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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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  :   440,022:    71,797     84,308    108,538    229,720    195,836    410,054    388,683:    29,968     51,340
Old  :   289,675:    59,604     82,454     60,811    149,375    113,882    269,790    257,146:    19,885     32,529
Other:   150,347:    31,768     21,430     28,151     80,345     81,955    140,264    131,536:    10,083     18,811
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :     4,620:    -3,725     14,024      3,817      7,871    -10,046      7,964      7,796:    -3,343     -3,175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       19.2       24.7       52.2       44.5       93.2       88.3:       6.8       11.7
Old  :     100.0:      20.6       28.5       21.0       51.6       39.3       93.1       88.8:       6.9       11.2
Other:     100.0:      21.1       14.3       18.7       53.4       54.5       93.3       87.5:       6.7       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       365:       109        133        129         82         98        272        290:
Old  :       346:       103        130        104         73         88        236        265:
Other:       215:        57         61         67         47         84        142        178:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.2       17.7       35.2       25.3       19.3       14.5       32.6       19.9
Old  :                 26.9       18.1       39.4       25.5       26.9       14.4       38.4       21.2
Other:                 35.3       25.9       47.3       35.7       32.1       21.6       39.9       27.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,220,477:   269,131     67,734    255,375    575,721    631,386  1,100,227    954,496:   120,250    265,981
Old  :   939,562:   205,464     81,270    182,056    449,832    484,216    837,352    747,542:   102,210    192,020
Other:   280,915:    93,188     15,986     43,798    125,889    147,171    262,875    206,954:    18,040     73,962
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :     7,982:    -2,958       -139     -1,049     11,690      9,014      7,682      7,826:       300        156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        5.5       20.9       47.2       51.7       90.1       78.2:       9.9       21.8
Old  :     100.0:      21.9        8.6       19.4       47.9       51.5       89.1       79.6:      10.9       20.4
Other:     100.0:      33.2        5.7       15.6       44.8       52.4       93.6       73.7:       6.4       26.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       645:       166        124        195        219        298        484        540:
Old  :       632:       157        135        177        212        287        462        514:
Other:       419:        87         65         74         77        237        198        347:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.5       14.2       22.4       20.1       12.6       12.2       20.6       16.6
Old  :                 15.3       14.4       24.3       20.2       15.0       12.1       23.6       16.3
Other:                 25.8       16.1       39.1       23.3       24.9       14.1       38.2       20.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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  :    13,028:     1,885      1,141        956      8,097      9,640     10,937     11,737:     2,090      1,290
Old  :    11,248:     1,948      1,141        690      6,553      8,225      9,190     10,055:     2,057      1,192
Other:     1,780:         0         63        203      1,543      1,416      1,747      1,682:        33         98
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :       -31:       168        271         34        -18       -282        185         23:      -216        -55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5        8.8        7.3       62.1       74.0       84.0       90.1:      16.0        9.9
Old  :     100.0:      17.3       10.1        6.1       58.3       73.1       81.7       89.4:      18.3       10.6
Other:     100.0:       0.0        3.5       11.4       86.7       79.5       98.1       94.5:       1.9        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        10          6          3         13         15         24         24:
Old  :        37:        11          6          2         13         12         24         20:
Other:        15:         0          3          2          6          9          8         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       60.5       61.4       77.5       32.0       52.0       47.9       61.0
Old  :                 40.9       62.3       61.2       80.2       36.7       56.7       55.0       69.9
Other:                 90.9       69.2       98.1       90.7       81.2       65.7       81.3       77.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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  :   606,444:   115,297     43,664    175,007    261,084    289,944    551,388    508,615:    55,055     97,829
Old  :   510,807:    96,501     41,248    142,818    223,733    255,259    463,052    439,324:    47,755     71,482
Other:    95,637:    31,675     15,295     19,311     37,352     34,685     88,337     69,291:     7,300     26,347
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :   -16,553:   -34,853      8,388     11,500     14,124    -31,073     -9,230    -11,186:    -7,323     -5,367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0        7.2       28.9       43.1       47.8       90.9       83.9:       9.1       16.1
Old  :     100.0:      18.9        8.1       28.0       43.8       50.0       90.7       86.0:       9.3       14.0
Other:     100.0:      33.1       16.0       20.2       39.1       36.3       92.4       72.5:       7.6       27.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       460:       162        102        178        123        162        382        370:
Old  :       456:       160        108        162        121        156        370        354:
Other:       238:        51         56         46         41        116        118        194:
     :----------------------------------------------------------------------------------------------------
     :             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       19.3       25.4       28.3       11.4       11.6       18.3       16.5
