```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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  :   446,949:    68,794     75,630    129,591    215,153    195,006    413,537    400,227:    33,411     46,722
Old  :   353,063:    65,307     77,066     95,816    166,381    145,910    327,505    318,791:    25,558     34,271
Other:    93,886:    21,929     17,007     15,332     48,772     49,097     86,033     81,435:     7,853     12,450
     :          :                                                                            :
     :          :          Changes in Commitments from: October 27, 2009                     :
     :     4,629:    -5,832     -2,261      6,470      8,915      6,198      9,553     10,407:    -4,925     -5,779
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       16.9       29.0       48.1       43.6       92.5       89.5:       7.5       10.5
Old  :     100.0:      18.5       21.8       27.1       47.1       41.3       92.8       90.3:       7.2        9.7
Other:     100.0:      23.4       18.1       16.3       51.9       52.3       91.6       86.7:       8.4       13.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       379:       111        145        153         82        102        299        306:
Old  :       372:       111        148        125         75         99        267        294:
Other:       198:        50         52         55         46         79        128        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  :                 20.6       15.5       32.9       22.8       18.8       13.5       30.3       18.6
Old  :                 23.5       16.4       36.0       23.5       22.0       15.2       33.6       20.8
Other:                 34.2       23.5       48.5       32.5       31.7       23.5       42.4       30.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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  : 1,422,687:   258,034     61,926    434,812    620,190    655,333  1,313,036  1,152,072:   109,651    270,616
Old  : 1,248,472:   215,611     68,174    392,038    542,237    566,968  1,149,886  1,027,180:    98,586    221,292
Other:   174,215:    59,789     11,117     25,408     77,953     88,366    163,150    124,891:    11,065     49,324
     :          :                                                                            :
     :          :          Changes in Commitments from: October 27, 2009                     :
     :   -12,967:     6,034     -2,201        653      8,539     12,059     15,226     10,511:   -28,193    -23,478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1        4.4       30.6       43.6       46.1       92.3       81.0:       7.7       19.0
Old  :     100.0:      17.3        5.5       31.4       43.4       45.4       92.1       82.3:       7.9       17.7
Other:     100.0:      34.3        6.4       14.6       44.7       50.7       93.6       71.7:       6.4       28.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       688:       190        146        240        219        287        546        570:
Old  :       682:       185        159        231        215        283        536        558:
Other:       373:        81         56         61         67        206        172        301:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.3       13.9       20.8       20.2       10.5       10.8       16.7       14.6
Old  :                 12.7       13.7       20.5       20.3       11.0       10.7       17.0       14.3
Other:                 25.0       18.4       37.7       24.6       24.6       16.0       35.3       21.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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  :    14,528:     2,070        107      1,285      8,868     11,744     12,223     13,136:     2,306      1,392
Old  :    14,295:     2,060        108      1,271      8,686     11,547     12,017     12,926:     2,279      1,370
Other:       233:        10          0         13        182        197        206        211:        27         22
     :          :                                                                            :
     :          :          Changes in Commitments from: October 27, 2009                     :
     :      -540:        51       -151     -1,121        761      1,044       -309       -228:      -231       -313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        0.7        8.8       61.0       80.8       84.1       90.4:      15.9        9.6
Old  :     100.0:      14.4        0.8        8.9       60.8       80.8       84.1       90.4:      15.9        9.6
Other:     100.0:       4.3        0.0        5.8       78.3       84.8       88.4       90.5:      11.6        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        14          1          7         16         17         33         25:
Old  :        39:        13          2          7         16         16         33         24:
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  :                 38.4       62.4       54.9       77.7       33.4       54.3       45.0       65.0
Old  :                 38.8       63.4       55.5       78.4       34.3       55.0       46.1       66.3
Other:                 81.7       79.2       88.4       90.5       73.4       76.4       74.3       76.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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  :   538,228:   122,226     29,391    151,508    209,862    274,899    483,595    455,798:    54,633     82,430
Old  :   475,734:   117,734     30,239    122,957    184,536    254,013    425,227    407,208:    50,507     68,525
Other:    62,494:    19,991     14,652     13,052     25,325     20,886     58,368     48,590:     4,127     13,905
     :          :                                                                            :
     :          :          Changes in Commitments from: October 27, 2009                     :
     :    -8,032:    12,642     -7,171       -172     -7,613     10,152      4,857      2,809:   -12,889    -10,841
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        5.5       28.1       39.0       51.1       89.8       84.7:      10.2       15.3
Old  :     100.0:      24.7        6.4       25.8       38.8       53.4       89.4       85.6:      10.6       14.4
