WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      346,018
COMMITMENTS
 100,134   84,588   50,555  165,873  167,191  316,562  302,334   29,456   43,684

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     32,023)
  12,339    6,464    9,037    8,910   13,881   30,286   29,382    1,737    2,641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     24.4     14.6     47.9     48.3     91.5     87.4      8.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      380)
     110      128      121       72      101      275      287
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      979,982
COMMITMENTS
 307,286  100,580  133,718  419,284  532,485  860,288  766,783  119,694  213,199

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     50,692)
  26,879   14,353    5,190   11,343   30,829   43,412   50,372    7,280      320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     10.3     13.6     42.8     54.3     87.8     78.2     12.2     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      635)
     187      108      158      164      266      438      475
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,259
COMMITMENTS
   3,320      621      410    8,273   11,633   12,003   12,664    3,256    2,595

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:      2,240)
     123     -120      395      779    1,366    1,297    1,641      943      599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8      4.1      2.7     54.2     76.2     78.7     83.0     21.3     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      16        4        6       18       12       37       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      447,013
COMMITMENTS
 151,772   26,362   64,969  171,540  280,169  388,281  371,500   58,732   75,513

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:      5,194)
     973    1,030      115    4,497    6,560    5,585    7,705     -391   -2,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0      5.9     14.5     38.4     62.7     86.9     83.1     13.1     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      442)
     173       72      127      125      161      362      315
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       24,206
COMMITMENTS
  19,342    3,741    1,448       12    2,900   20,802    8,089    3,404   16,117

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:        968)
     511      735      366       -9     -338      868      763      100      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.9     15.5      6.0      0.0     12.0     85.9     33.4     14.1     66.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      18       12       12        2        9       22       31
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      237,224
COMMITMENTS
  60,009   32,357   38,533  103,830  145,777  202,372  216,667   34,852   20,557

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:      6,331)
   4,584   -1,505    3,773   -3,184    5,318    5,173    7,586    1,158   -1,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     13.6     16.2     43.8     61.5     85.3     91.3     14.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      77       30       59       64       52      178      125
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      755,603
COMMITMENTS
  72,869  155,069   10,202  560,377  439,757  643,448  605,028  112,155  150,575

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     10,988)
  23,694  -12,379   -4,461     -205   25,459   19,028    8,619   -8,040    2,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     20.5      1.4     74.2     58.2     85.2     80.1     14.8     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      27       33       16       73       68      112      105
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      186,752
COMMITMENTS
  69,420    7,534   18,364   60,161  142,633  147,945  168,531   38,807   18,221

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:      7,032)
   3,400     -568    2,118    1,870    5,708    7,388    7,258     -356     -226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2      4.0      9.8     32.2     76.4     79.2     90.2     20.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      73       22       43       60       53      154      105
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,282
COMMITMENTS
   2,278    1,778      776    4,152    4,691    7,206    7,245    2,076    2,037

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:        787)
      11      -38       44        0      779       55      785      732        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     19.2      8.4     44.7     50.5     77.6     78.1     22.4     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      12       14       10       19       17       36       37
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      503,527
COMMITMENTS
 124,261   53,106   13,283  260,447  344,291  397,991  410,680  105,536   92,847

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:    -64,988)
      80    5,198  -12,984  -45,467  -38,147  -58,371  -45,933   -6,617  -19,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     10.5      2.6     51.7     68.4     79.0     81.6     21.0     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      21       27       10       57       66       84       97
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,159,731
COMMITMENTS
  68,232  203,404   43,473  789,705  632,280  901,410  879,157  258,321  280,574

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:    -56,632)
  32,170  -12,067   -2,274  -78,162  -22,121  -48,266  -36,462   -8,366  -20,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     17.5      3.7     68.1     54.5     77.7     75.8     22.3     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      31       47       26       97       89      143      149
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      755,877
COMMITMENTS
  97,442   98,394    8,662  515,416  443,921  621,520  550,977  134,357  204,900

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:   -273,814)
     388    1,425  -14,624 -193,178 -183,534 -207,414 -196,733  -66,400  -77,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     13.0      1.1     68.2     58.7     82.2     72.9     17.8     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      13       21       11       60       68       78       95
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      374,046
COMMITMENTS
 128,316   16,719   29,620  180,254  298,944  338,190  345,283   35,856   28,763

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:    -60,225)
 -37,703   -4,579   -3,747  -10,978  -48,840  -52,428  -57,166   -7,797   -3,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3      4.5      7.9     48.2     79.9     90.4     92.3      9.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      29        9       19       37       34       71       58
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       25,006
COMMITMENTS
   5,319    1,468       23   13,714   18,486   19,056   19,977    5,950    5,029

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:      5,868)
   1,351     -258       -7    3,884    4,966    5,228    4,701      640    1,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      5.9      0.1     54.8     73.9     76.2     79.9     23.8     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        4        2       11        9       20       13
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       54,148
COMMITMENTS
  18,664   13,987      425   24,562   24,453   43,651   38,865   10,497   15,283

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -3,201)
  -3,432       69      -28      542   -3,636   -2,918   -3,595     -283      394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     25.8      0.8     45.4     45.2     80.6     71.8     19.4     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      27       22        9       26       32       54       62
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       31,527
COMMITMENTS
   3,040    7,148      367   27,793   23,478   31,200   30,993      327      534

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:      8,907)
   1,293    3,358       49    7,301    5,225    8,643    8,632      264      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     22.7      1.2     88.2     74.5     99.0     98.3      1.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        9        3       13       14       23       24
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       27,259
COMMITMENTS
   2,301      229      137   24,225   26,345   26,663   26,711      596      548

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -1,104)
    -304       63     -781     -253     -850   -1,338   -1,568      234      464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      0.8      0.5     88.9     96.6     97.8     98.0      2.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        4        1        9       10       16       15
 

Updated June 5, 2009