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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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  :   437,564:    79,031     89,877    121,721    200,806    176,566    401,558    388,164:    36,006     49,400
Old  :   353,916:    68,528     85,423     93,572    162,366    136,834    324,466    315,828:    29,450     38,087
Other:    83,648:    27,585     21,535     11,068     38,440     39,733     77,092     72,336:     6,556     11,313
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :     7,397:    -1,440    -13,571      9,901     -3,158     10,962      5,303      7,292:     2,094        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       20.5       27.8       45.9       40.4       91.8       88.7:       8.2       11.3
Old  :     100.0:      19.4       24.1       26.4       45.9       38.7       91.7       89.2:       8.3       10.8
Other:     100.0:      33.0       25.7       13.2       46.0       47.5       92.2       86.5:       7.8       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       366:       105        147        128         85         97        273        295:
Old  :       359:       108        143        109         80         92        253        280:
Other:       182:        31         63         46         43         73        107        153:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       14.1       32.2       21.1       18.5       12.1       30.4       17.5
Old  :                 22.7       14.7       34.4       22.1       21.2       14.0       32.6       20.0
Other:                 48.1       23.5       57.7       33.4       42.9       19.9       50.0       27.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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  : 1,411,074:   256,317     83,856    436,192    588,543    612,166  1,281,052  1,132,214:   130,022    278,860
Old  : 1,275,624:   227,588     84,708    402,747    525,278    546,264  1,155,614  1,033,719:   120,010    241,905
Other:   135,450:    42,875     13,295     19,298     63,265     65,903    125,438     98,495:    10,012     36,955
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :    33,104:     9,044    -23,449     21,786       -920     23,902     29,909     22,239:     3,195     10,866
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2        5.9       30.9       41.7       43.4       90.8       80.2:       9.2       19.8
Old  :     100.0:      17.8        6.6       31.6       41.2       42.8       90.6       81.0:       9.4       19.0
Other:     100.0:      31.7        9.8       14.2       46.7       48.7       92.6       72.7:       7.4       27.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       670:       173        162        222        219        284        523        555:
Old  :       668:       166        173        215        217        282        517        548:
Other:       338:        59         51         52         67        197        146        282:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.3       13.3       20.5       19.9       10.6       10.8       17.0       14.1
Old  :                 12.6       13.2       21.1       19.8       11.0       10.6       17.7       13.9
Other:                 29.7       19.5       44.5       26.6       29.3       17.1       40.8       21.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    14,289:     1,949        612      1,595      8,444     10,080     11,988     12,287:     2,301      2,002
Old  :    14,255:     1,945        612      1,595      8,421     10,051     11,960     12,258:     2,294      1,997
Other:        34:         4          0          0         23         29         27         29:         7          5
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :       417:       167       -642        519       -443        422        243        299:       174        118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6        4.3       11.2       59.1       70.5       83.9       86.0:      16.1       14.0
Old  :     100.0:      13.6        4.3       11.2       59.1       70.5       83.9       86.0:      16.1       14.0
Other:     100.0:      11.9        0.0        0.0       67.5       85.1       79.4       85.1:      20.6       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        13          5          5         18         13         33         22:
Old  :        39:        13          5          5         17         13         32         22:
Other:         8:         2          0          0          3          3          5          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.7       59.1       56.5       75.0       38.4       55.7       51.0       66.6
Old  :                 41.8       59.1       56.6       75.0       38.5       55.7       51.1       66.7
Other:                 79.3       85.1       79.4       85.1       79.3       85.1       79.4       85.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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  :   635,222:   103,552     34,696    223,566    245,996    282,901    573,114    541,164:    62,108     94,058
Old  :   579,106:    99,717     35,450    197,492    222,829    261,278    520,038    494,220:    59,067     84,885
Other:    56,116:    19,769     15,179     10,140     23,166     21,624     53,075     46,943:     3,040      9,173
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :    27,289:    10,293    -27,195     28,138    -21,372     26,598     17,058     27,541:    10,231       -252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3        5.5       35.2       38.7       44.5       90.2       85.2:       9.8       14.8
Old  :     100.0:      17.2        6.1       34.1       38.5       45.1       89.8       85.3:      10.2       14.7
Other:     100.0:      35.2       27.1       18.1       41.3       38.5       94.6       83.7:       5.4       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       502:       162        140        235        129        158        429        431:
