WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      271,392
COMMITMENTS
  58,496   75,359   39,980  150,694  111,021  249,170  226,360   22,222   45,032

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      5,293)
  -2,498    5,319    3,207    5,141   -5,194    5,850    3,332     -557    1,961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     27.8     14.7     55.5     40.9     91.8     83.4      8.2     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      56      113      106       70       84      210      242
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      808,890
COMMITMENTS
 161,880  114,533  133,895  401,004  376,543  696,779  624,971  112,111  183,919

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:     -4,064)
   7,759    2,154     -482  -14,649  -12,568   -7,372  -10,896    3,308    6,832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     14.2     16.6     49.6     46.6     86.1     77.3     13.9     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      541)
     111      133      140      186      227      385      441
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       16,741
COMMITMENTS
   1,050    1,798      326   13,502   12,312   14,878   14,436    1,863    2,305

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:        110)
      -1       72       65      -67     -137       -3        0      113      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     10.7      1.9     80.7     73.5     88.9     86.2     11.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8       10        5       21       15       32       28
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      303,202
COMMITMENTS
  65,251   31,937   54,459  144,669  157,727  264,379  244,123   38,823   59,079

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:     17,795)
      69    3,401    7,637    9,379    6,535   17,085   17,573      710      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     10.5     18.0     47.7     52.0     87.2     80.5     12.8     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
      84       86      100       96      120      248      265
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       11,718
COMMITMENTS
   8,264    1,252      867        0    1,214    9,131    3,333    2,587    8,385

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:        144)
     961     -225      -78        0       84      883     -219     -739      363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.5     10.7      7.4      0.0     10.4     77.9     28.4     22.1     71.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      14        5        9        0        3       16       15
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      209,993
COMMITMENTS
  22,329   26,267   42,118  122,413  123,314  186,860  191,699   23,133   18,294

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      7,925)
   2,631    2,421      881    4,338    5,246    7,850    8,548       75     -623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     12.5     20.1     58.3     58.7     89.0     91.3     11.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      33       40       59       60       61      137      144
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      718,023
COMMITMENTS
  43,617  134,548    8,365  560,991  427,700  612,973  570,613  105,050  147,410

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:    -15,014)
 -18,624   -4,174     -679    6,641  -12,749  -12,662  -17,602   -2,352    2,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     18.7      1.2     78.1     59.6     85.4     79.5     14.6     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      15       38       12       55       67       80      107
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      117,006
COMMITMENTS
  20,946   13,641   11,373   58,988   75,168   91,307  100,182   25,699   16,824

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:        924)
     917      750   -3,500    2,493    3,169      -90      419    1,014      505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     11.7      9.7     50.4     64.2     78.0     85.6     22.0     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      30       30       28       57       46      111       88
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,915
COMMITMENTS
   1,190      660      161    3,550    3,614    4,901    4,435    1,014    1,480

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:        -63)
      54       82      -86     -160     -204     -192     -208      129      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     11.2      2.7     60.0     61.1     82.9     75.0     17.1     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9        8        3       16       15       26       25
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      506,711
COMMITMENTS
  73,459   70,672    3,374  338,742  359,743  415,575  433,789   91,136   72,922

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:    -16,129)
   7,082  -11,725    1,345  -31,565   -4,243  -23,138  -14,623    7,009   -1,506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     13.9      0.7     66.9     71.0     82.0     85.6     18.0     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      23       30        9       63       72       91      106
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,042,775
COMMITMENTS
 128,587  126,448    6,425  702,628  630,290  837,640  763,163  205,135  279,612

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:     16,434)
     191    8,216   -1,440    4,898   -7,918    3,649   -1,142   12,785   17,576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     12.1      0.6     67.4     60.4     80.3     73.2     19.7     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      35       37       22       76       90      121      139
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      947,549
COMMITMENTS
  87,844  150,256    6,078  672,655  617,228  766,577  773,562  180,972  173,987

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:    -53,259)
 -17,752   -5,461     -728  -38,309  -39,904  -56,789  -46,093    3,530   -7,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     15.9      0.6     71.0     65.1     80.9     81.6     19.1     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      31       29       16       65       54      104       91
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      370,662
COMMITMENTS
 193,787   25,476   26,152  120,897  288,840  340,836  340,468   29,826   30,194

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:        974)
  -1,361    2,968    2,830    1,666     -567    3,135    5,231   -2,161   -4,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.3      6.9      7.1     32.6     77.9     92.0     91.9      8.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      26        9       20       29       29       59       56
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       16,576
COMMITMENTS
   3,493    4,084        0    9,512    9,415   13,005   13,499    3,571    3,077

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      4,435)
     -40      392        0    3,934    4,249    3,894    4,641      541     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     24.6      0.0     57.4     56.8     78.5     81.4     21.5     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        8        0       12        7       16       15
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       70,240
COMMITMENTS
  20,079   11,095      361   32,688   40,957   53,128   52,413   17,112   17,827

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      8,724)
     250     -181       63    4,704    6,373    5,017    6,255    3,707    2,469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     15.8      0.5     46.5     58.3     75.6     74.6     24.4     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      25       19        3       22       24       49       44
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       25,247
COMMITMENTS
  13,651    7,824      107   11,337   17,163   25,095   25,094      152      153

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:     -3,072)
  -1,050   -1,990     -105   -1,805     -926   -2,960   -3,021     -112      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.1     31.0      0.4     44.9     68.0     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      11       11        3        8       16       21       28
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       43,827
COMMITMENTS
  15,898    1,192    1,712   25,405   40,890   43,015   43,794      812       33

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:     -4,619)
  -8,228      244       10    6,823   -1,454   -1,395   -1,200   -3,224   -3,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3      2.7      3.9     58.0     93.3     98.1     99.9      1.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      12        7        3       12        7       24       17
 

Updated January 23, 2009