Old  :                 16.1       21.8       27.8       30.6       13.1       12.9       21.5       18.3
Other:                 34.6       17.5       47.0       27.8       31.4       16.3       42.4       22.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    14,388:    11,579      1,525        341          0      1,300     11,920      3,166:     2,468     11,222
Old  :     7,715:     5,309      1,670        174          0        368      5,483      2,212:     2,232      5,503
Other:     6,673:     6,420          5         17          0        932      6,437        954:       236      5,719
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :    -2,762:    -2,052       -880          7          0       -854     -2,045     -1,727:      -717     -1,035
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.5       10.6        2.4        0.0        9.0       82.8       22.0:      17.2       78.0
Old  :     100.0:      68.8       21.6        2.3        0.0        4.8       71.1       28.7:      28.9       71.3
Other:     100.0:      96.2        0.1        0.3        0.0       14.0       96.5       14.3:       3.5       85.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        15          3         10          0          4         16         16:
Old  :        21:        13          3          7          0          4         14         14:
Other:        18:        13          1          4          0          4         14          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  :                 46.4       15.9       65.2       21.4       45.7       14.9       64.0       19.6
Old  :                 44.4       23.8       60.7       27.8       43.1       23.8       59.2       26.4
Other:                 57.3       14.0       82.0       14.3       57.2       14.0       82.0       14.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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  :   259,981:    40,910     21,083     66,323    123,313    151,031    230,546    238,437:    29,435     21,544
Old  :   243,666:    36,861     23,769     59,171    119,955    139,970    215,987    222,910:    27,679     20,756
Other:    16,315:     9,875      3,140      1,326      3,357     11,061     14,559     15,527:     1,757        788
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :    -8,559:   -14,511      2,087       -747     11,467    -11,189     -3,791     -9,849:    -4,768      1,290
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        8.1       25.5       47.4       58.1       88.7       91.7:      11.3        8.3
Old  :     100.0:      15.1        9.8       24.3       49.2       57.4       88.6       91.5:      11.4        8.5
Other:     100.0:      60.5       19.2        8.1       20.6       67.8       89.2       95.2:      10.8        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        61         53         85         59         60        181        172:
Old  :       222:        65         55         84         57         59        178        170:
Other:        46:         8         11          7         14         19         25         34:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.0       25.6       27.8       36.3       14.6       19.4       20.6       27.5
Old  :                 17.0       25.0       28.2       35.9       15.7       20.2       21.6       28.9
Other:                 66.7       46.7       82.8       70.9       60.7       45.6       76.0       68.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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  :   753,723:    61,531    151,276     40,482    521,943    419,045    623,956    610,803:   129,767    142,920
Old  :   753,723:    61,531    151,276     40,482    521,943    419,045    623,956    610,803:   129,767    142,920
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :    -7,761:     4,773     -5,101      5,015     -6,986    -22,431      2,802    -22,516:   -10,563     14,755
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       20.1        5.4       69.2       55.6       82.8       81.0:      17.2       19.0
Old  :     100.0:       8.2       20.1        5.4       69.2       55.6       82.8       81.0:      17.2       19.0
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  :       168:        40         31         38         73         79        129        132:
Old  :       168:        40         31         38         73         79        129        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       19.4       31.6       26.8       16.3       19.1       26.4       26.5
Old  :                 20.5       19.4       31.6       26.8       16.3       19.1       26.4       26.5
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, December 22, 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  :     7,420:       166         80        153      6,764      6,891      7,083      7,124:       337        296
Old  :     7,420:       166         80        153      6,764      6,891      7,083      7,124:       337        296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :       406:        91        -33        -32        281        377        340        312:        66         94
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2        1.1        2.1       91.2       92.9       95.5       96.0:       4.5        4.0
Old  :     100.0:       2.2        1.1        2.1       91.2       92.9       95.5       96.0:       4.5        4.0
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:         1          2          2         14         17         16         20:
Old  :        20:         1          2          2         14         17         16         20:
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  :                 67.7       69.3       83.9       84.3       27.8       29.9       33.8       33.4
Old  :                 67.7       69.3       83.9       84.3       27.8       29.9       33.8       33.4
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, December 22, 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  :   187,818:    50,076     21,067     27,102     73,481    114,097    150,659    162,266:    37,159     25,552
Old  :   170,414:    47,831     18,845     23,171     64,394    103,892    135,396    145,909:    35,018     24,505
Other:    17,405:     3,820      3,797      2,356      9,087     10,205     15,263     16,357:     2,142      1,047
