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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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  :   440,028:    78,929     81,655    120,559    201,272    184,748    400,761    386,963:    39,268     53,065
Old  :   357,367:    69,048     79,066     93,032    162,342    143,297    324,422    315,395:    32,944     41,972
Other:    82,662:    26,071     18,779     11,337     38,930     41,452     76,338     71,568:     6,323     11,094
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :     2,464:      -102     -8,222     -1,162        466      8,182       -798     -1,201:     3,262      3,665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       18.6       27.4       45.7       42.0       91.1       87.9:       8.9       12.1
Old  :     100.0:      19.3       22.1       26.0       45.4       40.1       90.8       88.3:       9.2       11.7
Other:     100.0:      31.5       22.7       13.7       47.1       50.1       92.4       86.6:       7.6       13.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       367:       110        142        133         84         93        282        288:
Old  :       362:       114        140        115         79         88        263        274:
Other:       183:        40         55         46         42         73        112        148:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.6       15.4       31.8       22.3       18.1       13.5       30.0       18.5
Old  :                 22.8       15.2       34.4       22.5       21.4       14.5       32.6       20.6
Other:                 45.9       21.7       54.4       31.9       39.4       20.9       47.0       28.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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  : 1,448,787:   261,083     69,340    458,264    596,647    629,962  1,315,993  1,157,566:   132,794    291,221
Old  : 1,301,910:   230,976     75,182    418,612    530,684    558,133  1,180,272  1,051,927:   121,638    249,983
Other:   146,877:    48,436     12,487     21,323     65,962     71,829    135,721    105,639:    11,155     41,237
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :    37,713:     4,766    -14,516     22,072      8,104     17,796     34,941     25,352:     2,771     12,361
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0        4.8       31.6       41.2       43.5       90.8       79.9:       9.2       20.1
Old  :     100.0:      17.7        5.8       32.2       40.8       42.9       90.7       80.8:       9.3       19.2
Other:     100.0:      33.0        8.5       14.5       44.9       48.9       92.4       71.9:       7.6       28.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       664:       188        144        225        221        281        527        551:
Old  :       660:       179        156        221        218        278        522        543:
Other:       344:        63         51         55         68        201        151        287:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       13.5       20.5       20.0       10.4       10.9       16.7       14.4
Old  :                 12.5       13.3       21.0       20.0       10.8       10.8       17.4       14.1
Other:                 27.8       19.5       40.0       26.4       27.4       17.2       37.4       22.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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  :    15,124:     1,947        262      2,456      8,070     10,458     12,472     13,176:     2,652      1,948
Old  :    15,068:     1,947        271      2,447      8,033     10,408     12,426     13,126:     2,642      1,942
Other:        56:         9          0          0         37         50         46         50:        10          6
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :       836:        -2       -350        861       -374        378        485        890:       351        -54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        1.7       16.2       53.4       69.1       82.5       87.1:      17.5       12.9
Old  :     100.0:      12.9        1.8       16.2       53.3       69.1       82.5       87.1:      17.5       12.9
Other:     100.0:      16.2        0.0        0.0       66.0       89.2       82.2       89.2:      17.8       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        12          3          4         18         15         32         21:
Old  :        37:        12          3          4         17         14         31         20:
Other:         8:         2          0          0          3          4          5          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 42.4       56.8       57.7       78.0       33.0       52.2       46.2       61.3
Old  :                 42.5       56.9       57.8       78.2       33.2       52.3       46.4       61.5
Other:                 82.1       89.2       82.2       89.2       78.6       85.6       78.6       85.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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  :   627,886:   113,078     37,655    209,294    239,096    288,537    561,468    535,487:    66,418     92,399
Old  :   571,352:   109,562     38,704    182,500    215,854    268,453    507,915    489,657:    63,436     81,695
Other:    56,534:    20,304     15,739     10,006     23,242     20,085     53,553     45,830:     2,981     10,704
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :    -7,336:     9,526      2,959    -14,272     -6,900      5,636    -11,645     -5,677:     4,310     -1,659
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0        6.0       33.3       38.1       46.0       89.4       85.3:      10.6       14.7
Old  :     100.0:      19.2        6.8       31.9       37.8       47.0       88.9       85.7:      11.1       14.3
Other:     100.0:      35.9       27.8       17.7       41.1       35.5       94.7       81.1:       5.3       18.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       495:       183        124        221        123        150        423        407:
