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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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  :   460,257:    66,856     75,586    134,546    220,400    197,418    421,802    407,550:    38,455     52,707
Old  :   353,887:    62,762     71,773    101,154    161,432    143,498    325,348    316,424:    28,539     37,463
Other:   106,370:    19,332     19,052     18,154     58,968     53,920     96,454     91,126:     9,916     15,244
     :          :                                                                            :
     :          :          Changes in Commitments from: November 3, 2009                     :
     :    13,308:    -1,938        -44      4,956      5,247      2,412      8,265      7,323:     5,044      5,985
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       16.4       29.2       47.9       42.9       91.6       88.5:       8.4       11.5
Old  :     100.0:      17.7       20.3       28.6       45.6       40.5       91.9       89.4:       8.1       10.6
Other:     100.0:      18.2       17.9       17.1       55.4       50.7       90.7       85.7:       9.3       14.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       381:       110        143        155         83        102        299        311:
Old  :       369:       112        142        132         76         98        271        295:
Other:       202:        40         64         62         46         81        128        173:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.6       15.0       32.2       22.3       17.9       12.8       29.6       17.9
Old  :                 22.3       15.5       33.7       22.4       21.3       13.9       31.5       19.6
Other:                 39.7       23.9       52.7       33.0       37.0       22.7       44.5       28.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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  : 1,473,215:   256,519     59,779    441,988    630,973    661,182  1,329,480  1,162,949:   143,735    310,266
Old  : 1,270,144:   208,815     59,699    397,279    532,948    560,485  1,139,042  1,017,463:   131,102    252,682
Other:   203,071:    64,770     17,146     27,643     98,025    100,698    190,438    145,487:    12,633     57,584
     :          :                                                                            :
     :          :          Changes in Commitments from: November 3, 2009                     :
     :    50,528:    -1,514     -2,147      7,176     10,783      5,849     16,444     10,878:    34,084     39,650
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        4.1       30.0       42.8       44.9       90.2       78.9:       9.8       21.1
Old  :     100.0:      16.4        4.7       31.3       42.0       44.1       89.7       80.1:      10.3       19.9
Other:     100.0:      31.9        8.4       13.6       48.3       49.6       93.8       71.6:       6.2       28.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       697:       190        148        257        226        284        566        583:
Old  :       691:       197        156        247        222        280        556        570:
Other:       386:        71         79         64         67        206        167        323:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.1       13.1       20.5       19.3       10.4       10.1       16.8       13.8
Old  :                 12.6       12.8       20.1       19.1       10.9        9.7       16.9       13.1
Other:                 33.3       17.5       46.8       23.8       32.6       16.1       45.7       21.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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  :    14,718:     1,839        107      1,050      9,300     12,215     12,189     13,373:     2,528      1,344
Old  :    14,479:     1,830        110      1,034      9,116     12,012     11,980     13,156:     2,498      1,322
Other:       239:        11          0         14        184        203        209        217:        30         22
     :          :                                                                            :
     :          :          Changes in Commitments from: November 3, 2009                     :
     :       189:      -231          0       -235        432        471        -33        237:       223        -48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        0.7        7.1       63.2       83.0       82.8       90.9:      17.2        9.1
Old  :     100.0:      12.6        0.8        7.1       63.0       83.0       82.7       90.9:      17.3        9.1
Other:     100.0:       4.7        0.0        5.8       76.9       84.9       87.4       90.8:      12.6        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        11          3          6         15         15         30         22:
Old  :        36:        11          3          6         15         14         30         21:
Other:        11:         3          0          2          5          5          8          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 39.6       63.6       57.2       79.2       33.3       54.3       45.7       65.0
Old  :                 40.1       64.5       57.7       80.2       34.2       55.1       46.7       66.2
Other:                 80.2       79.5       87.4       90.8       72.2       77.0       73.6       77.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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  :   535,638:   106,845     35,211    143,718    228,718    268,503    479,282    447,432:    56,356     88,206
Old  :   472,940:    97,409     33,305    119,184    203,957    246,416    420,550    398,905:    52,390     74,035
Other:    62,698:    20,923     13,392     13,048     24,761     22,088     58,732     48,527:     3,967     14,171
     :          :                                                                            :
     :          :          Changes in Commitments from: November 3, 2009                     :
     :    -2,590:   -15,380      5,820     -7,790     18,857     -6,396     -4,313     -8,366:     1,723      5,776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        6.6       26.8       42.7       50.1       89.5       83.5:      10.5       16.5
Old  :     100.0:      20.6        7.0       25.2       43.1       52.1       88.9       84.3:      11.1       15.7
Other:     100.0:      33.4       21.4       20.8       39.5       35.2       93.7       77.4:       6.3       22.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       426:       149         93        157        114        156        353        335:
Old  :       422:       151         92        149        111        154        344        328:
Other:       188:        33         46         30         37         98         85        159:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.8       20.0       24.7       30.3       12.9       15.5       20.1       21.8
Old  :                 15.8       21.4       25.8       32.0       14.5       16.8       21.7       23.6
Other:                 40.7       24.7       57.8       37.7       39.5       23.7       49.6       30.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    12,870:    10,111      2,010        246          0        971     10,357      3,227:     2,513      9,643
Old  :     9,597:     7,235      2,100        146          0        538      7,381      2,784:     2,216      6,813
Other:     3,273:     2,966          0         10          0        433      2,976        443:       297      2,830
     :          :                                                                            :
     :          :          Changes in Commitments from: November 3, 2009                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.6       15.6        1.9        0.0        7.5       80.5       25.1:      19.5       74.9
Old  :     100.0:      75.4       21.9        1.5        0.0        5.6       76.9       29.0:      23.1       71.0
Other:     100.0:      90.6        0.0        0.3        0.0       13.2       90.9       13.5:       9.1       86.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        14          4         11          0          3         15         17:
Old  :        21:        13          5          9          0          3         13         17:
Other:        15:        12          0          4          0          3         12          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 49.5       18.1       67.2       24.2       48.9       17.4       66.2       23.2
Old  :                 48.5       21.8       66.6       27.8       47.8       21.8       65.2       27.5
Other:                 56.2       13.4       84.0       13.5       56.1       13.2       83.8       13.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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  :   286,457:    38,671     26,491     87,807    124,807    150,293    251,286    264,591:    35,171     21,865
Old  :   273,708:    38,723     29,722     79,942    120,951    142,964    239,615    252,627:    34,093     21,081
Other:    12,748:     5,622      2,443      2,192      3,857      7,329     11,671     11,964:     1,078        784
     :          :                                                                            :
     :          :          Changes in Commitments from: November 3, 2009                     :
     :     3,539:    -2,251     -2,092      4,362        261        -51      2,372      2,220:     1,167      1,319
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        9.2       30.7       43.6       52.5       87.7       92.4:      12.3        7.6
Old  :     100.0:      14.1       10.9       29.2       44.2       52.2       87.5       92.3:      12.5        7.7
Other:     100.0:      44.1       19.2       17.2       30.3       57.5       91.5       93.9:       8.5        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       243:        65         58        102         66         72        207        196:
Old  :       242:        70         60        102         65         71        205        195:
Other:        45:         8         13          5         16         13         27         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.0       22.9       27.0       32.3       12.7       15.3       19.2       23.2
Old  :                 16.4       23.1       27.0       32.8       13.5       16.2       20.3       24.1
Other:                 61.8       56.5       85.8       76.3       56.3       42.9       69.2       59.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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  :   797,679:    45,530    159,027     39,953    594,355    454,849    679,839    653,829:   117,841    143,850
Old  :   797,679:    45,530    159,027     39,953    594,355    454,849    679,839    653,829:   117,841    143,850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 3, 2009                     :
     :     5,980:   -11,104      6,744      1,627     16,892     -5,029      7,415      3,342:    -1,435      2,638
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       19.9        5.0       74.5       57.0       85.2       82.0:      14.8       18.0
Old  :     100.0:       5.7       19.9        5.0       74.5       57.0       85.2       82.0:      14.8       18.0
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  :       163:        31         30         35         80         79        126        129:
Old  :       163:        31         30         35         80         79        126        129:
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  :                 19.3       24.5       29.9       32.6       16.4       23.3       25.9       31.1
Old  :                 19.3       24.5       29.9       32.6       16.4       23.3       25.9       31.1
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, November 9, 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  :   177,437:    44,605     15,556     29,583     68,893    109,171    143,082    154,310:    34,355     23,127
Old  :   165,188:    44,262     14,163     26,165     62,024    103,144    132,451    143,473:    32,737     21,715
Other:    12,249:     2,791      3,840        970      6,870      6,027     10,631     10,837:     1,618      1,412
     :          :                                                                            :
     :          :          Changes in Commitments from: November 3, 2009                     :
     :    -1,146:    -1,425      4,173     -3,812      3,313     -4,827     -1,924     -4,465:       778      3,319
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        8.8       16.7       38.8       61.5       80.6       87.0:      19.4       13.0
Old  :     100.0:      26.8        8.6       15.8       37.5       62.4       80.2       86.9:      19.8       13.1
Other:     100.0:      22.8       31.4        7.9       56.1       49.2       86.8       88.5:      13.2       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        62         33         44         57         59        141        121:
Old  :       168:        66         31         44         57         59        140        121:
Other:        45:         6          7          9         26         12         38         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.2       35.8       25.2       48.2       14.6       30.8       20.6       39.8
