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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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  :   495,040:    71,308     70,061    147,128    233,431    218,869    451,867    436,058:    43,173     58,981
Old  :   370,527:    66,534     66,124    107,749    162,221    153,720    336,503    327,593:    34,023     42,934
Other:   124,513:    21,255     20,417     22,899     71,210     65,149    115,363    108,465:     9,149     16,048
     :          :                                                                            :
     :          :          Changes in Commitments from: November 9, 2009                     :
     :    34,783:     4,452     -5,524     12,581     13,031     21,451     30,065     28,508:     4,718      6,274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       14.2       29.7       47.2       44.2       91.3       88.1:       8.7       11.9
Old  :     100.0:      18.0       17.8       29.1       43.8       41.5       90.8       88.4:       9.2       11.6
Other:     100.0:      17.1       16.4       18.4       57.2       52.3       92.7       87.1:       7.3       12.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       397:       115        146        162         84        102        310        323:
Old  :       385:       110        147        140         78         99        282        309:
Other:       212:        56         56         71         46         81        141        179:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       16.6       31.2       24.2       17.1       14.1       28.3       19.5
Old  :                 21.8       15.5       31.7       23.3       20.7       14.3       29.9       19.7
Other:                 41.1       26.4       53.5       35.1       39.3       22.7       46.0       28.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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  : 1,502,122:   274,815     62,162    424,714    642,433    691,261  1,341,963  1,178,138:   160,159    323,985
Old  : 1,278,510:   215,146     60,124    378,465    539,095    580,370  1,132,706  1,018,958:   145,804    259,552
Other:   223,613:    72,085     14,454     33,834    103,338    110,891    209,257    159,180:    14,356     64,433
     :          :                                                                            :
     :          :          Changes in Commitments from: November 9, 2009                     :
     :    28,907:    18,296      2,383    -17,274     11,460     30,079     12,483     15,188:    16,424     13,719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3        4.1       28.3       42.8       46.0       89.3       78.4:      10.7       21.6
Old  :     100.0:      16.8        4.7       29.6       42.2       45.4       88.6       79.7:      11.4       20.3
Other:     100.0:      32.2        6.5       15.1       46.2       49.6       93.6       71.2:       6.4       28.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       736:       210        145        271        230        303        594        616:
Old  :       726:       208        154        264        225        298        581        603:
Other:       391:        71         71         63         69        216        171        324:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       13.3       20.6       19.4       11.1       10.7       17.6       14.8
Old  :                 13.2       13.4       20.5       19.5       11.6       10.5       17.7       14.2
Other:                 31.1       16.0       44.4       23.0       30.1       14.7       43.4       20.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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  :    15,268:     2,204        106      1,454      8,196     11,793     11,853     13,353:     3,415      1,915
Old  :    14,843:     2,017        106      1,439      8,005     11,407     11,462     12,952:     3,381      1,890
Other:       426:       188          1         13        190        386        392        401:        34         25
     :          :                                                                            :
     :          :          Changes in Commitments from: November 9, 2009                     :
     :       551:       365         -1        403     -1,104       -422       -336        -20:       886        571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        0.7        9.5       53.7       77.2       77.6       87.5:      22.4       12.5
Old  :     100.0:      13.6        0.7        9.7       53.9       76.9       77.2       87.3:      22.8       12.7
Other:     100.0:      44.1        0.3        3.1       44.7       90.7       92.0       94.1:       8.0        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        17          1          8         17         13         38         22:
Old  :        41:        17          1          8         17         12         38         21:
Other:        13:         2          1          2          6          6          9          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.5       58.5       49.6       77.0       27.8       52.1       38.9       62.2
Old  :                 35.0       60.0       49.5       78.3       28.9       53.5       40.3       63.6
Other:                 88.2       84.6       92.0       94.1       83.7       82.9       84.1       86.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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  :   560,171:   123,954     33,113    144,869    224,942    283,247    493,765    461,229:    66,405     98,942
Old  :   493,072:   111,698     30,960    120,454    198,943    259,600    431,095    411,014:    61,977     82,058
Other:    67,099:    23,183     13,079     13,488     25,999     23,647     62,670     50,214:     4,428     16,884
     :          :                                                                            :
     :          :          Changes in Commitments from: November 9, 2009                     :
     :    24,532:    17,109     -2,098      1,151     -3,776     14,743     14,483     13,796:    10,049     10,736
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        5.9       25.9       40.2       50.6       88.1       82.3:      11.9       17.7
Old  :     100.0:      22.7        6.3       24.4       40.3       52.6       87.4       83.4:      12.6       16.6
Other:     100.0:      34.5       19.5       20.1       38.7       35.2       93.4       74.8:       6.6       25.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       446:       164        106        162        113        152        370        341:
Old  :       440:       162        108        154        111        148        361        331:
Other:       201:        39         47         31         39        102         93        167:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4       21.2       24.1       31.5       12.5       17.9       19.4       24.5
