WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, September 15, 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  :   319,544:    74,308    110,491     45,170    172,733    119,627    292,211    275,288:    27,333     44,256
Old  :   256,540:    62,938    100,176     26,150    144,634     94,069    233,722    220,395:    22,818     36,145
Other:    63,004:    26,909     25,854      3,481     28,099     25,558     58,489     54,893:     4,515      8,111
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :     8,306:     2,231        459      3,252        751      4,696      6,234      8,407:     2,072       -101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       34.6       14.1       54.1       37.4       91.4       86.2:       8.6       13.8
Old  :     100.0:      24.5       39.0       10.2       56.4       36.7       91.1       85.9:       8.9       14.1
Other:     100.0:      42.7       41.0        5.5       44.6       40.6       92.8       87.1:       7.2       12.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       363:        96        144        100         62         86        227        283:
Old  :       358:       102        147         76         54         77        202        264:
Other:       161:        36         45         18         32         66         78        122:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.1       15.0       42.2       22.2       25.6       14.1       41.5       21.1
Old  :                 30.6       17.5       45.9       25.8       30.4       17.4       45.8       24.7
Other:                 60.8       31.8       71.8       42.9       57.3       31.8       65.1       41.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 15, 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  :   861,267:   226,985    182,622     83,990    447,935    396,414    758,910    663,026:   102,357    198,241
Old  :   782,911:   219,903    192,416     58,093    408,764    356,204    686,760    606,713:    96,151    176,198
Other:    78,356:    31,447     14,571      1,532     39,171     40,210     72,150     56,313:     6,206     22,043
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    28,275:    20,064    -12,873      5,497       -719     29,404     24,842     22,028:     3,433      6,247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       21.2        9.8       52.0       46.0       88.1       77.0:      11.9       23.0
Old  :     100.0:      28.1       24.6        7.4       52.2       45.5       87.7       77.5:      12.3       22.5
Other:     100.0:      40.1       18.6        2.0       50.0       51.3       92.1       71.9:       7.9       28.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       626:       141        161        132        157        254        388        481:
Old  :       619:       142        164        115        154        244        375        459:
Other:       299:        40         51         14         50        175         98        236:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       14.5       28.6       20.3       18.0       13.2       28.5       18.7
Old  :                 19.3       14.5       30.7       20.7       19.3       13.1       30.7       19.2
Other:                 45.5       20.7       56.9       28.6       45.4       20.3       56.8       28.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 15, 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  :    14,110:     2,087      2,625        473      9,530      9,256     12,090     12,354:     2,020      1,756
Old  :    14,105:     2,088      2,625        472      9,529      9,255     12,089     12,352:     2,016      1,753
Other:         5:         0          1          0          1          1          1          2:         4          3
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :       417:       380        327          0       -280       -100        100        227:       317        190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       18.6        3.4       67.5       65.6       85.7       87.6:      14.3       12.4
Old  :     100.0:      14.8       18.6        3.3       67.6       65.6       85.7       87.6:      14.3       12.4
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:        10         14          3         14          9         27         26:
Old  :        47:        11         14          3         13          9         26         26:
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  :                 47.4       57.8       62.1       70.1       47.1       55.3       61.8       67.6
Old  :                 47.4       57.8       62.1       70.2       47.1       55.3       61.9       67.6
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 - Futures Only, September 15, 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  :   432,114:   110,186     62,711     63,454    215,963    230,422    389,603    356,587:    42,511     75,527
Old  :   405,589:   107,693     66,634     51,370    205,940    216,531    365,003    334,535:    40,586     71,054
Other:    26,525:    14,434      8,018        143     10,023     13,891     24,600     22,052:     1,925      4,473
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :     6,912:     6,386      4,947      4,580     -1,441        197      9,525      9,724:    -2,613     -2,812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       14.5       14.7       50.0       53.3       90.2       82.5:       9.8       17.5
Old  :     100.0:      26.6       16.4       12.7       50.8       53.4       90.0       82.5:      10.0       17.5
Other:     100.0:      54.4       30.2        0.5       37.8       52.4       92.7       83.1:       7.3       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       453:       120        136        115        105        159        298        356:
Old  :       452:       121        138        104        100        159        284        353:
Other:       183:        32         41          3         28         94         60        138:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5       19.8       26.7       28.0       14.9       18.2       24.0       23.9
Old  :                 16.4       19.4       27.5       27.6       15.9       18.6       25.5       25.0
