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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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  :   437,771:    72,899     86,690    105,682    227,824    195,366    406,405    387,738:    31,366     50,033
Old  :   284,230:    61,199     84,592     55,477    146,549    112,731    263,225    252,801:    21,004     31,429
Other:   153,541:    33,158     23,556     28,747     81,275     82,635    143,180    134,937:    10,362     18,604
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2009                    :
     :    -2,251:     1,103      2,382     -2,856     -1,896       -471     -3,649       -945:     1,398     -1,306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       19.8       24.1       52.0       44.6       92.8       88.6:       7.2       11.4
Old  :     100.0:      21.5       29.8       19.5       51.6       39.7       92.6       88.9:       7.4       11.1
Other:     100.0:      21.6       15.3       18.7       52.9       53.8       93.3       87.9:       6.7       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       362:       115        125        124         79         96        267        284:
Old  :       341:       103        129         97         71         85        230        257:
Other:       217:        68         54         70         47         82        147        177:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.6       17.7       35.8       25.4       19.7       15.0       33.1       20.6
Old  :                 27.5       17.8       40.0       25.7       27.5       15.0       39.6       22.8
Other:                 35.0       25.4       47.1       35.5       32.0       21.5       39.9       27.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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  : 1,247,226:   283,385     60,629    260,677    575,403    654,720  1,119,465    976,026:   127,761    271,200
Old  :   954,527:   216,834     77,836    182,986    447,031    501,457    846,852    762,279:   107,675    192,248
Other:   292,699:    99,228     15,471     45,014    128,371    153,263    272,613    213,747:    20,086     78,952
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2009                    :
     :    26,749:    14,254     -7,105      5,302       -319     23,333     19,237     21,530:     7,511      5,218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        4.9       20.9       46.1       52.5       89.8       78.3:      10.2       21.7
Old  :     100.0:      22.7        8.2       19.2       46.8       52.5       88.7       79.9:      11.3       20.1
Other:     100.0:      33.9        5.3       15.4       43.9       52.4       93.1       73.0:       6.9       27.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       646:       176        113        190        219        297        490        530:
Old  :       634:       160        137        177        210        287        470        507:
Other:       425:        89         67         77         79        239        206        350:
     :----------------------------------------------------------------------------------------------------
     :             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       14.3       22.2       20.2       12.4       12.6       20.3       17.0
Old  :                 15.1       14.6       24.1       20.3       14.8       12.7       23.3       16.8
Other:                 24.9       15.8       37.9       23.3       24.1       14.0       37.1       20.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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  :    12,904:     2,051      1,093        832      7,570      9,676     10,453     11,601:     2,451      1,303
Old  :    11,111:     2,082      1,093        573      6,040      8,244      8,695      9,910:     2,416      1,201
Other:     1,793:        29         60        199      1,530      1,432      1,758      1,691:        35        102
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2009                    :
     :      -123:       166        -48       -124       -526         35       -484       -137:       361         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        8.5        6.4       58.7       75.0       81.0       89.9:      19.0       10.1
Old  :     100.0:      18.7        9.8        5.2       54.4       74.2       78.3       89.2:      21.7       10.8
Other:     100.0:       1.6        3.3       11.1       85.4       79.9       98.0       94.3:       2.0        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        11          7          3         13         15         25         25:
Old  :        39:        12          7          2         13         12         25         21:
Other:        15:         2          1          2          6          9          8         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  :                 37.1       61.0       58.1       76.7       30.6       52.6       45.4       61.8
Old  :                 39.7       62.9       57.0       79.2       35.5       57.1       52.1       69.9
Other:                 90.7       68.5       98.0       90.5       79.8       66.0       81.4       77.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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  :   526,575:   112,646     39,958    136,319    226,959    258,637    475,924    434,914:    50,651     91,661
Old  :   428,960:    92,453     35,001    105,333    188,100    223,500    385,887    363,834:    43,073     65,126
Other:    97,615:    31,314     16,079     19,864     38,859     35,137     90,037     71,080:     7,578     26,536
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2009                    :
     :   -79,869:    -2,651     -3,705    -38,688    -34,125    -31,308    -75,464    -73,701:    -4,404     -6,167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        7.6       25.9       43.1       49.1       90.4       82.6:       9.6       17.4
Old  :     100.0:      21.6        8.2       24.6       43.9       52.1       90.0       84.8:      10.0       15.2