Old  :       500:       170        143        229        127        155        423        426:
Other:       211:        34         64         29         33        101         85        176:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.0       18.3       23.5       26.7       10.3       13.4       16.1       17.5
Old  :                 15.6       18.5       24.3       26.9       10.9       14.2       17.0       18.3
Other:                 45.3       34.4       62.2       47.2       44.0       30.2       56.4       39.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    21,611:    18,677      4,304        346         12      4,340     19,035      8,990:     2,576     12,621
Old  :    19,681:    17,088      4,344        286         12      3,952     17,386      8,582:     2,295     11,099
Other:     1,930:     1,644         15          5          0        388      1,649        408:       281      1,522
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :       767:       783      1,690        -14        -12        352        757      2,028:        10     -1,261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.4       19.9        1.6        0.1       20.1       88.1       41.6:      11.9       58.4
Old  :     100.0:      86.8       22.1        1.5        0.1       20.1       88.3       43.6:      11.7       56.4
Other:     100.0:      85.2        0.8        0.3        0.0       20.1       85.4       21.1:      14.6       78.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        14          8         10          1          9         17         25:
Old  :        31:        14          8         10          1          9         17         25:
Other:        20:        11          1          1          0          8         11         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.0       20.9       79.7       30.6       61.0       20.6       78.6       30.4
Old  :                 63.4       22.7       81.0       31.9       62.4       22.7       79.8       31.9
Other:                 67.5       19.2       84.4       21.0       67.5       19.2       84.1       20.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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  :   272,851:    38,455     45,700     74,977    125,161    125,678    238,593    246,354:    34,258     26,497
Old  :   262,527:    39,068     48,468     68,434    121,668    119,625    229,171    236,526:    33,356     26,001
Other:    10,324:     3,859      1,704      2,071      3,492      6,053      9,422      9,828:       902        496
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :    29,810:     5,295     -7,880     19,683     -5,382     18,724     19,596     30,527:    10,214       -717
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       16.7       27.5       45.9       46.1       87.4       90.3:      12.6        9.7
Old  :     100.0:      14.9       18.5       26.1       46.3       45.6       87.3       90.1:      12.7        9.9
Other:     100.0:      37.4       16.5       20.1       33.8       58.6       91.3       95.2:       8.7        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:        63         62         93         61         64        188        190:
Old  :       234:        68         63         92         60         63        186        189:
Other:        37:         3         13          5         14         12         22         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       18.1       25.0       28.6       13.9       13.8       20.7       21.4
Old  :                 15.9       18.4       25.4       29.0       14.6       14.7       21.7       22.8
Other:                 74.0       59.6       88.1       81.2       64.4       42.5       68.3       60.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   817,707:    77,801    154,585     37,268    555,070    487,481    670,138    679,334:   147,568    138,373
Old  :   817,707:    77,801    154,585     37,268    555,070    487,481    670,138    679,334:   147,568    138,373
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :   -11,023:    -5,653     11,824      2,684     -9,192    -27,147    -12,161    -12,638:     1,138      1,615
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       18.9        4.6       67.9       59.6       82.0       83.1:      18.0       16.9
Old  :     100.0:       9.5       18.9        4.6       67.9       59.6       82.0       83.1:      18.0       16.9
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  :       161:        31         32         33         71         75        120        122:
Old  :       161:        31         32         33         71         75        120        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  :                 18.9       27.0       29.7       35.3       15.9       26.4       25.5       34.5
Old  :                 18.9       27.0       29.7       35.3       15.9       26.4       25.5       34.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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  :   173,769:    47,721     14,856     30,938     65,620    107,601    144,279    153,396:    29,490     20,373
Old  :   162,307:    47,640     14,908     27,148     59,356    100,428    134,144    142,484:    28,163     19,823
Other:    11,461:     1,489      1,357      2,381      6,264      7,173     10,134     10,911:     1,327        550
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :     1,587:     8,179      1,092       -105    -11,046      2,818     -2,973      3,805:     4,559     -2,218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5        8.5       17.8       37.8       61.9       83.0       88.3:      17.0       11.7
Old  :     100.0:      29.4        9.2       16.7       36.6       61.9       82.6       87.8:      17.4       12.2
Other:     100.0:      13.0       11.8       20.8       54.6       62.6       88.4       95.2:      11.6        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        68         27         48         56         55        149        114:
