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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   626,413:    81,248    103,365    168,993    334,765    286,879    585,006    559,237:    41,407     67,175
Old  :   438,173:    69,725     90,425    113,595    223,411    196,924    406,732    400,943:    31,441     37,230
Other:   188,240:    33,068     34,486     33,853    111,353     89,955    178,274    158,294:     9,965     29,946
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :    -7,952:    -3,786     -4,739       -424      1,895      1,792     -2,315     -3,370:    -5,637     -4,582
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       16.5       27.0       53.4       45.8       93.4       89.3:       6.6       10.7
Old  :     100.0:      15.9       20.6       25.9       51.0       44.9       92.8       91.5:       7.2        8.5
Other:     100.0:      17.6       18.3       18.0       59.2       47.8       94.7       84.1:       5.3       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       483:       148        172        199        102        139        375        401:
Old  :       465:       153        163        167         94        133        340        376:
Other:       283:        65         90         79         63        113        175        241:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       15.8       29.2       22.2       16.5       11.9       26.3       15.4
Old  :                 19.5       18.8       28.8       25.8       18.7       16.2       26.5       20.8
Other:                 33.4       18.4       44.6       26.8       30.7       16.4       41.3       22.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,473,822:   489,736    123,625    884,326    878,460  1,175,811  2,252,522  2,183,762:   221,299    290,059
Old  : 2,052,405:   414,232    119,676    741,310    713,304    964,570  1,868,846  1,825,556:   183,560    226,850
Other:   421,416:   130,950     59,395     87,570    165,156    211,241    383,677    358,207:    37,739     63,210
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :   -12,083:   -22,880     -9,727     18,983    -10,350    -15,750    -14,247     -6,494:     2,165     -5,588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8        5.0       35.7       35.5       47.5       91.1       88.3:       8.9       11.7
Old  :     100.0:      20.2        5.8       36.1       34.8       47.0       91.1       88.9:       8.9       11.1
Other:     100.0:      31.1       14.1       20.8       39.2       50.1       91.0       85.0:       9.0       15.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       993:       312        162        360        343        453        800        858:
Old  :       982:       303        172        334        331        442        770        830:
Other:       671:       109        146        104        151        363        323        557:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.7        9.0       16.7       14.5        8.3        5.6       12.4        8.9
Old  :                 10.1        9.4       17.1       14.3        8.8        6.2       12.7        9.1
Other:                 19.8       12.7       28.9       20.0       19.6       10.4       27.0       14.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    14,801:     2,955        387      1,211      7,646     10,984     11,812     12,581:     2,989      2,220
Old  :    13,403:     3,014        385        895      6,607     10,073     10,516     11,353:     2,887      2,050
Other:     1,398:        13         74        244      1,039        911      1,296      1,228:       102        169
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :      -379:       168         36       -198       -484       -536       -514       -698:       135        318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        2.6        8.2       51.7       74.2       79.8       85.0:      20.2       15.0
Old  :     100.0:      22.5        2.9        6.7       49.3       75.2       78.5       84.7:      21.5       15.3
Other:     100.0:       0.9        5.3       17.5       74.3       65.1       92.7       87.9:       7.3       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        18          5          7         16         12         36         23:
Old  :        41:        17          5          6         15         11         34         21:
Other:        15:         3          3          6          6          5         12         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       60.2       45.5       73.6       26.9       49.9       40.3       60.5
Old  :                 30.8       66.0       48.0       76.0       28.3       58.3       43.1       66.0
Other:                 70.3       76.2       89.3       85.5       66.7       67.1       72.3       67.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   912,974:   192,221     29,310    304,291    358,892    489,622    855,403    823,223:    57,571     89,751
Old  :   767,374:   166,433     24,902    256,379    294,097    417,724    716,910    699,005:    50,464     68,368
Other:   145,600:    44,785     23,406     28,913     64,795     71,898    138,494    124,218:     7,107     21,383
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :    29,191:    -2,228     -4,706     33,618        954      5,565     32,344     34,477:    -3,152     -5,286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        3.2       33.3       39.3       53.6       93.7       90.2:       6.3        9.8
Old  :     100.0:      21.7        3.2       33.4       38.3       54.4       93.4       91.1:       6.6        8.9
Other:     100.0:      30.8       16.1       19.9       44.5       49.4       95.1       85.3:       4.9       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       573:       203        111        186        139        235        420        466:
Old  :       562:       194        113        172        131        230        400        449:
Other:       338:        74         77         50         55        171        157        270:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.9       18.9       20.2       26.8       10.0       12.2       14.9       17.1
Old  :                 12.5       21.0       20.8       29.0       11.4       14.2       16.8       19.6
Other:                 22.9       19.3       38.1       29.2       21.0       18.9       33.1       24.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    21,957:    18,765      2,035        383         36      4,126     19,184      6,544:     2,773     15,413
