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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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  :   430,896:    77,828     99,776    114,287    204,354    163,931    396,469    377,995:    34,427     52,901
Old  :   351,340:    66,277     93,233     87,225    168,922    128,174    322,425    308,633:    28,915     42,707
Other:    79,556:    27,665     22,657     10,948     35,431     35,757     74,044     69,362:     5,513     10,195
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2009                   :
     :     8,556:     1,486     -3,229       -135      3,077      5,845      4,428      2,481:     4,128      6,074
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       23.2       26.5       47.4       38.0       92.0       87.7:       8.0       12.3
Old  :     100.0:      18.9       26.5       24.8       48.1       36.5       91.8       87.8:       8.2       12.2
Other:     100.0:      34.8       28.5       13.8       44.5       44.9       93.1       87.2:       6.9       12.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       375:       114        137        136         83         96        277        305:
Old  :       369:       110        144        116         78         93        258        290:
Other:       175:        38         52         44         45         68        110        142:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.9       13.8       33.2       20.5       19.1       11.4       30.9       16.6
Old  :                 23.9       14.8       35.8       21.6       22.1       13.6       33.9       19.1
Other:                 49.5       28.3       59.7       36.5       45.6       24.3       51.6       31.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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  : 1,313,096:   229,160    123,234    386,647    578,353    547,763  1,194,159  1,057,644:   118,937    255,452
Old  : 1,199,077:   215,028    128,707    350,878    522,154    491,556  1,088,060    971,141:   111,017    227,936
Other:   114,019:    32,828     13,224     17,072     56,199     56,207    106,099     86,504:     7,920     27,516
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2009                   :
     :   -32,123:    -4,245    -27,259    -17,300     -7,084     14,415    -28,630    -30,144:    -3,493     -1,979
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5        9.4       29.4       44.0       41.7       90.9       80.5:       9.1       19.5
Old  :     100.0:      17.9       10.7       29.3       43.5       41.0       90.7       81.0:       9.3       19.0
Other:     100.0:      28.8       11.6       15.0       49.3       49.3       93.1       75.9:       6.9       24.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       660:       162        171        226        208        272        502        557:
Old  :       658:       158        181        216        206        270        494        549:
Other:       317:        45         59         58         60        181        133        274:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.8       12.4       21.5       19.2       11.0        8.8       17.9       12.0
Old  :                 13.1       12.2       22.2       19.1       11.4        8.5       18.7       11.9
Other:                 33.8       19.0       47.2       26.7       32.7       16.2       42.6       21.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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  :    14,047:     2,230      1,471      1,052      8,846      9,666     12,128     12,189:     1,919      1,858
Old  :    14,042:     2,231      1,471      1,051      8,845      9,665     12,127     12,187:     1,915      1,855
Other:         5:         0          1          0          1          1          1          2:         4          3
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2009                   :
     :      -627:       636     -1,045        -66     -1,076        459       -505       -652:      -122         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       10.5        7.5       63.0       68.8       86.3       86.8:      13.7       13.2
Old  :     100.0:      15.9       10.5        7.5       63.0       68.8       86.4       86.8:      13.6       13.2
Other:     100.0:       0.0       20.0        0.0       20.0       20.0       20.0       40.0:      80.0       60.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        11         10          6         16         12         30         27:
Old  :        43:        12         10          6         15         12         29         27:
Other:         3:         0          1          0          1          1          1          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.9       59.4       60.4       71.8       42.5       56.0       57.8       67.5
Old  :                 44.0       59.4       60.4       71.8       42.5       56.0       57.9       67.5
Other:                 20.0       40.0       20.0       40.0       20.0       40.0       20.0       40.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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  :   589,428:    86,798     52,891    192,233    264,447    252,529    543,478    497,653:    45,950     91,774
Old  :   546,052:    83,137     55,111    170,938    248,719    234,175    502,794    460,223:    43,258     85,829
Other:    43,376:    16,615     10,734      8,342     15,728     18,354     40,684     37,430:     2,691      5,946
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2009                   :
     :    -8,652:    -3,434     -6,167        770     -4,405     -2,739     -7,069     -8,135:    -1,583       -516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        9.0       32.6       44.9       42.8       92.2       84.4:       7.8       15.6
Old  :     100.0:      15.2       10.1       31.3       45.5       42.9       92.1       84.3:       7.9       15.7
Other:     100.0:      38.3       24.7       19.2       36.3       42.3       93.8       86.3:       6.2       13.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       468:       140        137        198        119        158        369        407:
Old  :       465:       135        145        191        116        154        360        400:
Other:       198:        45         41         28         33         98         87        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  :                 15.6       16.2       25.0       24.8       11.1       11.1       17.8       15.0
Old  :                 16.3       16.6       25.8       24.6       11.7       11.3       19.0       16.0
Other:                 35.2       43.2       51.6       56.2       32.9       38.9       43.8       47.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2009              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    22,367:    19,298      3,415        464         11      3,489     19,773      7,368:     2,594     14,999
Old  :    20,986:    18,168      3,396        464         11      3,146     18,643      7,006:     2,343     13,980
Other:     1,381:     1,130         19          0          0        343      1,130        362:       251      1,019
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2009                   :
     :    -1,153:      -778        330        246          2        -79       -530        497:      -623     -1,650
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.3       15.3        2.1        0.0       15.6       88.4       32.9:      11.6       67.1
Old  :     100.0:      86.6       16.2        2.2        0.1       15.0       88.8       33.4:      11.2       66.6
Other:     100.0:      81.8        1.4        0.0        0.0       24.8       81.8       26.2:      18.2       73.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        15          9          8          2          8         19         23:
Old  :        32:        15          9          8          2          8         19         23:
Other:        18:         9          2          0          0          7          9          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 59.8       13.9       78.3       22.6       58.9       13.9       77.4       22.5
Old  :                 60.3       14.7       78.5       22.9       59.4       14.7       77.6       22.5
Other:                 75.0       22.2       81.5       26.1       75.0       22.2       81.5       26.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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  :   250,762:    30,703     54,194     59,144    139,187    110,293    229,034    223,630:    21,727     27,131
Old  :   240,293:    31,248     56,456     52,243    135,833    104,778    219,324    213,476:    20,969     26,816
Other:    10,469:     4,185      2,468      2,171      3,355      5,515      9,711     10,154:       758        315
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2009                   :
     :    -4,314:    -4,858      1,850        -37        842     -7,601     -4,053     -5,787:      -261      1,473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       21.6       23.6       55.5       44.0       91.3       89.2:       8.7       10.8
Old  :     100.0:      13.0       23.5       21.7       56.5       43.6       91.3       88.8:       8.7       11.2
Other:     100.0:      40.0       23.6       20.7       32.0       52.7       92.8       97.0:       7.2        3.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        45         75         74         64         62        165        180:
Old  :       222:        49         79         73         63         60        163        178:
Other:        41:         9         10          3         14         12         24         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  :                 16.2       15.2       27.9       24.7       13.5       11.2       20.9       18.1
Old  :                 16.9       15.4       28.8       25.1       14.1       11.7       22.1       19.2
Other:                 72.5       57.9       86.9       83.4       63.0       41.1       67.0       63.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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  :   801,597:    73,349    140,258     26,177    566,039    506,362    665,566    672,797:   136,031    128,800
Old  :   801,597:    73,349    140,258     26,177    566,039    506,362    665,566    672,797:   136,031    128,800
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2009                   :
     :      -613:    17,883      1,930     -8,446       -284     10,728      9,153      4,212:    -9,766     -4,825
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       17.5        3.3       70.6       63.2       83.0       83.9:      17.0       16.1
Old  :     100.0:       9.2       17.5        3.3       70.6       63.2       83.0       83.9:      17.0       16.1
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  :       153:        29         30         32         68         75        115        119:
Old  :       153:        29         30         32         68         75        115        119:
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       28.6       32.7       36.5       18.4       28.1       28.0       35.7
Old  :                 20.4       28.6       32.7       36.5       18.4       28.1       28.0       35.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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  :   170,629:    39,184     10,843     31,511     75,324    107,029    146,019    149,383:    24,610     21,245
Old  :   161,061:    39,475     10,675     28,535     69,367    101,139    137,376    140,349:    23,685     20,712
Other:     9,568:     1,357      1,817      1,328      5,958      5,890      8,643      9,035:       925        533
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2009                   :
     :    -7,264:       547     -1,042        513     -6,028     -5,976     -4,967     -6,505:    -2,297       -759
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0        6.4       18.5       44.1       62.7       85.6       87.5:      14.4       12.5
Old  :     100.0:      24.5        6.6       17.7       43.1       62.8       85.3       87.1:      14.7       12.9
