WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 01/06/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      261,745
COMMITMENTS
  61,496   66,376   33,037  143,998  120,540  238,531  219,953   23,214   41,792

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     14,416)
   2,608    2,686    4,527    5,374    6,095   12,509   13,308    1,907    1,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     25.4     12.6     55.0     46.1     91.1     84.0      8.9     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      62      104       94       69       91      206      232
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 01/06/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      814,872
COMMITMENTS
 156,060  105,596  129,301  420,457  409,265  705,818  644,162  109,054  170,710

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     12,231)
   3,157   -1,682    7,496   -2,537      205    8,116    6,019    4,115    6,212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     13.0     15.9     51.6     50.2     86.6     79.1     13.4     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      551)
     101      136      134      188      239      381      448
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 01/06/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       16,131
COMMITMENTS
   1,039    1,642      285   13,057   12,115   14,381   14,042    1,750    2,089

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:        -74)
     -29      -49       30      -21       81      -20       62      -54     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     10.2      1.8     80.9     75.1     89.2     87.0     10.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9        8        4       21       14       32       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 01/06/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      283,833
COMMITMENTS
  58,597   29,580   44,659  138,636  151,773  241,892  226,012   41,941   57,821

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:      5,060)
   3,846    1,006     -468       26    4,301    3,404    4,839    1,656      221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     10.4     15.7     48.8     53.5     85.2     79.6     14.8     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      72       74       90       84      102      215      228
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 01/06/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      199,647
COMMITMENTS
  19,478   30,654   40,268  116,639  109,925  176,385  180,847   23,262   18,800

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:    -12,951)
     551   -2,947   -7,312   -8,137   -4,349  -14,898  -14,608    1,947    1,657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     15.4     20.2     58.4     55.1     88.3     90.6     11.7      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      30       53       60       60       56      141      138
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 01/06/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      737,426
COMMITMENTS
  60,246  156,902    7,054  547,003  428,161  614,303  592,117  123,123  145,309

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:    -23,756)
   2,481  -22,712    2,276  -33,405   -5,620  -28,648  -26,056    4,892    2,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     21.3      1.0     74.2     58.1     83.3     80.3     16.7     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      23       34       10       54       68       84      105
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 01/06/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      118,203
COMMITMENTS
  20,307   14,741   15,672   57,647   69,359   93,626   99,772   24,577   18,431

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:        848)
   1,558    2,119   -1,795   -1,637      -31   -1,874      293    2,722      555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     12.5     13.3     48.8     58.7     79.2     84.4     20.8     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      27       29       35       57       47      116       92
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 01/06/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,132
COMMITMENTS
   1,151      581      215    3,866    4,108    5,232    4,904      900    1,228

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:       -239)
      -1       82       15     -209     -106     -195       -9      -44     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8      9.5      3.5     63.0     67.0     85.3     80.0     14.7     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7       10        4       17       15       27       26
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 01/06/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      505,555
COMMITMENTS
  65,909   89,138    1,877  370,623  346,361  438,409  437,376   67,146   68,179

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:    -19,421)
   5,391    6,751   -3,620   -7,611  -14,040   -5,840  -10,909  -13,581   -8,512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     17.6      0.4     73.3     68.5     86.7     86.5     13.3     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      23       30        7       66       69       93      102
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 01/06/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,038,214
COMMITMENTS
 158,122  142,671    5,481  681,518  635,083  845,121  783,235  193,093  254,979

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:      3,896)
   9,457   10,117       92  -15,937  -26,919   -6,388  -16,710   10,284   20,606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     13.7      0.5     65.6     61.2     81.4     75.4     18.6     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      36       34       17       69       82      113      125
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 01/06/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,001,906
COMMITMENTS
 117,581  146,324    4,456  702,965  674,300  825,002  825,080  176,904  176,826

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:    -54,136)
 -45,621      198    1,615   -9,644  -64,290  -53,650  -62,477     -486    8,341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     14.6      0.4     70.2     67.3     82.3     82.4     17.7     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      30       25       13       64       58      100       90
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 01/06/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      363,682
COMMITMENTS
 192,744   21,261   23,082  117,280  284,513  333,106  328,856   30,576   34,826

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:    -60,807)
  -8,329      -70  -12,501  -44,025  -54,986  -64,855  -67,557    4,048    6,750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.0      5.8      6.3     32.2     78.2     91.6     90.4      8.4      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      22       11       21       28       23       58       49
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 01/06/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       10,082
COMMITMENTS
   2,935    3,713        0    5,604    2,181    8,539    5,894    1,543    4,188

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:        452)
    -135     -566        0    1,943     -274    1,808     -840   -1,356    1,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     36.8      0.0     55.6     21.6     84.7     58.5     15.3     41.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        7        0       11        5       15       12
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 01/06/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       59,921
COMMITMENTS
  20,726   10,297      267   28,637   33,430   49,630   43,994   10,291   15,927

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:      6,484)
  -1,221    1,080     -177    7,518    1,272    6,120    2,175      364    4,309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     17.2      0.4     47.8     55.8     82.8     73.4     17.2     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      27       13        2       24       24       51       39
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 01/06/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       31,020
COMMITMENTS
  17,697    7,094      187   12,911   23,608   30,795   30,889      225      131

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:      2,307)
   2,082       -7       74      156    2,238    2,312    2,305       -5        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.1     22.9      0.6     41.6     76.1     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12       10        4       12       14       26       26
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 01/06/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       50,166
COMMITMENTS
  31,429    1,144    1,663   16,706   47,328   49,798   50,135      368       31

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:       -241)
    -279      107       12      -53     -338     -320     -219       79      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.7      2.3      3.3     33.3     94.3     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      11        8        3       11        8       23       18
 

Updated January 9, 2009