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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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  :   407,871:    72,116     94,028    111,474    191,645    152,061    375,235    357,563:    32,636     50,308
Old  :   346,472:    62,952     83,843     89,847    164,660    130,605    317,460    304,296:    29,012     42,177
Other:    61,398:    26,224     27,245      4,566     26,985     21,456     57,775     53,267:     3,624      8,131
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2009                      :
     :   -19,292:    -4,159     -2,706     -6,651    -10,912    -10,306    -21,722    -19,662:     2,430        370
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       23.1       27.3       47.0       37.3       92.0       87.7:       8.0       12.3
Old  :     100.0:      18.2       24.2       25.9       47.5       37.7       91.6       87.8:       8.4       12.2
Other:     100.0:      42.7       44.4        7.4       44.0       34.9       94.1       86.8:       5.9       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       392:        96        145        157         86        101        299        327:
Old  :       391:       124        138        145         84         98        292        316:
Other:       166:        28         61         31         32         68         79        143:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.7       11.7       34.1       18.4       20.0       10.3       31.9       16.3
Old  :                 23.8       12.5       34.9       19.8       22.2       11.6       33.2       18.3
Other:                 57.9       24.6       66.8       35.4       56.1       23.7       62.5       34.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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  : 1,267,297:   206,272    143,605    348,206    574,798    519,509  1,129,276  1,011,320:   138,021    255,977
Old  :    74,366:    19,823      9,781          5     34,230     47,872     54,058     57,658:    20,308     16,708
Other: 1,192,931:   206,153    153,528    328,497    540,568    471,637  1,075,218    953,662:   117,713    239,269
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2009                      :
     :   -54,085:    -8,890     12,270    -49,609    -11,486    -26,812    -69,984    -64,151:    15,899     10,066
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       11.3       27.5       45.4       41.0       89.1       79.8:      10.9       20.2
Old  :     100.0:      26.7       13.2        0.0       46.0       64.4       72.7       77.5:      27.3       22.5
Other:     100.0:      17.3       12.9       27.5       45.3       39.5       90.1       79.9:       9.9       20.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       662:       162        156        215        246        283        532        558:
Old  :       326:        52         38          1        119        136        172        174:
Other:       658:       161        175        200        208        276        478        549:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.3       12.0       21.4       18.1       11.1        8.5       17.8       12.3
Old  :                 14.7       21.6       21.9       31.2       13.9       21.6       21.1       30.3
Other:                 13.7       12.0       22.3       18.4       11.8        8.2       18.9       11.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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  :    14,484:     1,423      2,112      1,417      9,332      8,857     12,172     12,385:     2,312      2,099
Old  :    14,480:     1,424      2,112      1,416      9,331      8,856     12,171     12,383:     2,309      2,097
Other:         4:         0          1          0          1          1          1          2:         3          2
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2009                      :
     :       -20:       153       -246        -55       -152        342        -53         41:        33        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       14.6        9.8       64.4       61.1       84.0       85.5:      16.0       14.5
Old  :     100.0:       9.8       14.6        9.8       64.4       61.2       84.1       85.5:      15.9       14.5
Other:     100.0:       0.0       25.0        0.0       25.0       25.0       25.0       50.0:      75.0       50.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         8         14          9         17         14         31         35:
Old  :        48:         9         14          9         16         14         30         35:
Other:         3:         0          1          0          1          1          1          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 40.5       54.4       55.5       64.5       40.2       52.1       54.9       61.4
Old  :                 40.5       54.4       55.5       64.5       40.2       52.1       54.9       61.4
Other:                 25.0       50.0       25.0       50.0       25.0       50.0       25.0       50.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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  :   550,674:   102,475     29,587    177,596    222,590    258,939    502,662    466,122:    48,012     84,552
Old  :   519,225:   103,757     32,652    157,434    212,099    248,426    473,290    438,512:    45,935     80,713
Other:    31,449:    10,808      9,024      8,073     10,492     10,513     29,372     27,610:     2,077      3,839
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2009                      :
     :   -16,479:    -2,418      1,803     -9,951     -4,651     -7,605    -17,020    -15,753:       541       -726
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6        5.4       32.3       40.4       47.0       91.3       84.6:       8.7       15.4
Old  :     100.0:      20.0        6.3       30.3       40.8       47.8       91.2       84.5:       8.8       15.5
Other:     100.0:      34.4       28.7       25.7       33.4       33.4       93.4       87.8:       6.6       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       485:       148        134        186        117        178        373        406:
Old  :       484:       149        136        181        117        176        369        403:
Other:       189:        28         44         19         27        107         65        160:
     :----------------------------------------------------------------------------------------------------