Old  :                 15.3       23.0       25.1       33.6       14.0       19.8       20.8       26.9
Other:                 39.0       22.6       55.1       34.8       37.5       21.2       47.9       26.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    14,631:    11,492      1,645        283          0      1,601     11,775      3,529:     2,856     11,102
Old  :    10,552:     7,855      1,740        178          0        906      8,033      2,824:     2,519      7,728
Other:     4,079:     3,732          0         10          0        695      3,742        705:       337      3,374
     :          :                                                                            :
     :          :          Changes in Commitments from: November 9, 2009                     :
     :     1,761:     1,381       -365         37          0        630      1,418        302:       343      1,459
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.5       11.2        1.9        0.0       10.9       80.5       24.1:      19.5       75.9
Old  :     100.0:      74.4       16.5        1.7        0.0        8.6       76.1       26.8:      23.9       73.2
Other:     100.0:      91.5        0.0        0.2        0.0       17.0       91.7       17.3:       8.3       82.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        16          5          9          0          5         17         18:
Old  :        26:        15          5          8          0          5         16         18:
Other:        17:        12          0          4          0          5         12          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  :                 46.0       13.7       66.2       20.4       44.9       13.0       65.0       19.7
Old  :                 41.8       15.5       63.4       23.3       40.3       15.5       61.8       23.3
Other:                 57.8       16.7       84.7       17.3       57.7       16.7       84.5       17.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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  :   312,964:    53,869     22,382     84,951    128,779    178,786    267,599    286,119:    45,365     26,845
Old  :   299,771:    52,469     24,571     78,486    124,804    170,487    255,759    273,544:    44,012     26,228
Other:    13,193:     5,671      2,083      2,194      3,975      8,299     11,840     12,576:     1,353        617
     :          :                                                                            :
     :          :          Changes in Commitments from: November 9, 2009                     :
     :    26,508:    15,198     -4,109     -2,856      3,972     28,493     16,313     21,528:    10,194      4,979
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2        7.2       27.1       41.1       57.1       85.5       91.4:      14.5        8.6
Old  :     100.0:      17.5        8.2       26.2       41.6       56.9       85.3       91.3:      14.7        8.7
Other:     100.0:      43.0       15.8       16.6       30.1       62.9       89.7       95.3:      10.3        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       243:        82         50         90         65         71        206        180:
Old  :       242:        83         55         90         64         70        204        179:
Other:        43:         8          9          6         17         15         27         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.6       25.3       26.5       36.6       12.4       18.7       18.1       28.0
Old  :                 15.9       25.4       26.6       37.0       13.3       19.1       19.2       28.7
Other:                 58.8       57.3       81.2       80.4       53.2       44.2       66.3       63.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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  :   855,207:    62,080    181,823     39,834    611,413    487,730    713,327    709,387:   141,880    145,820
Old  :   855,207:    62,080    181,823     39,834    611,413    487,730    713,327    709,387:   141,880    145,820
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 9, 2009                     :
     :    57,528:    16,550     22,796       -120     17,058     32,881     33,488     55,558:    24,040      1,970
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       21.3        4.7       71.5       57.0       83.4       82.9:      16.6       17.1
Old  :     100.0:       7.3       21.3        4.7       71.5       57.0       83.4       82.9:      16.6       17.1
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  :       172:        25         41         37         81         86        130        140:
Old  :       172:        25         41         37         81         86        130        140:
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  :                 18.5       23.7       29.6       31.3       16.0       22.8       26.3       29.8
Old  :                 18.5       23.7       29.6       31.3       16.0       22.8       26.3       29.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     5,837:       146        276        386      5,076      4,986      5,608      5,648:       229        189
Old  :     5,837:       146        276        386      5,076      4,986      5,608      5,648:       229        189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 9, 2009                     :
     :      -183:       124       -442         25       -373        179       -224       -238:        41         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5        4.7        6.6       87.0       85.4       96.1       96.8:       3.9        3.2
Old  :     100.0:       2.5        4.7        6.6       87.0       85.4       96.1       96.8:       3.9        3.2
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  :        22:         4          3          4         12         14         16         21:
Old  :        22:         4          3          4         12         14         16         21:
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  :                 72.8       67.1       84.2       81.3       32.3       32.3       37.0       37.2
Old  :                 72.8       67.1       84.2       81.3       32.3       32.3       37.0       37.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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  :   187,729:    48,496     15,467     30,914     73,273    118,362    152,682    164,743:    35,046     22,986
Old  :   175,393:    48,480     13,892     27,507     65,833    111,868    141,820    153,267:    33,573     22,127
Other:    12,336:     2,209      3,768      1,214      7,439      6,494     10,862     11,476:     1,474        860
     :          :                                                                            :
     :          :          Changes in Commitments from: November 9, 2009                     :
     :    10,292:     3,891        -89      1,331      4,379      9,191      9,601     10,433:       692       -140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        8.2       16.5       39.0       63.0       81.3       87.8:      18.7       12.2
