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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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  :   398,401:    72,783    103,723    102,576    193,438    144,013    368,797    350,313:    29,603     48,088
Old  :   335,749:    63,020     95,080     81,165    165,555    118,826    309,740    295,071:    26,009     40,678
Other:    62,652:    25,467     24,348      5,707     27,883     25,188     59,057     55,242:     3,595      7,409
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :     7,554:    -1,341     -1,239      4,459      5,156      5,531      8,273      8,751:      -719     -1,198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       26.0       25.7       48.6       36.1       92.6       87.9:       7.4       12.1
Old  :     100.0:      18.8       28.3       24.2       49.3       35.4       92.3       87.9:       7.7       12.1
Other:     100.0:      40.6       38.9        9.1       44.5       40.2       94.3       88.2:       5.7       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       377:        96        154        139         82         96        272        314:
Old  :       375:       109        149        126         80         94        263        304:
Other:       165:        34         51         36         32         69         83        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  :                 22.1       12.4       35.3       19.0       20.3       10.5       32.9       16.0
Old  :                 24.9       13.5       36.8       20.4       23.2       12.1       34.9       18.2
Other:                 59.7       30.0       69.8       40.6       57.0       30.0       63.0       39.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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  : 1,272,639:   209,823    163,540    366,180    571,863    491,207  1,147,866  1,020,926:   124,773    251,713
Old  : 1,178,789:   200,126    174,059    334,512    526,202    441,108  1,060,840    949,680:   117,949    229,110
Other:    93,850:    29,354      9,136     12,011     45,661     50,099     87,026     71,247:     6,824     22,603
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :    10,003:      -549      7,641      6,280     10,533     -6,520     16,264      7,400:    -6,260      2,603
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       12.9       28.8       44.9       38.6       90.2       80.2:       9.8       19.8
Old  :     100.0:      17.0       14.8       28.4       44.6       37.4       90.0       80.6:      10.0       19.4
Other:     100.0:      31.3        9.7       12.8       48.7       53.4       92.7       75.9:       7.3       24.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       665:       159        180        207        207        265        495        545:
Old  :       661:       163        178        199        206        262        489        535:
Other:       304:        44         52         45         55        178        119        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  :                 13.2       12.0       21.7       18.4       11.2        7.7       17.9       11.4
Old  :                 13.8       11.6       22.6       18.2       11.9        7.4       19.0       11.4
Other:                 38.1       21.1       48.9       29.2       35.9       17.8       44.5       22.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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  :    14,541:     1,162      2,300      1,148     10,439      9,468     12,748     12,915:     1,793      1,626
Old  :    14,537:     1,163      2,300      1,147     10,438      9,467     12,747     12,913:     1,790      1,624
Other:         4:         0          1          0          1          1          1          2:         3          2
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :       738:      -595        603        188      1,217        129        810        919:       -72       -182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       15.8        7.9       71.8       65.1       87.7       88.8:      12.3       11.2
Old  :     100.0:       8.0       15.8        7.9       71.8       65.1       87.7       88.8:      12.3       11.2
Other:     100.0:       0.0       25.0        0.0       25.0       25.0       25.0       50.0:      75.0       50.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         6         14          6         17         12         27         31:
Old  :        45:         7         14          6         16         12         26         31:
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  :                 47.2       57.2       64.0       69.8       46.8       53.9       60.9       65.8
Old  :                 47.2       57.2       64.1       69.8       46.8       53.9       60.9       65.8
Other:                 25.0       50.0       25.0       50.0       25.0       50.0       25.0       50.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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  :   581,189:    93,900     49,476    176,552    259,554    263,410    530,006    489,438:    51,183     91,751
Old  :   546,319:    90,980     48,330    159,530    247,206    251,357    497,716    459,216:    48,603     87,103
Other:    34,870:    11,631      9,857      8,312     12,347     12,054     32,290     30,222:     2,580      4,648
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :    18,529:    -6,495      8,870      5,434     18,722        709     17,661     15,013:       868      3,517
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        8.5       30.4       44.7       45.3       91.2       84.2:       8.8       15.8
Old  :     100.0:      16.7        8.8       29.2       45.2       46.0       91.1       84.1:       8.9       15.9
Other:     100.0:      33.4       28.3       23.8       35.4       34.6       92.6       86.7:       7.4       13.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       496:       146        144        189        118        177        373        421:
Old  :       495:       149        145        185        118        175        369        419:
Other:       187:        28         44         20         28        106         66        160:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.4       17.4       24.7       26.0       11.2       12.2       18.1       16.0
