WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, May 12, 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  :   299,792:    83,667     78,565     40,179    147,777    137,621    271,623    256,365:    28,169     43,427
Old  :   286,677:    82,183     79,213     37,451    140,099    130,016    259,733    246,680:    26,944     39,997
Other:    13,115:     3,686      1,554        526      7,678      7,605     11,890      9,685:     1,225      3,430
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :    12,294:     6,576     -2,306      3,871      1,692     11,543     12,139     13,108:       155       -814
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       26.2       13.4       49.3       45.9       90.6       85.5:       9.4       14.5
Old  :     100.0:      28.7       27.6       13.1       48.9       45.4       90.6       86.0:       9.4       14.0
Other:     100.0:      28.1       11.8        4.0       58.5       58.0       90.7       73.8:       9.3       26.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       353:        86        137        109         63         95        235        280:
Old  :       353:        89        138        105         62         88        231        272:
Other:        94:        21         16         10         22         45         47         69:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.9       18.2       37.0       26.6       21.7       17.0       35.5       24.3
Old  :                 23.1       18.8       37.5       27.4       22.9       17.4       37.2       25.0
Other:                 46.8       29.2       64.4       41.1       34.0       13.6       49.2       24.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 12, 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  :   858,911:   245,099     94,219    123,389    381,258    446,269    749,746    663,877:   109,165    195,034
Old  :   474,439:   168,151    112,650     31,950    207,282    241,564    407,383    386,164:    67,056     88,275
Other:   384,472:   145,396     50,017     22,991    173,976    204,705    342,363    277,713:    42,109    106,759
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :    62,029:    35,800    -20,531     -2,515     13,379     63,663     46,664     40,617:    15,365     21,412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       11.0       14.4       44.4       52.0       87.3       77.3:      12.7       22.7
Old  :     100.0:      35.4       23.7        6.7       43.7       50.9       85.9       81.4:      14.1       18.6
Other:     100.0:      37.8       13.0        6.0       45.3       53.2       89.0       72.2:      11.0       27.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       596:       173        103        144        161        252        412        448:
Old  :       561:       169        105         64        139        224        338        367:
Other:       480:       109        105         61         95        225        232        367:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.7       13.6       24.8       20.0       15.3       12.6       23.7       18.4
Old  :                 16.8       14.8       26.7       23.4       16.8       14.1       26.7       22.2
Other:                 26.5       13.6       36.4       20.5       26.4       12.6       35.9       18.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 12, 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  :    13,338:     2,947      1,378          3      7,682      9,771     10,632     11,152:     2,706      2,186
Old  :    13,338:     2,947      1,378          3      7,682      9,771     10,632     11,152:     2,706      2,186
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :      -171:       597     -1,055          3     -1,120        710       -520       -342:       349        171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       10.3        0.0       57.6       73.3       79.7       83.6:      20.3       16.4
Old  :     100.0:      22.1       10.3        0.0       57.6       73.3       79.7       83.6:      20.3       16.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        13         10          2         17         12         30         24:
Old  :        45:        13         10          2         17         12         30         24:
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  :                 31.4       61.0       49.2       72.3       30.3       50.2       45.5       61.1
Old  :                 31.4       61.0       49.2       72.3       30.3       50.2       45.5       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, May 12, 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  :   408,703:   139,138     22,323     56,001    157,031    252,841    352,170    331,165:    56,533     77,538
Old  :   227,540:    86,523     29,885     13,624     94,005    151,554    194,152    195,063:    33,388     32,477
Other:   181,163:    77,835     17,658     17,157     63,026    101,287    158,018    136,102:    23,145     45,061
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :    11,598:     3,871     -2,471      1,049        875      8,193      5,795      6,771:     5,803      4,827
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0        5.5       13.7       38.4       61.9       86.2       81.0:      13.8       19.0
Old  :     100.0:      38.0       13.1        6.0       41.3       66.6       85.3       85.7:      14.7       14.3
Other:     100.0:      43.0        9.7        9.5       34.8       55.9       87.2       75.1:      12.8       24.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       401:       165         62        103        101        139        315        269:
Old  :       370:       146         69         43         68        118        233        212:
Other:       307:       103         58         49         79        114        207        200:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       25.4       23.9       35.0       14.0       22.8       22.1       30.9