Old  :    12,693:    10,082      1,833        373         36      2,180     10,491      4,386:     2,202      8,307
Other:     9,264:     8,688        207          5          0      1,946      8,693      2,158:       571      7,106
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :    -2,015:    -1,616       -127       -284          0         25     -1,900       -386:      -115     -1,629
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      85.5        9.3        1.7        0.2       18.8       87.4       29.8:      12.6       70.2
Old  :     100.0:      79.4       14.4        2.9        0.3       17.2       82.7       34.6:      17.3       65.4
Other:     100.0:      93.8        2.2        0.1        0.0       21.0       93.8       23.3:       6.2       76.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        20          7          3          2          8         22         18:
Old  :        35:        20          7          3          2          8         22         18:
Other:        24:        13          3          1          0          8         14         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 48.9       14.5       69.9       20.9       47.9       14.5       68.6       20.9
Old  :                 41.7       14.7       60.2       24.9       41.6       14.7       59.1       24.8
Other:                 66.4       15.9       87.6       21.5       66.4       15.9       87.6       21.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   479,154:    72,655     26,285    129,105    244,422    299,575    446,182    454,965:    32,972     24,189
Old  :   459,127:    73,176     27,663    123,943    231,408    284,322    428,527    435,928:    30,600     23,199
Other:    20,027:     2,964      2,107      1,677     13,014     15,254     17,655     19,038:     2,372        990
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :    -1,734:    -6,944        -54     10,084       -693    -11,989      2,447     -1,959:    -4,181        226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2        5.5       26.9       51.0       62.5       93.1       95.0:       6.9        5.0
Old  :     100.0:      15.9        6.0       27.0       50.4       61.9       93.3       94.9:       6.7        5.1
Other:     100.0:      14.8       10.5        8.4       65.0       76.2       88.2       95.1:      11.8        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        97         47         98         71         70        223        191:
Old  :       259:        97         53         96         70         70        220        190:
Other:        59:        15         10         11         24         13         46         29:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       29.8       27.9       42.4        9.6       20.5       15.3       26.5
Old  :                 16.8       30.3       27.5       41.6        9.9       20.9       15.7       26.5
Other:                 50.2       57.5       62.9       77.8       49.2       56.9       59.6       73.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   737,698:    58,642     70,920     73,576    455,092    434,374    587,309    578,869:   150,389    158,829
Old  :   737,698:    58,642     70,920     73,576    455,092    434,374    587,309    578,869:   150,389    158,829
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :   -27,697:   -19,369      5,797        293      5,461    -28,378    -13,616    -22,288:   -14,082     -5,409
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9        9.6       10.0       61.7       58.9       79.6       78.5:      20.4       21.5
Old  :     100.0:       7.9        9.6       10.0       61.7       58.9       79.6       78.5:      20.4       21.5
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  :       174:        28         34         45         94         92        148        146:
Old  :       174:        28         34         45         94         92        148        146:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       18.5       26.6       27.6       17.0       15.7       24.8       23.3
Old  :                 18.7       18.5       26.6       27.6       17.0       15.7       24.8       23.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   345,574:    33,304     48,922      3,757    238,677    243,115    275,737    295,793:    69,837     49,781
Old  :   345,574:    33,304     48,922      3,757    238,677    243,115    275,737    295,793:    69,837     49,781
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :    28,431:       910      3,479      2,526     15,628     14,591     19,064     20,597:     9,367      7,834
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       14.2        1.1       69.1       70.4       79.8       85.6:      20.2       14.4
Old  :     100.0:       9.6       14.2        1.1       69.1       70.4       79.8       85.6:      20.2       14.4
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  :        52:         4         10          6         30         30         40         40:
Old  :        52:         4         10          6         30         30         40         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       49.3       43.2       64.1       25.1       42.2       40.8       55.1
Old  :                 26.5       49.3       43.2       64.1       25.1       42.2       40.8       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     7,947:     1,006        867        663      6,000      6,179      7,669      7,709:       278        238
Old  :     7,947:     1,006        867        663      6,000      6,179      7,669      7,709:       278        238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :        85:       102         89         -2         41        -48        141         39:       -56         46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       10.9        8.3       75.5       77.8       96.5       97.0:       3.5        3.0
Old  :     100.0:      12.7       10.9        8.3       75.5       77.8       96.5       97.0:       3.5        3.0
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  :        30:         7          5          6         16         17         27         24:
Old  :        30:         7          5          6         16         17         27         24:
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  :                 59.9       48.1       74.2       69.4       40.9       33.4       47.6       44.2
