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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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  :   422,340:    76,341    103,005    114,422    201,277    158,086    392,041    375,513:    30,300     46,827
Old  :   349,394:    66,940     94,515     87,139    169,571    129,361    323,650    311,014:    25,744     38,380
Other:    72,946:    27,476     26,566      9,208     31,706     28,725     68,390     64,499:     4,556      8,447
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :    12,797:     1,836         51      4,618      6,271      8,255     12,725     12,924:        72       -128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       24.4       27.1       47.7       37.4       92.8       88.9:       7.2       11.1
Old  :     100.0:      19.2       27.1       24.9       48.5       37.0       92.6       89.0:       7.4       11.0
Other:     100.0:      37.7       36.4       12.6       43.5       39.4       93.8       88.4:       6.2       11.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       395:       109        156        146         83         95        286        325:
Old  :       389:       114        158        129         81         93        273        311:
Other:       176:        40         55         40         39         69        101        144:
     :----------------------------------------------------------------------------------------------------
     :             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       12.7       33.5       19.1       19.2       10.9       31.1       16.0
Old  :                 23.6       14.4       35.3       21.0       21.8       13.4       33.4       19.3
Other:                 52.4       27.8       63.6       38.0       49.2       27.3       56.6       34.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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  : 1,345,219:   233,405    150,493    403,947    585,437    533,348  1,222,789  1,087,788:   122,430    257,431
Old  : 1,237,017:   225,355    161,136    364,032    533,683    481,593  1,123,070  1,006,760:   113,947    230,257
Other:   108,202:    32,910     14,217     15,055     51,754     51,755     99,719     81,027:     8,483     27,175
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :    28,570:     6,018       -890     15,007     14,948      6,976     35,973     21,092:    -7,403      7,478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       11.2       30.0       43.5       39.6       90.9       80.9:       9.1       19.1
Old  :     100.0:      18.2       13.0       29.4       43.1       38.9       90.8       81.4:       9.2       18.6
Other:     100.0:      30.4       13.1       13.9       47.8       47.8       92.2       74.9:       7.8       25.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       666:       170        175        229        209        265        513        553:
Old  :       664:       176        173        221        207        263        505        547:
Other:       312:        52         53         52         60        176        132        264:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.6       12.3       21.1       18.9       10.9        7.7       17.4       11.4
Old  :                 13.1       12.2       22.0       19.0       11.4        7.6       18.5       11.6
Other:                 34.0       17.5       45.4       26.8       32.1       15.0       40.4       20.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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  :    14,674:     1,594      2,516      1,118      9,922      9,207     12,633     12,841:     2,041      1,833
Old  :    14,669:     1,595      2,516      1,117      9,921      9,206     12,632     12,839:     2,037      1,830
Other:         5:         0          1          0          1          1          1          2:         4          3
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :      -220:       -17       -109         17       -124       -151       -124       -242:       -96         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       17.1        7.6       67.6       62.7       86.1       87.5:      13.9       12.5
Old  :     100.0:      10.9       17.2        7.6       67.6       62.8       86.1       87.5:      13.9       12.5
Other:     100.0:       0.0       20.0        0.0       20.0       20.0       20.0       40.0:      80.0       60.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         9         15          6         16         11         29         31:
Old  :        47:        10         15          6         15         11         28         31:
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  :                 46.9       55.7       62.8       67.6       45.3       52.6       59.9       64.0
Old  :                 46.9       55.8       62.8       67.6       45.4       52.6       59.9       64.0
Other:                 20.0       40.0       20.0       40.0       20.0       40.0       20.0       40.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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  :   598,079:    90,232     59,058    191,463    268,852    255,268    550,547    505,789:    47,533     92,291
Old  :   556,671:    85,133     58,358    173,093    253,132    238,632    511,359    470,084:    45,313     86,588
Other:    41,408:    16,969     12,570      6,500     15,720     16,636     39,188     35,705:     2,220      5,703
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :     2,773:    -9,645      7,954       -830     14,680     -8,228      4,206     -1,104:    -1,433      3,877
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1        9.9       32.0       45.0       42.7       92.1       84.6:       7.9       15.4