Other:     100.0:      32.1       16.5       20.3       39.8       36.0       92.2       72.8:       7.8       27.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       434:       144         97        158        114        157        353        344:
Old  :       429:       142        100        145        112        150        341        329:
Other:       237:        56         49         50         42        115        123        193:
     :----------------------------------------------------------------------------------------------------
     :             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       17.3       25.6       26.6       12.7       13.2       20.8       18.7
Old  :                 16.3       19.8       28.1       29.3       15.7       15.4       25.1       21.4
Other:                 34.0       17.1       46.4       27.7       30.7       15.6       41.4       22.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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  :   241,324:    43,083     20,465     59,952    108,321    141,654    211,355    222,071:    29,969     19,252
Old  :   224,781:    38,825     22,825     52,991    104,713    130,598    196,528    206,413:    28,253     18,368
Other:    16,543:     9,917      3,300      1,302      3,608     11,057     14,827     15,659:     1,716        884
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2009                    :
     :   -18,657:     2,173       -618     -6,371    -14,992     -9,376    -19,190    -16,365:       533     -2,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        8.5       24.8       44.9       58.7       87.6       92.0:      12.4        8.0
Old  :     100.0:      17.3       10.2       23.6       46.6       58.1       87.4       91.8:      12.6        8.2
Other:     100.0:      59.9       19.9        7.9       21.8       66.8       89.6       94.7:      10.4        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       226:        68         50         90         53         56        185        170:
Old  :       225:        75         49         89         51         56        182        169:
Other:        46:         6         13          7         15         19         25         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.1       28.1       27.6       38.1       15.9       22.1       22.2       30.7
Old  :                 17.8       27.7       27.8       38.0       17.1       23.3       23.6       32.7
Other:                 67.4       46.7       83.8       70.5       61.5       45.4       77.1       68.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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  :   724,400:    47,602    149,076     29,390    520,550    407,596    597,542    586,062:   126,858    138,338
Old  :   724,400:    47,602    149,076     29,390    520,550    407,596    597,542    586,062:   126,858    138,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2009                    :
     :   -29,323:   -13,928     -2,200    -11,091     -1,394    -11,449    -26,414    -24,741:    -2,909     -4,582
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       20.6        4.1       71.9       56.3       82.5       80.9:      17.5       19.1
Old  :     100.0:       6.6       20.6        4.1       71.9       56.3       82.5       80.9:      17.5       19.1
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  :       161:        27         35         30         72         78        118        124:
Old  :       161:        27         35         30         72         78        118        124:
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  :                 20.6       20.0       32.7       27.7       16.7       19.8       27.5       27.3
Old  :                 20.6       20.0       32.7       27.7       16.7       19.8       27.5       27.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     6,726:         0        376        155      6,335      6,000      6,490      6,531:       236        195
Old  :     6,726:         0        376        155      6,335      6,000      6,490      6,531:       236        195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2009                    :
     :      -694:      -166        296          2       -429       -891       -593       -593:      -101       -101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.6        2.3       94.2       89.2       96.5       97.1:       3.5        2.9
Old  :     100.0:       0.0        5.6        2.3       94.2       89.2       96.5       97.1:       3.5        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          3          2         14         17         16         20:
Old  :        20:         0          3          2         14         17         16         20:
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  :                 71.3       66.2       86.7       84.3       29.5       25.0       34.0       32.8
Old  :                 71.3       66.2       86.7       84.3       29.5       25.0       34.0       32.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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  :   177,304:    50,244     19,992     24,136     71,381    114,573    145,760    158,701:    31,543     18,603
Old  :   159,609:    47,925     17,185     20,527     61,840    104,388    130,292    142,100:    29,316     17,509
Other:    17,695:     3,440      3,929      2,487      9,540     10,185     15,468     16,601:     2,227      1,094
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2009                    :
     :   -10,515:       167     -1,076     -2,965     -2,101        476     -4,899     -3,565:    -5,616     -6,950
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       11.3       13.6       40.3       64.6       82.2       89.5:      17.8       10.5
Old  :     100.0:      30.0       10.8       12.9       38.7       65.4       81.6       89.0:      18.4       11.0
Other:     100.0:      19.4       22.2       14.1       53.9       57.6       87.4       93.8:      12.6        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        65         28         41         50         47        141         97:
Old  :       159:        67         28         40         50         47        140         96:
Other:        49:         5         14         13         21         13         37         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.6       39.0       25.8       52.4       14.3       30.0       20.9       38.7
Old  :                 15.0       38.4       24.9       51.6       13.5       30.2       20.5       38.9
Other:                 44.8       53.6       58.8       78.7       44.4       49.4       57.0       66.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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  :    16,821:     5,962        847      1,055      5,728     13,791     12,746     15,693:     4,076      1,128
Old  :    15,553:     5,767        829        951      4,992     12,844     11,709     14,623:     3,844        930
Other:     1,268:       196         19        104        737        947      1,036      1,070:       232        199
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2009                    :
     :      -490:       -57        540       -166         68       -735       -156       -361:      -334       -129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4        5.0        6.3       34.1       82.0       75.8       93.3:      24.2        6.7
Old  :     100.0:      37.1        5.3        6.1       32.1       82.6       75.3       94.0:      24.7        6.0
Other:     100.0:      15.5        1.5        8.2       58.1       74.7       81.7       84.3:      18.3       15.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        32          7          6         30         19         67         28:
Old  :        77:        32          6          6         29         18         66         27:
Other:        21:         1          3          4          5         11         10         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       65.9       32.3       78.5       22.0       62.5       31.2       74.7
Old  :                 19.9       68.5       30.0       80.0       19.9       65.2       29.0       76.4
Other:                 72.5       57.5       80.8       75.6       70.9       57.5       73.5       71.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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  :   884,201:   286,525    131,351     37,761    477,439    599,825    801,724    768,936:    82,477    115,265
Old  :   884,201:   286,525    131,351     37,761    477,439    599,825    801,724    768,936:    82,477    115,265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2009                    :
     :   -42,837:   -46,763     -3,358     -4,151     10,236    -24,199    -40,678    -31,708:    -2,160    -11,129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       14.9        4.3       54.0       67.8       90.7       87.0:       9.3       13.0
Old  :     100.0:      32.4       14.9        4.3       54.0       67.8       90.7       87.0:       9.3       13.0
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  :       218:        34         55         30         72        111        126        176:
Old  :       218:        34         55         30         72        111        126        176:
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  :                 39.3       23.6       47.9       30.1       37.6       21.6       45.3       27.9
Old  :                 39.3       23.6       47.9       30.1       37.6       21.6       45.3       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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  : 1,577,970:   145,953    309,739    202,736    968,665    771,976  1,317,354  1,284,452:   260,616    293,518
Old  : 1,577,970:   145,953    309,739    202,736    968,665    771,976  1,317,354  1,284,452:   260,616    293,518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2009                    :
     :   -63,440:   -16,455     33,354    -16,618    -15,094    -81,258    -48,167    -64,522:   -15,273      1,083
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       19.6       12.8       61.4       48.9       83.5       81.4:      16.5       18.6
Old  :     100.0:       9.2       19.6       12.8       61.4       48.9       83.5       81.4:      16.5       18.6
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  :       213:        36         47         53        107        109        173        179:
Old  :       213:        36         47         53        107        109        173        179:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       22.1       27.0       31.0       15.2       18.3       20.8       22.3
Old  :                 19.3       22.1       27.0       31.0       15.2       18.3       20.8       22.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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  :   797,191:   106,138     75,591     32,532    491,978    468,940    630,648    577,063:   166,543    220,128
Old  :   797,191:   106,138     75,591     32,532    491,978    468,940    630,648    577,063:   166,543    220,128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2009                    :
     :   -65,525:   -25,471      5,870      3,321    -25,774    -81,026    -47,924    -71,836:   -17,601      6,311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        9.5        4.1       61.7       58.8       79.1       72.4:      20.9       27.6
Old  :     100.0:      13.3        9.5        4.1       61.7       58.8       79.1       72.4:      20.9       27.6
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  :       137:        20         22         16         72         75        100        105:
Old  :       137:        20         22         16         72         75        100        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       18.3       30.0       28.3       11.7       13.2       19.4       19.6
Old  :                 20.9       18.3       30.0       28.3       11.7       13.2       19.4       19.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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  :   929,783:    77,282     48,900    317,467    499,712    520,844    894,461    887,211:    35,322     42,572
