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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   418,881:    73,456     66,691     97,051    215,934    205,407    386,441    369,150:    32,439     49,731
Old  :   286,610:    64,312     62,363     56,162    143,348    135,952    263,822    254,477:    22,788     32,134
Other:   132,270:    25,129     20,314     24,904     72,586     69,455    122,619    114,673:     9,651     17,597
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :   -76,159:     2,148     -3,370    -50,076    -17,497    -13,462    -65,426    -66,909:   -10,733     -9,250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       15.9       23.2       51.6       49.0       92.3       88.1:       7.7       11.9
Old  :     100.0:      22.4       21.8       19.6       50.0       47.4       92.0       88.8:       8.0       11.2
Other:     100.0:      19.0       15.4       18.8       54.9       52.5       92.7       86.7:       7.3       13.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       367:       109        125        137         75         99        277        290:
Old  :       348:       103        125        110         68         89        240        267:
Other:       205:        58         55         64         45         79        137        167:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       20.9       35.4       29.1       20.2       18.0       33.8       24.0
Old  :                 26.9       21.8       38.8       30.1       26.8       19.4       38.2       26.8
Other:                 39.2       27.2       51.1       36.2       37.3       23.1       43.8       28.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,214,860:   255,748     63,164    262,175    563,115    602,364  1,081,038    927,703:   133,822    287,157
Old  :   975,639:   192,409     64,671    211,153    453,586    479,691    857,148    755,515:   118,492    220,124
Other:   239,220:    78,714     13,868     35,647    109,529    122,673    223,890    172,188:    15,330     67,032
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :  -287,263:   -19,067      1,002   -162,539    -79,319    -88,897   -260,925   -250,435:   -26,337    -36,828
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        5.2       21.6       46.4       49.6       89.0       76.4:      11.0       23.6
Old  :     100.0:      19.7        6.6       21.6       46.5       49.2       87.9       77.4:      12.1       22.6
Other:     100.0:      32.9        5.8       14.9       45.8       51.3       93.6       72.0:       6.4       28.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       657:       179        110        229        222        285        525        554:
Old  :       643:       168        122        214        218        277        508        531:
Other:       377:        70         58         60         69        219        165        315:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.0       13.6       22.6       19.3       13.3       11.7       21.3       16.7
Old  :                 15.3       13.8       23.7       19.4       15.1       11.6       23.3       16.3
Other:                 29.5       15.9       42.6       22.6       28.5       14.1       41.7       19.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    13,637:     2,519        106      1,103      7,406     11,168     11,028     12,377:     2,609      1,260
Old  :    12,717:     2,329        106      1,097      6,724     10,288     10,150     11,491:     2,567      1,226
Other:       921:       190          0          6        682        881        879        887:        42         34
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :    -1,631:       315          0       -351       -790       -625       -825       -975:      -806       -656
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5        0.8        8.1       54.3       81.9       80.9       90.8:      19.1        9.2
Old  :     100.0:      18.3        0.8        8.6       52.9       80.9       79.8       90.4:      20.2        9.6
Other:     100.0:      20.7        0.0        0.7       74.1       95.6       95.4       96.3:       4.6        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        13          1          7         16         13         35         21:
Old  :        39:        13          1          7         15         12         34         20:
Other:        12:         1          0          1          6          7          7          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       63.9       54.1       80.1       30.7       58.1       45.7       68.5
Old  :                 39.1       64.6       55.3       81.7       32.4       62.2       47.9       73.4
Other:                 92.4       91.2       95.4       96.3       91.7       90.4       92.5       93.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   587,345:   138,508     27,367    154,978    232,152    309,541    525,638    491,886:    61,706     95,458
Old  :   514,509:   126,915     27,541    126,958    204,486    283,656    458,360    438,155:    56,149     76,354
Other:    72,836:    25,087     13,322     14,525     27,666     25,884     67,279     53,731:     5,557     19,105
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :    27,174:    14,553     -5,746     10,109      7,210     26,294     31,873     30,658:    -4,699     -3,484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6        4.7       26.4       39.5       52.7       89.5       83.7:      10.5       16.3
Old  :     100.0:      24.7        5.4       24.7       39.7       55.1       89.1       85.2:      10.9       14.8
Other:     100.0:      34.4       18.3       19.9       38.0       35.5       92.4       73.8:       7.6       26.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       461:       171        101        162        118        165        377        352:
Old  :       455:       170        102        149        114        161        364        339:
Other:       226:        43         52         39         40        115        104        186:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.7       22.4       23.7       32.4       11.8       18.1       19.3       24.8
Old  :                 14.7       24.5       25.1       35.1       13.2       20.0       21.2       27.6
