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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   390,847:    74,125    104,962     98,118    188,282    138,482    360,524    341,561:    30,323     49,286
Old  :   327,423:    62,545     93,684     78,228    160,649    114,793    301,421    286,704:    26,002     40,719
Other:    63,424:    25,898     25,596      5,572     27,633     23,689     59,103     54,857:     4,321      8,567
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :   -17,024:     2,009     10,934    -13,356     -3,363    -13,580    -14,710    -16,001:    -2,313     -1,022
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       26.9       25.1       48.2       35.4       92.2       87.4:       7.8       12.6
Old  :     100.0:      19.1       28.6       23.9       49.1       35.1       92.1       87.6:       7.9       12.4
Other:     100.0:      40.8       40.4        8.8       43.6       37.4       93.2       86.5:       6.8       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       389:        99        160        146         83        103        283        326:
Old  :       387:       109        157        132         82         99        274        314:
Other:       167:        33         52         33         33         70         83        141:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.7       12.2       36.0       18.7       21.0       10.8       33.7       16.5
Old  :                 25.3       13.2       37.4       20.4       23.6       12.3       35.6       18.5
Other:                 58.1       27.7       67.1       38.7       56.0       27.7       62.0       38.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,262,635:   210,373    155,899    359,900    561,329    497,727  1,131,602  1,013,526:   131,034    249,110
Old  : 1,172,834:   202,690    168,901    327,274    518,469    449,255  1,048,433    945,429:   124,402    227,405
Other:    89,801:    29,052      8,368     11,257     42,860     48,472     83,169     68,097:     6,632     21,704
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :    -4,662:     4,100     12,294     11,694    -13,469    -21,782      2,326      2,206:    -6,987     -6,868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       12.3       28.5       44.5       39.4       89.6       80.3:      10.4       19.7
Old  :     100.0:      17.3       14.4       27.9       44.2       38.3       89.4       80.6:      10.6       19.4
Other:     100.0:      32.4        9.3       12.5       47.7       54.0       92.6       75.8:       7.4       24.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       678:       166        171        221        217        280        510        571:
Old  :       676:       169        171        214        216        276        505        562:
Other:       312:        45         59         45         51        181        117        267:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.2       12.1       21.7       18.4       11.3        8.2       18.3       12.2
Old  :                 13.8       11.9       22.7       18.4       12.0        8.1       19.6       12.3
Other:                 38.0       19.8       48.9       28.2       35.7       16.5       44.8       21.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    13,804:     1,756      1,697        960      9,222      9,339     11,938     11,996:     1,865      1,808
Old  :    13,800:     1,757      1,697        959      9,221      9,338     11,937     11,994:     1,862      1,806
Other:         4:         0          1          0          1          1          1          2:         3          2
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :      -680:       333       -415       -457       -110        482       -234       -389:      -447       -291
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       12.3        7.0       66.8       67.7       86.5       86.9:      13.5       13.1
Old  :     100.0:      12.7       12.3        7.0       66.8       67.7       86.5       86.9:      13.5       13.1
Other:     100.0:       0.0       25.0        0.0       25.0       25.0       25.0       50.0:      75.0       50.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         7         14          6         17         12         29         28:
Old  :        44:         8         14          6         16         12         28         28:
Other:         3:         0          1          0          1          1          1          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       59.8       60.2       71.3       43.3       57.4       59.8       68.1
Old  :                 43.6       59.8       60.2       71.3       43.3       57.4       59.9       68.1
Other:                 25.0       50.0       25.0       50.0       25.0       50.0       25.0       50.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   562,660:   100,395     40,606    171,118    240,832    262,702    512,345    474,426:    50,315     88,234
Old  :   530,362:    99,166     41,282    153,313    229,670    251,533    482,149    446,128:    48,213     84,234
Other:    32,298:    11,085      9,179      7,949     11,162     11,169     30,196     28,297:     2,101      4,001
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :    11,986:    -2,080     11,019     -6,478     18,242      3,763      9,683      8,304:     2,303      3,682
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8        7.2       30.4       42.8       46.7       91.1       84.3:       8.9       15.7
Old  :     100.0:      18.7        7.8       28.9       43.3       47.4       90.9       84.1:       9.1       15.9
Other:     100.0:      34.3       28.4       24.6       34.6       34.6       93.5       87.6:       6.5       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       489:       149        133        184        119        179        369        414:
Old  :       488:       149        137        180        119        177        366        411:
Other:       187:        27         42         18         28        108         64        159:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       18.0       25.3       26.4       11.7       13.1       18.5       17.4