Other:     100.0:      14.2       19.0       13.9       62.3       61.6       90.3       94.4:       9.7        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        57         27         55         58         58        147        119:
Old  :       167:        61         27         55         58         58        147        119:
Other:        40:         4          6          6         26          9         35         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.9       34.9       29.9       50.9       16.4       27.4       23.5       38.1
Old  :                 17.3       34.3       28.9       49.8       15.3       27.9       22.8       38.0
Other:                 49.5       66.0       65.6       85.3       48.8       59.9       61.5       72.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2009              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    11,889:     2,904      1,137      1,547      5,551      7,585     10,002     10,269:     1,886      1,620
Old  :    11,818:     2,909      1,137      1,542      5,481      7,541      9,932     10,220:     1,885      1,598
Other:        71:         0          5          0         70         44         70         49:         1         22
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2009                   :
     :       424:      -316        232        139        524       -188        347        183:        77        241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        9.6       13.0       46.7       63.8       84.1       86.4:      15.9       13.6
Old  :     100.0:      24.6        9.6       13.1       46.4       63.8       84.0       86.5:      16.0       13.5
Other:     100.0:       0.0        7.0        0.0       98.6       62.0       98.6       69.0:       1.4       31.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        21          4         13         21         17         46         34:
Old  :        57:        21          4         13         21         17         46         34:
Other:         3:         0          1          0          1          1          1          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       44.7       46.5       59.9       34.1       43.8       46.4       57.9
Old  :                 33.7       45.0       46.2       59.9       33.7       44.1       46.1       57.9
Other:                 98.6       69.0       98.6       69.0       98.6       69.0       98.6       69.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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  :   833,788:   305,915    135,370     33,892    398,340    544,736    738,147    713,998:    95,641    119,790
Old  :   833,788:   305,915    135,370     33,892    398,340    544,736    738,147    713,998:    95,641    119,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2009                   :
     :    19,961:   -11,671     27,522     -9,518     37,916      2,410     16,727     20,414:     3,234       -452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7       16.2        4.1       47.8       65.3       88.5       85.6:      11.5       14.4
Old  :     100.0:      36.7       16.2        4.1       47.8       65.3       88.5       85.6:      11.5       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        35         53         31         71        102        125        167:
Old  :       204:        35         53         31         71        102        125        167:
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  :                 27.5       22.9       38.8       30.5       27.5       22.0       37.0       28.8
Old  :                 27.5       22.9       38.8       30.5       27.5       22.0       37.0       28.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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  : 1,396,934:   141,324    181,646    129,615    839,387    754,179  1,110,326  1,065,439:   286,608    331,494
Old  : 1,396,934:   141,324    181,646    129,615    839,387    754,179  1,110,326  1,065,439:   286,608    331,494
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2009                   :
     :    -9,930:    27,723    -15,508    -20,077    -35,532      5,602    -27,886    -29,984:    17,955     20,053
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       13.0        9.3       60.1       54.0       79.5       76.3:      20.5       23.7
Old  :     100.0:      10.1       13.0        9.3       60.1       54.0       79.5       76.3:      20.5       23.7
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  :       232:        41         41         56        115        121        184        190:
Old  :       232:        41         41         56        115        121        184        190:
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  :                 16.0       14.1       24.5       21.6       13.0       10.4       19.4       15.4
Old  :                 16.0       14.1       24.5       21.6       13.0       10.4       19.4       15.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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  :   827,367:    97,994     72,387     26,333    499,608    532,515    623,934    631,235:   203,433    196,132
Old  :   827,367:    97,994     72,387     26,333    499,608    532,515    623,934    631,235:   203,433    196,132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2009                   :
     :   -32,907:     7,508    -10,238     -2,220    -34,952    -16,464    -29,664    -28,922:    -3,242     -3,984
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8        8.7        3.2       60.4       64.4       75.4       76.3:      24.6       23.7
Old  :     100.0:      11.8        8.7        3.2       60.4       64.4       75.4       76.3:      24.6       23.7
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  :       134:        22         23         20         66         73         98        106:
Old  :       134:        22         23         20         66         73         98        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       17.6       34.9       29.5       17.1       16.0       27.1       26.2
Old  :                 23.7       17.6       34.9       29.5       17.1       16.0       27.1       26.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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  :   797,814:   126,740     25,835    286,747    347,962    442,052    761,450    754,634:    36,364     43,179