Old  :       174:        72         27         47         56         55        148        114:
Other:        42:        11          4          9         25         10         39         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.4       34.3       24.8       50.6       14.9       29.7       21.9       41.0
Old  :                 14.5       33.3       23.1       49.6       14.2       29.1       21.3       40.9
Other:                 51.3       67.2       65.8       85.5       42.9       59.5       53.2       65.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    12,912:     3,347      1,023      1,354      5,688      8,987     10,389     11,364:     2,523      1,548
Old  :    12,509:     3,264      1,020      1,326      5,467      8,653     10,057     10,999:     2,452      1,510
Other:       403:        89          9         22        221        334        332        365:        71         38
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :       635:       643       -505       -118       -472      1,192         53        569:       582         66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9        7.9       10.5       44.0       69.6       80.5       88.0:      19.5       12.0
Old  :     100.0:      26.1        8.2       10.6       43.7       69.2       80.4       87.9:      19.6       12.1
Other:     100.0:      22.1        2.2        5.5       54.8       82.9       82.4       90.6:      17.6        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        20          6         10         23         19         49         32:
Old  :        59:        20          7         10         23         19         49         32:
Other:        12:         3          2          3          2          5          7          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.4       49.1       43.7       65.9       31.4       46.2       43.3       62.7
Old  :                 30.6       50.7       42.7       65.8       30.6       47.7       42.4       62.6
Other:                 78.7       81.1       82.4       90.6       76.4       81.1       76.9       85.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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  :   939,872:   295,674    158,122     44,419    512,672    613,014    852,764    815,556:    87,107    124,316
Old  :   939,872:   295,674    158,122     44,419    512,672    613,014    852,764    815,556:    87,107    124,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :    38,457:    -4,712     18,205     18,267     41,546     15,767     55,101     52,239:   -16,645    -13,782
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       16.8        4.7       54.5       65.2       90.7       86.8:       9.3       13.2
Old  :     100.0:      31.5       16.8        4.7       54.5       65.2       90.7       86.8:       9.3       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       222:        34         57         29         74        110        123        181:
Old  :       222:        34         57         29         74        110        123        181:
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  :                 31.1       20.7       43.8       27.8       31.0       20.1       43.3       26.5
Old  :                 31.1       20.7       43.8       27.8       31.0       20.1       43.3       26.5
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 13, 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  : 1,554,267:   150,597    159,872    179,213    942,887    898,242  1,272,697  1,237,327:   281,570    316,940
Old  : 1,554,267:   150,597    159,872    179,213    942,887    898,242  1,272,697  1,237,327:   281,570    316,940
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :     5,265:   -20,787     16,455    -17,041     47,401     15,595      9,573     15,009:    -4,308     -9,744
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       10.3       11.5       60.7       57.8       81.9       79.6:      18.1       20.4
Old  :     100.0:       9.7       10.3       11.5       60.7       57.8       81.9       79.6:      18.1       20.4
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  :       258:        45         50         66        123        135        202        217:
Old  :       258:        45         50         66        123        135        202        217:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       13.7       27.1       21.0       16.2        8.4       21.7       12.9
Old  :                 20.1       13.7       27.1       21.0       16.2        8.4       21.7       12.9
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 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   817,914:   116,538     75,334     26,017    467,583    515,922    610,138    617,273:   207,776    200,640
Old  :   817,914:   116,538     75,334     26,017    467,583    515,922    610,138    617,273:   207,776    200,640
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :   -33,801:    -1,893     -7,790      1,587    -31,832    -40,688    -32,139    -46,891:    -1,662     13,090
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        9.2        3.2       57.2       63.1       74.6       75.5:      25.4       24.5
Old  :     100.0:      14.2        9.2        3.2       57.2       63.1       74.6       75.5:      25.4       24.5
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  :       135:        20         21         22         67         78         99        109:
Old  :       135:        20         21         22         67         78         99        109:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       14.8       30.3       25.7       15.0       12.1       23.3       21.0
Old  :                 20.9       14.8       30.3       25.7       15.0       12.1       23.3       21.0
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 13, 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  :   790,787:    70,610     31,331    311,633    374,312    409,902    756,554    752,866:    34,233     37,921