Old  :                 16.4       18.3       26.1       26.6       12.3       13.4       19.5       17.6
Other:                 42.5       39.1       61.4       54.3       36.2       30.0       46.2       39.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    23,826:    21,145      2,823        333         19      3,726     21,497      6,882:     2,329     16,944
Old  :    22,620:    20,135      2,809        333         19      3,408     20,487      6,550:     2,133     16,070
Other:     1,206:     1,010         14          0          0        318      1,010        332:       196        874
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :    -1,505:    -1,369       -364        -10          8       -457     -1,371       -831:      -134       -674
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.7       11.8        1.4        0.1       15.6       90.2       28.9:       9.8       71.1
Old  :     100.0:      89.0       12.4        1.5        0.1       15.1       90.6       29.0:       9.4       71.0
Other:     100.0:      83.7        1.2        0.0        0.0       26.4       83.7       27.5:      16.3       72.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        19          8          6          2         10         22         23:
Old  :        37:        19          8          6          2         10         22         23:
Other:        19:         9          2          0          0          8          9         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.2       12.5       76.7       19.1       56.2       12.5       75.7       19.1
Old  :                 57.6       12.3       76.8       18.9       56.5       12.3       75.7       18.9
Other:                 75.8       23.9       83.3       27.1       75.8       23.9       83.3       27.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   269,212:    31,805     45,246     75,191    137,889    123,540    244,885    243,976:    24,327     25,236
Old  :   260,353:    33,154     47,342     68,087    135,381    120,020    236,621    235,450:    23,731     24,903
Other:     8,860:     3,602      2,854      2,153      2,509      3,520      8,264      8,527:       596        333
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :    -5,658:    -4,069     14,745     -3,896      6,324    -20,670     -1,640     -9,821:    -4,018      4,163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       16.8       27.9       51.2       45.9       91.0       90.6:       9.0        9.4
Old  :     100.0:      12.7       18.2       26.2       52.0       46.1       90.9       90.4:       9.1        9.6
Other:     100.0:      40.7       32.2       24.3       28.3       39.7       93.3       96.2:       6.7        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       227:        42         82         85         66         63        176        184:
Old  :       226:        44         84         84         65         62        174        183:
Other:        32:         7          7          5         14          6         23         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  :                 15.5       20.4       25.1       28.9       12.6       14.5       19.8       20.4
Old  :                 16.0       20.5       25.7       29.3       13.0       14.9       20.5       21.3
Other:                 79.1       73.2       88.7       93.9       60.9       53.2       65.9       70.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   828,190:    74,404    144,291     31,268    590,288    523,016    695,960    698,575:   132,230    129,615
Old  :   828,190:    74,404    144,291     31,268    590,288    523,016    695,960    698,575:   132,230    129,615
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :   -36,004:     9,010    -46,836      1,435    -57,749    -23,724    -47,304    -69,126:    11,300     33,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       17.4        3.8       71.3       63.2       84.0       84.3:      16.0       15.7
Old  :     100.0:       9.0       17.4        3.8       71.3       63.2       84.0       84.3:      16.0       15.7
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  :       161:        26         37         28         77         77        124        121:
Old  :       161:        26         37         28         77         77        124        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  :                 19.6       32.4       30.7       40.6       16.5       27.5       24.8       35.6
Old  :                 19.6       32.4       30.7       40.6       16.5       27.5       24.8       35.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   178,427:    42,522      5,803     35,932     71,353    118,825    149,806    160,560:    28,620     17,867
Old  :   174,752:    43,071      4,375     35,020     68,668    118,090    146,759    157,485:    27,992     17,267
Other:     3,675:       337      2,315         25      2,685        735      3,047      3,075:       628        600
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :    -4,052:      -901        756     -1,926        929     -1,760     -1,898     -2,930:    -2,154     -1,122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        3.3       20.1       40.0       66.6       84.0       90.0:      16.0       10.0
Old  :     100.0:      24.6        2.5       20.0       39.3       67.6       84.0       90.1:      16.0        9.9
Other:     100.0:       9.2       63.0        0.7       73.1       20.0       82.9       83.7:      17.1       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        61         24         55         57         60        151        118:
Old  :       169:        62         25         55         57         60        151        118:
Other:        28:         3          3          2         21          4         25          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  :                 14.2       38.5       24.1       51.8       11.0       30.2       17.6       37.3
