There are many different CoNLL formats since CoNLL is a different shared task each year. The format for CoNLL 2009 is described here. Each line represents a single word with a series of tab-separated fields. _s indicate empty values. Mate-Parser's manual says that it uses the first 12 columns of CoNLL 2009:
ID FORM LEMMA PLEMMA POS PPOS FEAT PFEAT HEAD PHEAD DEPREL PDEPREL
The definition of some of these columns come from earlier shared tasks (the CoNLL-X format used in 2006 and 2007):
ID (index in sentence, starting at 1)
FORM (word form itself)
LEMMA (word's lemma or stem)
POS (part of speech)
FEAT (list of morphological features separated by |)
HEAD (index of syntactic parent, 0 for ROOT)
DEPREL (syntactic relationship between HEAD and this word)
There are variants of those columns (e.g., PPOS but not POS) that start with P indicate that the value was automatically predicted rather a gold standard value.
Update: There is now a CoNLL-U data format as well which extends the CoNLL-X format.