     :             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       18.6       25.2       27.0       11.9       13.8       19.0       18.2
Old  :                 16.3       18.6       26.0       27.2       12.5       14.1       20.0       18.7
Other:                 42.4       39.5       60.3       51.9       35.8       29.6       45.6       38.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    25,331:    22,514      3,187        343         11      4,183     22,868      7,713:     2,463     17,618
Old  :    24,146:    21,500      3,173        338         11      3,867     21,849      7,378:     2,297     16,768
Other:     1,185:     1,014         14          5          0        316      1,019        335:       166        850
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2009                      :
     :       546:       749        206        -99          1         56        651        163:      -105        383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.9       12.6        1.4        0.0       16.5       90.3       30.4:       9.7       69.6
Old  :     100.0:      89.0       13.1        1.4        0.0       16.0       90.5       30.6:       9.5       69.4
Other:     100.0:      85.6        1.2        0.4        0.0       26.7       86.0       28.3:      14.0       71.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        18          9          8          2         13         21         29:
Old  :        40:        18          9          8          2         13         21         29:
Other:        21:        10          2          1          0          9         10         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 56.1       11.4       77.9       17.8       55.1       11.4       77.0       17.8
Old  :                 56.3       11.4       78.2       17.5       55.3       11.4       77.2       17.5
Other:                 75.6       23.5       85.1       27.2       75.6       23.5       84.6       27.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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  :   274,870:    35,874     30,501     79,086    131,565    144,210    246,525    253,797:    28,345     21,073
Old  :    24,904:    11,115      3,800        222      9,212     18,298     20,549     22,320:     4,355      2,584
Other:   249,966:    34,865     36,806     68,759    122,353    125,912    225,976    231,477:    23,990     18,489
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2009                      :
     :    -5,757:     5,267     -1,550     -3,996     -7,784     -2,066     -6,514     -7,612:       757      1,856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       11.1       28.8       47.9       52.5       89.7       92.3:      10.3        7.7
Old  :     100.0:      44.6       15.3        0.9       37.0       73.5       82.5       89.6:      17.5       10.4
Other:     100.0:      13.9       14.7       27.5       48.9       50.4       90.4       92.6:       9.6        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       220:        48         58         85         64         63        175        177:
Old  :       105:        38         16          2         20         34         59         51:
Other:       212:        47         76         71         61         61        157        170:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       22.5       26.1       32.5       12.3       15.4       19.3       22.2
Old  :                 27.7       39.6       37.5       54.8       27.6       39.6       37.2       54.8
Other:                 17.3       24.0       27.3       34.8       13.7       16.7       21.4       24.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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  :   864,194:    65,394    191,128     29,833    648,037    546,740    743,263    767,701:   120,931     96,494
Old  :   864,194:    65,394    191,128     29,833    648,037    546,740    743,263    767,701:   120,931     96,494
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2009                      :
     :    68,876:      -656     -5,078    -11,511     68,292     77,738     56,125     61,149:    12,751      7,727
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       22.1        3.5       75.0       63.3       86.0       88.8:      14.0       11.2
Old  :     100.0:       7.6       22.1        3.5       75.0       63.3       86.0       88.8:      14.0       11.2
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  :       149:        21         33         26         70         77        112        115:
Old  :       149:        21         33         26         70         77        112        115:
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  :                 23.7       36.4       34.8       44.7       17.3       28.4       25.0       36.5
Old  :                 23.7       36.4       34.8       44.7       17.3       28.4       25.0       36.5
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, August 25, 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  :   182,479:    43,423      5,048     37,857     70,424    120,585    151,704    163,490:    30,775     18,989
Old  :    19,482:     5,270      1,274          0     10,237     14,470     15,507     15,744:     3,975      3,738
Other:   162,997:    41,997      7,618     34,013     60,187    106,115    136,197    147,746:    26,800     15,251
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2009                      :
     :    -6,419:    -1,278     -2,550     -3,332     -1,506      1,165     -6,115     -4,717:      -304     -1,703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        2.8       20.7       38.6       66.1       83.1       89.6:      16.9       10.4
Old  :     100.0:      27.1        6.5        0.0       52.5       74.3       79.6       80.8:      20.4       19.2
Other:     100.0:      25.8        4.7       20.9       36.9       65.1       83.6       90.6:      16.4        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        69         25         56         64         63        162        125:
Old  :        76:        17          9          0         21         31         38         40:
Other:       177:        68         29         53         62         57        158        118:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4       38.2       22.6       52.7        9.6       30.4       15.8       38.1
Old  :                 44.6       44.6       56.0       55.3       44.6       44.6       55.9       55.3
