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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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  :   430,167:    80,471    103,448    111,820    203,965    165,605    396,255    380,872:    33,912     49,295
Old  :   349,202:    68,344     95,964     85,644    167,427    128,733    321,415    310,341:    27,787     38,861
Other:    80,965:    28,519     23,875      9,784     36,538     36,872     74,841     70,531:     6,124     10,434
     :          :                                                                            :
     :          :          Changes in Commitments from: September 29, 2009                   :
     :      -729:     2,643      3,672     -2,468       -389      1,673       -213      2,877:      -516     -3,606
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       24.0       26.0       47.4       38.5       92.1       88.5:       7.9       11.5
Old  :     100.0:      19.6       27.5       24.5       47.9       36.9       92.0       88.9:       8.0       11.1
Other:     100.0:      35.2       29.5       12.1       45.1       45.5       92.4       87.1:       7.6       12.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       369:       114        142        127         82         95        273        294:
Old  :       363:       114        140        108         78         92        253        282:
Other:       176:        32         59         45         42         70        104        148:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.0       14.0       33.1       20.4       19.2       11.6       31.0       16.7
Old  :                 23.9       14.9       35.8       21.9       22.1       13.9       33.6       20.2
Other:                 48.8       26.5       58.4       35.9       44.0       22.4       50.3       29.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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  : 1,377,970:   247,273    107,306    414,406    589,463    588,264  1,251,142  1,109,976:   126,828    267,994
Old  : 1,250,407:   224,862    108,541    380,850    528,743    524,615  1,134,455  1,014,006:   115,952    236,401
Other:   127,562:    37,238     13,591     18,729     60,720     63,649    116,687     95,970:    10,875     31,593
     :          :                                                                            :
     :          :          Changes in Commitments from: September 29, 2009                   :
     :    64,874:    18,113    -15,929     27,760     11,110     40,501     56,983     52,332:     7,891     12,542
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        7.8       30.1       42.8       42.7       90.8       80.6:       9.2       19.4
Old  :     100.0:      18.0        8.7       30.5       42.3       42.0       90.7       81.1:       9.3       18.9
Other:     100.0:      29.2       10.7       14.7       47.6       49.9       91.5       75.2:       8.5       24.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       670:       172        164        226        212        284        517        560:
Old  :       668:       172        166        216        210        282        510        551:
Other:       326:        50         55         56         63        189        138        279:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       12.7       20.8       19.3       10.7        9.7       17.4       12.9
Old  :                 12.6       12.3       21.4       19.1       11.0        9.4       18.2       12.6
Other:                 30.8       20.2       46.6       27.3       30.3       17.5       42.6       22.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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  :    13,872:     1,782      1,254      1,076      8,887      9,658     11,745     11,987:     2,127      1,884
Old  :    13,843:     1,779      1,254      1,075      8,866      9,634     11,720     11,962:     2,123      1,880
Other:        29:         4          1          0         21         24         25         25:         4          4
     :          :                                                                            :
     :          :          Changes in Commitments from: September 29, 2009                   :
     :      -176:      -449       -217         24         41         -8       -384       -202:       208         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8        9.0        7.8       64.1       69.6       84.7       86.4:      15.3       13.6
Old  :     100.0:      12.8        9.1        7.8       64.0       69.6       84.7       86.4:      15.3       13.6
Other:     100.0:      13.8        3.4        0.0       72.4       82.8       86.2       86.2:      13.8       13.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        11          7          6         17         12         31         25:
Old  :        41:        12          7          6         16         12         30         25:
Other:         7:         1          1          0          2          3          3          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 42.8       60.2       58.0       73.4       41.9       57.1       55.6       68.9
Old  :                 42.8       60.2       58.1       73.4       42.0       57.1       55.7       69.0
Other:                 86.2       86.2       86.2       86.2       86.2       86.2       86.2       86.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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  :   607,932:    93,259     61,891    195,429    267,368    256,303    556,056    513,623:    51,877     94,310
Old  :   558,182:    89,615     63,482    172,075    246,956    235,819    508,645    471,375:    49,536     86,806
Other:    49,750:    18,683     13,448      8,315     20,412     20,484     47,410     42,247:     2,340      7,503
     :          :                                                                            :
     :          :          Changes in Commitments from: September 29, 2009                   :
     :    18,504:     6,461      9,000      3,195      2,921      3,774     12,578     15,969:     5,927      2,535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       10.2       32.1       44.0       42.2       91.5       84.5:       8.5       15.5
Old  :     100.0:      16.1       11.4       30.8       44.2       42.2       91.1       84.4:       8.9       15.6