Old  :                 16.5       36.0       24.9       47.8       13.9       31.3       20.2       40.3
Other:                 53.9       55.1       66.5       78.2       53.7       51.4       65.5       69.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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  :    15,574:     5,370        660        898      5,674     12,968     11,942     14,527:     3,632      1,047
Old  :    14,929:     5,148        661        870      5,372     12,424     11,390     13,955:     3,539        973
Other:       645:       231          8         19        302        544        552        571:        93         74
     :          :                                                                            :
     :          :          Changes in Commitments from: November 3, 2009                     :
     :       617:       443       -101        -15       -233        641        196        525:       421         92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5        4.2        5.8       36.4       83.3       76.7       93.3:      23.3        6.7
Old  :     100.0:      34.5        4.4        5.8       36.0       83.2       76.3       93.5:      23.7        6.5
Other:     100.0:      35.8        1.3        2.9       46.8       84.3       85.6       88.5:      14.4       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        31          4          8         22         19         57         29:
Old  :        67:        33          3          8         21         18         56         28:
Other:        20:         4          3          3          5          8         11         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       61.2       37.6       76.5       25.3       59.2       37.4       73.4
Old  :                 23.7       62.1       36.4       77.5       23.6       60.1       36.3       73.5
Other:                 76.7       74.2       84.2       87.2       76.7       74.2       82.5       84.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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  : 1,100,993:   373,884    151,253     55,997    579,156    765,313  1,009,037    972,563:    91,955    128,430
Old  : 1,100,993:   373,884    151,253     55,997    579,156    765,313  1,009,037    972,563:    91,955    128,430
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 3, 2009                     :
     :    60,864:    64,400     -5,921     -4,501     17,707     87,579     77,606     77,157:   -16,742    -16,293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       13.7        5.1       52.6       69.5       91.6       88.3:       8.4       11.7
Old  :     100.0:      34.0       13.7        5.1       52.6       69.5       91.6       88.3:       8.4       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        42         57         34         79        120        136        196:
Old  :       239:        42         57         34         79        120        136        196:
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  :                 34.4       26.6       45.6       33.0       34.2       26.0       44.2       31.9
Old  :                 34.4       26.6       45.6       33.0       34.2       26.0       44.2       31.9
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, November 9, 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  : 1,560,407:   141,515    200,742    179,050    977,231    823,985  1,297,796  1,203,777:   262,610    356,629
Old  : 1,560,407:   141,515    200,742    179,050    977,231    823,985  1,297,796  1,203,777:   262,610    356,629
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 3, 2009                     :
     :    42,110:    16,012      5,963      9,008     24,058     22,254     49,078     37,225:    -6,968      4,885
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       12.9       11.5       62.6       52.8       83.2       77.1:      16.8       22.9
Old  :     100.0:       9.1       12.9       11.5       62.6       52.8       83.2       77.1:      16.8       22.9
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  :       255:        43         59         65        122        132        202        219:
Old  :       255:        43         59         65        122        132        202        219:
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  :                 21.9       15.7       28.6       22.8       17.1       11.0       22.8       14.9
Old  :                 21.9       15.7       28.6       22.8       17.1       11.0       22.8       14.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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  :   880,747:   124,977     68,318     25,413    530,242    575,038    680,633    668,769:   200,114    211,977
Old  :   880,747:   124,977     68,318     25,413    530,242    575,038    680,633    668,769:   200,114    211,977
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 3, 2009                     :
     :    55,411:    23,897     -5,768     -3,456     29,271     60,435     49,712     51,211:     5,699      4,200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        7.8        2.9       60.2       65.3       77.3       75.9:      22.7       24.1
Old  :     100.0:      14.2        7.8        2.9       60.2       65.3       77.3       75.9:      22.7       24.1
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  :       146:        20         23         22         76         85        109        117:
Old  :       146:        20         23         22         76         85        109        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       17.9       30.3       26.4       13.0       15.5       21.7       21.1
Old  :                 20.2       17.9       30.3       26.4       13.0       15.5       21.7       21.1
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, November 9, 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  :   875,598:    82,985     50,340    302,772    445,521    475,268    831,278    828,380:    44,320     47,218
Old  :   875,598:    82,985     50,340    302,772    445,521    475,268    831,278    828,380:    44,320     47,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 3, 2009                     :
     :    30,972:    -3,730     -6,768      3,948     24,291     24,867     24,509     22,047:     6,463      8,925
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        5.7       34.6       50.9       54.3       94.9       94.6:       5.1        5.4
Old  :     100.0:       9.5        5.7       34.6       50.9       54.3       94.9       94.6:       5.1        5.4
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  :       122:        34         24         46         51         55        102        112:
Old  :       122:        34         24         46         51         55        102        112:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       25.3       44.7       41.4       12.5       10.0       16.1       14.5
Old  :                 27.7       25.3       44.7       41.4       12.5       10.0       16.1       14.5
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, November 9, 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  :    16,880:     3,322      2,683        393      8,805     10,494     12,520     13,570:     4,361      3,310
Old  :    16,880:     3,322      2,683        393      8,805     10,494     12,520     13,570:     4,361      3,310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 3, 2009                     :
     :       942:       441        279        312         72          4        825        595:       117        347
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       15.9        2.3       52.2       62.2       74.2       80.4:      25.8       19.6
Old  :     100.0:      19.7       15.9        2.3       52.2       62.2       74.2       80.4:      25.8       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         7          7          4          5          8         13         18:
Old  :        26:         7          7          4          5          8         13         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  :                 56.7       54.6       68.9       67.8       56.7       53.9       68.6       67.1
Old  :                 56.7       54.6       68.9       67.8       56.7       53.9       68.6       67.1
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, November 9, 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  :    71,988:    34,703     13,373      1,959     23,094     37,704     59,756     53,035:    12,232     18,953
Old  :    71,988:    34,703     13,373      1,959     23,094     37,704     59,756     53,035:    12,232     18,953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 3, 2009                     :
     :     5,507:     9,004     -3,675        750     -3,750      5,553      6,004      2,629:      -497      2,879
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.2       18.6        2.7       32.1       52.4       83.0       73.7:      17.0       26.3
Old  :     100.0:      48.2       18.6        2.7       32.1       52.4       83.0       73.7:      17.0       26.3
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  :       105:        38         21         12         28         28         70         57:
Old  :       105:        38         21         12         28         28         70         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  :                 19.1       23.1       30.4       38.6       18.7       20.7       29.0       36.2
Old  :                 19.1       23.1       30.4       38.6       18.7       20.7       29.0       36.2
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, November 9, 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  :    11,348:     8,530      8,972          0      1,720      2,263     10,250     11,235:     1,098        113
Old  :    11,348:     8,530      8,972          0      1,720      2,263     10,250     11,235:     1,098        113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 3, 2009                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.2       79.1        0.0       15.2       19.9       90.3       99.0:       9.7        1.0
Old  :     100.0:      75.2       79.1        0.0       15.2       19.9       90.3       99.0:       9.7        1.0
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  :        20:        10          6          0          2          2         12          8:
Old  :        20:        10          6          0          2          2         12          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  :                 77.3       93.5       87.7       99.0       77.3       93.5       87.7       99.0
Old  :                 77.3       93.5       87.7       99.0       77.3       93.5       87.7       99.0
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, November 9, 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  :    15,822:       358      3,153        101     15,235     12,389     15,694     15,643:       128        179
Old  :    15,822:       358      3,153        101     15,235     12,389     15,694     15,643:       128        179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 3, 2009                     :
     :       279:      -251        385          0        533         -4        282        381:        -3       -102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3       19.9        0.6       96.3       78.3       99.2       98.9:       0.8        1.1
Old  :     100.0:       2.3       19.9        0.6       96.3       78.3       99.2       98.9:       0.8        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         3          9          2         15         13         20         22:
Old  :        37:         3          9          2         15         13         20         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.1       79.8       89.6       89.9       63.8       62.6       75.4       71.8
Old  :                 72.1       79.8       89.6       89.9       63.8       62.6       75.4       71.8
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, November 9, 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  :    41,767:     7,936        439        153     33,499     41,120     41,588     41,712:       179         55
Old  :    41,767:     7,936        439        153     33,499     41,120     41,588     41,712:       179         55
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 3, 2009                     :
     :     1,661:       606         62          0      1,045      1,625      1,651      1,687:        10        -26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0        1.1        0.4       80.2       98.5       99.6       99.9:       0.4        0.1
Old  :     100.0:      19.0        1.1        0.4       80.2       98.5       99.6       99.9:       0.4        0.1
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  :        35:        11          5          1         12         11         23         17:
Old  :        35:        11          5          1         12         11         23         17:
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  :                 74.1       95.0       92.2       98.6       60.9       82.1       79.0       84.7
Old  :                 74.1       95.0       92.2       98.6       60.9       82.1       79.0       84.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated November 13, 2009