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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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  :   442,320:    74,626     77,891    123,120    206,238    188,809    403,984    389,819:    38,336     52,501
Old  :   356,393:    68,834     77,806     94,115    163,260    144,790    326,209    316,711:    30,185     39,682
Other:    85,927:    23,520     17,812     11,277     42,978     44,019     77,775     73,108:     8,152     12,818
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :     2,292:    -4,304     -3,765      2,561      4,966      4,060      3,223      2,857:      -932       -565
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       17.6       27.8       46.6       42.7       91.3       88.1:       8.7       11.9
Old  :     100.0:      19.3       21.8       26.4       45.8       40.6       91.5       88.9:       8.5       11.1
Other:     100.0:      27.4       20.7       13.1       50.0       51.2       90.5       85.1:       9.5       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       366:       116        133        135         84         99        284        290:
Old  :       361:       112        139        114         78         96        260        279:
Other:       191:        44         54         50         44         78        115        159:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       15.3       31.2       22.8       17.7       13.2       28.9       17.8
Old  :                 22.5       16.2       34.5       23.2       20.9       14.6       32.5       20.0
Other:                 37.8       21.1       50.2       30.3       35.2       20.8       44.8       28.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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  : 1,435,654:   252,000     64,127    434,159    611,651    643,275  1,297,810  1,141,560:   137,844    294,094
Old  : 1,275,325:   215,877     73,307    392,580    542,558    561,961  1,151,016  1,027,847:   124,309    247,477
Other:   160,329:    55,158      9,856     22,543     69,093     81,314    146,795    113,713:    13,535     46,616
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :   -13,133:    -9,083     -5,213    -24,105     15,005     13,312    -18,183    -16,006:     5,050      2,873
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        4.5       30.2       42.6       44.8       90.4       79.5:       9.6       20.5
Old  :     100.0:      16.9        5.7       30.8       42.5       44.1       90.3       80.6:       9.7       19.4
Other:     100.0:      34.4        6.1       14.1       43.1       50.7       91.6       70.9:       8.4       29.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       676:       204        126        231        214        287        526        563:
Old  :       672:       192        144        223        209        283        515        554:
Other:       371:        82         48         58         68        210        170        298:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.2       13.8       20.4       20.0       10.1       10.5       16.5       14.1
Old  :                 12.5       13.7       20.9       20.0       10.6       10.4       17.5       13.9
Other:                 25.0       17.5       36.4       23.9       24.7       15.3       34.4       20.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    15,069:     2,019        258      2,406      8,107     10,701     12,532     13,364:     2,537      1,704
Old  :    14,888:     2,022        265      2,382      7,969     10,556     12,373     13,202:     2,515      1,685
Other:       181:         7          3         14        138        145        159        162:        22         19
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :       -56:        72         -4        -50         37        242         60        188:      -115       -244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        1.7       16.0       53.8       71.0       83.2       88.7:      16.8       11.3
Old  :     100.0:      13.6        1.8       16.0       53.5       70.9       83.1       88.7:      16.9       11.3
Other:     100.0:       4.0        1.8        7.6       76.2       80.1       87.8       89.5:      12.2       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        11          4          5         16         15         31         22:
Old  :        38:        11          4          5         16         14         31         21:
Other:        10:         2          1          2          4          5          7          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       56.6       57.4       78.3       33.1       52.9       46.2       62.8
Old  :                 42.5       57.1       57.9       78.6       33.8       53.4       47.0       63.8
Other:                 85.6       74.0       87.8       89.5       72.0       71.8       72.0       73.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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  :   546,260:   109,584     36,562    151,680    217,474    264,747    478,738    452,989:    67,522     93,271
Old  :   486,714:   104,959     36,535    124,184    193,894    245,649    423,037    406,368:    63,677     80,346
Other:    59,546:    20,033     15,435     12,088     23,580     19,098     55,701     46,621:     3,845     12,925
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :   -81,626:    -3,495     -1,093    -57,614    -21,622    -23,791    -82,731    -82,498:     1,105        872