Old  :   929,783:    77,282     48,900    317,467    499,712    520,844    894,461    887,211:    35,322     42,572
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2009                    :
     :    23,355:    -1,136         83     10,562     14,011     12,820     23,436     23,465:       -81       -109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3        5.3       34.1       53.7       56.0       96.2       95.4:       3.8        4.6
Old  :     100.0:       8.3        5.3       34.1       53.7       56.0       96.2       95.4:       3.8        4.6
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:        38         26         48         55         62        112        120:
Old  :       132:        38         26         48         55         62        112        120:
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  :                 28.1       25.3       46.0       39.3       15.4        8.3       17.7       13.0
Old  :                 28.1       25.3       46.0       39.3       15.4        8.3       17.7       13.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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  :    66,837:    26,476      6,712        997     27,391     50,083     54,864     57,792:    11,973      9,045
Old  :    66,837:    26,476      6,712        997     27,391     50,083     54,864     57,792:    11,973      9,045
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2009                    :
     :     1,955:       644     -1,789       -103        674      4,060      1,215      2,168:       740       -213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.6       10.0        1.5       41.0       74.9       82.1       86.5:      17.9       13.5
Old  :     100.0:      39.6       10.0        1.5       41.0       74.9       82.1       86.5:      17.9       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        29         13          6         24         29         56         45:
Old  :        85:        29         13          6         24         29         56         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       37.3       29.7       56.4       17.2       37.3       29.0       54.2
Old  :                 17.6       37.3       29.7       56.4       17.2       37.3       29.0       54.2
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, December 29, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    12,802:     9,904     12,066          0      1,531        635     11,435     12,701:     1,367        101
Old  :    12,802:     9,904     12,066          0      1,531        635     11,435     12,701:     1,367        101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2009                    :
     :       -67:       -31         14          0        -37        -80        -68        -66:         1         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.4       94.3        0.0       12.0        5.0       89.3       99.2:      10.7        0.8
Old  :     100.0:      77.4       94.3        0.0       12.0        5.0       89.3       99.2:      10.7        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        11          5          0          1          3         12          8:
Old  :        20:        11          5          0          1          3         12          8:
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  :                 74.9       97.2       86.0       99.2       74.9       97.2       86.0       99.2
Old  :                 74.9       97.2       86.0       99.2       74.9       97.2       86.0       99.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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  :     9,226:       104      2,364        175      8,411      6,012      8,690      8,551:       536        675
Old  :     9,226:       104      2,364        175      8,411      6,012      8,690      8,551:       536        675
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2009                    :
     :       263:       -41        237          0        498        116        457        353:      -194        -90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1       25.6        1.9       91.2       65.2       94.2       92.7:       5.8        7.3
Old  :     100.0:       1.1       25.6        1.9       91.2       65.2       94.2       92.7:       5.8        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2          9          2         12         13         16         22:
Old  :        34:         2          9          2         12         13         16         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  :                 68.0       55.8       86.1       74.3       68.0       55.0       78.0       70.9
Old  :                 68.0       55.8       86.1       74.3       68.0       55.0       78.0       70.9
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, December 29, 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  :    13,303:     2,389      1,010          0     10,632     12,073     13,021     13,083:       282        220
Old  :    13,303:     2,389      1,010          0     10,632     12,073     13,021     13,083:       282        220
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2009                    :
     :      -701:      -686        -42          0         93       -568       -593       -610:      -108        -91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0        7.6        0.0       79.9       90.8       97.9       98.3:       2.1        1.7
Old  :     100.0:      18.0        7.6        0.0       79.9       90.8       97.9       98.3:       2.1        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  :        27:         6          4          0          8         10         14         14:
Old  :        27:         6          4          0          8         10         14         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  :                 78.9       79.3       94.5       93.2       78.9       77.0       92.7       90.4
Old  :                 78.9       79.3       94.5       93.2       78.9       77.0       92.7       90.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 7, 2010