WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, March 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  :   297,464:    66,258     68,616     60,746    143,485    123,241    270,489    252,603:    26,975     44,861
Old  :   115,413:    41,720     53,432      2,048     58,885     44,615    102,653    100,095:    12,760     15,318
Other:   182,051:    58,303     48,949     24,933     84,600     78,626    167,836    152,508:    14,215     29,543
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :     4,578:       300     -3,556      4,924     -1,822      1,668      3,402      3,036:     1,176      1,542
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       23.1       20.4       48.2       41.4       90.9       84.9:       9.1       15.1
Old  :     100.0:      36.1       46.3        1.8       51.0       38.7       88.9       86.7:      11.1       13.3
Other:     100.0:      32.0       26.9       13.7       46.5       43.2       92.2       83.8:       7.8       16.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       335:        74        125        133         71         88        243        286:
Old  :       272:        89         96         13         44         47        143        146:
Other:       272:        66        104         83         58         82        178        225:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.5       12.5       37.1       20.5       19.9       11.1       32.6       16.8
Old  :                 33.4       20.7       49.1       32.9       33.4       20.6       49.1       32.7
Other:                 32.6       12.9       43.7       20.3       32.4       11.7       41.3       17.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, March 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  :   787,271:   179,689     82,763    117,663    381,140    409,333    678,492    609,759:   108,779    177,512
Old  :   538,771:   128,195     92,924     68,316    259,329    272,464    455,840    433,704:    82,931    105,067
Other:   248,500:    90,875     29,220      9,966    121,811    136,869    222,652    176,055:    25,848     72,445
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :    28,596:     6,865     -1,864      6,820     14,196     21,023     27,881     25,979:       715      2,617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       10.5       14.9       48.4       52.0       86.2       77.5:      13.8       22.5
Old  :     100.0:      23.8       17.2       12.7       48.1       50.6       84.6       80.5:      15.4       19.5
Other:     100.0:      36.6       11.8        4.0       49.0       55.1       89.6       70.8:      10.4       29.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       527:       127        109        157        179        227        396        431:
Old  :       500:       119        114        119        164        208        352        382:
Other:       389:        88         78         34         84        185        183        288:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3       16.1       24.0       22.5       14.0       14.0       22.1       19.5
Old  :                 15.3       17.6       25.4       24.7       14.4       13.7       23.5       19.8
Other:                 30.4       15.7       44.7       23.7       30.4       15.5       44.3       23.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, March 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  :    13,897:     1,795      2,018        207      9,513      9,253     11,515     11,478:     2,382      2,419
Old  :     6,504:     1,041      1,900          0      4,104      2,985      5,145      4,885:     1,359      1,619
Other:     7,393:       958        322          3      5,409      6,268      6,370      6,593:     1,023        800
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :      -257:       346       -181        -74       -740        -77       -468       -332:       211         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       14.5        1.5       68.5       66.6       82.9       82.6:      17.1       17.4
Old  :     100.0:      16.0       29.2        0.0       63.1       45.9       79.1       75.1:      20.9       24.9
Other:     100.0:      13.0        4.4        0.0       73.2       84.8       86.2       89.2:      13.8       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         8          9          3         17         10         27         21:
Old  :        34:         7          9          0         14          6         21         15:
Other:        25:         6          2          1         12          9         18         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 37.7       57.1       54.6       67.8       31.9       43.2       44.6       52.1
Old  :                 35.7       51.2       54.6       65.8       35.7       50.2       54.6       64.9
Other:                 46.9       73.1       70.4       86.3       41.9       63.1       57.1       70.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, March 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  :   311,776:    79,258     45,261     43,696    148,199    159,316    271,153    248,273:    40,623     63,503
Old  :   210,342:    56,074     43,023     15,885    108,051    115,520    180,010    174,428:    30,332     35,914
Other:   101,434:    39,877     18,931     11,118     40,148     43,796     91,143     73,845:    10,291     27,589
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :    22,527:    13,057     -4,235      3,484      3,258     18,417     19,799     17,666:     2,728      4,861
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       14.5       14.0       47.5       51.1       87.0       79.6:      13.0       20.4
Old  :     100.0:      26.7       20.5        7.6       51.4       54.9       85.6       82.9:      14.4       17.1
Other:     100.0:      39.3       18.7       11.0       39.6       43.2       89.9       72.8:      10.1       27.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       342:        88        102        107         95        116        252        279:
Old  :       323:        87        104         68         84        103        209        244:
Other:       228:        59         59         35         60         77        139        155:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       18.0       26.3       26.3       15.1       14.5       24.8       21.0
Old  :                 20.3       21.5       32.7       30.6       20.3       20.6       32.5       27.5
Other:                 26.8       23.8       38.4       33.6       26.8       20.9       37.9       28.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    13,617:     9,471      1,292        659          0      1,490     10,130      3,441:     3,487     10,176
Old  :     7,483:     4,435      1,297        528          0        723      4,963      2,548:     2,520      4,935
Other:     6,134:     5,041          0        126          0        767      5,167        893:       967      5,241
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :     2,848:     2,287       -160         80          0        396      2,367        316:       481      2,532
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.6        9.5        4.8        0.0       10.9       74.4       25.3:      25.6       74.7
Old  :     100.0:      59.3       17.3        7.1        0.0        9.7       66.3       34.1:      33.7       65.9
Other:     100.0:      82.2        0.0        2.1        0.0       12.5       84.2       14.6:      15.8       85.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        11          6          9          0          4         12         18:
Old  :        21:        11          6          9          0          4         12         18:
Other:        15:        11          0          5          0          4         11          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 52.1       13.1       65.8       20.6       50.9       11.1       63.6       18.0
Old  :                 39.9       17.5       57.6       27.5       38.0       14.2       53.8       24.1
Other:                 67.0       13.5       82.3       14.5       66.7       12.5       81.2       12.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, March 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  :   207,750:    23,045     38,722     36,391    120,663    109,151    180,099    184,264:    27,651     23,486
Old  :   169,456:    26,025     39,070     17,334    104,149     91,746    147,508    148,150:    21,948     21,306
Other:    38,294:     5,991      8,623     10,086     16,514     17,405     32,591     36,114:     5,703      2,180
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :     1,474:    -1,855     -4,580      1,610     -2,311      4,857     -2,556      1,887:     4,030       -413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       18.6       17.5       58.1       52.5       86.7       88.7:      13.3       11.3
Old  :     100.0:      15.4       23.1       10.2       61.5       54.1       87.0       87.4:      13.0       12.6
Other:     100.0:      15.6       22.5       26.3       43.1       45.5       85.1       94.3:      14.9        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        47         51         55         58         48        143        136:
Old  :       185:        54         52         48         53         44        132        127:
Other:        86:        23         20         12         33         16         65         42:
     :----------------------------------------------------------------------------------------------------
     :             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       24.9       27.9       37.0       15.5       22.1       24.5       33.6
Old  :                 19.5       29.3       30.7       40.7       19.5       27.1       30.4       38.0
Other:                 35.4       51.6       50.1       71.1       23.1       39.5       33.5       51.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, March 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  :   708,745:    44,407    136,473      6,485    549,127    438,780    600,019    581,738:   108,726    127,007
Old  :   708,745:    44,407    136,473      6,485    549,127    438,780    600,019    581,738:   108,726    127,007
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :     7,779:     9,523     -3,453     -1,576     -2,605     31,316      5,342     26,287:     2,437    -18,508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       19.3        0.9       77.5       61.9       84.7       82.1:      15.3       17.9
Old  :     100.0:       6.3       19.3        0.9       77.5       61.9       84.7       82.1:      15.3       17.9
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  :       155:        23         38         10         67         67         98        107:
Old  :       155:        23         38         10         67         67         98        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  :                 34.9       30.2       45.1       37.9       33.0       30.1       42.2       37.8
Old  :                 34.9       30.2       45.1       37.9       33.0       30.1       42.2       37.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, March 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  :   112,617:    29,126      8,113     11,332     46,145     74,943     86,603     94,388:    26,014     18,229
Old  :    91,176:    27,019      8,951      6,932     35,215     59,704     69,166     75,587:    22,010     15,589
Other:    21,441:     4,924      1,979      1,583     10,930     15,239     17,437     18,801:     4,004      2,640
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :     2,402:     3,535     -1,200     -1,197     -2,583      7,097       -245      4,700:     2,647     -2,298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9        7.2       10.1       41.0       66.5       76.9       83.8:      23.1       16.2
Old  :     100.0:      29.6        9.8        7.6       38.6       65.5       75.9       82.9:      24.1       17.1
Other:     100.0:      23.0        9.2        7.4       51.0       71.1       81.3       87.7:      18.7       12.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        44         21         38         59         43        123         91:
Old  :       141:        47         21         34         55         42        118         85:
Other:        78:        21         13         13         36         21         64         43:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.6       35.6       19.2       49.0       11.0       31.8       17.7       41.5
Old  :                 12.3       34.1       20.6       45.8       12.3       31.0       19.2       39.0
Other:                 23.6       57.4       39.0       68.4       20.9       51.5       33.7       59.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, March 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  :     6,729:     1,305      1,107        382      4,095      3,323      5,782      4,812:       947      1,917
Old  :     4,113:       635      1,136          4      2,650      1,655      3,289      2,795:       824      1,318
Other:     2,616:       800        101        248      1,445      1,668      2,493      2,017:       123        599
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :      -254:        -8       -292         18        -57        376        -47        102:      -207       -356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       16.5        5.7       60.9       49.4       85.9       71.5:      14.1       28.5
Old  :     100.0:      15.4       27.6        0.1       64.4       40.2       80.0       68.0:      20.0       32.0
Other:     100.0:      30.6        3.9        9.5       55.2       63.8       95.3       77.1:       4.7       22.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        10          8          6         21         12         33         24:
Old  :        42:         8          9          1         21          6         29         16:
Other:        20:         2          5          4          4         11         10         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  :                 41.2       40.3       56.4       53.1       41.2       40.3       56.2       49.5
Old  :                 33.4       50.4       49.6       59.2       33.4       50.3       49.6       58.7
Other:                 80.0       36.7       94.9       62.0       80.0       34.9       80.0       53.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, March 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  :   491,366:   101,264     54,867      3,489    302,714    354,266    407,467    412,622:    83,899     78,744
Old  :   491,366:   101,264     54,867      3,489    302,714    354,266    407,467    412,622:    83,899     78,744
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :    22,648:    14,736      7,801        706      5,518     10,709     20,960     19,216:     1,688      3,432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       11.2        0.7       61.6       72.1       82.9       84.0:      17.1       16.0
Old  :     100.0:      20.6       11.2        0.7       61.6       72.1       82.9       84.0:      17.1       16.0
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  :       144:        25         25          7         68         67         99         93:
Old  :       144:        25         25          7         68         67         99         93:
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  :                 16.4       33.4       28.0       43.4       15.3       27.9       25.9       37.1
Old  :                 16.4       33.4       28.0       43.4       15.3       27.9       25.9       37.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, March 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  : 1,033,840:    94,016    135,667     17,551    690,414    647,697    801,981    800,915:   231,859    232,925
Old  : 1,033,840:    94,016    135,667     17,551    690,414    647,697    801,981    800,915:   231,859    232,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :    56,865:     5,615    -20,270      4,902     19,307     56,316     29,824     40,948:    27,041     15,917
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       13.1        1.7       66.8       62.6       77.6       77.5:      22.4       22.5
Old  :     100.0:       9.1       13.1        1.7       66.8       62.6       77.6       77.5:      22.4       22.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        38         36         20         88         83        135        130:
Old  :       203:        38         36         20         88         83        135        130:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       24.7       35.0       32.1       23.2       21.1       32.1       28.1
Old  :                 24.0       24.7       35.0       32.1       23.2       21.1       32.1       28.1
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, March 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  :   882,101:   106,155     90,109      2,362    595,186    633,631    703,703    726,102:   178,398    155,999
Old  :   882,101:   106,155     90,109      2,362    595,186    633,631    703,703    726,102:   178,398    155,999
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :     7,479:     5,960     10,742        -22    -17,802       -539    -11,864     10,181:    19,343     -2,702
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       10.2        0.3       67.5       71.8       79.8       82.3:      20.2       17.7
Old  :     100.0:      12.0       10.2        0.3       67.5       71.8       79.8       82.3:      20.2       17.7
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  :       123:        17         30          9         55         58         78         91:
Old  :       123:        17         30          9         55         58         78         91:
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  :                 28.8       36.4       41.7       46.7       13.6       24.1       22.7       30.3
Old  :                 28.8       36.4       41.7       46.7       13.6       24.1       22.7       30.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, March 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  :   410,555:   156,216     16,284     46,401    170,287    317,152    372,904    379,837:    37,651     30,718