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :    -7,327:   -10,034      1,969       -345      5,882    -10,779     -4,497     -9,156:    -2,830      1,829
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       11.2       14.4       39.1       60.7       80.2       86.4:      19.8       13.6
Old  :     100.0:      28.1       11.1       13.6       37.8       61.0       79.5       85.6:      20.5       14.4
Other:     100.0:      21.9       21.8       13.5       52.2       58.6       87.7       94.0:      12.3        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        62         32         42         55         51        143        106:
Old  :       163:        63         33         41         55         51        141        106:
Other:        50:        10         10         13         21         13         39         31:
     :----------------------------------------------------------------------------------------------------
     :             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       35.2       25.1       48.1       13.9       26.7       20.1       35.0
Old  :                 14.3       34.2       24.4       47.0       13.3       27.3       19.8       35.4
Other:                 44.4       54.2       58.7       79.6       44.0       50.2       56.7       66.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    17,311:     6,019        307      1,222      5,661     14,526     12,901     16,054:     4,410      1,257
Old  :    16,090:     5,823        268      1,128      4,967     13,597     11,918     14,993:     4,172      1,097
Other:     1,221:       196         39         94        693        929        983      1,061:       238        160
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :    -1,478:    -1,051        185       -329        710     -1,414       -670     -1,559:      -808         80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8        1.8        7.1       32.7       83.9       74.5       92.7:      25.5        7.3
Old  :     100.0:      36.2        1.7        7.0       30.9       84.5       74.1       93.2:      25.9        6.8
Other:     100.0:      16.1        3.2        7.7       56.8       76.1       80.5       86.9:      19.5       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        35          7         10         28         21         70         33:
Old  :        81:        35          7         10         27         21         69         33:
Other:        22:         2          2          3          5         12          9         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.3       64.9       34.4       77.1       24.3       64.1       34.4       76.1
Old  :                 21.7       67.2       32.6       78.4       21.7       66.7       32.5       77.6
Other:                 72.1       58.9       80.2       78.5       70.1       58.9       72.8       74.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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  :   927,039:   333,288    134,709     41,912    467,202    624,023    842,402    800,645:    84,636    126,394
Old  :   927,039:   333,288    134,709     41,912    467,202    624,023    842,402    800,645:    84,636    126,394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :   -21,029:       -53    -15,040     -2,381    -12,346     -1,702    -14,780    -19,123:    -6,249     -1,906
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       14.5        4.5       50.4       67.3       90.9       86.4:       9.1       13.6
Old  :     100.0:      36.0       14.5        4.5       50.4       67.3       90.9       86.4:       9.1       13.6
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  :       220:        37         55         31         71        108        126        176:
Old  :       220:        37         55         31         71        108        126        176:
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  :                 38.6       23.2       49.0       29.5       38.4       21.3       47.4       27.3
Old  :                 38.6       23.2       49.0       29.5       38.4       21.3       47.4       27.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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  : 1,641,410:   162,407    276,385    219,354    983,759    853,235  1,365,521  1,348,974:   275,889    292,436
Old  : 1,641,410:   162,407    276,385    219,354    983,759    853,235  1,365,521  1,348,974:   275,889    292,436
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :   148,581:    -2,966     50,543     53,405    114,191     45,094    164,629    149,042:   -16,048       -461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       16.8       13.4       59.9       52.0       83.2       82.2:      16.8       17.8
Old  :     100.0:       9.9       16.8       13.4       59.9       52.0       83.2       82.2:      16.8       17.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:        42         49         59        121        124        196        199:
Old  :       237:        42         49         59        121        124        196        199:
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  :                 17.6       19.5       24.8       29.5       12.9       16.0       17.9       19.9
Old  :                 17.6       19.5       24.8       29.5       12.9       16.0       17.9       19.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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  :   862,716:   131,609     69,722     29,211    517,752    549,966    678,572    648,899:   184,144    213,817
Old  :   862,716:   131,609     69,722     29,211    517,752    549,966    678,572    648,899:   184,144    213,817
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :   -10,002:       868    -22,283      2,471     13,560     13,438     16,899     -6,374:   -26,901     -3,629
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3        8.1        3.4       60.0       63.7       78.7       75.2:      21.3       24.8
Old  :     100.0:      15.3        8.1        3.4       60.0       63.7       78.7       75.2:      21.3       24.8
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  :       140:        25         20         20         72         76        104        109:
Old  :       140:        25         20         20         72         76        104        109:
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       22.4       29.5       33.4       12.3       18.1       20.4       25.0
Old  :                 20.1       22.4       29.5       33.4       12.3       18.1       20.4       25.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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  :   906,428:    78,418     48,817    306,905    485,701    508,024    871,025    863,747:    35,403     42,681
Old  :   906,428:    78,418     48,817    306,905    485,701    508,024    871,025    863,747:    35,403     42,681
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :   -13,159:    -1,153     -3,429      6,457    -17,269    -16,530    -11,966    -13,502:    -1,193        343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        5.4       33.9       53.6       56.0       96.1       95.3:       3.9        4.7
Old  :     100.0:       8.7        5.4       33.9       53.6       56.0       96.1       95.3:       3.9        4.7
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  :       132:        35         27         48         53         63        109        121:
Old  :       132:        35         27         48         53         63        109        121:
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  :                 29.0       24.6       47.3       39.0       16.0        8.2       18.6       12.6
Old  :                 29.0       24.6       47.3       39.0       16.0        8.2       18.6       12.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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  :    64,882:    25,832      8,502      1,100     26,717     46,022     53,648     55,624:    11,234      9,258
Old  :    64,882:    25,832      8,502      1,100     26,717     46,022     53,648     55,624:    11,234      9,258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :   -27,237:    -3,282     -5,348     -2,370    -16,939    -13,790    -22,591    -21,509:    -4,646     -5,729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       13.1        1.7       41.2       70.9       82.7       85.7:      17.3       14.3
Old  :     100.0:      39.8       13.1        1.7       41.2       70.9       82.7       85.7:      17.3       14.3
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  :        85:        27         17          6         26         24         57         43:
Old  :        85:        27         17          6         26         24         57         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       37.9       30.5       56.5       18.1       37.9       29.8       53.9
Old  :                 18.3       37.9       30.5       56.5       18.1       37.9       29.8       53.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    12,869:     9,935     12,052          0      1,568        715     11,503     12,767:     1,366        102
Old  :    12,869:     9,935     12,052          0      1,568        715     11,503     12,767:     1,366        102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :    -2,275:        52      2,273     -2,327        -90     -2,214     -2,365     -2,268:        90         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.2       93.7        0.0       12.2        5.6       89.4       99.2:      10.6        0.8
Old  :     100.0:      77.2       93.7        0.0       12.2        5.6       89.4       99.2:      10.6        0.8
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  :        20:        11          5          0          1          3         12          8:
Old  :        20:        11          5          0          1          3         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  :                 75.0       97.3       86.1       99.2       75.0       97.3       86.1       99.2
Old  :                 75.0       97.3       86.1       99.2       75.0       97.3       86.1       99.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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  :     8,963:       145      2,127        175      7,913      5,896      8,233      8,198:       730        765
Old  :     8,963:       145      2,127        175      7,913      5,896      8,233      8,198:       730        765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :      -312:      -221       -424         80       -695       -628       -836       -972:       524        660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6       23.7        2.0       88.3       65.8       91.9       91.5:       8.1        8.5
Old  :     100.0:       1.6       23.7        2.0       88.3       65.8       91.9       91.5:       8.1        8.5
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  :        34:         2          9          2         13         12         17         21:
Old  :        34:         2          9          2         13         12         17         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  :                 65.4       56.7       82.2       75.5       65.4       55.8       76.3       71.9
Old  :                 65.4       56.7       82.2       75.5       65.4       55.8       76.3       71.9
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, December 22, 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  :    14,004:     3,075      1,052          0     10,539     12,641     13,614     13,693:       390        311
Old  :    14,004:     3,075      1,052          0     10,539     12,641     13,614     13,693:       390        311
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :      -286:      -478        929          0        -37     -1,481       -515       -552:       229        266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        7.5        0.0       75.3       90.3       97.2       97.8:       2.8        2.2
Old  :     100.0:      22.0        7.5        0.0       75.3       90.3       97.2       97.8:       2.8        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         7          4          0          8         10         15         14:
Old  :        28:         7          4          0          8         10         15         14:
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  :                 70.9       77.7       93.3       93.0       70.9       76.3       91.9       90.4
Old  :                 70.9       77.7       93.3       93.0       70.9       76.3       91.9       90.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 28, 2009