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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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  :   421,790:    75,583     64,302     99,689    213,455    206,401    388,728    370,392:    33,062     51,398
Old  :   281,017:    63,897     59,978     57,340    138,572    132,395    259,809    249,712:    21,208     31,304
Other:   140,773:    28,662     21,300     25,373     74,883     74,007    128,919    120,679:    11,855     20,094
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :        88:      -516     -1,776      1,413       -787     -2,086        110     -2,449:       -22      2,537
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       15.2       23.6       50.6       48.9       92.2       87.8:       7.8       12.2
Old  :     100.0:      22.7       21.3       20.4       49.3       47.1       92.5       88.9:       7.5       11.1
Other:     100.0:      20.4       15.1       18.0       53.2       52.6       91.6       85.7:       8.4       14.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       359:       121        121        119         74         98        263        276:
Old  :       337:       109        121         95         63         89        224        253:
Other:       206:        55         59         62         44         82        133        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  :                 21.3       21.3       35.4       30.0       20.5       18.1       34.2       24.6
Old  :                 27.3       22.1       39.6       31.4       27.2       20.0       38.9       27.9
Other:                 37.4       27.6       49.2       37.0       35.5       22.8       42.6       29.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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  : 1,218,859:   269,720     80,575    260,185    564,986    606,275  1,094,891    947,035:   123,969    271,824
Old  :   958,754:   206,411     89,541    196,188    448,473    471,852    851,072    757,580:   107,682    201,173
Other:   260,106:    87,292     15,017     40,015    116,513    134,423    243,819    189,455:    16,287     70,650
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :    -2,008:   -12,865     20,974       -176     15,147    -14,836      2,105      5,961:    -4,113     -7,969
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        6.6       21.3       46.4       49.7       89.8       77.7:      10.2       22.3
Old  :     100.0:      21.5        9.3       20.5       46.8       49.2       88.8       79.0:      11.2       21.0
Other:     100.0:      33.6        5.8       15.4       44.8       51.7       93.7       72.8:       6.3       27.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       674:       184        129        217        207        294        503        558:
Old  :       660:       175        140        199        201        286        483        533:
Other:       419:        87         67         69         75        235        195        343:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       13.2       22.7       19.3       13.1       11.3       21.3       16.1
Old  :                 15.6       13.4       24.2       19.6       15.3       11.2       23.8       16.1
Other:                 27.1       15.4       40.2       22.1       26.2       13.3       39.2       18.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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  :    13,187:     1,723        406        928      7,593      9,863     10,244     11,197:     2,943      1,990
Old  :    11,952:     1,713        406        743      6,586      8,955      9,042     10,104:     2,910      1,848
Other:     1,235:        13          3        182      1,007        908      1,202      1,093:        33        142
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :       546:      -617        405       -260      1,078       -531        201       -386:       344        931
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1        3.1        7.0       57.6       74.8       77.7       84.9:      22.3       15.1
Old  :     100.0:      14.3        3.4        6.2       55.1       74.9       75.7       84.5:      24.3       15.5
Other:     100.0:       1.1        0.2       14.7       81.5       73.5       97.3       88.5:       2.7       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         9          3          2         13         12         22         17:
Old  :        31:         9          3          2         13         10         22         15:
Other:        13:         1          1          2          6          7          8          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 37.8       62.3       58.0       78.6       32.9       54.4       48.1       62.8
Old  :                 39.8       64.5       57.9       80.7       35.7       59.5       52.2       71.3
Other:                 93.3       77.0       97.3       87.7       80.0       68.5       81.1       72.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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  :   611,896:   144,937     32,422    159,248    243,155    319,241    547,339    510,911:    64,556    100,984
Old  :   523,286:   126,591     32,035    127,773    210,722    286,363    465,087    446,171:    58,200     77,115
Other:    88,609:    30,808     12,850     19,012     32,433     32,879     82,253     64,740:     6,357     23,869
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :     3,306:     4,704      6,577     -3,395      2,344     -4,995      3,653     -1,812:      -347      5,119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7        5.3       26.0       39.7       52.2       89.4       83.5:      10.6       16.5
Old  :     100.0:      24.2        6.1       24.4       40.3       54.7       88.9       85.3:      11.1       14.7
Other:     100.0:      34.8       14.5       21.5       36.6       37.1       92.8       73.1:       7.2       26.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       488:       173        111        173        112        173        387        377:
Old  :       482:       174        111        160        109        168        375        363:
Other:       243:        52         51         45         39        125        113        202:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.5       20.6       22.9       31.1       11.3       16.1       18.4       22.4