Other:     100.0:      32.0       23.4       20.9       40.5       33.4       93.4       77.8:       6.6       22.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       438:       161         86        155        115        154        371        329:
Old  :       432:       163         84        150        110        151        361        322:
Other:       191:        34         45         30         37        100         84        163:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.4       20.2       22.9       30.3       12.7       16.7       19.3       22.9
Old  :                 15.3       21.6       24.0       31.9       14.1       17.8       20.9       24.9
Other:                 39.8       26.1       56.5       39.2       38.9       25.3       49.0       31.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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  :   282,918:    40,922     28,583     83,445    124,547    150,343    248,914    262,371:    34,004     20,547
Old  :   271,648:    42,743     32,497     75,382    120,537    143,878    238,662    251,757:    32,986     19,892
Other:    11,269:     4,086      1,993      2,156      4,010      6,465     10,252     10,614:     1,018        655
     :          :                                                                            :
     :          :          Changes in Commitments from: October 27, 2009                     :
     :    -6,161:    -8,668     -1,829        568      2,901     -3,179     -5,200     -4,440:      -961     -1,720
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       10.1       29.5       44.0       53.1       88.0       92.7:      12.0        7.3
Old  :     100.0:      15.7       12.0       27.7       44.4       53.0       87.9       92.7:      12.1        7.3
Other:     100.0:      36.3       17.7       19.1       35.6       57.4       91.0       94.2:       9.0        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        65         57        102         61         70        201        196:
Old  :       241:        68         61        102         60         69        200        195:
Other:        39:         5         11          4         15         12         23         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.9       22.8       27.5       32.7       13.4       16.1       20.1       24.1
Old  :                 17.3       23.1       27.3       33.3       14.1       16.9       21.2       25.1
Other:                 71.8       58.0       86.6       78.2       63.1       42.6       67.8       58.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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  :   791,699:    56,634    152,282     38,326    577,463    459,878    672,424    650,487:   119,276    141,212
Old  :   791,699:    56,634    152,282     38,326    577,463    459,878    672,424    650,487:   119,276    141,212
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 27, 2009                     :
     :    10,721:    -2,164     -6,468      1,009     16,620     12,935     15,464      7,475:    -4,743      3,246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       19.2        4.8       72.9       58.1       84.9       82.2:      15.1       17.8
Old  :     100.0:       7.2       19.2        4.8       72.9       58.1       84.9       82.2:      15.1       17.8
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  :       157:        28         31         35         75         76        121        124:
Old  :       157:        28         31         35         75         76        121        124:
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  :                 19.6       24.3       31.2       32.6       16.6       23.8       27.0       31.7
Old  :                 19.6       24.3       31.2       32.6       16.6       23.8       27.0       31.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     6,020:        22        718        361      5,449      4,807      5,832      5,886:       188        134
Old  :     6,020:        22        718        361      5,449      4,807      5,832      5,886:       188        134
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 27, 2009                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4       11.9        6.0       90.5       79.9       96.9       97.8:       3.1        2.2
Old  :     100.0:       0.4       11.9        6.0       90.5       79.9       96.9       97.8:       3.1        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          5          3         12         12         15         19:
Old  :        20:         1          5          3         12         12         15         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.7       65.6       88.5       82.6       33.0       29.6       38.0       37.2
Old  :                 75.7       65.6       88.5       82.6       33.0       29.6       38.0       37.2
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 3, 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  :   178,582:    46,030     11,382     33,395     65,581    113,998    145,006    158,775:    33,577     19,807
Old  :   168,174:    48,032     11,341     29,167     58,754    108,608    135,954    149,116:    32,221     19,058
Other:    10,408:       673      2,717      1,553      6,827      5,390      9,052      9,659:     1,356        749
     :          :                                                                            :
     :          :          Changes in Commitments from: October 27, 2009                     :
     :     6,953:     2,014     -5,778        911        900     12,887      3,826      8,021:     3,127     -1,068
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        6.4       18.7       36.7       63.8       81.2       88.9:      18.8       11.1
Old  :     100.0:      28.6        6.7       17.3       34.9       64.6       80.8       88.7:      19.2       11.3
Other:     100.0:       6.5       26.1       14.9       65.6       51.8       87.0       92.8:      13.0        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        64         32         44         60         62        148        122:
Old  :       174:        66         34         43         60         62        147        122:
Other:        48:         8          7         11         27         11         41         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       35.8       25.9       49.5       14.5       32.8       21.1       41.9
Old  :                 16.8       35.9       25.1       49.3       13.7       33.4       20.3       42.7
Other:                 45.5       55.2       59.5       80.4       44.3       47.8       55.7       65.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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  :    14,957:     4,926        762        913      5,907     12,327     11,747     14,002:     3,211        956
Old  :    14,358:     4,720        760        887      5,606     11,820     11,213     13,467:     3,145        891
Other:       599:       213          8         19        301        507        533        534:        66         65
     :          :                                                                            :
     :          :          Changes in Commitments from: October 27, 2009                     :
     :     1,590:     1,659       -227       -295       -192      2,110      1,172      1,588:       418          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9        5.1        6.1       39.5       82.4       78.5       93.6:      21.5        6.4
Old  :     100.0:      32.9        5.3        6.2       39.0       82.3       78.1       93.8:      21.9        6.2
Other:     100.0:      35.5        1.4        3.2       50.3       84.6       89.0       89.2:      11.0       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        32          3          8         24         20         59         30:
Old  :        69:        33          3          8         23         19         58         29:
Other:        19:         4          3          3          5          7         11         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  :                 26.3       59.1       37.8       75.3       26.2       57.2       37.7       72.0
Old  :                 24.6       59.9       36.7       75.9       24.5       57.9       36.5       72.1
Other:                 79.4       76.4       87.3       87.9       79.4       76.4       85.6       85.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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  : 1,040,129:   309,484    157,173     60,499    561,449    677,734    931,431    895,406:   108,698    144,723
Old  : 1,040,129:   309,484    157,173     60,499    561,449    677,734    931,431    895,406:   108,698    144,723
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 27, 2009                     :
     :    11,645:    -6,896      5,687      7,937     -7,930    -17,001     -6,890     -3,378:    18,535     15,023
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       15.1        5.8       54.0       65.2       89.5       86.1:      10.5       13.9
Old  :     100.0:      29.8       15.1        5.8       54.0       65.2       89.5       86.1:      10.5       13.9
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  :       239:        43         61         36         75        115        135        195:
Old  :       239:        43         61         36         75        115        135        195:
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  :                 33.9       20.6       45.3       27.4       33.5       19.9       43.7       26.1
Old  :                 33.9       20.6       45.3       27.4       33.5       19.9       43.7       26.1
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, November 3, 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  : 1,518,296:   125,504    194,780    170,042    953,173    801,731  1,248,718  1,166,552:   269,578    351,744
Old  : 1,518,296:   125,504    194,780    170,042    953,173    801,731  1,248,718  1,166,552:   269,578    351,744
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 27, 2009                     :
     :    47,057:    -9,314      9,530     39,559     15,455     26,445     45,701     75,534:     1,356    -28,477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       12.8       11.2       62.8       52.8       82.2       76.8:      17.8       23.2
Old  :     100.0:       8.3       12.8       11.2       62.8       52.8       82.2       76.8:      17.8       23.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:        47         50         67        123        127        200        214:
Old  :       248:        47         50         67        123        127        200        214:
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  :                 20.8       15.4       27.6       22.1       16.6       11.3       22.0       15.1
Old  :                 20.8       15.4       27.6       22.1       16.6       11.3       22.0       15.1
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 3, 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  :   825,336:   101,080     74,086     28,869    500,972    514,604    630,921    617,559:   194,415    207,777
Old  :   825,336:   101,080     74,086     28,869    500,972    514,604    630,921    617,559:   194,415    207,777
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 27, 2009                     :
     :    19,150:    10,520      5,774      1,242     -1,114     22,259     10,648     29,276:     8,502    -10,126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        9.0        3.5       60.7       62.4       76.4       74.8:      23.6       25.2
Old  :     100.0:      12.2        9.0        3.5       60.7       62.4       76.4       74.8:      23.6       25.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        18         21         21         72         80        102        110:
Old  :       137:        18         21         21         72         80        102        110:
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  :                 20.4       16.4       29.3       25.3       14.1       14.8       21.5       20.9
Old  :                 20.4       16.4       29.3       25.3       14.1       14.8       21.5       20.9
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 3, 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  :   844,625:    86,715     57,107    298,824    421,230    450,401    806,769    806,333:    37,856     38,292