Old  :       493:       193        123        214        119        148        416        401:
Other:       201:        32         61         31         34         96         83        171:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       18.7       24.2       27.8       10.7       13.6       16.3       18.3
Old  :                 16.5       19.0       25.2       28.1       11.5       14.0       17.2       18.7
Other:                 44.7       30.8       61.2       43.1       43.4       26.5       55.5       35.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    21,433:    18,497      6,084        370         11      3,312     18,878      9,766:     2,555     11,667
Old  :    19,110:    16,559      6,169        263         11      2,877     16,833      9,309:     2,277      9,801
Other:     2,323:     2,038         15          7          0        435      2,045        457:       278      1,866
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :      -178:      -180      1,780         24         -1     -1,028       -157        776:       -21       -954
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.3       28.4        1.7        0.1       15.5       88.1       45.6:      11.9       54.4
Old  :     100.0:      86.7       32.3        1.4        0.1       15.1       88.1       48.7:      11.9       51.3
Other:     100.0:      87.7        0.6        0.3        0.0       18.7       88.0       19.7:      12.0       80.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        15         11         13          1          7         19         28:
Old  :        33:        15         11         11          1          7         18         27:
Other:        20:        12          1          3          0          7         12         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 62.1       25.9       78.3       34.7       61.2       25.4       77.3       34.2
Old  :                 64.6       28.8       80.3       37.0       63.7       28.7       79.2       37.0
Other:                 67.5       18.0       86.6       19.5       67.5       18.0       86.3       19.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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  :   283,245:    44,705     37,610     80,571    123,494    141,478    248,770    259,658:    34,474     23,586
Old  :   273,093:    45,235     40,235     74,210    120,054    135,655    239,499    250,100:    33,594     22,992
Other:    10,152:     3,820      1,724      2,011      3,441      5,823      9,272      9,558:       881        594
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :    10,394:     6,250     -8,090      5,594     -1,666     15,800     10,178     13,304:       216     -2,910
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       13.3       28.4       43.6       49.9       87.8       91.7:      12.2        8.3
Old  :     100.0:      16.6       14.7       27.2       44.0       49.7       87.7       91.6:      12.3        8.4
Other:     100.0:      37.6       17.0       19.8       33.9       57.4       91.3       94.1:       8.7        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:        69         63         88         60         64        191        183:
Old  :       237:        75         65         87         60         63        190        182:
Other:        40:         5         13          3         15         12         22         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.0       20.3       25.9       31.4       13.4       15.4       19.8       23.5
Old  :                 16.6       20.9       26.0       32.0       14.1       16.3       20.7       24.4
Other:                 74.1       60.6       88.4       81.0       64.4       43.1       68.1       60.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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  :   806,902:    75,637    157,416     41,912    557,955    468,711    675,504    668,039:   131,398    138,863
Old  :   806,902:    75,637    157,416     41,912    557,955    468,711    675,504    668,039:   131,398    138,863
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :   -10,804:    -2,164      2,831      4,644      2,885    -18,770      5,365    -11,294:   -16,170        490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       19.5        5.2       69.1       58.1       83.7       82.8:      16.3       17.2
Old  :     100.0:       9.4       19.5        5.2       69.1       58.1       83.7       82.8:      16.3       17.2
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  :       168:        38         33         39         72         74        128        128:
Old  :       168:        38         33         39         72         74        128        128:
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  :                 19.5       25.2       30.4       33.6       16.3       24.5       26.1       32.7
Old  :                 19.5       25.2       30.4       33.6       16.3       24.5       26.1       32.7
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, October 20, 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  :   171,954:    47,332     15,252     31,118     61,539    104,257    139,989    150,627:    31,965     21,327
Old  :   161,442:    47,954     13,969     27,403     55,317     99,208    130,674    140,579:    30,768     20,862
Other:    10,512:       895      2,800      2,199      6,222      5,049      9,315     10,048:     1,197        464
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :    -1,815:      -389        396        180     -4,080     -3,344     -4,289     -2,769:     2,474        954
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5        8.9       18.1       35.8       60.6       81.4       87.6:      18.6       12.4
Old  :     100.0:      29.7        8.7       17.0       34.3       61.5       80.9       87.1:      19.1       12.9
Other:     100.0:       8.5       26.6       20.9       59.2       48.0       88.6       95.6:      11.4        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        63         35         47         61         57        157        114:
Old  :       179:        67         33         45         61         57        155        114:
Other:        44:         7          8         10         25         11         39         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       35.0       25.7       49.2       14.7       30.9       21.2       40.4
Old  :                 15.9       35.1       24.3       49.2       13.9       31.3       20.4       41.5
Other:                 52.4       56.9       66.8       83.2       44.8       48.8       55.2       63.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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  :    13,047:     3,193        955      1,316      5,908      9,640     10,416     11,911:     2,631      1,136
Old  :    12,586:     3,094        944      1,287      5,680      9,261     10,061     11,492:     2,526      1,094
Other:       461:       102         14         26        228        379        356        419:       105         42
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :       135:      -154        -69        -38        220        653         28        547:       107       -412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5        7.3       10.1       45.3       73.9       79.8       91.3:      20.2        8.7
Old  :     100.0:      24.6        7.5       10.2       45.1       73.6       79.9       91.3:      20.1        8.7
Other:     100.0:      22.1        3.0        5.6       49.4       82.2       77.2       90.9:      22.8        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        18          7         10         24         19         51         31:
Old  :        61:        21          5         10         24         19         51         31:
Other:        15:         1          5          4          3          6          8         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.9       53.1       44.1       69.6       31.9       50.5       44.0       66.8
Old  :                 31.1       53.5       43.1       69.6       31.1       50.8       43.0       66.8
Other:                 73.6       80.3       77.2       89.0       71.6       80.3       71.6       84.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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  : 1,051,348:   321,119    151,145     60,198    578,158    715,254    959,474    926,597:    91,874    124,752
Old  : 1,051,348:   321,119    151,145     60,198    578,158    715,254    959,474    926,597:    91,874    124,752
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :   111,477:    25,445     -6,977     15,779     65,486    102,239    106,710    111,041:     4,767        436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       14.4        5.7       55.0       68.0       91.3       88.1:       8.7       11.9
Old  :     100.0:      30.5       14.4        5.7       55.0       68.0       91.3       88.1:       8.7       11.9
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  :       235:        35         63         33         72        118        125        196:
Old  :       235:        35         63         33         72        118        125        196:
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  :                 34.5       22.7       46.0       29.2       34.5       22.1       45.1       28.3
Old  :                 34.5       22.7       46.0       29.2       34.5       22.1       45.1       28.3
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, October 20, 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  : 1,582,139:   166,814    177,530    184,850    963,294    905,745  1,314,957  1,268,125:   267,182    314,014
Old  : 1,582,139:   166,814    177,530    184,850    963,294    905,745  1,314,957  1,268,125:   267,182    314,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :    27,872:    16,217     17,658      5,637     20,407      7,503     42,261     30,798:   -14,388     -2,926
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       11.2       11.7       60.9       57.2       83.1       80.2:      16.9       19.8
Old  :     100.0:      10.5       11.2       11.7       60.9       57.2       83.1       80.2:      16.9       19.8
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  :       268:        56         49         71        126        139        215        226:
Old  :       268:        56         49         71        126        139        215        226:
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  :                 20.1       14.9       26.9       21.9       16.1       10.1       21.5       14.0
Old  :                 20.1       14.9       26.9       21.9       16.1       10.1       21.5       14.0
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, October 20, 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  :   817,636:   111,741     66,201     35,691    476,418    508,762    623,850    610,654:   193,786    206,982
Old  :   817,636:   111,741     66,201     35,691    476,418    508,762    623,850    610,654:   193,786    206,982
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :      -278:    -4,797     -9,132      9,673      8,836     -7,160     13,712     -6,619:   -13,990      6,341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7        8.1        4.4       58.3       62.2       76.3       74.7:      23.7       25.3
Old  :     100.0:      13.7        8.1        4.4       58.3       62.2       76.3       74.7:      23.7       25.3
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  :       144:        21         23         23         72         82        108        113:
Old  :       144:        21         23         23         72         82        108        113:
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       15.0       29.6       23.5       13.2       11.7       22.2       18.6
Old  :                 19.9       15.0       29.6       23.5       13.2       11.7       22.2       18.6
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, October 20, 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  :   827,904:    76,003     37,214    310,427    398,231    438,694    784,661    786,335:    43,243     41,569