Other:                 35.5       20.6       52.7       31.9       34.3       19.2       45.8       24.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    17,546:    13,735      2,310        424          0      1,913     14,159      4,647:     3,387     12,899
Old  :    12,665:     9,291      2,440        269          0      1,112      9,560      3,821:     3,105      8,844
Other:     4,881:     4,589         15         10          0        801      4,599        826:       282      4,055
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :     2,915:     2,243        665        141          0        312      2,384      1,118:       531      1,797
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.3       13.2        2.4        0.0       10.9       80.7       26.5:      19.3       73.5
Old  :     100.0:      73.4       19.3        2.1        0.0        8.8       75.5       30.2:      24.5       69.8
Other:     100.0:      94.0        0.3        0.2        0.0       16.4       94.2       16.9:       5.8       83.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        15          6         10          0          5         16         20:
Old  :        26:        15          6          9          0          5         15         20:
Other:        19:        13          1          4          0          5         13         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.2       14.1       68.3       21.6       47.9       13.3       66.9       20.8
Old  :                 45.4       17.5       65.7       25.0       43.6       17.5       63.7       25.0
Other:                 59.2       15.8       83.2       16.9       59.1       15.8       83.1       16.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   287,202:    60,473     20,807     74,446    117,178    171,185    252,097    266,438:    35,105     20,763
Old  :   273,089:    59,711     23,695     67,077    112,628    162,371    239,417    253,144:    33,672     19,945
Other:    14,113:     5,911      2,262      2,219      4,550      8,814     12,680     13,295:     1,433        818
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :   -25,762:     6,604     -1,575    -10,505    -11,601     -7,600    -15,503    -19,681:   -10,260     -6,081
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        7.2       25.9       40.8       59.6       87.8       92.8:      12.2        7.2
Old  :     100.0:      21.9        8.7       24.6       41.2       59.5       87.7       92.7:      12.3        7.3
Other:     100.0:      41.9       16.0       15.7       32.2       62.5       89.8       94.2:      10.2        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        83         44         92         61         67        211        175:
Old  :       245:        82         51         92         60         66        209        174:
Other:        46:        10          8          6         18         17         30         29:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       24.5       27.5       35.1       13.7       20.6       19.7       30.0
Old  :                 16.6       24.9       27.6       35.0       14.7       21.6       21.5       31.0
Other:                 58.3       52.9       81.4       76.1       54.9       40.6       67.4       61.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   850,475:    71,668    176,329     39,577    591,970    488,827    703,216    704,734:   147,259    145,742
Old  :   850,475:    71,668    176,329     39,577    591,970    488,827    703,216    704,734:   147,259    145,742
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :    -4,732:     9,588     -5,494       -256    -19,443      1,098    -10,111     -4,653:     5,379        -79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       20.7        4.7       69.6       57.5       82.7       82.9:      17.3       17.1
Old  :     100.0:       8.4       20.7        4.7       69.6       57.5       82.7       82.9:      17.3       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        25         37         31         81         83        124        133:
Old  :       162:        25         37         31         81         83        124        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       23.2       28.2       31.0       14.9       22.3       24.3       28.9
Old  :                 16.8       23.2       28.2       31.0       14.9       22.3       24.3       28.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     5,859:        74        111        201      5,377      5,331      5,652      5,643:       207        216
Old  :     5,859:        74        111        201      5,377      5,331      5,652      5,643:       207        216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :        22:       -72       -165       -185        301        345         44         -5:       -22         27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        1.9        3.4       91.8       91.0       96.5       96.3:       3.5        3.7
Old  :     100.0:       1.3        1.9        3.4       91.8       91.0       96.5       96.3:       3.5        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          2          2         15         17         17         20:
Old  :        21:         1          2          2         15         17         17         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.5       69.2       85.4       82.0       32.8       33.0       37.6       37.4
Old  :                 73.5       69.2       85.4       82.0       32.8       33.0       37.6       37.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   186,533:    53,620     13,270     25,209     71,632    125,943    150,462    164,423:    36,072     22,111
Old  :   173,806:    54,225     12,307     20,636     64,244    119,589    139,106    152,532:    34,700     21,274
Other:    12,728:     2,614      4,182      1,354      7,388      6,354     11,356     11,891:     1,372        837
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :    -1,195:     5,125     -2,196     -5,705     -1,641      7,581     -2,221       -320:     1,025       -875
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7        7.1       13.5       38.4       67.5       80.7       88.1:      19.3       11.9
Old  :     100.0:      31.2        7.1       11.9       37.0       68.8       80.0       87.8:      20.0       12.2