Old  :                 16.0       17.9       25.6       26.2       11.8       12.7       19.1       16.8
Other:                 39.8       39.3       57.5       53.8       33.6       31.6       43.9       40.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    23,872:    20,565      3,173        283         19      3,954     20,867      7,410:     3,005     16,462
Old  :    22,637:    19,526      3,159        283         19      3,621     19,828      7,063:     2,809     15,574
Other:     1,235:     1,039         14          0          0        333      1,039        347:       196        888
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :        46:      -580        350        -50          0        228       -630        528:       676       -482
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.1       13.3        1.2        0.1       16.6       87.4       31.0:      12.6       69.0
Old  :     100.0:      86.3       14.0        1.3        0.1       16.0       87.6       31.2:      12.4       68.8
Other:     100.0:      84.1        1.1        0.0        0.0       27.0       84.1       28.1:      15.9       71.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        16          9          6          2         11         19         25:
Old  :        36:        16          9          6          2         11         19         25:
Other:        20:         9          2          0          0          9          9         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  :                 57.1       12.6       77.1       19.6       56.3       12.6       76.3       19.6
Old  :                 57.4       12.8       77.2       19.4       56.6       12.8       76.4       19.4
Other:                 75.8       23.6       83.7       27.4       75.8       23.6       83.7       27.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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  :   259,111:    33,785     50,370     62,271    140,096    118,161    236,152    230,802:    22,959     28,309
Old  :   250,258:    34,700     52,804     55,349    137,964    113,935    228,013    222,088:    22,245     28,169
Other:     8,853:     3,843      2,323      2,164      2,132      4,226      8,139      8,713:       715        140
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :   -10,101:     1,980      5,124    -12,920      2,206     -5,379     -8,734    -13,175:    -1,368      3,073
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       19.4       24.0       54.1       45.6       91.1       89.1:       8.9       10.9
Old  :     100.0:      13.9       21.1       22.1       55.1       45.5       91.1       88.7:       8.9       11.3
Other:     100.0:      43.4       26.2       24.4       24.1       47.7       91.9       98.4:       8.1        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       213:        47         70         69         65         64        160        170:
Old  :       212:        49         72         68         64         63        158        169:
Other:        32:         6          8          5         13         10         21         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5       19.4       25.7       28.2       13.1       13.6       20.7       20.5
Old  :                 16.0       19.5       26.5       28.6       13.6       13.9       21.4       21.0
Other:                 83.3       68.0       88.1       87.7       62.1       47.9       64.6       64.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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  :   809,771:    63,911    133,485     30,427    581,928    517,169    676,265    681,081:   133,505    128,690
Old  :   809,771:    63,911    133,485     30,427    581,928    517,169    676,265    681,081:   133,505    128,690
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :   -18,419:   -10,494    -10,806       -841     -8,360     -5,847    -19,694    -17,494:     1,275       -925
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       16.5        3.8       71.9       63.9       83.5       84.1:      16.5       15.9
Old  :     100.0:       7.9       16.5        3.8       71.9       63.9       83.5       84.1:      16.5       15.9
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  :       159:        29         30         32         80         77        128        120:
Old  :       159:        29         30         32         80         77        128        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       31.8       29.9       40.3       16.6       28.3       24.8       36.8
Old  :                 19.7       31.8       29.9       40.3       16.6       28.3       24.8       36.8
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, September 8, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   177,601:    40,231     11,190     32,015     76,643    113,383    148,889    156,589:    28,712     21,012
Old  :   172,234:    40,836     10,196     30,814     72,815    110,894    144,465    151,904:    27,769     20,330
Other:     5,367:       509      2,109         87      3,828      2,489      4,424      4,685:       943        682
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :      -826:    -2,291      5,387     -3,916      5,290     -5,442       -918     -3,971:        91      3,145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        6.3       18.0       43.2       63.8       83.8       88.2:      16.2       11.8
Old  :     100.0:      23.7        5.9       17.9       42.3       64.4       83.9       88.2:      16.1       11.8
Other:     100.0:       9.5       39.3        1.6       71.3       46.4       82.4       87.3:      17.6       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        55         29         57         57         56        149        118:
Old  :       166:        56         30         57         57         56        149        118:
Other:        30:         3          4          2         21          8         25         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  :                 17.9       36.7       27.6       51.1       14.0       28.0       20.4       36.7
Old  :                 16.9       36.9       26.7       50.8       13.1       28.9       19.7       37.3