Old  :   827,904:    76,003     37,214    310,427    398,231    438,694    784,661    786,335:    43,243     41,569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :    37,117:     5,394      5,883     -1,206     23,919     28,792     28,107     33,469:     9,010      3,648
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2        4.5       37.5       48.1       53.0       94.8       95.0:       5.2        5.0
Old  :     100.0:       9.2        4.5       37.5       48.1       53.0       94.8       95.0:       5.2        5.0
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  :       117:        36         21         45         48         50         99        105:
Old  :       117:        36         21         45         48         50         99        105:
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  :                 27.7       23.4       45.2       40.2       13.1        8.8       16.5       14.3
Old  :                 27.7       23.4       45.2       40.2       13.1        8.8       16.5       14.3
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, October 20, 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  :    13,893:     2,726      1,568         80      7,493      9,361     10,300     11,008:     3,593      2,885
Old  :    13,893:     2,726      1,568         80      7,493      9,361     10,300     11,008:     3,593      2,885
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :       302:      -831        166         76        539         13       -217        254:       519         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       11.3        0.6       53.9       67.4       74.1       79.2:      25.9       20.8
Old  :     100.0:      19.6       11.3        0.6       53.9       67.4       74.1       79.2:      25.9       20.8
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  :        21:         5          5          1          5          7         11         12:
Old  :        21:         5          5          1          5          7         11         12:
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  :                 56.3       63.1       71.2       73.0       56.3       62.7       71.2       72.6
Old  :                 56.3       63.1       71.2       73.0       56.3       62.7       71.2       72.6
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, October 20, 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  :    63,973:    27,918     14,444        834     23,505     33,924     52,257     49,203:    11,715     14,770
Old  :    63,973:    27,918     14,444        834     23,505     33,924     52,257     49,203:    11,715     14,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :    -2,718:       829      6,410       -464     -2,640     -8,107     -2,274     -2,161:      -443       -556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.6       22.6        1.3       36.7       53.0       81.7       76.9:      18.3       23.1
Old  :     100.0:      43.6       22.6        1.3       36.7       53.0       81.7       76.9:      18.3       23.1
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  :        87:        31         13          8         27         26         60         45:
Old  :        87:        31         13          8         27         26         60         45:
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  :                 19.4       31.6       32.8       47.2       19.0       30.4       32.4       45.9
Old  :                 19.4       31.6       32.8       47.2       19.0       30.4       32.4       45.9
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, October 20, 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  :    15,792:       808      1,660        247     14,509     13,719     15,564     15,626:       228        166
Old  :    15,792:       808      1,660        247     14,509     13,719     15,564     15,626:       228        166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :      -652:        68       -755        152       -857        -65       -637       -668:       -15         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       10.5        1.6       91.9       86.9       98.6       98.9:       1.4        1.1
Old  :     100.0:       5.1       10.5        1.6       91.9       86.9       98.6       98.9:       1.4        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  :        40:         6          9          2         12         16         19         26:
Old  :        40:         6          9          2         12         16         19         26:
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  :                 76.1       74.1       88.1       85.1       64.5       53.9       70.4       64.5
Old  :                 76.1       74.1       88.1       85.1       64.5       53.9       70.4       64.5
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, October 20, 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  :    37,617:     8,370        232         25     29,023     37,316     37,418     37,573:       199         44
Old  :    37,617:     8,370        232         25     29,023     37,316     37,418     37,573:       199         44
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :     5,179:     1,239       -779          0      3,973      5,964      5,212      5,185:       -33         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        0.6        0.1       77.2       99.2       99.5       99.9:       0.5        0.1
Old  :     100.0:      22.3        0.6        0.1       77.2       99.2       99.5       99.9:       0.5        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  :        34:        10          6          1         10         11         20         18:
Old  :        34:        10          6          1         10         11         20         18:
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  :                 75.4       95.1       94.4       98.9       61.3       81.3       80.3       83.9
Old  :                 75.4       95.1       94.4       98.9       61.3       81.3       80.3       83.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 23, 2009