Other:     100.0:      37.6       27.0       16.7       41.0       41.2       95.3       84.9:       4.7       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       483:       143        142        213        124        153        397        415:
Old  :       481:       150        149        204        121        150        388        409:
Other:       210:        41         60         27         35         96         89        170:
     :----------------------------------------------------------------------------------------------------
     :             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       17.1       23.6       25.5       10.7       12.0       17.3       16.1
Old  :                 15.5       17.7       24.8       25.5       11.5       12.4       18.2       16.9
Other:                 39.5       36.5       57.5       50.4       37.6       32.2       52.5       44.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 2009                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    20,844:    17,894      2,614        360         24      3,988     18,278      6,962:     2,566     13,882
Old  :    19,401:    16,806      2,600        355         24      3,640     17,185      6,595:     2,216     12,806
Other:     1,443:     1,093         19          0          0        348      1,093        367:       350      1,076
     :          :                                                                            :
     :          :          Changes in Commitments from: September 29, 2009                   :
     :    -1,523:    -1,404       -801       -104         13        499     -1,495       -406:       -28     -1,117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      85.8       12.5        1.7        0.1       19.1       87.7       33.4:      12.3       66.6
Old  :     100.0:      86.6       13.4        1.8        0.1       18.8       88.6       34.0:      11.4       66.0
Other:     100.0:      75.7        1.3        0.0        0.0       24.1       75.7       25.4:      24.3       74.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:        14          6          7          2          9         17         21:
Old  :        29:        14          6          7          2          9         17         21:
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  :                 62.0       16.7       79.8       25.0       61.4       16.7       79.2       24.7
Old  :                 62.7       17.9       80.2       25.3       62.1       17.9       79.5       24.9
Other:                 73.6       21.5       75.4       25.4       73.6       21.5       75.4       25.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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  :   243,041:    33,160     53,580     55,294    130,543    106,953    218,997    215,827:    24,044     27,213
Old  :   232,770:    33,772     56,273     48,573    127,231    101,092    209,576    205,938:    23,194     26,832
Other:    10,270:     3,977      1,896      2,132      3,312      5,861      9,421      9,889:       850        381
     :          :                                                                            :
     :          :          Changes in Commitments from: September 29, 2009                   :
     :    -7,721:     2,457       -614     -3,850     -8,645     -3,340    -10,038     -7,803:     2,316         82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       22.0       22.8       53.7       44.0       90.1       88.8:       9.9       11.2
Old  :     100.0:      14.5       24.2       20.9       54.7       43.4       90.0       88.5:      10.0       11.5
Other:     100.0:      38.7       18.5       20.8       32.2       57.1       91.7       96.3:       8.3        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       216:        52         68         71         66         64        169        170:
Old  :       215:        55         71         70         65         63        167        169:
Other:        41:         6         13          3         14         12         22         26:
     :----------------------------------------------------------------------------------------------------
     :             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       16.0       28.3       24.9       15.4       11.3       22.6       18.8
Old  :                 17.7       16.1       29.5       25.3       16.2       12.2       23.7       20.3
Other:                 73.4       59.5       87.5       82.9       63.8       42.4       67.3       62.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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  :   828,730:    83,454    142,761     34,583    564,262    514,628    682,300    691,972:   146,431    136,758
Old  :   828,730:    83,454    142,761     34,583    564,262    514,628    682,300    691,972:   146,431    136,758
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 29, 2009                   :
     :    27,133:    10,105      2,503      8,406     -1,778      8,267     16,734     19,176:    10,400      7,958
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       17.2        4.2       68.1       62.1       82.3       83.5:      17.7       16.5
Old  :     100.0:      10.1       17.2        4.2       68.1       62.1       82.3       83.5:      17.7       16.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        35         27         34         70         78        119        125:
Old  :       161:        35         27         34         70         78        119        125:
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  :                 20.1       27.1       31.8       34.9       18.1       26.8       27.7       34.4
Old  :                 20.1       27.1       31.8       34.9       18.1       26.8       27.7       34.4
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, October 6, 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  :   172,182:    39,542     13,764     31,044     76,666    104,783    147,251    149,591:    24,931     22,591
Old  :   161,478:    40,230     14,215     26,988     70,309     98,200    137,527    139,403:    23,951     22,075
Other:    10,704:     1,247      1,485      2,120      6,357      6,583      9,724     10,188:       980        516
     :          :                                                                            :
     :          :          Changes in Commitments from: September 29, 2009                   :