Other:     100.0:      20.5       32.9       10.6       58.0       49.9       89.2       93.4:      10.8        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        64         27         45         55         50        148        105:
Old  :       165:        67         28         45         55         50        147        105:
Other:        47:         8         10         11         25         10         39         27:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       40.9       24.4       52.3       13.9       33.6       19.7       42.7
Old  :                 14.2       41.1       23.9       52.8       13.2       34.3       19.4       43.4
Other:                 48.6       53.9       61.8       80.0       48.4       49.8       61.4       69.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    16,186:     6,165        426        871      4,669     13,809     11,704     15,105:     4,482      1,081
Old  :    15,459:     5,969        421        848      4,351     13,203     11,168     14,472:     4,292        988
Other:       727:       196          5         23        318        606        537        634:       190         93
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :       746:       690        -65         91       -329        763        452        789:       294        -43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1        2.6        5.4       28.8       85.3       72.3       93.3:      27.7        6.7
Old  :     100.0:      38.6        2.7        5.5       28.1       85.4       72.2       93.6:      27.8        6.4
Other:     100.0:      27.0        0.6        3.2       43.7       83.4       73.9       87.2:      26.1       12.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        33          5          8         25         20         64         30:
Old  :        75:        33          5          8         24         19         63         29:
Other:        19:         2          3          4          5         10         10         14:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       62.1       35.4       77.0       24.7       61.9       35.4       76.4
Old  :                 23.1       63.1       34.3       77.3       23.1       63.0       34.3       76.8
Other:                 68.1       68.5       73.3       83.1       68.1       68.5       70.3       82.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,108,701:   388,700    172,786     40,336    577,216    739,789  1,006,252    952,911:   102,450    155,790
Old  : 1,108,701:   388,700    172,786     40,336    577,216    739,789  1,006,252    952,911:   102,450    155,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :   -40,073:     8,795      7,381    -18,677    -25,493    -40,232    -35,375    -51,528:    -4,697     11,455
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.1       15.6        3.6       52.1       66.7       90.8       85.9:       9.2       14.1
Old  :     100.0:      35.1       15.6        3.6       52.1       66.7       90.8       85.9:       9.2       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        43         59         33         83        123        142        199:
Old  :       242:        43         59         33         83        123        142        199:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       22.0       45.0       27.8       34.1       19.5       44.2       24.6
Old  :                 34.3       22.0       45.0       27.8       34.1       19.5       44.2       24.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,542,156:   188,141    268,768    123,647    926,836    846,599  1,238,623  1,239,014:   303,532    303,141
Old  : 1,542,156:   188,141    268,768    123,647    926,836    846,599  1,238,623  1,239,014:   303,532    303,141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :  -177,883:    15,743     25,558   -113,143    -81,802    -77,104   -179,202   -164,688:     1,318    -13,195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       17.4        8.0       60.1       54.9       80.3       80.3:      19.7       19.7
Old  :     100.0:      12.2       17.4        8.0       60.1       54.9       80.3       80.3:      19.7       19.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        40         42         46        112        116        175        181:
Old  :       221:        40         42         46        112        116        175        181:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       18.0       28.7       27.5       17.0       15.1       22.6       21.3
Old  :                 21.5       18.0       28.7       27.5       17.0       15.1       22.6       21.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   881,626:   137,584     79,391     24,246    503,135    548,937    664,964    652,573:   216,662    229,054
Old  :   881,626:   137,584     79,391     24,246    503,135    548,937    664,964    652,573:   216,662    229,054
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :   -38,880:   -22,153     10,622    -11,530    -13,275    -44,450    -46,958    -45,358:     8,078      6,478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6        9.0        2.8       57.1       62.3       75.4       74.0:      24.6       26.0
Old  :     100.0:      15.6        9.0        2.8       57.1       62.3       75.4       74.0:      24.6       26.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        25         15         21         72         83        104        112:
Old  :       141:        25         15         21         72         83        104        112:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       14.4       29.0       23.2       12.5       11.8       20.6       19.0
Old  :                 19.9       14.4       29.0       23.2       12.5       11.8       20.6       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   947,485:    72,567     49,590    333,037    501,254    519,389    906,859    902,017:    40,627     45,469
Old  :   947,485:    72,567     49,590    333,037    501,254    519,389    906,859    902,017:    40,627     45,469
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :    41,378:   -10,760     -3,242     18,628     30,998     24,468     38,866     39,854:     2,512      1,523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        5.2       35.1       52.9       54.8       95.7       95.2:       4.3        4.8