Old  :                 13.8       38.2       23.6       51.6       10.8       31.0       17.6       38.3
Other:                 43.3       75.6       64.5       83.7       43.3       71.6       63.5       77.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    11,333:     3,330        966      1,351      4,836      7,889      9,517     10,205:     1,816      1,128
Old  :    11,333:     3,330        966      1,351      4,836      7,889      9,517     10,205:     1,816      1,128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :      -788:       381        111       -368       -752       -105       -739       -363:       -49       -425
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4        8.5       11.9       42.7       69.6       84.0       90.0:      16.0       10.0
Old  :     100.0:      29.4        8.5       11.9       42.7       69.6       84.0       90.0:      16.0       10.0
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  :        60:        21          9         12         21         18         49         34:
Old  :        60:        21          9         12         21         18         49         34:
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  :                 28.5       46.6       41.7       64.6       28.5       44.3       40.1       59.4
Old  :                 28.5       46.6       41.7       64.6       28.5       44.3       40.1       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   763,078:   261,443     85,699     24,263    378,240    531,632    663,946    641,594:    99,133    121,484
Old  :   763,078:   261,443     85,699     24,263    378,240    531,632    663,946    641,594:    99,133    121,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :   -42,924:     7,061      3,070      1,636    -59,361    -71,695    -50,663    -66,989:     7,739     24,065
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3       11.2        3.2       49.6       69.7       87.0       84.1:      13.0       15.9
Old  :     100.0:      34.3       11.2        3.2       49.6       69.7       87.0       84.1:      13.0       15.9
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  :       195:        35         39         28         74        100        123        153:
Old  :       195:        35         39         28         74        100        123        153:
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  :                 25.6       25.1       35.4       33.2       24.8       24.1       33.4       31.9
Old  :                 25.6       25.1       35.4       33.2       24.8       24.1       33.4       31.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,351,023:    89,566    197,099    101,501    878,095    746,999  1,069,162  1,045,599:   281,861    305,424
Old  : 1,351,023:    89,566    197,099    101,501    878,095    746,999  1,069,162  1,045,599:   281,861    305,424
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :    81,058:    -6,715     43,127     26,351     26,190     41,088     45,826    110,566:    35,232    -29,507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       14.6        7.5       65.0       55.3       79.1       77.4:      20.9       22.6
Old  :     100.0:       6.6       14.6        7.5       65.0       55.3       79.1       77.4:      20.9       22.6
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  :       208:        35         39         47        106        113        162        178:
Old  :       208:        35         39         47        106        113        162        178:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       13.8       25.7       21.3       11.8        8.0       18.5       12.1
Old  :                 16.6       13.8       25.7       21.3       11.8        8.0       18.5       12.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   841,070:    84,000     79,468     27,696    522,225    533,853    633,922    641,018:   207,149    200,052
Old  :   841,070:    84,000     79,468     27,696    522,225    533,853    633,922    641,018:   207,149    200,052
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :   -23,560:   -33,708     -8,576      8,981      7,713    -11,610    -17,014    -11,205:    -6,546    -12,355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        9.4        3.3       62.1       63.5       75.4       76.2:      24.6       23.8
Old  :     100.0:      10.0        9.4        3.3       62.1       63.5       75.4       76.2:      24.6       23.8
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         21         18         76         77        107        110:
Old  :       140:        25         21         18         76         77        107        110:
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  :                 20.7       17.1       30.3       27.6       15.0       15.6       23.5       24.0
Old  :                 20.7       17.1       30.3       27.6       15.0       15.6       23.5       24.0
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, September 1, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   701,163:   126,602     28,240    235,969    295,894    392,375    658,466    656,584:    42,698     44,579
Old  :   701,163:   126,602     28,240    235,969    295,894    392,375    658,466    656,584:    42,698     44,579
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :    45,264:     9,933      6,404     15,772     19,840     20,204     45,545     42,380:      -280      2,884
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1        4.0       33.7       42.2       56.0       93.9       93.6:       6.1        6.4
Old  :     100.0:      18.1        4.0       33.7       42.2       56.0       93.9       93.6:       6.1        6.4
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  :       103:        32         12         38         45         47         89         89:
Old  :       103:        32         12         38         45         47         89         89:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       27.0       46.9       44.8       14.8       14.9       19.8       21.5
