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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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  :   409,544:    74,506    102,954    109,804    195,006    149,831    379,315    362,589:    30,228     46,955
Old  :   340,585:    65,082     94,100     85,360    164,562    122,499    315,004    301,958:    25,582     38,627
Other:    68,958:    26,193     25,624      7,675     30,444     27,332     64,312     60,631:     4,647      8,328
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    11,143:     1,722       -770      7,228      1,568      5,818     10,518     12,276:       625     -1,133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       25.1       26.8       47.6       36.6       92.6       88.5:       7.4       11.5
Old  :     100.0:      19.1       27.6       25.1       48.3       36.0       92.5       88.7:       7.5       11.3
Other:     100.0:      38.0       37.2       11.1       44.1       39.6       93.3       87.9:       6.7       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       382:       107        148        140         82         96        278        316:
Old  :       379:       115        148        126         80         95        268        306:
Other:       168:        37         51         39         34         69         90        143:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.4       12.1       34.2       19.0       19.5       10.5       31.8       16.1
Old  :                 24.0       13.7       35.8       20.8       22.2       12.6       33.8       18.5
Other:                 55.6       29.6       66.2       40.0       52.3       29.1       59.3       37.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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  : 1,316,649:   227,387    151,384    388,940    570,489    526,373  1,186,816  1,066,696:   129,833    249,953
Old  : 1,216,115:   219,866    162,972    351,530    522,174    476,607  1,093,570    991,109:   122,545    225,006
Other:   100,534:    32,115     13,005     12,816     48,316     49,766     93,246     75,587:     7,288     24,947
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    44,011:    17,564    -12,156     22,760     -1,374     35,166     38,951     45,770:     5,060     -1,759
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       11.5       29.5       43.3       40.0       90.1       81.0:       9.9       19.0
Old  :     100.0:      18.1       13.4       28.9       42.9       39.2       89.9       81.5:      10.1       18.5
Other:     100.0:      31.9       12.9       12.7       48.1       49.5       92.8       75.2:       7.2       24.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       673:       163        178        218        214        280        514        555:
Old  :       669:       166        175        208        212        278        506        545:
Other:       310:        47         52         46         59        180        128        260:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.7       11.9       21.3       18.2       11.0        7.9       17.9       11.6
Old  :                 13.2       11.7       22.3       18.2       11.6        7.7       18.9       11.7
Other:                 36.4       17.9       48.1       27.2       34.5       15.6       43.5       21.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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  :    14,895:     1,611      2,625      1,101     10,046      9,357     12,758     13,083:     2,137      1,812
Old  :    14,890:     1,612      2,625      1,100     10,045      9,356     12,757     13,081:     2,133      1,809
Other:         5:         0          1          0          1          1          1          2:         4          3
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :       353:       450        325        -47       -393       -111         10        168:       344        185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       17.6        7.4       67.4       62.8       85.7       87.8:      14.3       12.2
Old  :     100.0:      10.8       17.6        7.4       67.5       62.8       85.7       87.9:      14.3       12.1
Other:     100.0:       0.0       20.0        0.0       20.0       20.0       20.0       40.0:      80.0       60.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        10         14          6         16         12         29         32:
Old  :        48:        11         14          6         15         12         28         32:
Other:         3:         0          1          0          1          1          1          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 45.7       54.9       61.5       66.8       44.3       51.8       58.8       63.5
Old  :                 45.7       54.9       61.6       66.8       44.3       51.8       58.8       63.5
Other:                 20.0       40.0       20.0       40.0       20.0       40.0       20.0       40.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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  :   595,306:    99,877     51,104    192,293    254,172    263,496    546,341    506,893:    48,965     88,413
Old  :   558,429:    96,466     52,822    174,399    240,617    247,830    511,481    475,051:    46,948     83,378
Other:    36,877:    15,029      9,900      6,276     13,555     15,666     34,860     31,842:     2,017      5,036
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    14,117:     5,977      1,628     15,740     -5,382         86     16,335     17,454:    -2,218     -3,337
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8        8.6       32.3       42.7       44.3       91.8       85.1:       8.2       14.9
Old  :     100.0:      17.3        9.5       31.2       43.1       44.4       91.6       85.1:       8.4       14.9
Other:     100.0:      40.8       26.8       17.0       36.8       42.5       94.5       86.3:       5.5       13.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       483:       135        151        184        120        172        370        408:
Old  :       483:       134        154        176        117        169        359        405:
Other:       191:        36         40         21         33        103         75        158:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.5       17.2       24.9       26.0       10.9       12.3       17.7       16.4
Old  :                 16.1       17.5       25.8       25.6       11.5       12.6       18.7       17.3
Other:                 39.7       43.9       56.4       54.8       37.3       43.6       49.0       49.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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  :    24,083:    20,956      3,262        194          9      3,873     21,159      7,329:     2,924     16,754
Old  :    22,758:    19,836      3,248        194          9      3,523     20,039      6,965:     2,719     15,793
Other:     1,325:     1,120         14          0          0        350      1,120        364:       205        961
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :       211:       391         89        -89        -10        -81        292        -81:       -81        292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.0       13.5        0.8        0.0       16.1       87.9       30.4:      12.1       69.6
Old  :     100.0:      87.2       14.3        0.9        0.0       15.5       88.1       30.6:      11.9       69.4
Other:     100.0:      84.5        1.1        0.0        0.0       26.4       84.5       27.5:      15.5       72.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        16          8          6          1         10         18         23:
Old  :        34:        16          8          6          1         10         18         23:
Other:        21:        10          2          0          0          9         10         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.2       12.8       78.0       21.1       56.8       12.8       77.6       21.1
Old  :                 57.5       13.4       78.1       21.0       57.1       13.4       77.7       21.0
Other:                 76.2       22.9       83.8       26.9       76.2       22.9       83.8       26.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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  :   263,190:    35,609     52,565     63,018    141,189    122,119    239,816    237,702:    23,374     25,487
Old  :   253,915:    37,201     55,552     55,496    138,524    117,649    231,222    228,697:    22,693     25,217
Other:     9,275:     3,829      2,435      2,100      2,665      4,470      8,594      9,005:       681        270
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :     4,078:     1,824      2,195        747      1,094      3,958      3,664      6,900:       415     -2,822
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       20.0       23.9       53.6       46.4       91.1       90.3:       8.9        9.7
Old  :     100.0:      14.7       21.9       21.9       54.6       46.3       91.1       90.1:       8.9        9.9
Other:     100.0:      41.3       26.3       22.6       28.7       48.2       92.7       97.1:       7.3        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        57         56         67         71         67        168        170:
Old  :       218:        62         57         66         70         66        166        169:
Other:        33:         4          9          3         14         10         20         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.9       19.5       26.8       28.7       12.8       12.6       21.0       20.3
Old  :                 16.4       19.8       27.5       29.4       13.5       13.2       22.1       21.3
Other:                 80.2       64.0       88.9       84.9       64.2       43.6       66.8       62.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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  :   805,568:    76,914    134,582     29,017    551,046    510,567    656,977    674,166:   148,591    131,402
Old  :   805,568:    76,914    134,582     29,017    551,046    510,567    656,977    674,166:   148,591    131,402
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    -4,203:    13,003      1,097     -1,410    -30,882     -6,602    -19,289     -6,915:    15,086      2,712
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       16.7        3.6       68.4       63.4       81.6       83.7:      18.4       16.3
Old  :     100.0:       9.5       16.7        3.6       68.4       63.4       81.6       83.7:      18.4       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  :       157:        36         28         35         72         74        124        121:
Old  :       157:        36         28         35         72         74        124        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       30.1       29.2       38.7       17.4       28.7       24.9       37.0
Old  :                 19.4       30.1       29.2       38.7       17.4       28.7       24.9       37.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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  :   184,224:    42,562     11,183     32,510     79,465    121,267    154,538    164,960:    29,687     19,265
Old  :   177,927:    43,023     11,501     30,409     75,633    117,323    149,065    159,233:    28,863     18,695
Other:     6,297:       870      1,012        771      3,832      3,944      5,473      5,727:       824        570
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :     6,624:     2,332         -8        495      2,822      7,884      5,649      8,371:       975     -1,747
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        6.1       17.6       43.1       65.8       83.9       89.5:      16.1       10.5
Old  :     100.0:      24.2        6.5       17.1       42.5       65.9       83.8       89.5:      16.2       10.5
Other:     100.0:      13.8       16.1       12.2       60.9       62.6       86.9       90.9:      13.1        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        61         26         52         57         55        148        114:
Old  :       165:        62         27         52         57         55        148        114:
Other:        34:         7          2          4         22          9         30         14:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       37.1       27.1       52.8       15.0       30.2       21.3       40.2
Old  :                 16.7       36.9       26.3       52.4       14.2       30.6       20.8       40.2
Other:                 53.2       62.4       68.9       83.3       49.4       56.8       62.5       71.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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  :    11,212:     3,246        741      1,388      4,764      7,867      9,399      9,996:     1,813      1,215
Old  :    11,202:     3,246        743      1,386      4,756      7,867      9,389      9,996:     1,813      1,205
Other:        10:         2          0          0          8          0         10          0:        -0         10
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :       -95:      -135       -126         36        140       -215         41       -305:      -137        209
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        6.6       12.4       42.5       70.2       83.8       89.2:      16.2       10.8
Old  :     100.0:      29.0        6.6       12.4       42.5       70.2       83.8       89.2:      16.2       10.8
Other:     100.0:      20.0        0.0        0.0       80.0        0.0      100.0        0.0:      -0.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        18          5         13         23         19         49         34:
Old  :        57:        18          5         13         23         19         49         34:
Other:         2:         1          0          0          1          0          2          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       46.8       44.3       62.9       31.1       44.4       44.3       59.8
Old  :                 31.2       46.9       44.3       63.0       31.2       44.4       44.3       59.9
Other:                100.0        0.0      100.0        0.0      100.0        0.0      100.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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  :   801,414:   294,824     89,572     34,567    378,730    556,626    708,121    680,765:    93,293    120,649
Old  :   801,414:   294,824     89,572     34,567    378,730    556,626    708,121    680,765:    93,293    120,649
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    -3,667:   -25,465    -11,774      6,665     16,303     -3,019     -2,497     -8,128:    -1,170      4,461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8       11.2        4.3       47.3       69.5       88.4       84.9:      11.6       15.1
Old  :     100.0:      36.8       11.2        4.3       47.3       69.5       88.4       84.9:      11.6       15.1
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  :       202:        34         41         28         78        109        127        163:
Old  :       202:        34         41         28         78        109        127        163:
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       24.0       35.0       32.0       23.6       22.9       32.7       29.7
Old  :                 23.8       24.0       35.0       32.0       23.6       22.9       32.7       29.7
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, September 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  : 1,354,680:   104,773    176,436    121,999    846,241    741,719  1,073,014  1,040,154:   281,666    314,526
Old  : 1,354,680:   104,773    176,436    121,999    846,241    741,719  1,073,014  1,040,154:   281,666    314,526
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    -4,735:    13,374     -9,638      1,446    -30,816     13,805    -15,996      5,613:    11,261    -10,348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7       13.0        9.0       62.5       54.8       79.2       76.8:      20.8       23.2
Old  :     100.0:       7.7       13.0        9.0       62.5       54.8       79.2       76.8:      20.8       23.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       222:        35         40         53        115        121        177        187:
Old  :       222:        35         40         53        115        121        177        187:
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  :                 15.5       11.9       23.8       18.9       10.5        8.4       16.5       13.2
Old  :                 15.5       11.9       23.8       18.9       10.5        8.4       16.5       13.2
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, September 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  :   840,169:    80,601     88,472     31,162    512,128    536,280    623,891    655,913:   216,278    184,256
Old  :   840,169:    80,601     88,472     31,162    512,128    536,280    623,891    655,913:   216,278    184,256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :   -27,308:   -11,323      3,453      2,736     -9,453    -27,080    -18,041    -20,891:    -9,267     -6,416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       10.5        3.7       61.0       63.8       74.3       78.1:      25.7       21.9
Old  :     100.0:       9.6       10.5        3.7       61.0       63.8       74.3       78.1:      25.7       21.9
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  :       137:        22         21         20         73         75        103        108:
Old  :       137:        22         21         20         73         75        103        108:
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  :                 22.3       15.3       31.1       26.3       15.7       12.8       23.8       22.5
Old  :                 22.3       15.3       31.1       26.3       15.7       12.8       23.8       22.5
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, September 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  :   720,963:   117,117     27,440    264,168    297,739    386,541    679,024    678,149:    41,939     42,815