Old  :                 14.6       23.2       24.6       33.6       12.9       18.0       20.6       25.2
Other:                 36.4       17.3       50.3       28.2       33.5       16.0       43.5       21.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    18,876:    15,634      2,475        485          0      2,037     16,119      4,997:     2,757     13,879
Old  :    12,601:     9,703      2,620        292          0      1,118      9,995      4,030:     2,606      8,571
Other:     6,275:     6,116         40          8          0        919      6,124        967:       151      5,308
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :      -513:      -120        490          1          0       -179       -119        312:      -394       -825
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.8       13.1        2.6        0.0       10.8       85.4       26.5:      14.6       73.5
Old  :     100.0:      77.0       20.8        2.3        0.0        8.9       79.3       32.0:      20.7       68.0
Other:     100.0:      97.5        0.6        0.1        0.0       14.6       97.6       15.4:       2.4       84.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        17          5         12          0          5         18         21:
Old  :        27:        17          5         11          0          5         17         21:
Other:        21:        15          1          3          0          5         15          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 49.0       16.2       67.2       22.7       47.9       15.2       65.9       21.7
Old  :                 47.7       21.8       65.3       29.1       46.2       21.8       63.6       29.1
Other:                 57.2       14.0       81.5       15.4       57.1       14.0       81.4       15.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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  :   274,347:    59,317     19,448     62,922    113,778    170,209    236,017    252,580:    38,330     21,767
Old  :   260,039:    58,222     22,231     56,165    109,107    160,663    223,494    239,059:    36,546     20,980
Other:    14,308:     6,719      2,841      1,133      4,671      9,546     12,524     13,520:     1,784        787
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :   -19,663:    -1,967       -695     -9,540     -8,706     -8,803    -20,213    -19,039:       550       -624
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        7.1       22.9       41.5       62.0       86.0       92.1:      14.0        7.9
Old  :     100.0:      22.4        8.5       21.6       42.0       61.8       85.9       91.9:      14.1        8.1
Other:     100.0:      47.0       19.9        7.9       32.6       66.7       87.5       94.5:      12.5        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        76         50         67         58         60        185        145:
Old  :       221:        78         53         66         58         60        184        145:
Other:        46:        10         10          7         16         17         28         32:
     :----------------------------------------------------------------------------------------------------
     :             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       27.8       26.7       38.9       14.0       23.2       19.7       32.8
Old  :                 16.6       27.4       26.7       38.3       14.8       23.9       21.2       33.5
Other:                 62.7       47.5       80.8       73.2       61.1       46.0       73.7       69.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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  :   781,954:    61,828    144,111     41,882    535,546    465,876    639,256    651,870:   142,698    130,084
Old  :   781,954:    61,828    144,111     41,882    535,546    465,876    639,256    651,870:   142,698    130,084
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :   -83,688:   -22,739    -16,079     -4,693    -47,891    -52,351    -75,322    -73,123:    -8,366    -10,565
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       18.4        5.4       68.5       59.6       81.8       83.4:      18.2       16.6
Old  :     100.0:       7.9       18.4        5.4       68.5       59.6       81.8       83.4:      18.2       16.6
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  :       170:        33         34         37         80         83        132        135:
Old  :       170:        33         34         37         80         83        132        135:
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  :                 16.3       23.1       27.0       31.2       14.1       21.0       23.9       28.4
Old  :                 16.3       23.1       27.0       31.2       14.1       21.0       23.9       28.4
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, December 8, 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  :   181,375:    55,974     17,721     23,141     65,591    119,160    144,706    160,021:    36,668     21,354
Old  :   166,845:    55,582     16,007     18,906     57,671    111,806    132,158    146,720:    34,687     20,125
Other:    14,530:     2,929      4,250      1,699      7,921      7,353     12,548     13,301:     1,982      1,229
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :    -2,088:    -1,347      3,040       -693      1,076     -3,787       -964     -1,439:    -1,124       -649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9        9.8       12.8       36.2       65.7       79.8       88.2:      20.2       11.8
Old  :     100.0:      33.3        9.6       11.3       34.6       67.0       79.2       87.9:      20.8       12.1
Other:     100.0:      20.2       29.2       11.7       54.5       50.6       86.4       91.5:      13.6        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        68         32         43         54         51        146        106:
Old  :       168:        70         33         42         54         51        145        106:
Other:        46:         9          9         10         22         11         36         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  :                 15.1       41.2       23.2       52.4       14.5       36.0       21.1       44.9
Old  :                 14.5       41.4       22.8       52.4       14.0       37.2       20.8       46.0