Old  :   410,555:   156,216     16,284     46,401    170,287    317,152    372,904    379,837:    37,651     30,718
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :    20,517:     3,201     -1,930      1,710     10,872     17,393     15,783     17,173:     4,734      3,344
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0        4.0       11.3       41.5       77.2       90.8       92.5:       9.2        7.5
Old  :     100.0:      38.0        4.0       11.3       41.5       77.2       90.8       92.5:       9.2        7.5
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  :        78:        23         10         21         36         27         68         53:
Old  :        78:        23         10         21         36         27         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  :                 27.0       47.1       42.1       63.4       22.1       45.0       33.9       51.1
Old  :                 27.0       47.1       42.1       63.4       22.1       45.0       33.9       51.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, March 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  :     9,812:     3,043        786          0      2,436      3,811      5,479      4,597:     4,333      5,215
Old  :     9,812:     3,043        786          0      2,436      3,811      5,479      4,597:     4,333      5,215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :   -17,009:    -2,917     -4,088     -1,145    -12,643    -11,779    -16,705    -17,012:      -304          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0        8.0        0.0       24.8       38.8       55.8       46.9:      44.2       53.1
Old  :     100.0:      31.0        8.0        0.0       24.8       38.8       55.8       46.9:      44.2       53.1
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  :        20:         6          2          0          8          4         14          6:
Old  :        20:         6          2          0          8          4         14          6:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       40.6       41.9       46.9       27.0       40.6       41.9       46.9
Old  :                 27.0       40.6       41.9       46.9       27.0       40.6       41.9       46.9
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, March 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  :    47,407:    13,476     12,791        245     22,993     20,460     36,714     33,496:    10,693     13,911
Old  :    47,407:    13,476     12,791        245     22,993     20,460     36,714     33,496:    10,693     13,911
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :   -40,347:   -11,358     -8,798     -2,334    -23,273    -23,392    -36,965    -34,524:    -3,382     -5,823
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       27.0        0.5       48.5       43.2       77.4       70.7:      22.6       29.3
Old  :     100.0:      28.4       27.0        0.5       48.5       43.2       77.4       70.7:      22.6       29.3
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  :        77:        19         19          3         22         26         42         47:
Old  :        77:        19         19          3         22         26         42         47:
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       25.5       43.1       38.0       25.4       25.5       38.8       34.5
Old  :                 26.0       25.5       43.1       38.0       25.4       25.5       38.8       34.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, March 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  :    21,125:     9,495      5,877        118     11,429     14,955     21,042     20,950:        83        175
Old  :    21,125:     9,495      5,877        118     11,429     14,955     21,042     20,950:        83        175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :     4,667:     3,891      3,678         37        746        960      4,674      4,675:        -7         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.9       27.8        0.6       54.1       70.8       99.6       99.2:       0.4        0.8
Old  :     100.0:      44.9       27.8        0.6       54.1       70.8       99.6       99.2:       0.4        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        11         13          2          9         12         22         25:
Old  :        43:        11         13          2          9         12         22         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.2       60.3       88.0       82.8       69.2       56.2       81.9       73.9
Old  :                 69.2       60.3       88.0       82.8       69.2       56.2       81.9       73.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, March 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  :    27,759:    12,005        968        298     15,270     26,353     27,573     27,619:       186        140
Old  :    27,759:    12,005        968        298     15,270     26,353     27,573     27,619:       186        140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2009                       :
     :     8,778:     1,447         31        136      7,132      8,625      8,715      8,792:        63        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.2        3.5        1.1       55.0       94.9       99.3       99.5:       0.7        0.5
Old  :     100.0:      43.2        3.5        1.1       55.0       94.9       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  :        32:        10          8          3         10          7         21         17:
Old  :        32:        10          8          3         10          7         21         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  :                 68.2       88.1       85.4       97.3       67.8       84.7       84.6       93.1
Old  :                 68.2       88.1       85.4       97.3       67.8       84.7       84.6       93.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 27, 2009