Old  :     100.0:      15.3       10.5       31.1       45.5       42.9       91.9       84.4:       8.1       15.6
Other:     100.0:      41.0       30.4       15.7       38.0       40.2       94.6       86.2:       5.4       13.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       482:       138        148        187        128        166        372        412:
Old  :       481:       138        151        180        125        163        362        408:
Other:       195:        43         40         25         33         99         84        156:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.1       16.9       25.7       25.7       10.9       10.9       17.8       15.0
Old  :                 16.6       17.4       26.4       25.4       11.4       11.1       18.8       15.9
Other:                 36.7       44.7       55.4       56.0       34.3       44.4       49.1       50.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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  :    23,520:    20,076      3,085        218          9      3,568     20,303      6,871:     3,217     16,649
Old  :    22,162:    18,955      3,066        218          9      3,218     19,182      6,502:     2,980     15,660
Other:     1,358:     1,121         19          0          0        350      1,121        369:       237        989
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :      -563:      -880       -177         24          0       -305       -856       -458:       293       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      85.4       13.1        0.9        0.0       15.2       86.3       29.2:      13.7       70.8
Old  :     100.0:      85.5       13.8        1.0        0.0       14.5       86.6       29.3:      13.4       70.7
Other:     100.0:      82.5        1.4        0.0        0.0       25.8       82.5       27.2:      17.5       72.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:        14          7          7          1          9         16         22:
Old  :        30:        14          7          7          1          9         16         22:
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  :                 58.0       13.1       78.3       21.2       57.4       13.1       77.7       21.2
Old  :                 58.4       13.8       78.5       21.1       57.8       13.8       77.9       21.1
Other:                 76.3       22.5       82.2       26.8       76.3       22.5       82.2       26.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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  :   255,076:    35,561     52,344     59,181    138,345    117,893    233,087    229,418:    21,989     25,658
Old  :   245,043:    37,136     54,976     51,529    135,010    113,166    223,675    219,672:    21,368     25,371
Other:    10,033:     3,912      2,854      2,165      3,335      4,727      9,412      9,746:       621        287
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :    -8,114:       -47       -221     -3,837     -2,844     -4,226     -6,728     -8,284:    -1,385        170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       20.5       23.2       54.2       46.2       91.4       89.9:       8.6       10.1
Old  :     100.0:      15.2       22.4       21.0       55.1       46.2       91.3       89.6:       8.7       10.4
Other:     100.0:      39.0       28.4       21.6       33.2       47.1       93.8       97.1:       6.2        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        45         67         68         67         66        161        174:
Old  :       214:        49         69         67         67         65        160        173:
Other:        34:         6          8          4         14         10         22         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.6       16.6       27.3       26.0       13.7       11.0       21.6       17.5
Old  :                 16.2       16.9       27.9       26.4       14.2       11.5       22.8       18.8
Other:                 75.3       59.8       89.7       84.6       65.4       43.1       68.6       64.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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  :   802,210:    55,466    138,327     34,624    566,324    495,634    656,413    668,585:   145,797    133,625
Old  :   802,210:    55,466    138,327     34,624    566,324    495,634    656,413    668,585:   145,797    133,625
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :    -3,358:   -21,448      3,746      5,607     15,277    -14,933       -563     -5,581:    -2,794      2,223
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       17.2        4.3       70.6       61.8       81.8       83.3:      18.2       16.7
Old  :     100.0:       6.9       17.2        4.3       70.6       61.8       81.8       83.3:      18.2       16.7
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  :       160:        34         29         35         73         79        123        127:
Old  :       160:        34         29         35         73         79        123        127:
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  :                 20.0       27.7       31.6       36.0       17.9       27.3       27.2       35.4
Old  :                 20.0       27.7       31.6       36.0       17.9       27.3       27.2       35.4
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, September 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  :   177,893:    38,636     11,885     30,998     81,352    113,005    150,986    155,889:    26,907     22,004
Old  :   169,309:    38,975     11,422     28,500     75,685    108,024    143,160    147,947:    26,149     21,362
Other:     8,584:     1,179      1,981        980      5,667      4,981      7,826      7,942:       758        642