Other:                 48.2       53.2       60.1       62.9       46.0       53.2       57.4       62.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, September 15, 2009              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    24,083:    20,956      3,262        194          9      3,873     21,159      7,329:     2,924     16,754
Old  :    22,758:    19,836      3,248        194          9      3,523     20,039      6,965:     2,719     15,793
Other:     1,325:     1,120         14          0          0        350      1,120        364:       205        961
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :       211:       391         89        -89        -10        -81        292        -81:       -81        292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.0       13.5        0.8        0.0       16.1       87.9       30.4:      12.1       69.6
Old  :     100.0:      87.2       14.3        0.9        0.0       15.5       88.1       30.6:      11.9       69.4
Other:     100.0:      84.5        1.1        0.0        0.0       26.4       84.5       27.5:      15.5       72.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        16          8          6          1         10         18         23:
Old  :        34:        16          8          6          1         10         18         23:
Other:        21:        10          2          0          0          9         10         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  :                 57.2       12.8       78.0       21.1       56.8       12.8       77.6       21.1
Old  :                 57.5       13.4       78.1       21.0       57.1       13.4       77.7       21.0
Other:                 76.2       22.9       83.8       26.9       76.2       22.9       83.8       26.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 15, 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  :   220,609:    45,357     51,447     35,510    117,221    108,913    198,088    195,870:    22,521     24,739
Old  :   211,346:    47,547     55,043     27,391    114,560    104,443    189,498    186,877:    21,848     24,469
Other:     9,263:     3,829      2,423      2,100      2,661      4,470      8,590      8,993:       673        270
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :     3,324:     4,657      3,458     -1,841        185      4,460      3,001      6,077:       323     -2,753
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       23.3       16.1       53.1       49.4       89.8       88.8:      10.2       11.2
Old  :     100.0:      22.5       26.0       13.0       54.2       49.4       89.7       88.4:      10.3       11.6
Other:     100.0:      41.3       26.2       22.7       28.7       48.3       92.7       97.1:       7.3        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        52         59         57         67         55        156        154:
Old  :       214:        57         60         53         66         54        153        151:
Other:        33:         4          9          3         14         10         20         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  :                 17.3       17.0       29.0       27.1       15.3       14.8       25.9       23.9
Old  :                 18.1       17.5       30.1       28.0       16.2       15.3       27.7       25.2
Other:                 80.3       64.1       88.9       85.0       64.2       43.6       66.8       62.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 15, 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  :   750,038:    79,519    132,500      4,820    531,400    493,073    615,739    630,393:   134,299    119,645
Old  :   750,038:    79,519    132,500      4,820    531,400    493,073    615,739    630,393:   134,299    119,645
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    -6,600:    11,621       -251        588    -31,982     -7,581    -19,773     -7,244:    13,173        644
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       17.7        0.6       70.8       65.7       82.1       84.0:      17.9       16.0
Old  :     100.0:      10.6       17.7        0.6       70.8       65.7       82.1       84.0:      17.9       16.0
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  :       153:        34         26         12         66         68        109         97:
Old  :       153:        34         26         12         66         68        109         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       32.2       31.1       41.4       18.7       30.7       26.8       39.7
Old  :                 20.7       32.2       31.1       41.4       18.7       30.7       26.8       39.7
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 - Futures Only, September 15, 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  :   161,948:    43,047     10,911     17,944     73,644    115,723    134,635    144,578:    27,313     17,370
Old  :   155,651:    43,596     11,318     15,754     69,812    111,779    129,162    138,851:    26,489     16,800
Other:     6,297:       870      1,012        771      3,832      3,944      5,473      5,727:       824        570
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :     4,906:     1,785        569       -511      3,282      7,111      4,556      7,169:       350     -2,263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        6.7       11.1       45.5       71.5       83.1       89.3:      16.9       10.7
Old  :     100.0:      28.0        7.3       10.1       44.9       71.8       83.0       89.2:      17.0       10.8
Other:     100.0:      13.8       16.1       12.2       60.9       62.6       86.9       90.9:      13.1        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        51         28         44         55         49        139         99:
Old  :       156:        53         28         44         54         49        138         99:
Other:        34:         7          2          4         22          9         30         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.4       39.8       27.8       54.4       17.0       33.8       23.8       45.3