Old  :                 27.5       27.0       46.9       44.8       14.8       14.9       19.8       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    13,432:     1,948      1,657         23      6,632      7,269      8,603      8,949:     4,829      4,484
Old  :    13,432:     1,948      1,657         23      6,632      7,269      8,603      8,949:     4,829      4,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :     1,666:        72         74          9      1,163      1,170      1,244      1,252:       422        414
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       12.3        0.2       49.4       54.1       64.0       66.6:      36.0       33.4
Old  :     100.0:      14.5       12.3        0.2       49.4       54.1       64.0       66.6:      36.0       33.4
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  :        21:         4          3          3          9          8         15         12:
Old  :        21:         4          3          3          9          8         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.3       40.9       57.7       59.2       34.5       34.6       46.8       51.1
Old  :                 45.3       40.9       57.7       59.2       34.5       34.6       46.8       51.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    82,746:    23,159     19,554        978     40,110     36,821     64,247     57,353:    18,498     25,392
Old  :    82,746:    23,159     19,554        978     40,110     36,821     64,247     57,353:    18,498     25,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :    11,413:      -519      3,450       -215      4,649       -110      3,915      3,125:     7,498      8,288
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       23.6        1.2       48.5       44.5       77.6       69.3:      22.4       30.7
Old  :     100.0:      28.0       23.6        1.2       48.5       44.5       77.6       69.3:      22.4       30.7
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  :        93:        23         29          8         28         23         56         55:
Old  :        93:        23         29          8         28         23         56         55:
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  :                 28.9       33.3       38.5       44.1       28.7       32.1       38.3       40.9
Old  :                 28.9       33.3       38.5       44.1       28.7       32.1       38.3       40.9
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, September 1, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     9,050:     6,522      5,267          0      2,398      3,782      8,920      9,049:       130          1
Old  :     9,050:     6,522      5,267          0      2,398      3,782      8,920      9,049:       130          1
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :       606:       -56         31          0        662        575        606        606:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.1       58.2        0.0       26.5       41.8       98.6      100.0:       1.4        0.0
Old  :     100.0:      72.1       58.2        0.0       26.5       41.8       98.6      100.0:       1.4        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        10          6          0          3          2         13          8:
Old  :        21:        10          6          0          3          2         13          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  :                 73.2       93.1       91.4      100.0       73.2       93.1       91.4      100.0
Old  :                 73.2       93.1       91.4      100.0       73.2       93.1       91.4      100.0
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, September 1, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    25,914:     3,559      1,388        378     21,919     23,921     25,856     25,687:        58        227
Old  :    25,914:     3,559      1,388        378     21,919     23,921     25,856     25,687:        58        227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :     2,900:       151       -164       -112      2,896      3,330      2,935      3,054:       -35       -154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7        5.4        1.5       84.6       92.3       99.8       99.1:       0.2        0.9
Old  :     100.0:      13.7        5.4        1.5       84.6       92.3       99.8       99.1:       0.2        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  :        38:         5          8          2         12         16         18         25:
Old  :        38:         5          8          2         12         16         18         25:
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  :                 74.4       87.0       93.8       93.1       69.0       71.1       78.5       77.1
Old  :                 74.4       87.0       93.8       93.1       69.0       71.1       78.5       77.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    29,871:     3,795        786      1,036     24,830     27,925     29,661     29,747:       210        124
Old  :    29,871:     3,795        786      1,036     24,830     27,925     29,661     29,747:       210        124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :      -234:      -245        501          6         22       -736       -217       -229:       -17         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7        2.6        3.5       83.1       93.5       99.3       99.6:       0.7        0.4
Old  :     100.0:      12.7        2.6        3.5       83.1       93.5       99.3       99.6:       0.7        0.4
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  :        29:         6          7          1          9          9         15         17:
Old  :        29:         6          7          1          9          9         15         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.1       83.4       96.6       95.6       49.5       57.0       61.6       62.3
Old  :                 84.1       83.4       96.6       95.6       49.5       57.0       61.6       62.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 4, 2009