Old  :     100.0:      27.6        7.9       15.7       37.5       63.8       80.9       87.4:      19.1       12.6
Other:     100.0:      17.9       30.5        9.8       60.3       52.6       88.1       93.0:      11.9        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        66         35         51         61         59        154        123:
Old  :       173:        68         33         51         61         59        153        123:
Other:        47:         8          6          9         27         12         39         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.2       36.9       24.6       48.2       14.3       30.9       19.9       40.5
Old  :                 15.4       37.0       24.0       48.3       13.6       31.8       19.7       40.9
Other:                 47.9       55.3       61.1       81.1       47.7       51.1       60.8       71.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    15,440:     5,475        490        780      4,997     13,046     11,252     14,316:     4,188      1,124
Old  :    14,737:     5,280        485        754      4,680     12,460     10,714     13,699:     4,023      1,038
Other:       703:       196          6         25        317        586        538        617:       165         86
     :          :                                                                            :
     :          :          Changes in Commitments from: November 9, 2009                     :
     :      -134:       105       -170       -119       -677         78       -690       -210:       556         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5        3.2        5.1       32.4       84.5       72.9       92.7:      27.1        7.3
Old  :     100.0:      35.8        3.3        5.1       31.8       84.6       72.7       93.0:      27.3        7.0
Other:     100.0:      27.9        0.9        3.6       45.1       83.3       76.5       87.8:      23.5       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        29          4          7         24         19         58         27:
Old  :        68:        28          5          7         23         18         57         26:
Other:        20:         2          3          5          5         10         11         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.9       62.0       35.7       77.2       24.9       61.8       35.7       76.7
Old  :                 23.2       63.0       34.5       78.3       23.2       62.9       34.5       77.8
Other:                 70.4       69.7       75.5       84.0       70.4       69.7       72.4       82.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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  : 1,148,774:   379,905    165,405     59,013    602,708    780,021  1,041,627  1,004,439:   107,147    144,335
Old  : 1,148,774:   379,905    165,405     59,013    602,708    780,021  1,041,627  1,004,439:   107,147    144,335
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 9, 2009                     :
     :    47,781:     6,021     14,152      3,016     23,553     14,708     32,590     31,877:    15,192     15,905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1       14.4        5.1       52.5       67.9       90.7       87.4:       9.3       12.6
Old  :     100.0:      33.1       14.4        5.1       52.5       67.9       90.7       87.4:       9.3       12.6
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  :       239:        41         58         34         81        121        137        198:
Old  :       239:        41         58         34         81        121        137        198:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       23.2       44.9       29.4       33.8       22.5       43.8       28.2
Old  :                 33.9       23.2       44.9       29.4       33.8       22.5       43.8       28.2
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, November 17, 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  : 1,720,039:   172,398    243,210    236,790  1,008,638    923,703  1,417,825  1,403,703:   302,214    316,336
Old  : 1,720,039:   172,398    243,210    236,790  1,008,638    923,703  1,417,825  1,403,703:   302,214    316,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 9, 2009                     :
     :   159,633:    30,882     42,468     57,740     31,407     99,718    120,029    199,926:    39,604    -40,293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       14.1       13.8       58.6       53.7       82.4       81.6:      17.6       18.4
Old  :     100.0:      10.0       14.1       13.8       58.6       53.7       82.4       81.6:      17.6       18.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:        49         56         68        128        138        212        227:
Old  :       265:        49         56         68        128        138        212        227:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       16.2       26.6       24.2       15.9       12.8       21.2       16.8
Old  :                 19.8       16.2       26.6       24.2       15.9       12.8       21.2       16.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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  :   920,506:   159,737     68,769     35,775    516,409    593,386    711,922    697,930:   208,584    222,576
Old  :   920,506:   159,737     68,769     35,775    516,409    593,386    711,922    697,930:   208,584    222,576
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 9, 2009                     :
     :    39,759:    34,760        451     10,362    -13,833     18,348     31,289     29,161:     8,471     10,598
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        7.5        3.9       56.1       64.5       77.3       75.8:      22.7       24.2
Old  :     100.0:      17.4        7.5        3.9       56.1       64.5       77.3       75.8:      22.7       24.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       148:        27         18         24         77         84        115        115:
Old  :       148:        27         18         24         77         84        115        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       16.9       29.0       25.7       12.5       14.9       20.7       22.4
Old  :                 19.2       16.9       29.0       25.7       12.5       14.9       20.7       22.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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  :   906,108:    83,327     52,832    314,410    470,256    494,921    867,993    862,162:    38,115     43,945
Old  :   906,108:    83,327     52,832    314,410    470,256    494,921    867,993    862,162:    38,115     43,945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 9, 2009                     :
     :    30,510:       342      2,492     11,638     24,735     19,653     36,715     33,783:    -6,205     -3,272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2        5.8       34.7       51.9       54.6       95.8       95.2:       4.2        4.8
