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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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  :   421,702:    76,099     66,077     98,276    214,242    208,487    388,618    372,841:    33,084     48,861
Old  :   283,453:    64,562     60,334     56,489    139,296    135,680    260,347    252,503:    23,106     30,950
Other:   138,249:    27,682     21,888     25,642     74,946     72,807    128,271    120,338:     9,978     17,911
     :          :                                                                            :
     :          :          Changes in Commitments from: November 24, 2009                    :
     :     2,821:     2,643       -614      1,225     -1,692      3,080      2,176      3,691:       645       -870
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       15.7       23.3       50.8       49.4       92.2       88.4:       7.8       11.6
Old  :     100.0:      22.8       21.3       19.9       49.1       47.9       91.8       89.1:       8.2       10.9
Other:     100.0:      20.0       15.8       18.5       54.2       52.7       92.8       87.0:       7.2       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       370:       122        123        130         74        103        279        283:
Old  :       349:       110        125        103         65         90        239        256:
Other:       208:        52         61         64         44         82        136        172:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       21.9       35.6       30.3       20.6       19.0       34.2       25.3
Old  :                 27.5       22.5       39.4       32.0       27.4       21.5       38.9       29.2
Other:                 38.0       26.9       49.8       36.2       36.3       22.9       43.3       28.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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  : 1,220,867:   282,585     59,602    260,362    549,839    621,111  1,092,785    941,074:   128,082    279,793
Old  :   969,319:   215,648     61,641    206,235    435,638    492,220    857,522    760,096:   111,797    209,222
Other:   251,548:    82,720     13,744     38,343    114,200    128,890    235,264    180,978:    16,285     70,571
     :          :                                                                            :
     :          :          Changes in Commitments from: November 24, 2009                    :
     :     6,007:    26,837     -3,562     -1,813    -13,276     18,747     11,748     13,371:    -5,740     -7,364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        4.9       21.3       45.0       50.9       89.5       77.1:      10.5       22.9
Old  :     100.0:      22.2        6.4       21.3       44.9       50.8       88.5       78.4:      11.5       21.6
Other:     100.0:      32.9        5.5       15.2       45.4       51.2       93.5       71.9:       6.5       28.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       690:       194        109        236        191        294        515        569:
Old  :       677:       178        129        220        186        286        496        547:
Other:       398:        77         57         60         71        233        174        329:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       14.0       22.9       20.2       13.4       12.2       21.5       17.4
Old  :                 15.5       14.6       24.1       20.6       15.3       12.6       23.6       17.4
Other:                 28.8       14.9       42.5       21.7       27.9       13.0       41.5       18.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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  :    12,641:     2,340          1      1,187      6,515     10,394     10,042     11,582:     2,599      1,059
Old  :    11,609:     2,262          0      1,062      5,721      9,514      9,044     10,576:     2,565      1,033
Other:     1,032:        78          1        126        794        880        998      1,006:        34         26
     :          :                                                                            :
     :          :          Changes in Commitments from: November 24, 2009                    :
     :      -996:      -179       -105         84       -891       -774       -986       -795:       -10       -201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5        0.0        9.4       51.5       82.2       79.4       91.6:      20.6        8.4
Old  :     100.0:      19.5        0.0        9.1       49.3       82.0       77.9       91.1:      22.1        8.9
Other:     100.0:       7.6        0.1       12.2       77.0       85.2       96.7       97.5:       3.3        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        10          1          6         13         12         28         18:
Old  :        34:        10          1          6         12         10         27         16:
Other:        13:         1          1          2          6          7          8          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  :                 40.2       68.6       56.4       85.1       34.4       62.8       49.6       73.9
Old  :                 41.8       70.3       57.3       87.0       37.1       68.3       52.6       79.8
Other:                 92.7       85.5       96.7       96.7       80.1       80.6       82.6       83.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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  :   608,589:   140,233     25,845    162,643    240,811    324,236    543,686    512,724:    64,903     95,866
Old  :   530,061:   126,050     26,418    133,076    211,680    294,965    470,806    454,459:    59,255     75,601
Other:    78,529:    27,715     12,959     16,034     29,131     29,271     72,880     58,264:     5,648     20,264
     :          :                                                                            :
     :          :          Changes in Commitments from: November 24, 2009                    :
     :    21,245:     1,725     -1,522      7,664      8,659     14,695     18,048     20,837:     3,197        407
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0        4.2       26.7       39.6       53.3       89.3       84.2:      10.7       15.8
Old  :     100.0:      23.8        5.0       25.1       39.9       55.6       88.8       85.7:      11.2       14.3
Other:     100.0:      35.3       16.5       20.4       37.1       37.3       92.8       74.2:       7.2       25.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       478:       179        101        163        113        173        382        362:
Old  :       472:       176        105        150        109        169        370        348:
