:    73,774    102,391
Old  :   873,236:   107,602    107,198     25,738    666,122    637,909    799,462    770,845:    73,774    102,391
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :  -120,374:     9,092     -4,373     13,405    -40,201    -43,626    -17,704    -34,594:  -102,670    -85,780
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       12.3        2.9       76.3       73.1       91.6       88.3:       8.4       11.7
Old  :     100.0:      12.3       12.3        2.9       76.3       73.1       91.6       88.3:       8.4       11.7
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  :       126:        17         32         22         63         57         94         97:
Old  :       126:        17         32         22         63         57         94         97:
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  :                 29.9       46.5       44.2       54.8       20.1       30.8       29.9       36.4
Old  :                 29.9       46.5       44.2       54.8       20.1       30.8       29.9       36.4
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, February 24, 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  :   413,470:   176,850     15,774     56,266    146,143    308,331    379,259    380,371:    34,211     33,099
Old  :   413,470:   176,850     15,774     56,266    146,143    308,331    379,259    380,371:    34,211     33,099
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :    25,790:    15,156     -2,566      8,074      3,589     21,107     26,819     26,615:    -1,029       -825
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.8        3.8       13.6       35.3       74.6       91.7       92.0:       8.3        8.0
Old  :     100.0:      42.8        3.8       13.6       35.3       74.6       91.7       92.0:       8.3        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        24         12         26         31         25         68         53:
Old  :        75:        24         12         26         31         25         68         53:
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  :                 27.4       46.7       40.3       62.0       21.5       43.4       31.9       52.1
Old  :                 27.4       46.7       40.3       62.0       21.5       43.4       31.9       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, February 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    24,810:     5,218      4,666        188     14,266     15,324     19,672     20,178:     5,138      4,632
Old  :    24,810:     5,218      4,666        188     14,266     15,324     19,672     20,178:     5,138      4,632
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :     2,382:     1,010        -73        180        748      1,323      1,938      1,430:       444        952
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       18.8        0.8       57.5       61.8       79.3       81.3:      20.7       18.7
Old  :     100.0:      21.0       18.8        0.8       57.5       61.8       79.3       81.3:      20.7       18.7
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  :        30:         6          8          4         11          6         20         15:
Old  :        30:         6          8          4         11          6         20         15:
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  :                 49.7       62.2       68.8       75.0       48.9       62.2       68.0       74.9
Old  :                 49.7       62.2       68.8       75.0       48.9       62.2       68.0       74.9
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, February 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    73,602:    23,828     15,908        483     30,516     44,801     54,827     61,192:    18,775     12,410
Old  :    73,602:    23,828     15,908        483     30,516     44,801     54,827     61,192:    18,775     12,410
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :    -5,838:    -1,193       -277        114     -3,423     -1,598     -4,502     -1,761:    -1,336     -4,077
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       21.6        0.7       41.5       60.9       74.5       83.1:      25.5       16.9
Old  :     100.0:      32.4       21.6        0.7       41.5       60.9       74.5       83.1:      25.5       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  :        96:        28         21          7         28         27         59         52:
Old  :        96:        28         21          7         28         27         59         52:
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  :                 23.8       37.2       35.0       51.8       23.8       36.3       34.4       50.7
Old  :                 23.8       37.2       35.0       51.8       23.8       36.3       34.4       50.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, February 24, 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  :    26,146:    10,746      4,485      1,574     13,743     19,346     26,063     25,405:        83        741
Old  :    26,146:    10,746      4,485      1,574     13,743     19,346     26,063     25,405:        83        741
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :    -5,890:       788        251      1,103     -7,693     -7,161     -5,802     -5,807:       -88        -83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.1       17.2        6.0       52.6       74.0       99.7       97.2:       0.3        2.8
Old  :     100.0:      41.1       17.2        6.0       52.6       74.0       99.7       97.2:       0.3        2.8
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  :        42:        10         13          3         11         13         23         27:
Old  :        42:        10         13          3         11         13         23         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  :                 75.3       68.8       90.5       84.6       66.8       62.0       77.2       73.2
Old  :                 75.3       68.8       90.5       84.6       66.8       62.0       77.2       73.2
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, February 24, 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  :    36,006:     9,496      1,204      2,447     21,779     32,191     33,722     35,842:     2,284        164
Old  :    36,006:     9,496      1,204      2,447     21,779     32,191     33,722     35,842:     2,284        164
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2009                    :
     :      -223:    -1,478       -470        657        661       -433       -160       -246:       -63         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        3.3        6.8       60.5       89.4       93.7       99.5:       6.3        0.5
Old  :     100.0:      26.4        3.3        6.8       60.5       89.4       93.7       99.5:       6.3        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  :        31:         9          8          4         11          8         21         19:
Old  :        31:         9          8          4         11          8         21         19:
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  :                 64.4       82.1       82.0       93.8       51.6       71.8       66.0       76.0
Old  :                 64.4       82.1       82.0       93.8       51.6       71.8       66.0       76.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 27, 2009