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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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  :   435,402:    75,522     70,284    104,721    221,848    205,882    402,091    380,887:    33,311     54,515
Old  :   288,331:    63,337     67,842     58,464    145,198    128,213    266,999    254,519:    21,332     33,812
Other:   147,071:    32,138     22,396     26,303     76,650     77,669    135,092    126,368:    11,979     20,703
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2009                     :
     :    13,612:       -61      5,983      5,032      8,393       -519     13,363     10,495:       249      3,117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       16.1       24.1       51.0       47.3       92.3       87.5:       7.7       12.5
Old  :     100.0:      22.0       23.5       20.3       50.4       44.5       92.6       88.3:       7.4       11.7
Other:     100.0:      21.9       15.2       17.9       52.1       52.8       91.9       85.9:       8.1       14.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       366:       123        117        128         80        101        275        286:
Old  :       346:       106        125        103         68         90        233        262:
Other:       218:        64         59         68         47         84        146        178:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.5       19.6       34.6       27.7       19.2       16.4       32.5       22.5
Old  :                 26.8       20.3       39.4       28.4       26.8       17.2       38.9       24.8
Other:                 34.9       26.9       47.1       35.7       33.3       22.0       40.7       27.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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  : 1,212,495:   272,089     67,873    256,424    564,032    622,373  1,092,545    946,670:   119,950    265,825
Old  :   938,637:   206,271     75,043    188,474    441,239    482,017    835,985    745,533:   102,652    193,104
Other:   273,858:    90,857     17,870     42,911    122,793    140,356    256,561    201,137:    17,297     72,721
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2009                     :
     :    -6,364:     2,370    -12,702     -3,761       -954     16,098     -2,345       -365:    -4,019     -5,999
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4        5.6       21.1       46.5       51.3       90.1       78.1:       9.9       21.9
Old  :     100.0:      22.0        8.0       20.1       47.0       51.4       89.1       79.4:      10.9       20.6
Other:     100.0:      33.2        6.5       15.7       44.8       51.3       93.7       73.4:       6.3       26.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       652:       181        116        196        212        298        486        537:
Old  :       639:       162        135        181        204        288        466        512:
Other:       423:        86         67         74         78        237        195        353:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.2       13.6       22.2       19.8       12.3       11.8       20.5       16.5
Old  :                 14.9       13.9       24.0       20.1       14.6       11.9       23.5       16.4
Other:                 26.1       15.2       39.7       22.4       25.2       13.3       38.8       19.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    13,059:     1,717        870        922      8,114      9,922     10,753     11,714:     2,307      1,345
Old  :    11,284:     1,787        870        656      6,563      8,528      9,005     10,054:     2,279      1,229
Other:     1,775:         0         70        196      1,552      1,394      1,747      1,660:        28        116
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2009                     :
     :      -128:        -7        464         -6        522         59        509        518:      -637       -645
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1        6.7        7.1       62.1       76.0       82.3       89.7:      17.7       10.3
Old  :     100.0:      15.8        7.7        5.8       58.2       75.6       79.8       89.1:      20.2       10.9
Other:     100.0:       0.0        4.0       11.0       87.4       78.5       98.4       93.5:       1.6        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         8          6          3         14         14         24         22:
Old  :        35:        10          5          2         14         10         24         17:
Other:        15:         0          3          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  :                 37.4       63.1       60.6       78.7       31.7       54.7       47.1       61.8
Old  :                 40.3       65.4       59.9       81.8       36.7       59.4       54.2       72.0
Other:                 91.4       68.1       98.4       89.7       81.9       64.6       82.0       76.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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  :   622,997:   150,150     35,276    163,508    246,961    321,017    560,618    519,801:    62,378    103,196
Old  :   523,740:   131,712     33,797    128,606    208,204    283,615    468,523    446,018:    55,217     77,722
Other:    99,257:    31,939     14,980     21,400     38,756     37,403     92,096     73,783:     7,161     25,474
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2009                     :
     :    11,101:     5,213      2,854      4,260      3,806      1,776     13,279      8,889:    -2,178      2,211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        5.7       26.2       39.6       51.5       90.0       83.4:      10.0       16.6
Old  :     100.0:      25.1        6.5       24.6       39.8       54.2       89.5       85.2:      10.5       14.8
Other:     100.0:      32.2       15.1       21.6       39.0       37.7       92.8       74.3:       7.2       25.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       489:       182        113        182        115        169        397        381:
Old  :       484:       180        115        165        114        163        386        364:
Other:       248:        59         55         51         42        118        128        199:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.2       20.5       23.0       30.5       10.7       15.5       17.4       21.4
Old  :                 14.4       23.4       24.4       33.0       12.7       17.2       20.4       24.3
Other:                 33.3       17.5       46.9       29.4       30.1       16.1       40.7       23.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    17,150:    13,631      2,405        334          0      2,154     13,965      4,893:     3,185     12,257