     :     1,553:       358      2,921       -468      1,342     -2,246      1,232        207:       321      1,346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0        8.0       18.0       44.5       60.9       85.5       86.9:      14.5       13.1
Old  :     100.0:      24.9        8.8       16.7       43.5       60.8       85.2       86.3:      14.8       13.7
Other:     100.0:      11.6       13.9       19.8       59.4       61.5       90.8       95.2:       9.2        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        55         30         53         61         62        146        126:
Old  :       172:        59         30         53         61         62        146        126:
Other:        42:         8          6          8         25          9         37         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       33.4       28.8       49.4       16.0       26.0       23.2       36.0
Old  :                 16.2       33.0       27.4       48.1       15.0       26.2       22.6       36.0
Other:                 50.9       65.0       65.5       84.0       44.6       58.8       57.1       65.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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  :    12,277:     2,704      1,528      1,472      6,160      7,795     10,336     10,795:     1,941      1,482
Old  :    12,025:     2,691      1,523      1,459      5,972      7,598     10,122     10,580:     1,903      1,445
Other:       252:        15          7         11        188        197        214        215:        38         37
     :          :                                                                            :
     :          :          Changes in Commitments from: September 29, 2009                   :
     :       388:      -200        391        -75        609        211        334        526:        55       -138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       12.4       12.0       50.2       63.5       84.2       87.9:      15.8       12.1
Old  :     100.0:      22.4       12.7       12.1       49.7       63.2       84.2       88.0:      15.8       12.0
Other:     100.0:       6.0        2.8        4.4       74.6       78.2       84.9       85.3:      15.1       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        18          8         13         22         19         45         38:
Old  :        58:        18          8         13         22         19         45         38:
Other:         8:         1          2          1          1          4          3          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.7       45.1       47.3       60.3       34.7       41.9       47.0       56.1
Old  :                 33.8       46.0       46.8       60.2       33.8       42.8       46.5       55.9
Other:                 84.9       80.6       84.9       85.3       80.6       78.2       80.6       81.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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  :   901,415:   300,386    139,917     26,152    471,125    597,248    797,663    763,317:   103,752    138,098
Old  :   901,415:   300,386    139,917     26,152    471,125    597,248    797,663    763,317:   103,752    138,098
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 29, 2009                   :
     :    67,627:    -5,529      4,547     -7,740     72,785     52,512     59,516     49,319:     8,111     18,308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       15.5        2.9       52.3       66.3       88.5       84.7:      11.5       15.3
Old  :     100.0:      33.3       15.5        2.9       52.3       66.3       88.5       84.7:      11.5       15.3
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  :       219:        37         51         30         75        109        125        177:
Old  :       219:        37         51         30         75        109        125        177:
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  :                 30.0       21.3       42.7       28.6       30.0       20.6       41.5       27.2
Old  :                 30.0       21.3       42.7       28.6       30.0       20.6       41.5       27.2
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, October 6, 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  : 1,549,002:   171,384    143,417    196,253    895,487    882,647  1,263,124  1,222,318:   285,878    326,684
Old  : 1,549,002:   171,384    143,417    196,253    895,487    882,647  1,263,124  1,222,318:   285,878    326,684
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 29, 2009                   :
     :   152,068:    30,060    -38,229     66,639     56,099    128,468    152,798    156,878:      -730     -4,810
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        9.3       12.7       57.8       57.0       81.5       78.9:      18.5       21.1
Old  :     100.0:      11.1        9.3       12.7       57.8       57.0       81.5       78.9:      18.5       21.1
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  :       259:        51         46         66        123        135        206        215:
Old  :       259:        51         46         66        123        135        206        215:
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  :                 15.3       12.8       23.0       20.2       12.1        8.3       18.4       13.2
Old  :                 15.3       12.8       23.0       20.2       12.1        8.3       18.4       13.2
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, October 6, 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  :   851,715:   118,431     83,124     24,431    499,415    556,610    642,277    664,164:   209,438    187,550
Old  :   851,715:   118,431     83,124     24,431    499,415    556,610    642,277    664,164:   209,438    187,550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 29, 2009                   :
     :    24,348:    20,437     10,737     -1,902       -193     24,095     18,343     32,930:     6,005     -8,582
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9        9.8        2.9       58.6       65.4       75.4       78.0:      24.6       22.0
Old  :     100.0:      13.9        9.8        2.9       58.6       65.4       75.4       78.0:      24.6       22.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        22         23         22         67         80        101        113:
Old  :       144:        22         23         22         67         80        101        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       15.7       32.2       26.9       17.1       12.9       24.8       22.9