Old  :   720,963:   117,117     27,440    264,168    297,739    386,541    679,024    678,149:    41,939     42,815
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    36,792:     7,339      2,325     11,576     14,034     21,532     32,950     35,433:     3,842      1,359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        3.8       36.6       41.3       53.6       94.2       94.1:       5.8        5.9
Old  :     100.0:      16.2        3.8       36.6       41.3       53.6       94.2       94.1:       5.8        5.9
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  :       103:        32         14         42         40         45         88         90:
Old  :       103:        32         14         42         40         45         88         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       25.6       48.2       43.4       13.4       13.2       19.6       19.5
Old  :                 28.4       25.6       48.2       43.4       13.4       13.2       19.6       19.5
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, September 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  :    16,889:     2,486      1,955        527      8,444      9,817     11,457     12,299:     5,432      4,590
Old  :    16,889:     2,486      1,955        527      8,444      9,817     11,457     12,299:     5,432      4,590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :     2,725:       293         38        517        769      1,044      1,580      1,599:     1,145      1,126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       11.6        3.1       50.0       58.1       67.8       72.8:      32.2       27.2
Old  :     100.0:      14.7       11.6        3.1       50.0       58.1       67.8       72.8:      32.2       27.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         6          6          5         10          9         18         18:
Old  :        27:         6          6          5         10          9         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       45.8       55.7       59.1       27.3       26.9       35.9       39.0
Old  :                 43.7       45.8       55.7       59.1       27.3       26.9       35.9       39.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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  :    99,934:    27,135     11,141      1,907     57,062     65,371     86,105     78,419:    13,829     21,514
Old  :    99,934:    27,135     11,141      1,907     57,062     65,371     86,105     78,419:    13,829     21,514
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    19,965:     2,113     -5,587        972     16,822     21,875     19,907     17,259:        58      2,705
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       11.1        1.9       57.1       65.4       86.2       78.5:      13.8       21.5
Old  :     100.0:      27.2       11.1        1.9       57.1       65.4       86.2       78.5:      13.8       21.5
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  :        94:        29         20         12         29         33         66         57:
Old  :        94:        29         20         12         29         33         66         57:
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  :                 35.1       38.3       46.9       51.4       24.5       32.3       34.2       37.7
Old  :                 35.1       38.3       46.9       51.4       24.5       32.3       34.2       37.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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  :    20,094:     2,723      1,547        234     16,991     18,137     19,948     19,918:       146        176
Old  :    20,094:     2,723      1,547        234     16,991     18,137     19,948     19,918:       146        176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    -8,959:    -2,230         95        144     -6,908     -9,147     -8,994     -8,908:        35        -51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6        7.7        1.2       84.6       90.3       99.3       99.1:       0.7        0.9
Old  :     100.0:      13.6        7.7        1.2       84.6       90.3       99.3       99.1:       0.7        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         4         10          2         11         16         16         27:
Old  :        38:         4         10          2         11         16         16         27:
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  :                 73.9       76.8       94.4       87.9       67.3       56.8       75.8       67.9
Old  :                 73.9       76.8       94.4       87.9       67.3       56.8       75.8       67.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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  :    29,178:     4,715        652          0     24,286     28,515     29,001     29,167:       177         11
Old  :    29,178:     4,715        652          0     24,286     28,515     29,001     29,167:       177         11
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    -9,479:       309        389     -1,036     -8,483     -8,494     -9,210     -9,141:      -269       -338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        2.2        0.0       83.2       97.7       99.4      100.0:       0.6        0.0
Old  :     100.0:      16.2        2.2        0.0       83.2       97.7       99.4      100.0:       0.6        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         8          7          0          9          9         17         16:
Old  :        31:         8          7          0          9          9         17         16:
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  :                 81.1       92.8       96.1       98.8       66.2       78.6       81.1       83.0
Old  :                 81.1       92.8       96.1       98.8       66.2       78.6       81.1       83.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 18, 2009