Old  :                 20.9       30.2       32.6       40.9       20.7       29.9       32.1       40.2
Other:                 18.1       27.1       29.5       35.4       16.9       25.7       27.2       32.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, May 12, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    19,171:    14,927      1,861        637          0      1,379     15,564      3,877:     3,607     15,294
Old  :     6,338:     3,486      1,780        358          0        137      3,844      2,275:     2,494      4,063
Other:    12,833:    11,664        304         56          0      1,242     11,720      1,602:     1,113     11,231
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :     2,042:     1,140        750        254          0        -96      1,394        908:       648      1,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.9        9.7        3.3        0.0        7.2       81.2       20.2:      18.8       79.8
Old  :     100.0:      55.0       28.1        5.6        0.0        2.2       60.7       35.9:      39.3       64.1
Other:     100.0:      90.9        2.4        0.4        0.0        9.7       91.3       12.5:       8.7       87.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        16          7         11          0          4         18         20:
Old  :        26:        14          8          5          0          4         15         16:
Other:        22:        14          4          8          0          4         15         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.1        8.2       67.9       14.5       49.6        8.2       65.4       13.8
Old  :                 38.8       18.5       56.4       30.8       34.2       17.5       51.4       28.1
Other:                 62.4       10.1       80.1       12.2       62.1       10.1       79.9       12.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 12, 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  :   210,437:    50,505     23,950     34,335     92,788    134,568    177,628    192,853:    32,809     17,584
Old  :   162,270:    51,062     26,221     13,431     72,915    107,221    137,408    146,873:    24,862     15,397
Other:    48,167:    11,289      9,575      9,058     19,873     27,347     40,220     45,980:     7,947      2,187
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :     6,733:     6,219     -1,305       -227        235      8,819      6,227      7,287:       506       -554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       11.4       16.3       44.1       63.9       84.4       91.6:      15.6        8.4
Old  :     100.0:      31.5       16.2        8.3       44.9       66.1       84.7       90.5:      15.3        9.5
Other:     100.0:      23.4       19.9       18.8       41.3       56.8       83.5       95.5:      16.5        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        68         25         53         65         50        166        116:
Old  :       183:        72         31         36         57         44        147         98:
Other:       111:        28         26         22         40         27         83         63:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       32.7       26.0       43.6       12.2       31.6       20.1       40.7
Old  :                 16.3       37.6       27.4       47.3       14.3       37.0       24.0       46.7
Other:                 24.0       32.3       36.4       54.4       16.7       29.1       26.4       45.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, May 12, 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  :   711,193:    43,594    139,680      7,352    546,868    416,430    597,814    563,462:   113,379    147,731
Old  :   711,193:    43,594    139,680      7,352    546,868    416,430    597,814    563,462:   113,379    147,731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :    24,915:     2,071     24,127        681     20,662        -53     23,414     24,755:     1,501        160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       19.6        1.0       76.9       58.6       84.1       79.2:      15.9       20.8
Old  :     100.0:       6.1       19.6        1.0       76.9       58.6       84.1       79.2:      15.9       20.8
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  :       147:        21         39         17         67         63        102        105:
Old  :       147:        21         39         17         67         63        102        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       30.9       41.3       38.0       29.0       30.7       38.3       37.3
Old  :                 30.4       30.9       41.3       38.0       29.0       30.7       38.3       37.3
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, May 12, 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  :   151,572:    53,904      5,889     14,159     53,213    116,012    121,276    136,060:    30,296     15,512
Old  :   105,769:    50,786      6,097      3,141     28,582     84,323     82,509     93,561:    23,260     12,208
Other:    45,803:     9,187      5,861      4,949     24,631     31,689     38,767     42,499:     7,036      3,304
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :     8,643:      -520        -37      2,529      5,455      6,557      7,464      9,049:     1,179       -406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6        3.9        9.3       35.1       76.5       80.0       89.8:      20.0       10.2
Old  :     100.0:      48.0        5.8        3.0       27.0       79.7       78.0       88.5:      22.0       11.5
Other:     100.0:      20.1       12.8       10.8       53.8       69.2       84.6       92.8:      15.4        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        60         18         29         66         50        143         89:
Old  :       157:        60         21         16         60         42        128         73:
Other:        99:        28         13         16         44         29         83         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.1       44.7       20.7       57.2        9.4       40.3       16.3       50.1
Old  :                 12.7       46.1       21.6       60.9       12.5       44.1       20.8       58.8
Other:                 23.4       47.7       34.5       65.2       14.6       41.8       23.3       53.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 12, 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  :     7,810:     2,037      1,179        503      4,063      4,167      6,603      5,849:     1,207      1,961
Old  :     3,813:       945      1,202          0      2,017      1,564      2,962      2,766:       851      1,047
Other:     3,997:     1,336        221        259      2,046      2,603      3,641      3,083:       356        914
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :      -173:      -317        -53         20         50       -507       -247       -540:        74        367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       15.1        6.4       52.0       53.4       84.5       74.9:      15.5       25.1
Old  :     100.0:      24.8       31.5        0.0       52.9       41.0       77.7       72.5:      22.3       27.5
Other:     100.0:      33.4        5.5        6.5       51.2       65.1       91.1       77.1:       8.9       22.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        11         11          6         16         14         30         28:
Old  :        42:        10         10          0         13         10         23         20:
Other:        25:         4          5          4          7         11         14         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.8       26.6       49.5       48.1       29.8       25.2       45.5       41.6
Old  :                 34.1       38.2       51.0       54.7       34.1       37.9       51.0       54.4
Other:                 54.1       41.9       81.7       59.4       53.8       29.7       70.0       45.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, May 12, 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  :   501,897:    97,297     57,679      3,169    302,642    351,377    403,108    412,225:    98,789     89,672
Old  :   501,897:    97,297     57,679      3,169    302,642    351,377    403,108    412,225:    98,789     89,672
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :    28,895:    18,723      8,989        411     11,247     23,740     30,381     33,140:    -1,486     -4,245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       11.5        0.6       60.3       70.0       80.3       82.1:      19.7       17.9
Old  :     100.0:      19.4       11.5        0.6       60.3       70.0       80.3       82.1:      19.7       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  :       142:        24         28         10         62         69         93        100:
Old  :       142:        24         28         10         62         69         93        100:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       24.8       30.1       36.9       16.1       20.5       24.8       31.1
Old  :                 19.0       24.8       30.1       36.9       16.1       20.5       24.8       31.1
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, May 12, 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  : 1,127,987:   101,301    152,897     10,260    811,562    695,048    923,123    858,205:   204,864    269,782
Old  : 1,127,987:   101,301    152,897     10,260    811,562    695,048    923,123    858,205:   204,864    269,782
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :   100,634:    32,271    -12,682      3,528     63,461     98,737     99,260     89,583:     1,374     11,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       13.6        0.9       71.9       61.6       81.8       76.1:      18.2       23.9
Old  :     100.0:       9.0       13.6        0.9       71.9       61.6       81.8       76.1:      18.2       23.9
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  :       216:        38         41         19        104         92        148        146:
Old  :       216:        38         41         19        104         92        148        146:
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  :                 23.4       22.8       34.7       28.8       21.3       17.2       29.0       22.2
Old  :                 23.4       22.8       34.7       28.8       21.3       17.2       29.0       22.2
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, May 12, 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  :   840,101:   112,722     89,039      6,095    558,622    563,581    677,439    658,715:   162,662    181,386
Old  :   840,101:   112,722     89,039      6,095    558,622    563,581    677,439    658,715:   162,662    181,386
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :    14,080:       -78     10,016      3,820      8,573       -129     12,315     13,707:     1,765        373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       10.6        0.7       66.5       67.1       80.6       78.4:      19.4       21.6
Old  :     100.0:      13.4       10.6        0.7       66.5       67.1       80.6       78.4:      19.4       21.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       136:        19         27         12         59         70         82        105:
Old  :       136:        19         27         12         59         70         82        105:
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  :                 32.1       24.8       43.2       33.8       17.7       12.8       26.2       20.4
Old  :                 32.1       24.8       43.2       33.8       17.7       12.8       26.2       20.4
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, May 12, 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  :   406,478:   157,258     22,269     28,826    179,408    326,218    365,492    377,313:    40,986     29,165