Other:                 15.2       41.6       24.1       53.6       10.8       35.6       18.0       43.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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  :    12,121:     2,950        855      1,719      5,588      7,994     10,256     10,568:     1,865      1,553
Old  :    12,121:     2,950        855      1,719      5,588      7,994     10,256     10,568:     1,865      1,553
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2009                      :
     :       144:      -239        195       -364        832         70        228        -99:       -84        243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        7.1       14.2       46.1       65.9       84.6       87.2:      15.4       12.8
Old  :     100.0:      24.3        7.1       14.2       46.1       65.9       84.6       87.2:      15.4       12.8
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  :        62:        18         10         14         25         18         53         36:
Old  :        62:        18         10         14         25         18         53         36:
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  :                 27.8       42.0       41.9       57.6       26.5       34.2       36.3       49.0
Old  :                 27.8       42.0       41.9       57.6       26.5       34.2       36.3       49.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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  :   806,002:   254,382     82,630     22,627    437,600    603,327    714,609    708,583:    91,394     97,419
Old  :   806,002:   254,382     82,630     22,627    437,600    603,327    714,609    708,583:    91,394     97,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2009                      :
     :   -34,197:    21,967      9,621    -31,359    -27,649      2,333    -37,041    -19,406:     2,844    -14,791
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       10.3        2.8       54.3       74.9       88.7       87.9:      11.3       12.1
Old  :     100.0:      31.6       10.3        2.8       54.3       74.9       88.7       87.9:      11.3       12.1
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  :       185:        37         33         26         79         91        127        140:
Old  :       185:        37         33         26         79         91        127        140:
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  :                 23.9       26.6       35.6       38.1       23.4       25.0       32.6       34.4
Old  :                 23.9       26.6       35.6       38.1       23.4       25.0       32.6       34.4
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, August 25, 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  : 1,269,965:    96,281    153,971     75,150    851,905    705,912  1,023,336    935,034:   246,629    334,932
Old  : 1,269,965:    96,281    153,971     75,150    851,905    705,912  1,023,336    935,034:   246,629    334,932
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2009                      :
     :  -150,400:     5,844     -7,334    -51,916   -110,278    -75,534   -156,350   -134,784:     5,950    -15,616
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       12.1        5.9       67.1       55.6       80.6       73.6:      19.4       26.4
Old  :     100.0:       7.6       12.1        5.9       67.1       55.6       80.6       73.6:      19.4       26.4
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  :       198:        32         38         42         98        101        153        158:
Old  :       198:        32         38         42         98        101        153        158:
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  :                 17.4       15.0       27.2       21.9       12.9        8.0       19.9       12.5
Old  :                 17.4       15.0       27.2       21.9       12.9        8.0       19.9       12.5
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, August 25, 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  :   864,630:   117,708     88,044     18,716    514,512    545,463    650,936    652,223:   213,694    212,407
Old  :   864,630:   117,708     88,044     18,716    514,512    545,463    650,936    652,223:   213,694    212,407
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2009                      :
     :   -50,750:   -12,319    -11,461    -22,442    -58,766    -44,891    -93,528    -78,794:    42,778     28,044
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       10.2        2.2       59.5       63.1       75.3       75.4:      24.7       24.6
Old  :     100.0:      13.6       10.2        2.2       59.5       63.1       75.3       75.4:      24.7       24.6
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  :       132:        19         20         16         69         79         94        109:
Old  :       132:        19         20         16         69         79         94        109:
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  :                 20.2       16.9       30.3       27.1       15.5       15.5       23.8       24.9
Old  :                 20.2       16.9       30.3       27.1       15.5       15.5       23.8       24.9
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, August 25, 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  :   655,899:   116,670     21,836    220,197    276,054    372,171    612,921    614,204:    42,978     41,695
Old  :   655,899:   116,670     21,836    220,197    276,054    372,171    612,921    614,204:    42,978     41,695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2009                      :
     :    27,008:     1,870       -674     11,867     10,803     17,958     24,540     29,151:     2,468     -2,143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8        3.3       33.6       42.1       56.7       93.4       93.6:       6.6        6.4
Old  :     100.0:      17.8        3.3       33.6       42.1       56.7       93.4       93.6:       6.6        6.4
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  :        97:        27         10         36         43         46         84         85:
Old  :        97:        27         10         36         43         46         84         85:
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  :                 27.9       28.2       46.3       45.3       15.2       15.4       21.0       22.0
Old  :                 27.9       28.2       46.3       45.3       15.2       15.4       21.0       22.0