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        6.7       27.8       39.8       48.5       87.6       82.9:      12.4       17.1
Old  :     100.0:      21.6        7.5       25.5       39.8       50.5       86.9       83.5:      13.1       16.5
Other:     100.0:      33.6       25.9       20.3       39.6       32.1       93.5       78.3:       6.5       21.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       420:       148         85        166        110        143        357        330:
Old  :       415:       152         83        163        106        141        351        324:
Other:       186:        29         53         27         35         93         77        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  :                 13.9       18.8       22.6       28.0       12.5       14.8       19.2       20.3
Old  :                 14.7       20.0       23.9       29.7       13.9       15.8       20.8       22.0
Other:                 43.0       28.3       60.2       41.7       41.6       26.1       51.8       32.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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  :   289,078:    49,590     30,412     82,877    121,646    153,522    254,113    266,812:    34,965     22,267
Old  :   278,260:    50,689     34,108     75,339    118,168    147,233    244,197    256,681:    34,063     21,580
Other:    10,818:     4,335      1,738      2,104      3,478      6,289      9,917     10,131:       902        687
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :     5,834:     4,885     -7,198      2,307     -1,848     12,044      5,343      7,153:       491     -1,320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       10.5       28.7       42.1       53.1       87.9       92.3:      12.1        7.7
Old  :     100.0:      18.2       12.3       27.1       42.5       52.9       87.8       92.2:      12.2        7.8
Other:     100.0:      40.1       16.1       19.5       32.1       58.1       91.7       93.6:       8.3        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       241:        72         52         98         59         69        199        190:
Old  :       240:        77         58         97         59         68        198        189:
Other:        42:        10         11          5         14         12         26         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.0       21.8       26.2       32.5       13.2       15.6       19.5       24.9
Old  :                 16.6       22.1       26.6       32.9       13.9       16.5       20.4       25.6
Other:                 70.6       60.0       84.7       79.7       61.5       43.5       66.1       60.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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  :   780,978:    58,798    158,751     37,318    560,844    446,943    656,959    643,012:   124,019    137,966
Old  :   780,978:    58,798    158,751     37,318    560,844    446,943    656,959    643,012:   124,019    137,966
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :   -25,924:   -16,838      1,334     -4,594      2,888    -21,768    -18,544    -25,028:    -7,380       -897
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       20.3        4.8       71.8       57.2       84.1       82.3:      15.9       17.7
Old  :     100.0:       7.5       20.3        4.8       71.8       57.2       84.1       82.3:      15.9       17.7
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  :       153:        23         35         30         70         75        111        122:
Old  :       153:        23         35         30         70         75        111        122:
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       24.6       31.6       33.4       16.8       24.5       27.3       33.0
Old  :                 20.2       24.6       31.6       33.4       16.8       24.5       27.3       33.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   171,630:    44,016     17,160     32,483     64,680    101,112    141,180    150,755:    30,450     20,875
Old  :   160,964:    45,364     16,146     28,581     57,833     96,253    131,778    140,980:    29,186     19,985
Other:    10,665:       912      3,274      1,642      6,848      4,859      9,402      9,775:     1,264        890
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :      -324:    -3,316      1,907      1,365      3,141     -3,145      1,191        128:    -1,515       -452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       10.0       18.9       37.7       58.9       82.3       87.8:      17.7       12.2
Old  :     100.0:      28.2       10.0       17.8       35.9       59.8       81.9       87.6:      18.1       12.4
Other:     100.0:       8.5       30.7       15.4       64.2       45.6       88.1       91.7:      11.9        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        60         41         50         61         57        155        123:
Old  :       181:        64         40         49         61         57        154        123:
Other:        48:         7          9         11         28         11         42         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  :                 18.9       34.4       27.3       48.4       15.1       30.0       21.5       39.0
Old  :                 18.0       34.6       26.4       48.4       14.2       30.6       20.7       40.5
Other:                 45.6       51.3       60.7       77.4       44.2       43.3       57.0       63.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    13,368:     3,268        989      1,208      6,099     10,216     10,575     12,413:     2,793        954