Other:       232:        45         49         40         41        124        105        195:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.7       21.8       23.4       32.0       11.5       17.3       18.6       24.3
Old  :                 14.7       24.1       24.8       34.7       13.0       19.2       20.5       27.1
Other:                 35.6       19.1       51.6       29.8       33.7       17.8       45.3       23.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    19,389:    15,754      1,985        484          0      2,216     16,238      4,685:     3,151     14,704
Old  :    13,559:    10,274      2,175        269          0      1,279     10,543      3,723:     3,016      9,836
Other:     5,830:     5,685         15         10          0        937      5,695        962:       135      4,868
     :          :                                                                            :
     :          :          Changes in Commitments from: November 24, 2009                    :
     :     1,843:     2,019       -325         60          0        303      2,079         38:      -236      1,805
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.3       10.2        2.5        0.0       11.4       83.7       24.2:      16.3       75.8
Old  :     100.0:      75.8       16.0        2.0        0.0        9.4       77.8       27.5:      22.2       72.5
Other:     100.0:      97.5        0.3        0.2        0.0       16.1       97.7       16.5:       2.3       83.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        17          5         10          0          5         18         19:
Old  :        27:        17          5          9          0          5         17         19:
Other:        21:        15          1          4          0          5         15         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       13.7       67.6       20.4       46.5       12.7       66.4       19.3
Old  :                 44.8       16.1       65.6       23.7       43.3       16.1       63.9       23.7
Other:                 57.0       15.5       81.0       16.4       57.0       15.5       81.0       16.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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  :   294,010:    61,284     20,144     72,463    122,483    179,012    256,230    271,618:    37,780     22,392
Old  :   281,185:    60,681     22,487     65,795    118,584    171,076    245,060    259,359:    36,125     21,826
Other:    12,825:     5,743      2,796      1,527      3,899      7,936     11,170     12,260:     1,655        565
     :          :                                                                            :
     :          :          Changes in Commitments from: November 24, 2009                    :
     :     6,808:       811       -663     -1,983      5,305      7,826      4,133      5,180:     2,675      1,628
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        6.9       24.6       41.7       60.9       87.2       92.4:      12.8        7.6
Old  :     100.0:      21.6        8.0       23.4       42.2       60.8       87.2       92.2:      12.8        7.8
Other:     100.0:      44.8       21.8       11.9       30.4       61.9       87.1       95.6:      12.9        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        82         45         75         61         61        198        156:
Old  :       231:        83         48         75         60         61        196        156:
Other:        44:         8          9          7         18         16         28         30:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       26.4       28.4       38.0       13.8       22.9       20.4       32.2
Old  :                 17.6       26.2       29.2       37.2       14.4       23.5       21.7       32.6
Other:                 58.8       51.0       78.7       78.6       56.6       41.4       68.2       67.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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  :   865,642:    84,567    160,191     46,575    583,437    518,227    714,578    724,992:   151,063    140,649
Old  :   865,642:    84,567    160,191     46,575    583,437    518,227    714,578    724,992:   151,063    140,649
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 24, 2009                    :
     :    15,167:    12,898    -16,138      6,997     -8,533     29,400     11,363     20,259:     3,804     -5,092
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       18.5        5.4       67.4       59.9       82.5       83.8:      17.5       16.2
Old  :     100.0:       9.8       18.5        5.4       67.4       59.9       82.5       83.8:      17.5       16.2
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  :       167:        36         30         37         79         82        131        133:
Old  :       167:        36         30         37         79         82        131        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       27.7       27.8       35.8       14.5       21.9       23.8       29.3
Old  :                 17.0       27.7       27.8       35.8       14.5       21.9       23.8       29.3
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, December 1, 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  :   183,463:    57,321     14,680     23,834     64,516    122,946    145,671    161,461:    37,792     22,003
Old  :   169,983:    57,303     13,031     19,760     56,788    116,182    133,852    148,973:    36,131     21,011
Other:    13,480:     2,737      4,369      1,354      7,727      6,764     11,819     12,488:     1,661        992
     :          :                                                                            :
     :          :          Changes in Commitments from: November 24, 2009                    :
     :    -3,070:     3,701      1,410     -1,375     -7,116     -2,997     -4,791     -2,962:     1,720       -108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2        8.0       13.0       35.2       67.0       79.4       88.0:      20.6       12.0
Old  :     100.0:      33.7        7.7       11.6       33.4       68.3       78.7       87.6:      21.3       12.4
Other:     100.0:      20.3       32.4       10.0       57.3       50.2       87.7       92.6:      12.3        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        71         29         41         52         50        145        105:
Old  :       168:        75         27         41         52         50        144        105:
Other:        46:         8         11         10         21         13         34         30:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.8       41.8       22.9       53.3       14.5       37.0       21.1       46.2