Old  :                 23.0       15.7       32.2       26.9       17.1       12.9       24.8       22.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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  :   781,646:    82,853     24,363    311,059    351,566    406,888    745,477    742,310:    36,169     39,336
Old  :   781,646:    82,853     24,363    311,059    351,566    406,888    745,477    742,310:    36,169     39,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 29, 2009                   :
     :   -16,167:   -43,888     -1,472     24,312      3,603    -35,164    -15,972    -12,324:      -195     -3,843
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        3.1       39.8       45.0       52.1       95.4       95.0:       4.6        5.0
Old  :     100.0:      10.6        3.1       39.8       45.0       52.1       95.4       95.0:       4.6        5.0
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  :       110:        36         17         46         44         46         96         96:
Old  :       110:        36         17         46         44         46         96         96:
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  :                 26.8       25.1       48.2       43.6       11.7       11.2       15.5       15.5
Old  :                 26.8       25.1       48.2       43.6       11.7       11.2       15.5       15.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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  :    13,487:     3,201      1,343          6      6,950      9,355     10,157     10,703:     3,331      2,784
Old  :    13,487:     3,201      1,343          6      6,950      9,355     10,157     10,703:     3,331      2,784
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 29, 2009                   :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       10.0        0.0       51.5       69.4       75.3       79.4:      24.7       20.6
Old  :     100.0:      23.7       10.0        0.0       51.5       69.4       75.3       79.4:      24.7       20.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         5          4          2          6          7         12         12:
Old  :        21:         5          4          2          6          7         12         12:
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  :                 55.9       64.6       71.7       74.4       55.9       64.4       71.7       74.1
Old  :                 55.9       64.6       71.7       74.4       55.9       64.4       71.7       74.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 2009                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    71,080:    28,746      7,311        746     28,503     47,356     57,995     55,413:    13,085     15,667
Old  :    71,080:    28,746      7,311        746     28,503     47,356     57,995     55,413:    13,085     15,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 29, 2009                   :
     :    -3,267:      -494     -3,480       -523     -3,218      2,191     -4,236     -1,812:       968     -1,455
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.4       10.3        1.0       40.1       66.6       81.6       78.0:      18.4       22.0
Old  :     100.0:      40.4       10.3        1.0       40.1       66.6       81.6       78.0:      18.4       22.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        33         13          8         24         24         58         44:
Old  :        87:        33         13          8         24         24         58         44:
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  :                 26.9       42.9       38.0       55.9       26.9       41.3       37.7       54.3
Old  :                 26.9       42.9       38.0       55.9       26.9       41.3       37.7       54.3
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, October 6, 2009                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    15,942:     1,720      1,820        197     13,797     13,753     15,714     15,770:       228        172
Old  :    15,942:     1,720      1,820        197     13,797     13,753     15,714     15,770:       228        172
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 29, 2009                   :
     :    -2,067:     1,141     -1,268        107     -3,395       -924     -2,147     -2,085:        80         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       11.4        1.2       86.5       86.3       98.6       98.9:       1.4        1.1
Old  :     100.0:      10.8       11.4        1.2       86.5       86.3       98.6       98.9:       1.4        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         6         11          2         11         15         18         27:
Old  :        41:         6         11          2         11         15         18         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.3       74.2       88.5       86.0       52.2       48.4       65.5       60.3
Old  :                 69.3       74.2       88.5       86.0       52.2       48.4       65.5       60.3
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, October 6, 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  :    31,700:     4,784        545         25     26,676     31,096     31,485     31,666:       215         34
Old  :    31,700:     4,784        545         25     26,676     31,096     31,485     31,666:       215         34
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 29, 2009                   :
     :       678:    -1,018        280          0      1,664        401        646        681:        32         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1        1.7        0.1       84.2       98.1       99.3       99.9:       0.7        0.1
Old  :     100.0:      15.1        1.7        0.1       84.2       98.1       99.3       99.9:       0.7        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  :        32:         9          8          1          9          8         18         17:
Old  :        32:         9          8          1          9          8         18         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  :                 77.3       94.2       96.0       98.6       60.8       77.9       79.3       80.9
Old  :                 77.3       94.2       96.0       98.6       60.8       77.9       79.3       80.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 9, 2008