Other:                 46.0       52.3       59.3       78.1       46.0       46.9       58.9       66.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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  :    17,701:     6,578        218        950      4,917     15,175     12,445     16,343:     5,256      1,358
Old  :    16,783:     6,382        215        910      4,492     14,433     11,785     15,558:     4,999      1,226
Other:       917:       196          3         40        424        742        660        785:       257        132
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :        68:      -112        -50       -282        139        323       -256         -9:       324         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2        1.2        5.4       27.8       85.7       70.3       92.3:      29.7        7.7
Old  :     100.0:      38.0        1.3        5.4       26.8       86.0       70.2       92.7:      29.8        7.3
Other:     100.0:      21.4        0.4        4.4       46.3       80.9       72.0       85.6:      28.0       14.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        33          5          6         29         20         67         28:
Old  :        76:        33          5          6         27         20         65         28:
Other:        20:         1          3          3          6         10         10         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.6       64.0       32.3       76.8       22.6       63.5       32.2       76.3
Old  :                 21.2       65.6       31.5       77.6       21.2       65.3       31.4       77.2
Other:                 61.5       61.3       71.6       82.0       61.5       61.3       67.6       80.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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  :   981,708:   368,917    160,511     52,160    476,513    646,743    897,589    859,414:    84,119    122,294
Old  :   981,708:   368,917    160,511     52,160    476,513    646,743    897,589    859,414:    84,119    122,294
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :   -41,899:     8,404     16,399    -13,451    -32,291    -41,132    -37,338    -38,184:    -4,560     -3,715
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6       16.4        5.3       48.5       65.9       91.4       87.5:       8.6       12.5
Old  :     100.0:      37.6       16.4        5.3       48.5       65.9       91.4       87.5:       8.6       12.5
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  :       236:        39         61         36         79        115        140        190:
Old  :       236:        39         61         36         79        115        140        190:
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  :                 38.0       21.2       49.2       27.0       37.1       20.1       47.6       25.8
Old  :                 38.0       21.2       49.2       27.0       37.1       20.1       47.6       25.8
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, December 8, 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  : 1,488,359:   191,713    195,850    145,220    858,415    837,836  1,195,348  1,178,906:   293,011    309,453
Old  : 1,488,359:   191,713    195,850    145,220    858,415    837,836  1,195,348  1,178,906:   293,011    309,453
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :  -113,211:    -6,550     -6,474    -32,857    -53,258    -64,469    -92,665   -103,801:   -20,546     -9,410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       13.2        9.8       57.7       56.3       80.3       79.2:      19.7       20.8
Old  :     100.0:      12.9       13.2        9.8       57.7       56.3       80.3       79.2:      19.7       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  :       222:        47         34         52        114        114        182        179:
Old  :       222:        47         34         52        114        114        182        179:
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  :                 18.8       17.9       26.0       27.8       13.9       15.1       19.5       20.6
Old  :                 18.8       17.9       26.0       27.8       13.9       15.1       19.5       20.6
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, December 8, 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  :   894,918:   136,759     95,161     47,433    489,937    528,510    674,129    671,104:   220,790    223,814
Old  :   894,918:   136,759     95,161     47,433    489,937    528,510    674,129    671,104:   220,790    223,814
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :   -41,082:    21,810      6,349    -17,215    -31,828     -9,766    -27,233    -20,633:   -13,849    -20,449
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       10.6        5.3       54.7       59.1       75.3       75.0:      24.7       25.0
Old  :     100.0:      15.3       10.6        5.3       54.7       59.1       75.3       75.0:      24.7       25.0
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  :       149:        23         25         22         74         85        111        118:
Old  :       149:        23         25         22         74         85        111        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  :                 17.0       14.9       26.7       23.8       11.6       10.6       18.6       17.6
Old  :                 17.0       14.9       26.7       23.8       11.6       10.6       18.6       17.6
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, December 8, 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  :   864,116:    59,703     52,352    295,151    472,305    476,397    827,160    823,900:    36,956     40,215
Old  :   864,116:    59,703     52,352    295,151    472,305    476,397    827,160    823,900:    36,956     40,215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :   -38,111:   -12,013      6,973      7,609    -21,377    -44,765    -25,781    -30,183:   -12,330     -7,928
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        6.1       34.2       54.7       55.1       95.7       95.3:       4.3        4.7
Old  :     100.0:       6.9        6.1       34.2       54.7       55.1       95.7       95.3:       4.3        4.7
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  :       124:        24         34         50         47         57        100        118:
Old  :       124:        24         34         50         47         57        100        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  :                 29.7       25.8       47.1       41.5       15.0        8.6       18.0       12.7