Old  :   406,478:   157,258     22,269     28,826    179,408    326,218    365,492    377,313:    40,986     29,165
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :    17,606:       915      6,290      1,458     16,631     10,388     19,004     18,136:    -1,398       -530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7        5.5        7.1       44.1       80.3       89.9       92.8:      10.1        7.2
Old  :     100.0:      38.7        5.5        7.1       44.1       80.3       89.9       92.8:      10.1        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        31          9         21         33         31         70         55:
Old  :        80:        31          9         21         33         31         70         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       47.0       43.3       65.4       22.5       42.7       37.0       53.4
Old  :                 25.0       47.0       43.3       65.4       22.5       42.7       37.0       53.4
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, May 12, 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  :    13,946:     3,983      2,544         24      5,105      7,793      9,112     10,361:     4,834      3,585
Old  :    13,946:     3,983      2,544         24      5,105      7,793      9,112     10,361:     4,834      3,585
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :       565:       502        869        -74          0         -5        428        790:       137       -225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       18.2        0.2       36.6       55.9       65.3       74.3:      34.7       25.7
Old  :     100.0:      28.6       18.2        0.2       36.6       55.9       65.3       74.3:      34.7       25.7
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  :        26:         7          7          3          7          6         17         13:
Old  :        26:         7          7          3          7          6         17         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       52.9       54.9       66.2       40.8       52.9       54.0       66.2
Old  :                 41.6       52.9       54.9       66.2       40.8       52.9       54.0       66.2
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, May 12, 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  :    54,254:    19,083     13,000        524     21,756     25,813     41,363     39,337:    12,891     14,917
Old  :    54,254:    19,083     13,000        524     21,756     25,813     41,363     39,337:    12,891     14,917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :       275:     2,773     -3,149        284     -5,024      2,546     -1,967       -319:     2,242        594
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       24.0        1.0       40.1       47.6       76.2       72.5:      23.8       27.5
Old  :     100.0:      35.2       24.0        1.0       40.1       47.6       76.2       72.5:      23.8       27.5
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  :        96:        29         25         11         25         29         59         60:
Old  :        96:        29         25         11         25         29         59         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       25.9       33.7       37.8       17.5       20.6       27.2       28.5
Old  :                 21.2       25.9       33.7       37.8       17.5       20.6       27.2       28.5
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, May 12, 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  :    19,926:     2,167      4,430         79     17,598     15,125     19,844     19,634:        82        292
Old  :    19,926:     2,167      4,430         79     17,598     15,125     19,844     19,634:        82        292
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :     2,133:      -507      1,786          2      2,652        282      2,147      2,070:       -14         63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       22.2        0.4       88.3       75.9       99.6       98.5:       0.4        1.5
Old  :     100.0:      10.9       22.2        0.4       88.3       75.9       99.6       98.5:       0.4        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         8         11          1         11         12         20         23:
Old  :        38:         8         11          1         11         12         20         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.2       79.1       91.7       88.8       73.7       69.0       84.5       78.7
Old  :                 78.2       79.1       91.7       88.8       73.7       69.0       84.5       78.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, May 12, 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  :    34,421:     3,907        166         49     30,248     34,067     34,204     34,282:       217        139
Old  :    34,421:     3,907        166         49     30,248     34,067     34,204     34,282:       217        139
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 5, 2009                          :
     :    -1,123:     1,168       -190          0     -2,414     -1,008     -1,246     -1,198:       123         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        0.5        0.1       87.9       99.0       99.4       99.6:       0.6        0.4
Old  :     100.0:      11.4        0.5        0.1       87.9       99.0       99.4       99.6:       0.6        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         8          4          1         10          8         18         13:
Old  :        27:         8          4          1         10          8         18         13:
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  :                 78.1       89.2       92.6       99.0       76.0       89.2       90.3       96.2
Old  :                 78.1       89.2       92.6       99.0       76.0       89.2       90.3       96.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 15, 2009