WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      313,995
COMMITMENTS
  87,795   78,124   41,518  156,963  153,310  286,276  272,952   27,719   41,043

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     13,071)
   4,577    1,124    2,333    5,441   10,507   12,351   13,964      720     -893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     24.9     13.2     50.0     48.8     91.2     86.9      8.8     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
      99      124      110       70      100      251      279
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      929,290
COMMITMENTS
 280,407   86,227  128,528  407,941  501,656  816,876  716,411  112,414  212,879

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     51,869)
  22,928   -1,244   11,976   11,912   29,073   46,816   39,805    5,053   12,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      9.3     13.8     43.9     54.0     87.9     77.1     12.1     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      613)
     173      100      162      164      259      427      467
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,019
COMMITMENTS
   3,197      741       15    7,494   10,267   10,706   11,023    2,313    1,996

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:         63)
     285     -244       13     -160      506      138      275      -75     -212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6      5.7      0.1     57.6     78.9     82.2     84.7     17.8     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      13        5        2       18       13       31       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      441,819
COMMITMENTS
 150,799   25,332   64,854  167,043  273,609  382,696  363,795   59,123   78,024

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     19,403)
   4,677   -1,360    2,062    7,074   13,842   13,813   14,544    5,590    4,859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1      5.7     14.7     37.8     61.9     86.6     82.3     13.4     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      445)
     178       78      117      118      157      353      309
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       23,238
COMMITMENTS
  18,831    3,006    1,082       21    3,238   19,934    7,326    3,304   15,912

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      2,755)
   2,857      233      301       21    1,136    3,179    1,670     -424    1,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.0     12.9      4.7      0.1     13.9     85.8     31.5     14.2     68.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      19       10       12        2       12       23       32
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      230,893
COMMITMENTS
  55,425   33,862   34,760  107,014  140,459  197,199  209,081   33,694   21,812

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      9,310)
     420    2,020       77    8,015    4,177    8,512    6,274      798    3,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     14.7     15.1     46.3     60.8     85.4     90.6     14.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      67       32       57       65       51      170      125
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      744,615
COMMITMENTS
  49,175  167,448   14,663  560,582  414,298  624,420  596,409  120,195  148,206

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     18,351)
   2,043    6,943    4,973    1,744    1,709    8,760   13,625    9,591    4,726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     22.5      2.0     75.3     55.6     83.9     80.1     16.1     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      21       35       19       72       67      105      109
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      179,720
COMMITMENTS
  66,020    8,102   16,246   58,291  136,925  140,557  161,273   39,163   18,447

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     10,090)
   5,586    1,516     -100    2,173    7,498    7,659    8,914    2,431    1,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7      4.5      9.0     32.4     76.2     78.2     89.7     21.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      69       26       36       64       53      155      101
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,495
COMMITMENTS
   2,267    1,816      732    4,152    3,912    7,151    6,460    1,344    2,035

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        670)
      38      368      254      249       97      541      719      129      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     21.4      8.6     48.9     46.1     84.2     76.0     15.8     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10       17       10       19       14       36       36
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      568,515
COMMITMENTS
 124,181   47,908   26,267  305,914  382,438  456,362  456,613  112,153  111,902

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     22,279)
     173    3,784    8,535    6,188   -2,018   14,896   10,301    7,383   11,978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8      8.4      4.6     53.8     67.3     80.3     80.3     19.7     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      24       23       14       63       68       96       97
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,216,363
COMMITMENTS
  36,062  215,471   45,747  867,867  654,401  949,676  915,619  266,687  300,744

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     65,081)
 -38,777   61,653   21,690   18,521  -52,983    1,434   30,360   63,647   34,721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     17.7      3.8     71.3     53.8     78.1     75.3     21.9     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      20       49       27       95       91      130      154
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,029,691
COMMITMENTS
  97,054   96,969   23,286  708,594  627,455  828,934  747,710  200,757  281,981

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:    174,194)
 -16,011   -5,915   12,976  132,700   80,037  129,665   87,098   44,529   87,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      9.4      2.3     68.8     60.9     80.5     72.6     19.5     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      12       26       16       59       69       81      101
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      434,271
COMMITMENTS
 166,019   21,298   33,367  191,232  347,784  390,618  402,449   43,653   31,822

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     12,020)
   3,299      235    2,133    2,580   10,178    8,012   12,546    4,008     -526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2      4.9      7.7     44.0     80.1     89.9     92.7     10.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      30        9       19       35       34       70       57
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       19,138
COMMITMENTS
   3,968    1,726       30    9,830   13,520   13,828   15,276    5,310    3,862

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      5,245)
      55       12        0    5,225    5,411    5,280    5,423      -35     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7      9.0      0.2     51.4     70.6     72.3     79.8     27.7     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        5        2       10        7       18       12
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       57,349
COMMITMENTS
  22,096   13,918      453   24,020   28,089   46,569   42,460   10,780   14,889

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      4,360)
   3,953      917       -4      593    4,229    4,542    5,142     -182     -782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.5     24.3      0.8     41.9     49.0     81.2     74.0     18.8     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      31       25       10       24       28       56       62
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       22,620
COMMITMENTS
   1,747    3,790      318   20,492   18,253   22,557   22,361       63      259

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      1,685)
    -552     -537      -51    2,302    2,341    1,699    1,753      -14      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     16.8      1.4     90.6     80.7     99.7     98.9      0.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8       11        2       11       13       21       24
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       28,363
COMMITMENTS
   2,605      166      918   24,478   27,195   28,001   28,279      362       84

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     -3,708)
    -727     -163      918   -4,063   -4,367   -3,872   -3,612      164      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      0.6      3.2     86.3     95.9     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        4        1        9        9       16       14
 

Updated May 29, 2009