Old  :                 29.7       25.8       47.1       41.5       15.0        8.6       18.0       12.7
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, December 8, 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  :    15,756:     3,493      2,873         14      8,701      9,222     12,208     12,109:     3,548      3,647
Old  :    15,756:     3,493      2,873         14      8,701      9,222     12,208     12,109:     3,548      3,647
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :        77:       -26         19         10          1          0        -15         29:        93         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       18.2        0.1       55.2       58.5       77.5       76.9:      22.5       23.1
Old  :     100.0:      22.2       18.2        0.1       55.2       58.5       77.5       76.9:      22.5       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  :        23:         4          7          2          5          8          9         17:
Old  :        23:         4          7          2          5          8          9         17:
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  :                 63.2       47.7       77.4       63.8       63.2       47.7       77.3       63.7
Old  :                 63.2       47.7       77.4       63.8       63.2       47.7       77.3       63.7
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, December 8, 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  :    71,588:    32,077     15,517      1,330     26,955     43,717     60,362     60,564:    11,226     11,024
Old  :    71,588:    32,077     15,517      1,330     26,955     43,717     60,362     60,564:    11,226     11,024
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :    -1,500:    -6,065      1,362        211      5,083     -2,537       -771       -964:      -729       -536
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.8       21.7        1.9       37.7       61.1       84.3       84.6:      15.7       15.4
Old  :     100.0:      44.8       21.7        1.9       37.7       61.1       84.3       84.6:      15.7       15.4
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  :       103:        35         21          9         31         29         70         55:
Old  :       103:        35         21          9         31         29         70         55:
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  :                 18.9       33.7       31.9       50.0       17.3       31.5       29.4       46.5
Old  :                 18.9       33.7       31.9       50.0       17.3       31.5       29.4       46.5
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, December 8, 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  :    12,434:     9,605      9,537          0      1,658      2,893     11,263     12,430:     1,171          4
Old  :    12,434:     9,605      9,537          0      1,658      2,893     11,263     12,430:     1,171          4
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :       -22:       282         14          0       -324        -40        -42        -26:        20          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.2       76.7        0.0       13.3       23.3       90.6      100.0:       9.4        0.0
Old  :     100.0:      77.2       76.7        0.0       13.3       23.3       90.6      100.0:       9.4        0.0
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  :        22:        12          6          0          1          3         13          9:
Old  :        22:        12          6          0          1          3         13          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  :                 77.2       93.7       87.8       99.5       77.2       93.7       87.8       99.5
Old  :                 77.2       93.7       87.8       99.5       77.2       93.7       87.8       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, December 8, 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  :    16,639:       720      3,834         95     15,600     12,584     16,415     16,513:       224        126
Old  :    16,639:       720      3,834         95     15,600     12,584     16,415     16,513:       224        126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :       625:       135        164          0        472        481        607        645:        18        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       23.0        0.6       93.8       75.6       98.7       99.2:       1.3        0.8
Old  :     100.0:       4.3       23.0        0.6       93.8       75.6       98.7       99.2:       1.3        0.8
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  :        38:         3         11          1         15         14         19         25:
Old  :        38:         3         11          1         15         14         19         25:
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  :                 67.9       77.1       90.2       87.9       64.4       65.6       75.0       73.4
Old  :                 67.9       77.1       90.2       87.9       64.4       65.6       75.0       73.4
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, December 8, 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  :    38,228:     3,924        819        270     33,567     36,839     37,761     37,928:       467        300
Old  :    38,228:     3,924        819        270     33,567     36,839     37,761     37,928:       467        300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :       373:    -1,787        568        182      1,998       -339        393        411:       -20        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        2.1        0.7       87.8       96.4       98.8       99.2:       1.2        0.8
Old  :     100.0:      10.3        2.1        0.7       87.8       96.4       98.8       99.2:       1.2        0.8
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  :        31:         9          5          2         10         10         19         17:
Old  :        31:         9          5          2         10         10         19         17:
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  :                 83.5       92.7       95.4       97.3       82.2       92.1       93.7       96.1
Old  :                 83.5       92.7       95.4       97.3       82.2       92.1       93.7       96.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 11, 2009