Old  :    12,884:     3,169        982      1,174      5,857      9,827     10,200     11,984:     2,684        900
Other:       484:       102         10         31        242        389        375        430:       109         54
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :       320:        75         34       -108        191        576        158        503:       162       -182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        7.4        9.0       45.6       76.4       79.1       92.9:      20.9        7.1
Old  :     100.0:      24.6        7.6        9.1       45.5       76.3       79.2       93.0:      20.8        7.0
Other:     100.0:      21.1        2.0        6.4       50.0       80.4       77.5       88.8:      22.5       11.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        21          7          9         23         16         52         28:
Old  :        62:        22          6          9         22         16         51         28:
Other:        15:         1          4          4          3          6          8         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       54.3       43.0       71.6       31.1       51.6       42.7       67.4
Old  :                 30.2       54.8       42.0       72.1       30.2       51.9       41.7       67.7
Other:                 73.2       77.5       77.5       86.2       71.1       77.5       71.1       82.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,028,484:   316,380    151,486     52,562    569,379    694,735    938,321    898,783:    90,163    129,700
Old  : 1,028,484:   316,380    151,486     52,562    569,379    694,735    938,321    898,783:    90,163    129,700
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :   -22,865:    -4,739        341     -7,636     -8,779    -20,519    -21,153    -27,813:    -1,712      4,949
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       14.7        5.1       55.4       67.5       91.2       87.4:       8.8       12.6
Old  :     100.0:      30.8       14.7        5.1       55.4       67.5       91.2       87.4:       8.8       12.6
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  :       227:        37         63         34         72        110        128        188:
Old  :       227:        37         63         34         72        110        128        188:
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  :                 36.2       22.6       48.0       29.7       36.2       21.9       46.7       28.6
Old  :                 36.2       22.6       48.0       29.7       36.2       21.9       46.7       28.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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  : 1,471,239:   134,817    185,250    130,482    937,718    775,286  1,203,017  1,091,018:   268,222    380,221
Old  : 1,471,239:   134,817    185,250    130,482    937,718    775,286  1,203,017  1,091,018:   268,222    380,221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :  -110,900:   -31,997      7,719    -54,367    -25,576   -130,459   -111,940   -177,107:     1,039     66,207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       12.6        8.9       63.7       52.7       81.8       74.2:      18.2       25.8
Old  :     100.0:       9.2       12.6        8.9       63.7       52.7       81.8       74.2:      18.2       25.8
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  :       243:        46         45         60        119        127        191        206:
Old  :       243:        46         45         60        119        127        191        206:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       14.9       27.9       21.5       16.9        9.9       22.2       14.0
Old  :                 21.0       14.9       27.9       21.5       16.9        9.9       22.2       14.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   806,187:    90,560     68,312     27,627    502,086    492,344    620,273    588,283:   185,913    217,903
Old  :   806,187:    90,560     68,312     27,627    502,086    492,344    620,273    588,283:   185,913    217,903
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :   -11,449:   -21,180      2,110     -8,064     25,667    -16,417     -3,577    -22,371:    -7,873     10,922
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2        8.5        3.4       62.3       61.1       76.9       73.0:      23.1       27.0
Old  :     100.0:      11.2        8.5        3.4       62.3       61.1       76.9       73.0:      23.1       27.0
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  :       138:        19         19         18         68         82         97        109:
Old  :       138:        19         19         18         68         82         97        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  :                 19.7       13.5       29.0       21.4       13.2       10.6       20.5       16.8
Old  :                 19.7       13.5       29.0       21.4       13.2       10.6       20.5       16.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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  :   875,372:    89,968     52,207    325,055    420,396    456,966    835,419    834,228:    39,954     41,144
Old  :   875,372:    89,968     52,207    325,055    420,396    456,966    835,419    834,228:    39,954     41,144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :    47,469:    13,965     14,993     14,628     22,165     18,272     50,758     47,893:    -3,289       -425
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        6.0       37.1       48.0       52.2       95.4       95.3:       4.6        4.7