Other:                 60.0       64.8       72.9       83.8       58.9       63.1       69.9       76.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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  :    11,307:     3,381        867      1,353      4,624      8,082      9,357     10,301:     1,950      1,006
Old  :    11,307:     3,381        867      1,353      4,624      8,082      9,357     10,301:     1,950      1,006
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :       -26:        50        -99          2       -212        193       -160         96:       133       -122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        7.7       12.0       40.9       71.5       82.8       91.1:      17.2        8.9
Old  :     100.0:      29.9        7.7       12.0       40.9       71.5       82.8       91.1:      17.2        8.9
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  :        62:        23          6         13         21         19         50         36:
Old  :        62:        23          6         13         21         19         50         36:
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  :                 29.1       47.9       40.7       64.1       29.1       45.5       40.7       61.5
Old  :                 29.1       47.9       40.7       64.1       29.1       45.5       40.7       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        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 8, 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  :   805,081:   320,289    101,345     27,902    362,426    559,645    710,617    688,892:    94,463    116,188
Old  :   805,081:   320,289    101,345     27,902    362,426    559,645    710,617    688,892:    94,463    116,188
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :    42,002:    58,846     15,646      3,639    -15,813     28,014     46,672     47,299:    -4,669     -5,296
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       12.6        3.5       45.0       69.5       88.3       85.6:      11.7       14.4
Old  :     100.0:      39.8       12.6        3.5       45.0       69.5       88.3       85.6:      11.7       14.4
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  :       208:        43         41         27         73        109        128        165:
Old  :       208:        43         41         27         73        109        128        165:
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  :                 24.2       23.9       35.5       31.8       23.8       22.9       33.5       30.1
Old  :                 24.2       23.9       35.5       31.8       23.8       22.9       33.5       30.1
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 8, 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  : 1,359,415:    91,399    186,074    120,553    877,058    727,914  1,089,009  1,034,541:   270,406    324,874
Old  : 1,359,415:    91,399    186,074    120,553    877,058    727,914  1,089,009  1,034,541:   270,406    324,874
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :     8,391:     1,833    -11,025     19,052     -1,037    -19,085     19,847    -11,058:   -11,456     19,450
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7       13.7        8.9       64.5       53.5       80.1       76.1:      19.9       23.9
Old  :     100.0:       6.7       13.7        8.9       64.5       53.5       80.1       76.1:      19.9       23.9
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  :       220:        36         41         47        113        117        173        181:
Old  :       220:        36         41         47        113        117        173        181:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       13.3       25.7       20.1       12.3        9.2       19.5       14.0
Old  :                 17.1       13.3       25.7       20.1       12.3        9.2       19.5       14.0
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 8, 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  :   867,477:    91,925     85,019     28,426    521,581    563,360    641,932    676,805:   225,545    190,672
Old  :   867,477:    91,925     85,019     28,426    521,581    563,360    641,932    676,805:   225,545    190,672
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :    26,407:     7,925      5,551        729       -644     29,506      8,010     35,787:    18,397     -9,380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        9.8        3.3       60.1       64.9       74.0       78.0:      26.0       22.0
Old  :     100.0:      10.6        9.8        3.3       60.1       64.9       74.0       78.0:      26.0       22.0
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  :       137:        23         22         19         70         76        103        107:
Old  :       137:        23         22         19         70         76        103        107:
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  :                 21.4       15.5       30.4       26.4       15.1       14.3       23.9       23.3
Old  :                 21.4       15.5       30.4       26.4       15.1       14.3       23.9       23.3
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 8, 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  :   684,171:   109,777     25,115    252,592    283,705    365,009    646,074    642,716:    38,097     41,455
Old  :   684,171:   109,777     25,115    252,592    283,705    365,009    646,074    642,716:    38,097     41,455
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :   -16,992:   -16,825     -3,126     16,623    -12,189    -27,366    -12,391    -13,868:    -4,601     -3,124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0        3.7       36.9       41.5       53.4       94.4       93.9:       5.6        6.1
Old  :     100.0:      16.0        3.7       36.9       41.5       53.4       94.4       93.9:       5.6        6.1
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  :       105:        30         14         40         43         47         89         90:
Old  :       105:        30         14         40         43         47         89         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       26.4       48.2       43.7       11.8       13.3       18.1       19.4