Old  :     100.0:       9.2        5.8       34.7       51.9       54.6       95.8       95.2:       4.2        4.8
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  :       126:        35         24         49         53         56        108        115:
Old  :       126:        35         24         49         53         56        108        115:
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  :                 28.2       25.0       45.5       40.6       12.0       10.0       16.0       14.3
Old  :                 28.2       25.0       45.5       40.6       12.0       10.0       16.0       14.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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  :    17,189:     3,602      2,975        324      8,915     10,415     12,841     13,714:     4,348      3,475
Old  :    17,189:     3,602      2,975        324      8,915     10,415     12,841     13,714:     4,348      3,475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 9, 2009                     :
     :       309:       280        292        -68        110        -79        322        144:       -13        164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       17.3        1.9       51.9       60.6       74.7       79.8:      25.3       20.2
Old  :     100.0:      21.0       17.3        1.9       51.9       60.6       74.7       79.8:      25.3       20.2
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  :        26:         7          7          6          6          8         15         19:
Old  :        26:         7          7          6          6          8         15         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.6       52.9       69.6       66.4       56.6       51.8       68.5       65.3
Old  :                 56.6       52.9       69.6       66.4       56.6       51.8       68.5       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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  :    75,449:    33,805     13,726      1,946     26,867     41,136     62,618     56,807:    12,832     18,642
Old  :    75,449:    33,805     13,726      1,946     26,867     41,136     62,618     56,807:    12,832     18,642
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 9, 2009                     :
     :     3,461:      -898        353        -13      3,773      3,432      2,862      3,772:       600       -311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.8       18.2        2.6       35.6       54.5       83.0       75.3:      17.0       24.7
Old  :     100.0:      44.8       18.2        2.6       35.6       54.5       83.0       75.3:      17.0       24.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        40         18         14         27         30         72         57:
Old  :       104:        40         18         14         27         30         72         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       26.8       30.2       41.4       17.5       25.3       28.2       39.1
Old  :                 17.7       26.8       30.2       41.4       17.5       25.3       28.2       39.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    11,483:     8,648      9,151          0      1,737      2,218     10,385     11,369:     1,098        114
Old  :    11,483:     8,648      9,151          0      1,737      2,218     10,385     11,369:     1,098        114
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 9, 2009                     :
     :       135:       118        179          0         17        -45        135        134:         0          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.3       79.7        0.0       15.1       19.3       90.4       99.0:       9.6        1.0
Old  :     100.0:      75.3       79.7        0.0       15.1       19.3       90.4       99.0:       9.6        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        10          6          0          2          2         12          8:
Old  :        20:        10          6          0          2          2         12          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.5       93.1       87.9       99.0       77.5       93.1       87.9       99.0
Old  :                 77.5       93.1       87.9       99.0       77.5       93.1       87.9       99.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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  :    16,603:       519      3,607        101     15,785     12,740     16,405     16,448:       198        155
Old  :    16,603:       519      3,607        101     15,785     12,740     16,405     16,448:       198        155
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 9, 2009                     :
     :       781:       161        454          0        550        351        711        805:        70        -24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1       21.7        0.6       95.1       76.7       98.8       99.1:       1.2        0.9
Old  :     100.0:       3.1       21.7        0.6       95.1       76.7       98.8       99.1:       1.2        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  :        35:         3          8          2         14         13         19         21:
Old  :        35:         3          8          2         14         13         19         21:
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  :                 67.5       81.1       89.3       90.7       67.5       70.2       82.0       78.9
Old  :                 67.5       81.1       89.3       90.7       67.5       70.2       82.0       78.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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  :    36,215:     7,510        680         22     28,490     35,431     36,022     36,133:       193         82
Old  :    36,215:     7,510        680         22     28,490     35,431     36,022     36,133:       193         82
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 9, 2009                     :
     :    -5,552:      -426        241       -131     -5,009     -5,689     -5,566     -5,579:        14         27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        1.9        0.1       78.7       97.8       99.5       99.8:       0.5        0.2
Old  :     100.0:      20.7        1.9        0.1       78.7       97.8       99.5       99.8:       0.5        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         9          5          1          9         10         18         16:
Old  :        31:         9          5          1          9         10         18         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  :                 76.3       94.7       94.2       98.4       75.8       93.4       93.7       97.1
Old  :                 76.3       94.7       94.2       98.4       75.8       93.4       93.7       97.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated November 20, 2009