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, August 25, 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  :    11,766:     1,876      1,583         14      5,469      6,099      7,359      7,696:     4,407      4,070
Old  :    11,766:     1,876      1,583         14      5,469      6,099      7,359      7,696:     4,407      4,070
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2009                      :
     :      -581:      -657         28        -26       -679     -1,479     -1,361     -1,477:       780        896
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       13.5        0.1       46.5       51.8       62.5       65.4:      37.5       34.6
Old  :     100.0:      15.9       13.5        0.1       46.5       51.8       62.5       65.4:      37.5       34.6
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  :        21:         4          3          2          8          8         13         12:
Old  :        21:         4          3          2          8          8         13         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  :                 41.9       39.6       56.1       58.0       38.7       39.3       52.8       57.7
Old  :                 41.9       39.6       56.1       58.0       38.7       39.3       52.8       57.7
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, August 25, 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  :    71,332:    23,677     16,104      1,193     35,461     36,931     60,332     54,228:    11,001     17,105
Old  :    71,332:    23,677     16,104      1,193     35,461     36,931     60,332     54,228:    11,001     17,105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2009                      :
     :      -746:       581     -1,354        163       -871      1,033       -128       -159:      -618       -588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       22.6        1.7       49.7       51.8       84.6       76.0:      15.4       24.0
Old  :     100.0:      33.2       22.6        1.7       49.7       51.8       84.6       76.0:      15.4       24.0
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  :        94:        29         23          8         28         25         59         54:
Old  :        94:        29         23          8         28         25         59         54:
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  :                 30.0       35.7       43.1       49.1       29.9       33.1       41.0       44.2
Old  :                 30.0       35.7       43.1       49.1       29.9       33.1       41.0       44.2
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, August 25, 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  :     8,444:     6,578      5,236          0      1,736      3,207      8,314      8,443:       130          1
Old  :     8,444:     6,578      5,236          0      1,736      3,207      8,314      8,443:       130          1
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2009                      :
     :        92:       106         92          0        -10          2         96         94:        -4         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.9       62.0        0.0       20.6       38.0       98.5      100.0:       1.5        0.0
Old  :     100.0:      77.9       62.0        0.0       20.6       38.0       98.5      100.0:       1.5        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  :        20:        11          5          0          2          2         13          7:
Old  :        20:        11          5          0          2          2         13          7:
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       93.0       93.6      100.0       75.4       93.0       93.6      100.0
Old  :                 75.4       93.0       93.6      100.0       75.4       93.0       93.6      100.0
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, August 25, 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  :    23,014:     3,408      1,552        490     19,023     20,591     22,921     22,633:        93        381
Old  :    23,014:     3,408      1,552        490     19,023     20,591     22,921     22,633:        93        381
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2009                      :
     :      -162:      -232       -351        400       -350       -218       -182       -169:        20          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8        6.7        2.1       82.7       89.5       99.6       98.3:       0.4        1.7
Old  :     100.0:      14.8        6.7        2.1       82.7       89.5       99.6       98.3:       0.4        1.7
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  :        40:         5         11          2         12         15         18         27:
Old  :        40:         5         11          2         12         15         18         27:
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  :                 80.2       83.5       92.1       90.9       78.5       80.4       90.2       87.2
Old  :                 80.2       83.5       92.1       90.9       78.5       80.4       90.2       87.2
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, August 25, 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  :    30,105:     4,040        285      1,030     24,808     28,661     29,878     29,976:       227        129
Old  :    30,105:     4,040        285      1,030     24,808     28,661     29,878     29,976:       227        129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2009                      :
     :    -2,140:      -973        -42       -111     -1,216     -1,924     -2,300     -2,077:       160        -63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        0.9        3.4       82.4       95.2       99.2       99.6:       0.8        0.4
Old  :     100.0:      13.4        0.9        3.4       82.4       95.2       99.2       99.6:       0.8        0.4
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  :        30:         9          5          1          9          9         18         15:
Old  :        30:         9          5          1          9          9         18         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.0       85.3       95.3       97.3       52.0       62.6       64.1       66.9
Old  :                 83.0       85.3       95.3       97.3       52.0       62.6       64.1       66.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 28, 2009