```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      418,881
COMMITMENTS
  73,456   66,691   97,051  215,934  205,407  386,441  369,150   32,439   49,731

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:    -76,159)
   2,148   -3,370  -50,076  -17,497  -13,462  -65,426  -66,909  -10,733   -9,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5     15.9     23.2     51.6     49.0     92.3     88.1      7.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
     109      125      137       75       99      277      290
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,214,860
COMMITMENTS
 255,748   63,164  262,175  563,115  602,364  1081038  927,703  133,822  287,157

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:   -287,263)
 -19,067    1,002 -162,539  -79,319  -88,897 -260,925 -250,435  -26,337  -36,828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1      5.2     21.6     46.4     49.6     89.0     76.4     11.0     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      657)
     179      110      229      222      285      525      554
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,637
COMMITMENTS
   2,519      106    1,103    7,406   11,168   11,028   12,377    2,609    1,260

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     -1,631)
     315        0     -351     -790     -625     -825     -975     -806     -656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5      0.8      8.1     54.3     81.9     80.9     90.8     19.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13        1        7       16       13       35       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      587,345
COMMITMENTS
 138,508   27,367  154,978  232,152  309,541  525,638  491,886   61,706   95,458

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     27,174)
  14,553   -5,746   10,109    7,210   26,294   31,873   30,658   -4,699   -3,484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6      4.7     26.4     39.5     52.7     89.5     83.7     10.5     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      461)
     171      101      162      118      165      377      352
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,546
COMMITMENTS
  13,735    2,310      424        0    1,913   14,159    4,647    3,387   12,899

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      2,915)
   2,243      665      141        0      312    2,384    1,118      531    1,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.3     13.2      2.4      0.0     10.9     80.7     26.5     19.3     73.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      15        6       10        0        5       16       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      287,202
COMMITMENTS
  60,473   20,807   74,446  117,178  171,185  252,097  266,438   35,105   20,763

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:    -25,762)
   6,604   -1,575  -10,505  -11,601   -7,600  -15,503  -19,681  -10,260   -6,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1      7.2     25.9     40.8     59.6     87.8     92.8     12.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      83       44       92       61       67      211      175
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      850,475
COMMITMENTS
  71,668  176,329   39,577  591,970  488,827  703,216  704,734  147,259  145,742

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     -4,732)
   9,588   -5,494     -256  -19,443    1,098  -10,111   -4,653    5,379      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4     20.7      4.7     69.6     57.5     82.7     82.9     17.3     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      25       37       31       81       83      124      133
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,859
COMMITMENTS
      74      111      201    5,377    5,331    5,652    5,643      207      216

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:         22)
     -72     -165     -185      301      345       44       -5      -22       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      1.9      3.4     91.8     91.0     96.5     96.3      3.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       15       17       17       20
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      186,533
COMMITMENTS
  53,620   13,270   25,209   71,632  125,943  150,462  164,423   36,072   22,111

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     -1,195)
   5,125   -2,196   -5,705   -1,641    7,581   -2,221     -320    1,025     -875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7      7.1     13.5     38.4     67.5     80.7     88.1     19.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      64       27       45       55       50      148      105
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,186
COMMITMENTS
   6,165      426      871    4,669   13,809   11,704   15,105    4,482    1,081

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        746)
     690      -65       91     -329      763      452      789      294      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.1      2.6      5.4     28.8     85.3     72.3     93.3     27.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      33        5        8       25       20       64       30
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,108,701
COMMITMENTS
 388,700  172,786   40,336  577,216  739,789  1006252  952,911  102,450  155,790

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:    -40,073)
   8,795    7,381  -18,677  -25,493  -40,232  -35,375  -51,528   -4,697   11,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.1     15.6      3.6     52.1     66.7     90.8     85.9      9.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      43       59       33       83      123      142      199
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,542,156
COMMITMENTS
 188,141  268,768  123,647  926,836  846,599  1238623  1239014  303,532  303,141

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:   -177,883)
  15,743   25,558 -113,143  -81,802  -77,104 -179,202 -164,688    1,318  -13,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     17.4      8.0     60.1     54.9     80.3     80.3     19.7     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      40       42       46      112      116      175      181
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      881,626
COMMITMENTS
 137,584   79,391   24,246  503,135  548,937  664,964  652,573  216,662  229,054

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:    -38,880)
 -22,153   10,622  -11,530  -13,275  -44,450  -46,958  -45,358    8,078    6,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6      9.0      2.8     57.1     62.3     75.4     74.0     24.6     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      25       15       21       72       83      104      112
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      947,485
COMMITMENTS
  72,567   49,590  333,037  501,254  519,389  906,859  902,017   40,627   45,469

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     41,378)
 -10,760   -3,242   18,628   30,998   24,468   38,866   39,854    2,512    1,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      5.2     35.1     52.9     54.8     95.7     95.2      4.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      29       33       51       51       56      106      118
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       16,781
COMMITMENTS
   3,774    2,617        2    8,700   10,720   12,477   13,339    4,305    3,442

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:       -408)
     172     -358     -322     -215      305     -365     -375      -43      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     15.6      0.0     51.8     63.9     74.3     79.5     25.7     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        6        2        5        8       11       15
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       69,410
COMMITMENTS
  34,673   12,720    1,047   23,278   39,861   58,999   53,628   10,411   15,782

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     -6,039)
     868   -1,005     -899   -3,588   -1,275   -3,619   -3,180   -2,420   -2,860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.0     18.3      1.5     33.5     57.4     85.0     77.3     15.0     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      40       16       11       24       28       68       51
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       12,262
COMMITMENTS
   9,139    9,425        0    1,959    2,829   11,098   12,254    1,164        8

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        779)
     491      274        0      222      611      713      885       66     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.5     76.9      0.0     16.0     23.1     90.5     99.9      9.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        6        0        2        3       12        9
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       16,788
COMMITMENTS
     530    3,955       99   15,847   12,551   16,476   16,605      312      183

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        185)
      11      348       -2       62     -189       71      157      114       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     23.6      0.6     94.4     74.8     98.1     98.9      1.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        8        1       15       15       20       23
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       38,720
COMMITMENTS
   6,508      864       22   31,667   37,453   38,197   38,339      523      381

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      2,505)
  -1,002      184        0    3,177    2,022    2,175    2,206      330      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      2.2      0.1     81.8     96.7     98.6     99.0      1.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        8        1        9       10       17       19
```

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Updated November 30, 2009