Old  :                 14.2       42.2       22.8       53.7       13.9       38.2       21.0       47.3
Other:                 47.9       51.9       62.1       77.8       47.7       47.8       61.9       67.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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  :    17,633:     6,691        269      1,232      4,778     14,852     12,701     16,353:     4,932      1,281
Old  :    16,823:     6,497        268      1,175      4,460     14,212     12,132     15,654:     4,691      1,169
Other:       810:       196          3         55        318        640        569        698:       241        112
     :          :                                                                            :
     :          :          Changes in Commitments from: November 24, 2009                    :
     :     1,447:       526       -157        361        109      1,043        997      1,247:       451        200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9        1.5        7.0       27.1       84.2       72.0       92.7:      28.0        7.3
Old  :     100.0:      38.6        1.6        7.0       26.5       84.5       72.1       93.1:      27.9        6.9
Other:     100.0:      24.2        0.4        6.8       39.3       79.0       70.3       86.2:      29.7       13.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        36          2          8         27         20         68         29:
Old  :        78:        36          2          8         26         20         67         29:
Other:        18:         1          3          4          5          8         10         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       62.7       34.4       76.1       23.4       62.6       33.2       75.0
Old  :                 22.0       64.0       33.4       76.6       22.0       63.9       32.2       75.5
Other:                 62.1       66.5       69.8       82.2       61.2       66.5       63.5       79.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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  : 1,023,607:   360,513    144,112     65,611    508,804    687,876    934,928    897,598:    88,679    126,009
Old  : 1,023,607:   360,513    144,112     65,611    508,804    687,876    934,928    897,598:    88,679    126,009
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 24, 2009                    :
     :   -85,094:   -28,187    -28,675     25,275    -68,412    -51,914    -71,324    -55,313:   -13,770    -29,781
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       14.1        6.4       49.7       67.2       91.3       87.7:       8.7       12.3
Old  :     100.0:      35.2       14.1        6.4       49.7       67.2       91.3       87.7:       8.7       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:        38         53         31         81        126        137        192:
Old  :       233:        38         53         31         81        126        137        192:
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  :                 36.7       20.3       48.2       26.2       35.7       19.4       46.5       25.0
Old  :                 36.7       20.3       48.2       26.2       35.7       19.4       46.5       25.0
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, December 1, 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  : 1,601,570:   198,263    202,325    178,077    911,672    902,305  1,288,012  1,282,707:   313,557    318,863
Old  : 1,601,570:   198,263    202,325    178,077    911,672    902,305  1,288,012  1,282,707:   313,557    318,863
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 24, 2009                    :
     :    59,414:    10,122    -66,443     54,430    -15,163     55,706     49,389     43,693:    10,025     15,721
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       12.6       11.1       56.9       56.3       80.4       80.1:      19.6       19.9
Old  :     100.0:      12.4       12.6       11.1       56.9       56.3       80.4       80.1:      19.6       19.9
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  :       223:        40         42         50        109        119        175        185:
Old  :       223:        40         42         50        109        119        175        185:
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  :                 20.5       17.0       27.9       26.6       15.7       13.0       21.0       18.9
Old  :                 20.5       17.0       27.9       26.6       15.7       13.0       21.0       18.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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  :   936,001:   114,949     88,813     64,648    521,765    538,276    701,362    691,737:   234,639    244,264
Old  :   936,001:   114,949     88,813     64,648    521,765    538,276    701,362    691,737:   234,639    244,264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 24, 2009                    :
     :    54,374:   -22,635      9,422     40,403     18,630    -10,661     36,398     39,164:    17,977     15,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3        9.5        6.9       55.7       57.5       74.9       73.9:      25.1       26.1
Old  :     100.0:      12.3        9.5        6.9       55.7       57.5       74.9       73.9:      25.1       26.1
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  :       140:        19         18         17         76         87        105        112:
Old  :       140:        19         18         17         76         87        105        112:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       14.9       29.2       23.9       12.1       10.5       19.1       16.8
Old  :                 18.4       14.9       29.2       23.9       12.1       10.5       19.1       16.8
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, December 1, 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  :   902,227:    71,717     45,379    287,542    493,682    521,162    852,941    854,083:    49,286     48,143
Old  :   902,227:    71,717     45,379    287,542    493,682    521,162    852,941    854,083:    49,286     48,143
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 24, 2009                    :
     :   -45,259:      -850     -4,212    -45,495     -7,573      1,773    -53,918    -47,934:     8,659      2,675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9        5.0       31.9       54.7       57.8       94.5       94.7:       5.5        5.3
Old  :     100.0:       7.9        5.0       31.9       54.7       57.8       94.5       94.7:       5.5        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       121:        28         31         47         49         56         99        114:
Old  :       121:        28         31         47         49         56         99        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       26.5       45.1       41.9       12.3        9.7       16.7       13.7
Old  :                 28.1       26.5       45.1       41.9       12.3        9.7       16.7       13.7
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, December 1, 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  :    15,678:     3,519      2,854          4      8,700      9,222     12,223     12,080:     3,455      3,599
Old  :    15,678:     3,519      2,854          4      8,700      9,222     12,223     12,080:     3,455      3,599
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 24, 2009                    :
     :    -1,103:      -255        237          2         -0     -1,499       -253     -1,260:      -849        157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       18.2        0.0       55.5       58.8       78.0       77.0:      22.0       23.0
Old  :     100.0:      22.4       18.2        0.0       55.5       58.8       78.0       77.0:      22.0       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  :        23:         4          7          2          5          8         10         16:
Old  :        23:         4          7          2          5          8         10         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  :                 63.6       48.0       77.9       64.0       63.6       48.0       77.9       64.0
Old  :                 63.6       48.0       77.9       64.0       63.6       48.0       77.9       64.0
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, December 1, 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  :    73,088:    38,142     14,155      1,119     21,872     46,255     61,132     61,528:    11,955     11,560
Old  :    73,088:    38,142     14,155      1,119     21,872     46,255     61,132     61,528:    11,955     11,560
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 24, 2009                    :
     :     3,678:     3,468      1,435         72     -1,406      6,394      2,134      7,900:     1,544     -4,223
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.2       19.4        1.5       29.9       63.3       83.6       84.2:      16.4       15.8
Old  :     100.0:      52.2       19.4        1.5       29.9       63.3       83.6       84.2:      16.4       15.8
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  :       106:        44         15          8         28         32         74         53:
Old  :       106:        44         15          8         28         32         74         53:
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  :                 18.3       30.1       30.3       45.4       16.9       28.5       28.1       42.3
Old  :                 18.3       30.1       30.3       45.4       16.9       28.5       28.1       42.3
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, December 1, 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  :    12,456:     9,323      9,523          0      1,982      2,933     11,305     12,456:     1,151          0
Old  :    12,456:     9,323      9,523          0      1,982      2,933     11,305     12,456:     1,151          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 24, 2009                    :
     :       194:       184         98          0         23        104        207        202:       -13         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.8       76.5        0.0       15.9       23.5       90.8      100.0:       9.2        0.0
Old  :     100.0:      74.8       76.5        0.0       15.9       23.5       90.8      100.0:       9.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        11          6          0          2          3         13          9:
Old  :        22:        11          6          0          2          3         13          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  :                 78.4       93.9       88.1       99.6       78.4       93.9       88.1       99.6
Old  :                 78.4       93.9       88.1       99.6       78.4       93.9       88.1       99.6
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, December 1, 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  :    16,014:       585      3,670         95     15,128     12,103     15,808     15,868:       206        146
Old  :    16,014:       585      3,670         95     15,128     12,103     15,808     15,868:       206        146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 24, 2009                    :
     :      -774:        55       -285         -4       -719       -448       -668       -737:      -106        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7       22.9        0.6       94.5       75.6       98.7       99.1:       1.3        0.9
Old  :     100.0:       3.7       22.9        0.6       94.5       75.6       98.7       99.1:       1.3        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         4          9          1         14         15         19         24:
Old  :        38:         4          9          1         14         15         19         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.6       79.5       88.5       88.8       68.3       67.6       78.5       76.3
Old  :                 72.6       79.5       88.5       88.8       68.3       67.6       78.5       76.3
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, December 1, 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  :    37,855:     5,711        251         88     31,569     37,178     37,368     37,517:       487        338
Old  :    37,855:     5,711        251         88     31,569     37,178     37,368     37,517:       487        338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 24, 2009                    :
     :      -865:      -797       -613         66        -98       -275       -829       -822:       -36        -43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1        0.7        0.2       83.4       98.2       98.7       99.1:       1.3        0.9
Old  :     100.0:      15.1        0.7        0.2       83.4       98.2       98.7       99.1:       1.3        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  :        31:        10          5          1         10          9         20         15:
Old  :        31:        10          5          1         10          9         20         15:
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  :                 76.6       95.4       92.5       98.3       76.2       93.5       91.8       96.1
Old  :                 76.6       95.4       92.5       98.3       76.2       93.5       91.8       96.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 4, 2009