```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      435,402
COMMITMENTS
  75,522   70,284  104,721  221,848  205,882  402,091  380,887   33,311   54,515

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     13,612)
     -61    5,983    5,032    8,393     -519   13,363   10,495      249    3,117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     16.1     24.1     51.0     47.3     92.3     87.5      7.7     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
     123      117      128       80      101      275      286
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,212,495
COMMITMENTS
 272,089   67,873  256,424  564,032  622,373  1092545  946,670  119,950  265,825

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     -6,364)
   2,370  -12,702   -3,761     -954   16,098   -2,345     -365   -4,019   -5,999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      5.6     21.1     46.5     51.3     90.1     78.1      9.9     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      652)
     181      116      196      212      298      486      537
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,059
COMMITMENTS
   1,717      870      922    8,114    9,922   10,753   11,714    2,307    1,345

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:       -128)
      -7      464       -6      522       59      509      518     -637     -645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      6.7      7.1     62.1     76.0     82.3     89.7     17.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        6        3       14       14       24       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      622,997
COMMITMENTS
 150,150   35,276  163,508  246,961  321,017  560,618  519,801   62,378  103,196

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     11,101)
   5,213    2,854    4,260    3,806    1,776   13,279    8,889   -2,178    2,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1      5.7     26.2     39.6     51.5     90.0     83.4     10.0     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      489)
     182      113      182      115      169      397      381
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,150
COMMITMENTS
  13,631    2,405      334        0    2,154   13,965    4,893    3,185   12,257

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     -1,726)
  -2,003      -70     -151        0      117   -2,154     -104      428   -1,622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    79.5     14.0      1.9      0.0     12.6     81.4     28.5     18.6     71.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      17        4       12        0        5       18       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      268,540
COMMITMENTS
  55,421   18,996   67,070  111,846  162,220  234,337  248,285   34,203   20,254

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     -5,807)
  -3,896     -453    4,147   -1,932   -7,989   -1,680   -4,294   -4,127   -1,513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6      7.1     25.0     41.6     60.4     87.3     92.5     12.7      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      80       42       83       57       63      193      167
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      761,483
COMMITMENTS
  56,758  156,376   35,466  528,929  441,476  621,153  633,319  140,330  128,165

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:    -20,470)
  -5,070   12,265   -6,416   -6,617  -24,401  -18,103  -18,551   -2,368   -1,919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     20.5      4.7     69.5     58.0     81.6     83.2     18.4     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      31       35       37       77       81      129      132
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,014
COMMITMENTS
      75      113      185    6,483    6,514    6,743    6,812      271      202

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      1.6      2.6     92.4     92.9     96.1     97.1      3.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       15       18       17       21
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      195,146
COMMITMENTS
  60,110   19,099   27,447   67,599  124,876  155,156  171,422   39,989   23,723

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     13,771)
   4,136    1,378    4,306    2,008    5,717   10,450   11,401    3,321    2,370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.8      9.8     14.1     34.6     64.0     79.5     87.8     20.5     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      75       30       41       55       52      154      106
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,790
COMMITMENTS
   7,070      122    1,551    4,951   15,940   13,572   17,613    5,218    1,177

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      1,089)
     492      -96      601       34      765    1,127    1,270      -38     -181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.6      0.7      8.3     26.3     84.8     72.2     93.7     27.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      40        4       10       30       22       75       33
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      948,067
COMMITMENTS
 333,341  149,749   44,293  479,548  625,725  857,182  819,767   90,885  128,300

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:    -33,641)
 -35,576  -10,762   -7,867    3,036  -21,018  -40,407  -39,647    6,766    6,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.2     15.8      4.7     50.6     66.0     90.4     86.5      9.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      34       58       34       75      112      130      183
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,492,829
COMMITMENTS
 165,374  225,842  165,950  869,569  808,141  1200892  1199932  291,937  292,896

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      4,470)
 -26,340   29,991   20,730   11,154  -29,695    5,544   21,026   -1,074  -16,556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     15.1     11.1     58.2     54.1     80.4     80.4     19.6     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      43       39       55      115      117      185      184
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      872,718
COMMITMENTS
 130,741   92,004   26,740  504,192  536,528  661,673  655,272  211,045  217,446

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:    -22,200)
  -6,017   -3,157  -20,693   14,255    8,019  -12,455  -15,832   -9,745   -6,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     10.5      3.1     57.8     61.5     75.8     75.1     24.2     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      25       20       20       72       79      105      111
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      919,587
COMMITMENTS
  79,571   52,246  300,449  502,970  524,554  882,990  877,249   36,596   42,338

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     55,471)
  19,868     -106    5,297   30,666   48,157   55,831   53,349     -360    2,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      5.7     32.7     54.7     57.0     96.0     95.4      4.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      30       28       50       50       60      105      119
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       18,333
COMMITMENTS
   3,618    3,165      565    9,005    9,025   13,188   12,755    5,145    5,578

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      2,577)
     125      292      551      304     -197      980      646    1,597    1,932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     17.3      3.1     49.1     49.2     71.9     69.6     28.1     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        8        4        7        9       13       19
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       92,119
COMMITMENTS
  29,113   13,850    3,470   43,656   59,813   76,240   77,133   15,880   14,987

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     20,532)
  -2,963   -1,667    2,140   16,701   16,096   15,878   16,568    4,654    3,963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6     15.0      3.8     47.4     64.9     82.8     83.7     17.2     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      39       15       14       31       37       73       63
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       15,144
COMMITMENTS
   9,883    9,779    2,327    1,658    2,929   13,868   15,035    1,276      109

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      2,710)
     278      242    2,327        0       36    2,605    2,605      105      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.3     64.6     15.4     10.9     19.3     91.6     99.3      8.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      12        6        2        1        2       15        8
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,275
COMMITMENTS
     366    2,551       95    8,608    6,524    9,069    9,170      206      105

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     -7,364)
    -354   -1,283        0   -6,992   -6,060   -7,346   -7,343      -18      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9     27.5      1.0     92.8     70.3     97.8     98.9      2.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3       11        1       14       12       18       23
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,290
COMMITMENTS
   3,553      123        0   10,576   14,122   14,129   14,245      161       45

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:    -23,938)
    -371     -696     -270  -22,991  -22,717  -23,632  -23,683     -306     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9      0.9      0.0     74.0     98.8     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9        4        0        8       10       17       14
```

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Updated December 18, 2009