Old  :   797,814:   126,740     25,835    286,747    347,962    442,052    761,450    754,634:    36,364     43,179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2009                   :
     :    31,528:    -9,602     -1,809     15,353     27,275     16,770     33,026     30,314:    -1,498      1,214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        3.2       35.9       43.6       55.4       95.4       94.6:       4.6        5.4
Old  :     100.0:      15.9        3.2       35.9       43.6       55.4       95.4       94.6:       4.6        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  :       107:        32         18         45         42         47         93         95:
Old  :       107:        32         18         45         42         47         93         95:
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  :                 26.7       25.7       48.0       44.0       14.4       13.6       19.6       19.0
Old  :                 26.7       25.7       48.0       44.0       14.4       13.6       19.6       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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  :    74,347:    29,241     10,792      1,269     31,721     45,164     62,231     57,225:    12,117     17,122
Old  :    74,347:    29,241     10,792      1,269     31,721     45,164     62,231     57,225:    12,117     17,122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2009                   :
     :     7,227:     3,494      3,147        826      1,645      4,224      5,964      8,196:     1,262       -969
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3       14.5        1.7       42.7       60.7       83.7       77.0:      16.3       23.0
Old  :     100.0:      39.3       14.5        1.7       42.7       60.7       83.7       77.0:      16.3       23.0
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  :        91:        32         13          9         30         27         64         47:
Old  :        91:        32         13          9         30         27         64         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  :                 27.8       39.1       39.1       52.7       27.8       38.0       39.1       50.5
Old  :                 27.8       39.1       39.1       52.7       27.8       38.0       39.1       50.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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  :    10,168:     8,027      8,406          0      2,009      1,741     10,036     10,147:       132         21
Old  :    10,168:     8,027      8,406          0      2,009      1,741     10,036     10,147:       132         21
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2009                   :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.9       82.7        0.0       19.8       17.1       98.7       99.8:       1.3        0.2
Old  :     100.0:      78.9       82.7        0.0       19.8       17.1       98.7       99.8:       1.3        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  :        20:         9          6          0          2          3         11          9:
Old  :        20:         9          6          0          2          3         11          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.8       98.0       96.1       99.5       81.8       98.0       96.1       99.5
Old  :                 81.8       98.0       96.1       99.5       81.8       98.0       96.1       99.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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  :    18,009:       579      3,088         90     17,192     14,677     17,861     17,855:       148        154
Old  :    18,009:       579      3,088         90     17,192     14,677     17,861     17,855:       148        154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2009                   :
     :       298:        16        878          0        249       -571        265        307:        33         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       17.1        0.5       95.5       81.5       99.2       99.1:       0.8        0.9
Old  :     100.0:       3.2       17.1        0.5       95.5       81.5       99.2       99.1:       0.8        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         4         14          1         13         15         18         29:
Old  :        43:         4         14          1         13         15         18         29:
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  :                 80.5       75.3       91.4       88.0       49.1       46.9       59.1       56.7
Old  :                 80.5       75.3       91.4       88.0       49.1       46.9       59.1       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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  :    31,022:     5,802        265         25     25,012     30,695     30,839     30,985:       183         37
Old  :    31,022:     5,802        265         25     25,012     30,695     30,839     30,985:       183         37
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2009                   :
     :     1,732:     1,950        106          0       -251      1,619      1,699      1,725:        33          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7        0.9        0.1       80.6       98.9       99.4       99.9:       0.6        0.1
Old  :     100.0:      18.7        0.9        0.1       80.6       98.9       99.4       99.9:       0.6        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  :        34:        10          7          1         10          9         20         17:
Old  :        34:        10          7          1         10          9         20         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  :                 73.8       94.6       94.3       98.8       56.9       77.9       77.3       80.7
Old  :                 73.8       94.6       94.3       98.8       56.9       77.9       77.3       80.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 2, 2009