Old  :     100.0:      10.3        6.0       37.1       48.0       52.2       95.4       95.3:       4.6        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:        41         19         50         52         53        107        112:
Old  :       124:        41         19         50         52         53        107        112:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       24.5       44.4       41.2       13.2        9.1       16.3       14.9
Old  :                 28.0       24.5       44.4       41.2       13.2        9.1       16.3       14.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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  :    14,504:     3,304      2,116         40      7,730      9,476     11,074     11,632:     3,430      2,872
Old  :    14,504:     3,304      2,116         40      7,730      9,476     11,074     11,632:     3,430      2,872
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :       611:       578        548        -40        237        115        774        623:      -163        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       14.6        0.3       53.3       65.3       76.4       80.2:      23.6       19.8
Old  :     100.0:      22.8       14.6        0.3       53.3       65.3       76.4       80.2:      23.6       19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         6          7          1          5          7         12         14:
Old  :        24:         6          7          1          5          7         12         14:
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  :                 55.6       61.5       72.1       71.8       55.6       61.2       72.1       71.5
Old  :                 55.6       61.5       72.1       71.8       55.6       61.2       72.1       71.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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  :    66,091:    27,080     19,199      1,527     27,683     32,087     56,289     52,813:     9,802     13,278
Old  :    66,091:    27,080     19,199      1,527     27,683     32,087     56,289     52,813:     9,802     13,278
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :     2,118:      -838      4,755        692      4,177     -1,837      4,032      3,610:    -1,913     -1,492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.0       29.0        2.3       41.9       48.5       85.2       79.9:      14.8       20.1
Old  :     100.0:      41.0       29.0        2.3       41.9       48.5       85.2       79.9:      14.8       20.1
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  :        93:        32         17          9         26         26         60         50:
Old  :        93:        32         17          9         26         26         60         50:
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  :                 20.4       30.6       32.3       47.5       20.4       28.2       32.1       45.0
Old  :                 20.4       30.6       32.3       47.5       20.4       28.2       32.1       45.0
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, October 27, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    15,080:       603      2,207         95     14,187     12,574     14,885     14,876:       195        204
Old  :    15,080:       603      2,207         95     14,187     12,574     14,885     14,876:       195        204
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :      -712:      -205        547       -152       -322     -1,145       -679       -750:       -33         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       14.6        0.6       94.1       83.4       98.7       98.6:       1.3        1.4
Old  :     100.0:       4.0       14.6        0.6       94.1       83.4       98.7       98.6:       1.3        1.4
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  :        36:         4          8          1         13         14         18         22:
Old  :        36:         4          8          1         13         14         18         22:
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  :                 75.5       78.0       89.8       88.6       64.7       58.3       72.5       67.9
Old  :                 75.5       78.0       89.8       88.6       64.7       58.3       72.5       67.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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  :    38,780:     7,634        710        157     30,818     37,877     38,609     38,744:       171         36
Old  :    38,780:     7,634        710        157     30,818     37,877     38,609     38,744:       171         36
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :     1,163:      -736        478        132      1,795        561      1,191      1,171:       -28         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7        1.8        0.4       79.5       97.7       99.6       99.9:       0.4        0.1
Old  :     100.0:      19.7        1.8        0.4       79.5       97.7       99.6       99.9:       0.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         9          7          1         10         11         19         19:
Old  :        34:         9          7          1         10         11         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.9       93.6       94.0       98.2       63.9       80.2       80.0       84.0
Old  :                 77.9       93.6       94.0       98.2       63.9       80.2       80.0       84.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 30, 2009