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :    -6,331:    -3,926        702     -1,512      1,887     -8,261     -3,551     -9,071:    -2,780      2,740
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        6.7       17.4       45.7       63.5       84.9       87.6:      15.1       12.4
Old  :     100.0:      23.0        6.7       16.8       44.7       63.8       84.6       87.4:      15.4       12.6
Other:     100.0:      13.7       23.1       11.4       66.0       58.0       91.2       92.5:       8.8        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        52         27         52         59         57        142        115:
Old  :       160:        55         28         52         59         57        142        115:
Other:        38:         5          4          5         25         10         33         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       35.3       30.2       51.2       16.5       28.3       23.2       37.4
Old  :                 17.7       35.8       29.3       50.5       15.4       28.9       22.4       38.2
Other:                 53.3       61.5       67.5       82.1       52.1       55.6       65.0       73.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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  :    11,465:     3,220        905      1,409      5,027      7,773      9,655     10,086:     1,809      1,379
Old  :    11,443:     3,217        905      1,409      5,009      7,773      9,634     10,086:     1,808      1,357
Other:        22:         3          0          0         18          0         21          0:         1         22
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :       253:       -26        164         20        262        -94        257         90:        -4        163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        7.9       12.3       43.8       67.8       84.2       88.0:      15.8       12.0
Old  :     100.0:      28.1        7.9       12.3       43.8       67.9       84.2       88.1:      15.8       11.9
Other:     100.0:      13.6        0.0        0.0       81.8        0.0       95.5        0.0:       4.5      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        21          5         13         22         18         49         35:
Old  :        60:        21          5         13         22         18         49         35:
Other:         3:         1          0          0          2          0          3          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  :                 32.3       46.7       45.0       62.5       32.3       44.7       45.0       59.7
Old  :                 32.4       46.7       45.1       62.6       32.3       44.7       45.1       59.8
Other:                 95.5        0.0       95.5        0.0       95.5        0.0       95.5        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 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  :   813,827:   317,587    107,848     43,410    360,424    542,326    721,420    693,584:    92,407    120,242
Old  :   813,827:   317,587    107,848     43,410    360,424    542,326    721,420    693,584:    92,407    120,242
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :    12,413:    22,763     18,277      8,843    -18,306    -14,300     13,300     12,820:      -887       -407
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0       13.3        5.3       44.3       66.6       88.6       85.2:      11.4       14.8
Old  :     100.0:      39.0       13.3        5.3       44.3       66.6       88.6       85.2:      11.4       14.8
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  :       207:        38         46         33         75        106        132        166:
Old  :       207:        38         46         33         75        106        132        166:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       23.8       34.5       31.3       23.5       22.7       32.0       29.4
Old  :                 23.5       23.8       34.5       31.3       23.5       22.7       32.0       29.4
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 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  : 1,406,864:   113,601    197,154    149,692    874,919    748,577  1,138,211  1,095,423:   268,653    311,441
Old  : 1,406,864:   113,601    197,154    149,692    874,919    748,577  1,138,211  1,095,423:   268,653    311,441
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :    52,184:     8,827     20,718     27,693     28,678      6,858     65,197     55,269:   -13,013     -3,085
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1       14.0       10.6       62.2       53.2       80.9       77.9:      19.1       22.1
Old  :     100.0:       8.1       14.0       10.6       62.2       53.2       80.9       77.9:      19.1       22.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        40         49         62        121        122        197        197:
Old  :       239:        40         49         62        121        122        197        197:
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  :                 16.1       12.5       24.6       19.6       11.5        8.8       17.4       13.6
Old  :                 16.1       12.5       24.6       19.6       11.5        8.8       17.4       13.6
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 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  :   860,274:    90,486     82,625     28,552    534,560    548,980    653,599    660,157:   206,675    200,116
Old  :   860,274:    90,486     82,625     28,552    534,560    548,980    653,599    660,157:   206,675    200,116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :    20,105:     9,885     -5,847     -2,609     22,432     12,700     29,708      4,244:    -9,603     15,861