Old  :   790,787:    70,610     31,331    311,633    374,312    409,902    756,554    752,866:    34,233     37,921
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :     9,141:   -12,243      6,968        574     22,746      3,014     11,077     10,556:    -1,936     -1,415
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        4.0       39.4       47.3       51.8       95.7       95.2:       4.3        4.8
Old  :     100.0:       8.9        4.0       39.4       47.3       51.8       95.7       95.2:       4.3        4.8
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  :       114:        36         18         47         48         50        101        101:
Old  :       114:        36         18         47         48         50        101        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       24.9       47.7       42.3       13.1        9.6       15.9       14.4
Old  :                 27.5       24.9       47.7       42.3       13.1        9.6       15.9       14.4
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 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    13,591:     3,558      1,402          4      6,954      9,348     10,516     10,754:     3,075      2,837
Old  :    13,591:     3,558      1,402          4      6,954      9,348     10,516     10,754:     3,075      2,837
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :       104:       357         59         -1          5         -6        360         51:      -256         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       10.3        0.0       51.2       68.8       77.4       79.1:      22.6       20.9
Old  :     100.0:      26.2       10.3        0.0       51.2       68.8       77.4       79.1:      22.6       20.9
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  :        22:         6          4          2          6          7         13         12:
Old  :        22:         6          4          2          6          7         13         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.4       64.1       72.0       74.2       55.4       63.9       72.0       73.9
Old  :                 55.4       64.1       72.0       74.2       55.4       63.9       72.0       73.9
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 13, 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  :    66,690:    27,088      8,034      1,298     26,145     42,031     54,532     51,364:    12,159     15,326
Old  :    66,690:    27,088      8,034      1,298     26,145     42,031     54,532     51,364:    12,159     15,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :    -4,390:    -1,658        723        553     -2,358     -5,325     -3,463     -4,049:      -926       -341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6       12.0        1.9       39.2       63.0       81.8       77.0:      18.2       23.0
Old  :     100.0:      40.6       12.0        1.9       39.2       63.0       81.8       77.0:      18.2       23.0
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  :        91:        32         12          9         30         28         63         48:
Old  :        91:        32         12          9         30         28         63         48:
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  :                 21.5       37.5       33.6       51.2       21.5       35.0       33.5       48.7
Old  :                 21.5       37.5       33.6       51.2       21.5       35.0       33.5       48.7
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 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    16,444:       740      2,415         95     15,366     13,784     16,201     16,294:       243        150
Old  :    16,444:       740      2,415         95     15,366     13,784     16,201     16,294:       243        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :       502:      -980        595       -102      1,569         31        487        524:        15        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5       14.7        0.6       93.4       83.8       98.5       99.1:       1.5        0.9
Old  :     100.0:       4.5       14.7        0.6       93.4       83.8       98.5       99.1:       1.5        0.9
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  :        41:         5         11          1         12         15         18         26:
Old  :        41:         5         11          1         12         15         18         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.3       71.5       88.7       84.0       61.9       49.8       70.2       62.3
Old  :                 75.3       71.5       88.7       84.0       61.9       49.8       70.2       62.3
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 13, 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  :    32,438:     7,131      1,011         25     25,050     31,352     32,206     32,388:       232         50
Old  :    32,438:     7,131      1,011         25     25,050     31,352     32,206     32,388:       232         50
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :       738:     2,347        466          0     -1,626        256        721        722:        17         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        3.1        0.1       77.2       96.7       99.3       99.8:       0.7        0.2
Old  :     100.0:      22.0        3.1        0.1       77.2       96.7       99.3       99.8:       0.7        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         8          9          1          8          8         16         18:
Old  :        31:         8          9          1          8          8         16         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.2       92.8       95.4       97.8       61.0       76.8       78.7       80.9
Old  :                 77.2       92.8       95.4       97.8       61.0       76.8       78.7       80.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 16, 2009