Old  :                 59.9       48.1       74.2       69.4       40.9       33.4       47.6       44.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   256,737:    48,854      8,481     55,416    113,201    174,341    217,471    238,239:    39,266     18,499
Old  :   230,560:    47,029      9,945     47,488     99,718    155,525    194,235    212,957:    36,324     17,602
Other:    26,178:     3,767        478      5,987     13,482     18,817     23,236     25,281:     2,942        896
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :    12,170:     1,220        194      3,263      4,722      6,186      9,205      9,643:     2,965      2,527
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0        3.3       21.6       44.1       67.9       84.7       92.8:      15.3        7.2
Old  :     100.0:      20.4        4.3       20.6       43.3       67.5       84.2       92.4:      15.8        7.6
Other:     100.0:      14.4        1.8       22.9       51.5       71.9       88.8       96.6:      11.2        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        71         20         61         84         76        187        142:
Old  :       202:        71         24         61         84         75        185        141:
Other:        71:        18          8         15         37         25         63         41:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9       36.1       20.7       48.5        7.4       28.8       13.6       37.3
Old  :                 12.1       34.2       19.7       46.8        7.2       27.2       13.7       35.7
Other:                 30.2       56.6       46.5       72.1       25.3       51.6       34.4       58.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    19,919:     4,035      2,383      2,860      8,103     13,112     14,997     18,355:     4,922      1,564
Old  :    19,253:     4,086      2,392      2,743      7,655     12,819     14,483     17,953:     4,770      1,300
Other:       666:        11         54         55        448        293        514        402:       152        264
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :        17:      -255         49        277        137       -319        159          8:      -142          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       12.0       14.4       40.7       65.8       75.3       92.1:      24.7        7.9
Old  :     100.0:      21.2       12.4       14.2       39.8       66.6       75.2       93.2:      24.8        6.8
Other:     100.0:       1.6        8.1        8.2       67.3       44.1       77.2       60.3:      22.8       39.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        36         13         16         30         21         75         45:
Old  :        88:        38         12         16         30         21         75         45:
Other:        19:         5          2          4          5          8         11         13:
     :----------------------------------------------------------------------------------------------------
     :             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       45.4       29.1       60.1       19.2       42.9       27.2       55.6
Old  :                 20.1       46.0       29.1       60.9       19.3       44.9       27.4       57.9
Other:                 69.0       43.6       76.8       58.7       67.2       43.6       68.8       51.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   786,499:    85,766    129,805     67,382    522,155    473,700    675,303    670,887:   111,196    115,612
Old  :   786,499:    85,766    129,805     67,382    522,155    473,700    675,303    670,887:   111,196    115,612
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :    56,026:   -20,520     -2,016     16,454     59,292     36,561     55,226     51,000:       800      5,026
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       16.5        8.6       66.4       60.2       85.9       85.3:      14.1       14.7
Old  :     100.0:      10.9       16.5        8.6       66.4       60.2       85.9       85.3:      14.1       14.7
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  :       202:        38         35         31         87        103        138        156:
Old  :       202:        38         35         31         87        103        138        156:
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  :                 24.7       17.5       35.9       26.6       19.8       14.7       27.9       22.0
Old  :                 24.7       17.5       35.9       26.6       19.8       14.7       27.9       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,022,937:   205,401    221,205    299,037  1,227,808  1,170,439  1,732,246  1,690,680:   290,691    332,257
Old  : 2,022,937:   205,401    221,205    299,037  1,227,808  1,170,439  1,732,246  1,690,680:   290,691    332,257
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :  -104,587:   -57,341     15,598     -6,824    -22,591    -97,560    -86,755    -88,786:   -17,832    -15,802
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       10.9       14.8       60.7       57.9       85.6       83.6:      14.4       16.4
Old  :     100.0:      10.2       10.9       14.8       60.7       57.9       85.6       83.6:      14.4       16.4
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  :       289:        67         47         83        157        155        255        254:
Old  :       289:        67         47         83        157        155        255        254:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.6       13.9       24.5       21.3       11.6       10.0       16.7       15.3
Old  :                 15.6       13.9       24.5       21.3       11.6       10.0       16.7       15.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,275,856:   200,473    110,762    105,518    763,740    775,800  1,069,731    992,079:   206,125    283,776
Old  : 1,275,856:   200,473    110,762    105,518    763,740    775,800  1,069,731    992,079:   206,125    283,776
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :     5,040:   -15,418     -1,534     15,896         94    -40,001        572    -25,638:     4,468     30,679
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        8.7        8.3       59.9       60.8       83.8       77.8:      16.2       22.2