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5        9.6        3.3       62.1       63.8       76.0       76.7:      24.0       23.3
Old  :     100.0:      10.5        9.6        3.3       62.1       63.8       76.0       76.7:      24.0       23.3
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  :       141:        23         25         19         69         77        101        112:
Old  :       141:        23         25         19         69         77        101        112:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       15.4       33.5       27.2       16.9       13.5       25.6       24.2
Old  :                 23.1       15.4       33.5       27.2       16.9       13.5       25.6       24.2
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 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  :   766,285:   136,343     27,644    271,394    320,687    425,282    728,424    724,320:    37,862     41,966
Old  :   766,285:   136,343     27,644    271,394    320,687    425,282    728,424    724,320:    37,862     41,966
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :    45,322:    19,226        204      7,226     22,948     38,741     49,400     46,171:    -4,078       -849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8        3.6       35.4       41.8       55.5       95.1       94.5:       4.9        5.5
Old  :     100.0:      17.8        3.6       35.4       41.8       55.5       95.1       94.5:       4.9        5.5
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  :       105:        36         14         45         41         47         91         95:
Old  :       105:        36         14         45         41         47         91         95:
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  :                 27.6       25.9       47.5       44.8       15.1       13.0       20.2       19.2
Old  :                 27.6       25.9       47.5       44.8       15.1       13.0       20.2       19.2
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 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  :    67,121:    25,747      7,645        443     30,076     40,940     56,266     49,029:    10,854     18,092
Old  :    67,121:    25,747      7,645        443     30,076     40,940     56,266     49,029:    10,854     18,092
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :   -32,813:    -1,388     -3,496     -1,463    -26,987    -24,431    -29,838    -29,391:    -2,975     -3,422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.4       11.4        0.7       44.8       61.0       83.8       73.0:      16.2       27.0
Old  :     100.0:      38.4       11.4        0.7       44.8       61.0       83.8       73.0:      16.2       27.0
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  :        84:        27         14          5         26         26         55         43:
Old  :        84:        27         14          5         26         26         55         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  :                 28.7       39.4       41.2       49.2       28.7       37.3       41.2       46.7
Old  :                 28.7       39.4       41.2       49.2       28.7       37.3       41.2       46.7
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 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  :    17,711:       563      2,210         90     16,943     15,248     17,596     17,548:       115        163
Old  :    17,711:       563      2,210         90     16,943     15,248     17,596     17,548:       115        163
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :    -2,383:    -2,160        663       -144        -48     -2,889     -2,352     -2,370:       -31        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       12.5        0.5       95.7       86.1       99.4       99.1:       0.6        0.9
Old  :     100.0:       3.2       12.5        0.5       95.7       86.1       99.4       99.1:       0.6        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  :        41:         4         13          1         12         15         17         28:
Old  :        41:         4         13          1         12         15         17         28:
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  :                 82.0       74.7       92.6       86.2       50.3       44.0       59.7       54.6
Old  :                 82.0       74.7       92.6       86.2       50.3       44.0       59.7       54.6
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 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  :    29,290:     3,852        159         25     25,263     29,076     29,140     29,260:       150         30
Old  :    29,290:     3,852        159         25     25,263     29,076     29,140     29,260:       150         30
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :       112:      -863       -493         25        977        561        139         93:       -27         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        0.5        0.1       86.3       99.3       99.5       99.9:       0.5        0.1
Old  :     100.0:      13.2        0.5        0.1       86.3       99.3       99.5       99.9:       0.5        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         9          5          1         10          8         19         14:
Old  :        30:         9          5          1         10          8         19         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  :                 79.2       94.8       95.9       99.3       61.3       77.4       77.6       80.2
Old  :                 79.2       94.8       95.9       99.3       61.3       77.4       77.6       80.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 25, 2008