Old  :     100.0:       7.7        5.2       35.1       52.9       54.8       95.7       95.2:       4.3        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        29         33         51         51         56        106        118:
Old  :       126:        29         33         51         51         56        106        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       25.3       46.1       41.4       11.7        8.7       16.2       12.4
Old  :                 29.3       25.3       46.1       41.4       11.7        8.7       16.2       12.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    16,781:     3,774      2,617          2      8,700     10,720     12,477     13,339:     4,305      3,442
Old  :    16,781:     3,774      2,617          2      8,700     10,720     12,477     13,339:     4,305      3,442
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :      -408:       172       -358       -322       -215        305       -365       -375:       -43        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       15.6        0.0       51.8       63.9       74.3       79.5:      25.7       20.5
Old  :     100.0:      22.5       15.6        0.0       51.8       63.9       74.3       79.5:      25.7       20.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         5          6          2          5          8         11         15:
Old  :        23:         5          6          2          5          8         11         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       52.9       72.7       68.6       59.5       52.9       72.7       68.6
Old  :                 59.5       52.9       72.7       68.6       59.5       52.9       72.7       68.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    69,410:    34,673     12,720      1,047     23,278     39,861     58,999     53,628:    10,411     15,782
Old  :    69,410:    34,673     12,720      1,047     23,278     39,861     58,999     53,628:    10,411     15,782
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :    -6,039:       868     -1,005       -899     -3,588     -1,275     -3,619     -3,180:    -2,420     -2,860
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.0       18.3        1.5       33.5       57.4       85.0       77.3:      15.0       22.7
Old  :     100.0:      50.0       18.3        1.5       33.5       57.4       85.0       77.3:      15.0       22.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        40         16         11         24         28         68         51:
Old  :        99:        40         16         11         24         28         68         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       31.8       31.2       46.7       17.4       30.6       29.4       44.6
Old  :                 18.2       31.8       31.2       46.7       17.4       30.6       29.4       44.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    12,262:     9,139      9,425          0      1,959      2,829     11,098     12,254:     1,164          8
Old  :    12,262:     9,139      9,425          0      1,959      2,829     11,098     12,254:     1,164          8
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :       779:       491        274          0        222        611        713        885:        66       -106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.5       76.9        0.0       16.0       23.1       90.5       99.9:       9.5        0.1
Old  :     100.0:      74.5       76.9        0.0       16.0       23.1       90.5       99.9:       9.5        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        10          6          0          2          3         12          9:
Old  :        21:        10          6          0          2          3         12          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.2       93.9       88.1       99.5       78.2       93.9       88.1       99.5
Old  :                 78.2       93.9       88.1       99.5       78.2       93.9       88.1       99.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    16,788:       530      3,955         99     15,847     12,551     16,476     16,605:       312        183
Old  :    16,788:       530      3,955         99     15,847     12,551     16,476     16,605:       312        183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :       185:        11        348         -2         62       -189         71        157:       114         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       23.6        0.6       94.4       74.8       98.1       98.9:       1.9        1.1
Old  :     100.0:       3.2       23.6        0.6       94.4       74.8       98.1       98.9:       1.9        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         4          8          1         15         15         20         23:
Old  :        38:         4          8          1         15         15         20         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.4       80.4       88.3       89.7       66.4       69.6       80.2       78.4
Old  :                 68.4       80.4       88.3       89.7       66.4       69.6       80.2       78.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    38,720:     6,508        864         22     31,667     37,453     38,197     38,339:       523        381
Old  :    38,720:     6,508        864         22     31,667     37,453     38,197     38,339:       523        381
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :     2,505:    -1,002        184          0      3,177      2,022      2,175      2,206:       330        299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8        2.2        0.1       81.8       96.7       98.6       99.0:       1.4        1.0
Old  :     100.0:      16.8        2.2        0.1       81.8       96.7       98.6       99.0:       1.4        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         8          8          1          9         10         17         19:
Old  :        33:         8          8          1          9         10         17         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.9       94.0       95.1       97.2       78.4       92.8       94.6       96.0
Old  :                 78.9       94.0       95.1       97.2       78.4       92.8       94.6       96.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated November 30, 2009