Old  :    10,634:     7,514      2,490        172          0      1,213      7,686      3,875:     2,948      6,759
Other:     6,516:     6,267         65         12          0        941      6,279      1,018:       237      5,498
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2009                     :
     :    -1,726:    -2,003        -70       -151          0        117     -2,154       -104:       428     -1,622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.5       14.0        1.9        0.0       12.6       81.4       28.5:      18.6       71.5
Old  :     100.0:      70.7       23.4        1.6        0.0       11.4       72.3       36.4:      27.7       63.6
Other:     100.0:      96.2        1.0        0.2        0.0       14.4       96.4       15.6:       3.6       84.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        17          4         12          0          5         18         20:
Old  :        25:        15          4         10          0          5         16         19:
Other:        20:        14          1          4          0          5         14         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  :                 47.7       18.5       64.7       26.4       47.1       17.6       63.8       25.5
Old  :                 47.7       26.9       61.3       34.6       46.9       26.9       60.3       34.6
Other:                 57.7       13.8       82.6       15.6       57.7       13.8       82.5       15.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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  :   268,540:    55,421     18,996     67,070    111,846    162,220    234,337    248,285:    34,203     20,254
Old  :   252,374:    53,630     23,351     57,991    108,377    151,616    219,998    232,959:    32,376     19,415
Other:    16,166:     9,666      3,519      1,204      3,469     10,604     14,339     15,327:     1,827        839
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2009                     :
     :    -5,807:    -3,896       -453      4,147     -1,932     -7,989     -1,680     -4,294:    -4,127     -1,513
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        7.1       25.0       41.6       60.4       87.3       92.5:      12.7        7.5
Old  :     100.0:      21.3        9.3       23.0       42.9       60.1       87.2       92.3:      12.8        7.7
Other:     100.0:      59.8       21.8        7.4       21.5       65.6       88.7       94.8:      11.3        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:        80         42         83         57         63        193        167:
Old  :       232:        85         42         82         57         63        192        166:
Other:        44:         6         13          6         14         17         23         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.2       27.1       24.8       37.3       14.2       22.5       19.7       31.2
Old  :                 16.2       26.8       25.5       37.1       15.2       22.6       21.1       32.1
Other:                 68.8       47.8       84.3       71.8       62.7       46.8       77.5       69.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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  :   761,483:    56,758    156,376     35,466    528,929    441,476    621,153    633,319:   140,330    128,165
Old  :   761,483:    56,758    156,376     35,466    528,929    441,476    621,153    633,319:   140,330    128,165
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2009                     :
     :   -20,470:    -5,070     12,265     -6,416     -6,617    -24,401    -18,103    -18,551:    -2,368     -1,919
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       20.5        4.7       69.5       58.0       81.6       83.2:      18.4       16.8
Old  :     100.0:       7.5       20.5        4.7       69.5       58.0       81.6       83.2:      18.4       16.8
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  :       165:        31         35         37         77         81        129        132:
Old  :       165:        31         35         37         77         81        129        132:
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  :                 21.1       20.5       31.6       29.3       17.4       20.1       27.0       28.3
Old  :                 21.1       20.5       31.6       29.3       17.4       20.1       27.0       28.3
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 15, 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  :     7,014:        75        113        185      6,483      6,514      6,743      6,812:       271        202
Old  :     7,014:        75        113        185      6,483      6,514      6,743      6,812:       271        202
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2009                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        1.6        2.6       92.4       92.9       96.1       97.1:       3.9        2.9
Old  :     100.0:       1.1        1.6        2.6       92.4       92.9       96.1       97.1:       3.9        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  :        21:         1          2          2         15         18         17         21:
Old  :        21:         1          2          2         15         18         17         21:
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  :                 66.0       68.5       84.3       85.4       25.3       28.2       30.8       31.8
Old  :                 66.0       68.5       84.3       85.4       25.3       28.2       30.8       31.8
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 15, 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  :   195,146:    60,110     19,099     27,447     67,599    124,876    155,156    171,422:    39,989     23,723
Old  :   178,755:    59,507     17,033     22,623     58,668    116,408    140,798    156,064:    37,957     22,691
Other:    16,391:     3,485      4,948      1,941      8,932      8,469     14,358     15,358:     2,032      1,033
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2009                     :
     :    13,771:     4,136      1,378      4,306      2,008      5,717     10,450     11,401:     3,321      2,370
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8        9.8       14.1       34.6       64.0       79.5       87.8:      20.5       12.2
Old  :     100.0:      33.3        9.5       12.7       32.8       65.1       78.8       87.3:      21.2       12.7
Other:     100.0:      21.3       30.2       11.8       54.5       51.7       87.6       93.7:      12.4        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        75         30         41         55         52        154        106:
Old  :       176:        79         30         40         55         52        152        106:
Other:        47:         7         11         12         22         12         37         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7       37.8       22.2       49.2       13.3       32.9       19.6       40.8
Old  :                 14.3       38.0       22.0       48.8       12.9       34.1       19.4       42.4
Other:                 46.8       53.7       59.6       78.7       46.4       47.7       57.9       67.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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  :    18,790:     7,070        122      1,551      4,951     15,940     13,572     17,613:     5,218      1,177
Old  :    17,711:     6,875        121      1,472      4,460     15,103     12,807     16,696:     4,904      1,015
Other:     1,079:       196          2         79        490        837        765        917:       314        162
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2009                     :
     :     1,089:       492        -96        601         34        765      1,127      1,270:       -38       -181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6        0.7        8.3       26.3       84.8       72.2       93.7:      27.8        6.3
Old  :     100.0:      38.8        0.7        8.3       25.2       85.3       72.3       94.3:      27.7        5.7
Other:     100.0:      18.2        0.2        7.3       45.5       77.6       70.9       85.0:      29.1       15.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        40          4         10         30         22         75         33:
Old  :        85:        41          3         10         28         22         73         33:
Other:        20:         1          2          3          6         10         10         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       61.6       32.8       75.6       21.7       61.2       30.6       74.4
Old  :                 20.6       63.4       32.3       77.5       20.6       63.2       30.0       75.4
Other:                 60.0       60.0       70.4       81.4       56.9       60.0       63.6       76.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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  :   948,067:   333,341    149,749     44,293    479,548    625,725    857,182    819,767:    90,885    128,300
Old  :   948,067:   333,341    149,749     44,293    479,548    625,725    857,182    819,767:    90,885    128,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2009                     :
     :   -33,641:   -35,576    -10,762     -7,867      3,036    -21,018    -40,407    -39,647:     6,766      6,006
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       15.8        4.7       50.6       66.0       90.4       86.5:       9.6       13.5
Old  :     100.0:      35.2       15.8        4.7       50.6       66.0       90.4       86.5:       9.6       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  :       226:        34         58         34         75        112        130        183:
Old  :       226:        34         58         34         75        112        130        183:
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  :                 37.8       22.3       48.1       28.4       37.3       20.7       46.5       26.6
Old  :                 37.8       22.3       48.1       28.4       37.3       20.7       46.5       26.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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  : 1,492,829:   165,374    225,842    165,950    869,569    808,141  1,200,892  1,199,932:   291,937    292,896
Old  : 1,492,829:   165,374    225,842    165,950    869,569    808,141  1,200,892  1,199,932:   291,937    292,896
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2009                     :
     :     4,470:   -26,340     29,991     20,730     11,154    -29,695      5,544     21,026:    -1,074    -16,556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       15.1       11.1       58.2       54.1       80.4       80.4:      19.6       19.6
Old  :     100.0:      11.1       15.1       11.1       58.2       54.1       80.4       80.4:      19.6       19.6
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  :       222:        43         39         55        115        117        185        184:
Old  :       222:        43         39         55        115        117        185        184:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.9       20.2       24.4       30.2       13.2       17.1       18.6       20.8
Old  :                 16.9       20.2       24.4       30.2       13.2       17.1       18.6       20.8
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 15, 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  :   872,718:   130,741     92,004     26,740    504,192    536,528    661,673    655,272:   211,045    217,446
Old  :   872,718:   130,741     92,004     26,740    504,192    536,528    661,673    655,272:   211,045    217,446
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2009                     :
     :   -22,200:    -6,017     -3,157    -20,693     14,255      8,019    -12,455    -15,832:    -9,745     -6,369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       10.5        3.1       57.8       61.5       75.8       75.1:      24.2       24.9
Old  :     100.0:      15.0       10.5        3.1       57.8       61.5       75.8       75.1:      24.2       24.9
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  :       140:        25         20         20         72         79        105        111:
Old  :       140:        25         20         20         72         79        105        111:
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  :                 18.4       20.1       26.9       30.4       11.0       16.0       18.3       23.2
Old  :                 18.4       20.1       26.9       30.4       11.0       16.0       18.3       23.2
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 15, 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  :   919,587:    79,571     52,246    300,449    502,970    524,554    882,990    877,249:    36,596     42,338
Old  :   919,587:    79,571     52,246    300,449    502,970    524,554    882,990    877,249:    36,596     42,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2009                     :
     :    55,471:    19,868       -106      5,297     30,666     48,157     55,831     53,349:      -360      2,123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        5.7       32.7       54.7       57.0       96.0       95.4:       4.0        4.6
Old  :     100.0:       8.7        5.7       32.7       54.7       57.0       96.0       95.4:       4.0        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  :       127:        30         28         50         50         60        105        119:
Old  :       127:        30         28         50         50         60        105        119:
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  :                 27.7       24.6       45.7       40.5       16.0        9.4       18.7       14.0
Old  :                 27.7       24.6       45.7       40.5       16.0        9.4       18.7       14.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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  :    18,333:     3,618      3,165        565      9,005      9,025     13,188     12,755:     5,145      5,578
Old  :    18,333:     3,618      3,165        565      9,005      9,025     13,188     12,755:     5,145      5,578
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2009                     :
     :     2,577:       125        292        551        304       -197        980        646:     1,597      1,932
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       17.3        3.1       49.1       49.2       71.9       69.6:      28.1       30.4
Old  :     100.0:      19.7       17.3        3.1       49.1       49.2       71.9       69.6:      28.1       30.4
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  :        24:         4          8          4          7          9         13         19:
Old  :        24:         4          8          4          7          9         13         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.9       39.8       69.3       54.8       56.4       39.8       68.5       53.3
Old  :                 56.9       39.8       69.3       54.8       56.4       39.8       68.5       53.3
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 15, 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  :    92,119:    29,113     13,850      3,470     43,656     59,813     76,240     77,133:    15,880     14,987
Old  :    92,119:    29,113     13,850      3,470     43,656     59,813     76,240     77,133:    15,880     14,987
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2009                     :
     :    20,532:    -2,963     -1,667      2,140     16,701     16,096     15,878     16,568:     4,654      3,963
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       15.0        3.8       47.4       64.9       82.8       83.7:      17.2       16.3
Old  :     100.0:      31.6       15.0        3.8       47.4       64.9       82.8       83.7:      17.2       16.3
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  :       100:        39         15         14         31         37         73         63:
Old  :       100:        39         15         14         31         37         73         63:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       27.8       35.1       45.0       14.2       25.8       23.0       38.1
Old  :                 23.8       27.8       35.1       45.0       14.2       25.8       23.0       38.1
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 15, 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  :    15,144:     9,883      9,779      2,327      1,658      2,929     13,868     15,035:     1,276        109
Old  :    15,144:     9,883      9,779      2,327      1,658      2,929     13,868     15,035:     1,276        109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2009                     :
     :     2,710:       278        242      2,327          0         36      2,605      2,605:       105        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.3       64.6       15.4       10.9       19.3       91.6       99.3:       8.4        0.7
Old  :     100.0:      65.3       64.6       15.4       10.9       19.3       91.6       99.3:       8.4        0.7
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  :        21:        12          6          2          1          2         15          8:
Old  :        21:        12          6          2          1          2         15          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  :                 71.8       94.8       85.5       99.3       63.9       79.5       73.2       83.9
Old  :                 71.8       94.8       85.5       99.3       63.9       79.5       73.2       83.9
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 15, 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  :     9,275:       366      2,551         95      8,608      6,524      9,069      9,170:       206        105
Old  :     9,275:       366      2,551         95      8,608      6,524      9,069      9,170:       206        105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2009                     :
     :    -7,364:      -354     -1,283          0     -6,992     -6,060     -7,346     -7,343:       -18        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       27.5        1.0       92.8       70.3       97.8       98.9:       2.2        1.1
Old  :     100.0:       3.9       27.5        1.0       92.8       70.3       97.8       98.9:       2.2        1.1
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  :        37:         3         11          1         14         12         18         23:
Old  :        37:         3         11          1         14         12         18         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.6       64.0       85.0       82.7       63.6       56.5       73.6       72.1
Old  :                 63.6       64.0       85.0       82.7       63.6       56.5       73.6       72.1
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 15, 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  :    14,290:     3,553        123          0     10,576     14,122     14,129     14,245:       161         45
Old  :    14,290:     3,553        123          0     10,576     14,122     14,129     14,245:       161         45
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2009                     :
     :   -23,938:      -371       -696       -270    -22,991    -22,717    -23,632    -23,683:      -306       -255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        0.9        0.0       74.0       98.8       98.9       99.7:       1.1        0.3
Old  :     100.0:      24.9        0.9        0.0       74.0       98.8       98.9       99.7:       1.1        0.3
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  :        30:         9          4          0          8         10         17         14:
Old  :        30:         9          4          0          8         10         17         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  :                 72.1       85.4       93.8       98.1       72.1       85.4       91.8       94.9
Old  :                 72.1       85.4       93.8       98.1       72.1       85.4       91.8       94.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated December 18, 2009