Old  :                 28.4       26.4       48.2       43.7       11.8       13.3       18.1       19.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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  :    14,164:     2,193      1,917         10      7,675      8,773      9,877     10,699:     4,286      3,464
Old  :    14,164:     2,193      1,917         10      7,675      8,773      9,877     10,699:     4,286      3,464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :       731:       245        260        -13      1,043      1,504      1,274      1,751:      -543     -1,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       13.5        0.1       54.2       61.9       69.7       75.5:      30.3       24.5
Old  :     100.0:      15.5       13.5        0.1       54.2       61.9       69.7       75.5:      30.3       24.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         5          4          1          9          8         14         13:
Old  :        23:         5          4          1          9          8         14         13:
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  :                 46.6       49.4       60.6       67.0       32.1       32.9       42.7       48.7
Old  :                 46.6       49.4       60.6       67.0       32.1       32.9       42.7       48.7
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 8, 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  :    79,969:    25,022     16,728        935     40,240     43,497     66,197     61,160:    13,771     18,809
Old  :    79,969:    25,022     16,728        935     40,240     43,497     66,197     61,160:    13,771     18,809
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :    -2,777:     1,863     -2,826        -43        130      6,676      1,950      3,807:    -4,727     -6,584
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       20.9        1.2       50.3       54.4       82.8       76.5:      17.2       23.5
Old  :     100.0:      31.3       20.9        1.2       50.3       54.4       82.8       76.5:      17.2       23.5
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  :        91:        27         26          7         26         22         58         50:
Old  :        91:        27         26          7         26         22         58         50:
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  :                 28.5       41.3       40.5       52.5       28.5       39.5       39.7       46.2
Old  :                 28.5       41.3       40.5       52.5       28.5       39.5       39.7       46.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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  :     8,877:     6,516      5,167          0      2,234      3,710      8,750      8,877:       127          0
Old  :     8,877:     6,516      5,167          0      2,234      3,710      8,750      8,877:       127          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :      -173:        -6       -100          0       -164        -72       -170       -172:        -3         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.4       58.2        0.0       25.2       41.8       98.6      100.0:       1.4        0.0
Old  :     100.0:      73.4       58.2        0.0       25.2       41.8       98.6      100.0:       1.4        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  :        21:        10          6          0          3          2         13          8:
Old  :        21:        10          6          0          3          2         13          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.0       93.0       91.3      100.0       74.0       93.0       91.3      100.0
Old  :                 74.0       93.0       91.3      100.0       74.0       93.0       91.3      100.0
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 8, 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  :    29,053:     4,953      1,452         90     23,899     27,284     28,942     28,826:       111        227
Old  :    29,053:     4,953      1,452         90     23,899     27,284     28,942     28,826:       111        227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :     3,139:     1,394         64       -288      1,980      3,363      3,086      3,139:        53          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0        5.0        0.3       82.3       93.9       99.6       99.2:       0.4        0.8
Old  :     100.0:      17.0        5.0        0.3       82.3       93.9       99.6       99.2:       0.4        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         5          8          1         11         19         17         27:
Old  :        39:         5          8          1         11         19         17         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  :                 75.4       84.4       94.7       92.1       71.7       66.7       78.3       74.4
Old  :                 75.4       84.4       94.7       92.1       71.7       66.7       78.3       74.4
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 8, 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  :    38,657:     4,406        263      1,036     32,769     37,009     38,211     38,308:       446        349
Old  :    38,657:     4,406        263      1,036     32,769     37,009     38,211     38,308:       446        349
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2009                    :
     :     8,786:       611       -523          0      7,939      9,084      8,550      8,561:       236        225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        0.7        2.7       84.8       95.7       98.8       99.1:       1.2        0.9
Old  :     100.0:      11.4        0.7        2.7       84.8       95.7       98.8       99.1:       1.2        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  :        32:         9          6          1         11          9         20         16:
Old  :        32:         9          6          1         11          9         20         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  :                 84.9       88.1       95.3       97.3       39.4       48.6       49.8       52.1
Old  :                 84.9       88.1       95.3       97.3       39.4       48.6       49.8       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 11, 2008