Old  :   844,625:    86,715     57,107    298,824    421,230    450,401    806,769    806,333:    37,856     38,292
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 27, 2009                     :
     :   -30,747:    -3,253      4,900    -26,230        834     -6,565    -28,650    -27,896:    -2,097     -2,852
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        6.8       35.4       49.9       53.3       95.5       95.5:       4.5        4.5
Old  :     100.0:      10.3        6.8       35.4       49.9       53.3       95.5       95.5:       4.5        4.5
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  :       123:        36         23         48         49         54        102        113:
Old  :       123:        36         23         48         49         54        102        113:
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  :                 27.8       25.3       45.0       42.1       13.4       10.2       16.7       15.6
Old  :                 27.8       25.3       45.0       42.1       13.4       10.2       16.7       15.6
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 3, 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  :    15,938:     2,880      2,404         81      8,733     10,490     11,695     12,975:     4,244      2,964
Old  :    15,938:     2,880      2,404         81      8,733     10,490     11,695     12,975:     4,244      2,964
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 27, 2009                     :
     :     1,434:      -424        288         41      1,003      1,014        621      1,343:       814         91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       15.1        0.5       54.8       65.8       73.4       81.4:      26.6       18.6
Old  :     100.0:      18.1       15.1        0.5       54.8       65.8       73.4       81.4:      26.6       18.6
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  :        24:         6          6          2          5          8         11         16:
Old  :        24:         6          6          2          5          8         11         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  :                 58.1       57.8       71.1       71.0       58.1       57.5       70.9       70.7
Old  :                 58.1       57.8       71.1       71.0       58.1       57.5       70.9       70.7
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, November 3, 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  :    66,481:    25,699     17,048      1,209     26,845     32,150     53,752     50,407:    12,729     16,074
Old  :    66,481:    25,699     17,048      1,209     26,845     32,150     53,752     50,407:    12,729     16,074
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 27, 2009                     :
     :       389:    -1,381     -2,151       -318       -838         63     -2,537     -2,406:     2,927      2,796
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7       25.6        1.8       40.4       48.4       80.9       75.8:      19.1       24.2
Old  :     100.0:      38.7       25.6        1.8       40.4       48.4       80.9       75.8:      19.1       24.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        29         15          9         26         25         57         47:
Old  :        86:        29         15          9         26         25         57         47:
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  :                 19.5       30.9       31.7       45.0       19.5       28.5       31.1       42.6
Old  :                 19.5       30.9       31.7       45.0       19.5       28.5       31.1       42.6
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 3, 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  :    15,543:       609      2,768        101     14,702     12,393     15,412     15,262:       131        281
Old  :    15,543:       609      2,768        101     14,702     12,393     15,412     15,262:       131        281
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 27, 2009                     :
     :       463:         6        561          6        515       -181        527        386:       -64         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       17.8        0.6       94.6       79.7       99.2       98.2:       0.8        1.8
Old  :     100.0:       3.9       17.8        0.6       94.6       79.7       99.2       98.2:       0.8        1.8
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  :        36:         4          9          2         13         13         19         22:
Old  :        36:         4          9          2         13         13         19         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  :                 76.3       78.7       90.7       89.0       67.0       60.4       75.2       69.6
Old  :                 76.3       78.7       90.7       89.0       67.0       60.4       75.2       69.6
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 3, 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  :    40,106:     7,330        377        153     32,454     39,495     39,937     40,025:       169         81
Old  :    40,106:     7,330        377        153     32,454     39,495     39,937     40,025:       169         81
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 27, 2009                     :
     :     1,326:      -304       -333         -4      1,636      1,618      1,328      1,281:        -2         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3        0.9        0.4       80.9       98.5       99.6       99.8:       0.4        0.2
Old  :     100.0:      18.3        0.9        0.4       80.9       98.5       99.6       99.8:       0.4        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         8          6          1         10         11         18         18:
Old  :        32:         8          6          1         10         11         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.8       94.6       93.2       98.2       64.3       81.6       79.7       84.4
Old  :                 77.8       94.6       93.2       98.2       64.3       81.6       79.7       84.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated November 6, 2009