Old  :     100.0:      15.7        8.7        8.3       59.9       60.8       83.8       77.8:      16.2       22.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        30         35         34         90         94        137        146:
Old  :       175:        30         35         34         90         94        137        146:
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  :                 24.3       16.7       35.0       24.7       22.3       13.7       30.3       20.1
Old  :                 24.3       16.7       35.0       24.7       22.3       13.7       30.3       20.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,245,609:   130,255     21,679    664,789    408,452    502,837  1,203,496  1,189,304:    42,113     56,305
Old  : 1,245,609:   130,255     21,679    664,789    408,452    502,837  1,203,496  1,189,304:    42,113     56,305
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :    19,012:     7,096       -315        732      8,626     12,994     16,453     13,410:     2,559      5,602
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5        1.7       53.4       32.8       40.4       96.6       95.5:       3.4        4.5
Old  :     100.0:      10.5        1.7       53.4       32.8       40.4       96.6       95.5:       3.4        4.5
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  :       111:        29         18         36         59         53        102         93:
Old  :       111:        29         18         36         59         53        102         93:
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  :                 43.0       35.7       58.3       56.3       10.1       10.4       12.7       14.6
Old  :                 43.0       35.7       58.3       56.3       10.1       10.4       12.7       14.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    52,180:    17,656      7,008        576     27,069     39,299     45,300     46,882:     6,880      5,297
Old  :    52,180:    17,656      7,008        576     27,069     39,299     45,300     46,882:     6,880      5,297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :     2,724:       345      1,336        172      2,227      1,147      2,745      2,655:       -21         68
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       13.4        1.1       51.9       75.3       86.8       89.8:      13.2       10.2
Old  :     100.0:      33.8       13.4        1.1       51.9       75.3       86.8       89.8:      13.2       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        28         17          8         32         33         65         53:
Old  :        98:        28         17          8         32         33         65         53:
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  :                 21.9       38.8       35.3       57.1       21.1       38.8       34.5       56.6
Old  :                 21.9       38.8       35.3       57.1       21.1       38.8       34.5       56.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   104,359:    35,311     14,016      1,151     54,137     78,597     90,600     93,765:    13,759     10,594
Old  :   104,359:    35,311     14,016      1,151     54,137     78,597     90,600     93,765:    13,759     10,594
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :     5,447:       691      2,672        344      4,455      2,295      5,490      5,310:       -42        137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       13.4        1.1       51.9       75.3       86.8       89.8:      13.2       10.2
Old  :     100.0:      33.8       13.4        1.1       51.9       75.3       86.8       89.8:      13.2       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        28         17          8         32         33         65         53:
Old  :        98:        28         17          8         32         33         65         53:
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  :                 21.9       38.8       35.3       57.1       21.1       38.8       34.5       56.6
Old  :                 21.9       38.8       35.3       57.1       21.1       38.8       34.5       56.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    17,263:       818        858        147     16,154     16,090     17,119     17,095:       144        168
Old  :    17,263:       818        858        147     16,154     16,090     17,119     17,095:       144        168
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :     1,486:       -26        221       -207      1,765      1,416      1,532      1,430:       -46         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7        5.0        0.9       93.6       93.2       99.2       99.0:       0.8        1.0
Old  :     100.0:       4.7        5.0        0.9       93.6       93.2       99.2       99.0:       0.8        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         3          7          1         12         13         16         20:
Old  :        30:         3          7          1         12         13         16         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.1       83.2       94.4       91.4       78.1       75.6       87.7       81.3
Old  :                 78.1       83.2       94.4       91.4       78.1       75.6       87.7       81.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    50,701:       460      2,827        699     49,221     46,858     50,380     50,384:       321        317
Old  :    50,701:       460      2,827        699     49,221     46,858     50,380     50,384:       321        317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :     3,969:      -269       -468        402      3,799      3,978      3,932      3,912:        37         57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        5.6        1.4       97.1       92.4       99.4       99.4:       0.6        0.6
Old  :     100.0:       0.9        5.6        1.4       97.1       92.4       99.4       99.4:       0.6        0.6
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  :        29:         3          5          1          7         17         11         22:
Old  :        29:         3          5          1          7         17         11         22:
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  :                 96.3       67.4       99.0       89.9       84.1       65.0       85.6       78.4
Old  :                 96.3       67.4       99.0       89.9       84.1       65.0       85.6       78.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated November 29, 2010