Old  :                 17.7       39.8       26.8       54.3       16.2       34.5       23.3       45.5
Other:                 53.2       62.4       68.9       83.3       49.4       56.8       62.5       71.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 15, 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  :    10,558:     3,174        856      1,052      4,590      7,542      8,816      9,450:     1,742      1,108
Old  :    10,548:     3,172        856      1,052      4,582      7,542      8,806      9,450:     1,742      1,098
Other:        10:         2          0          0          8          0         10          0:         0         10
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :       -29:         1       -177         37         55        -81         93       -221:      -122        192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1        8.1       10.0       43.5       71.4       83.5       89.5:      16.5       10.5
Old  :     100.0:      30.1        8.1       10.0       43.4       71.5       83.5       89.6:      16.5       10.4
Other:     100.0:      20.0        0.0        0.0       80.0        0.0      100.0        0.0:       0.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        17          6         11         17         17         42         31:
Old  :        56:        17          6         11         17         17         42         31:
Other:         2:         1          0          0          1          0          2          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  :                 32.6       49.0       46.0       65.0       32.6       46.8       46.0       62.1
Old  :                 32.6       49.1       46.1       65.0       32.6       46.9       46.1       62.2
Other:                100.0        0.0      100.0        0.0      100.0        0.0      100.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, September 15, 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  :   769,320:   295,999     93,510     12,406    368,944    545,955    677,349    651,871:    91,971    117,449
Old  :   769,320:   295,999     93,510     12,406    368,944    545,955    677,349    651,871:    91,971    117,449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    -8,739:   -24,392     -9,945      2,896     13,850     -5,540     -7,646    -12,589:    -1,093      3,850
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.5       12.2        1.6       48.0       71.0       88.0       84.7:      12.0       15.3
Old  :     100.0:      38.5       12.2        1.6       48.0       71.0       88.0       84.7:      12.0       15.3
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  :       202:        34         41         16         73        106        115        155:
Old  :       202:        34         41         16         73        106        115        155:
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       25.0       35.9       33.4       24.5       23.9       34.0       30.9
Old  :                 24.7       25.0       35.9       33.4       24.5       23.9       34.0       30.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, September 15, 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  : 1,094,455:   105,018    192,018     16,190    712,676    597,951    833,884    806,159:   260,571    288,296
Old  : 1,094,455:   105,018    192,018     16,190    712,676    597,951    833,884    806,159:   260,571    288,296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :   -28,714:    15,887    -11,585     -6,531    -46,877      1,998    -37,521    -16,118:     8,807    -12,596
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       17.5        1.5       65.1       54.6       76.2       73.7:      23.8       26.3
Old  :     100.0:       9.6       17.5        1.5       65.1       54.6       76.2       73.7:      23.8       26.3
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  :       214:        21         52         21         86        102        121        161:
Old  :       214:        21         52         21         86        102        121        161:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       13.3       27.7       21.6       12.5       10.1       19.9       16.1
Old  :                 17.5       13.3       27.7       21.6       12.5       10.1       19.9       16.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, September 15, 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  :   791,172:    80,659     93,028     12,289    492,154    513,360    585,102    618,677:   206,070    172,495
Old  :   791,172:    80,659     93,028     12,289    492,154    513,360    585,102    618,677:   206,070    172,495
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :   -35,278:   -11,367      2,506        -72    -13,481    -31,646    -24,920    -29,212:   -10,358     -6,066
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       11.8        1.6       62.2       64.9       74.0       78.2:      26.0       21.8
Old  :     100.0:      10.2       11.8        1.6       62.2       64.9       74.0       78.2:      26.0       21.8
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  :       135:        17         26         13         66         69         92         99:
Old  :       135:        17         26         13         66         69         92         99:
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  :                 23.6       16.0       32.9       27.7       16.8       13.5       25.4       23.8
Old  :                 23.6       16.0       32.9       27.7       16.8       13.5       25.4       23.8
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 - Futures Only, September 15, 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  :   407,820:   122,350     27,014     35,048    211,777    307,587    369,175    369,649:    38,645     38,171
Old  :   407,820:   122,350     27,014     35,048    211,777    307,587    369,175    369,649:    38,645     38,171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    23,396:    10,897      2,513        670      7,500     18,667     19,067     21,850:     4,329      1,546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0        6.6        8.6       51.9       75.4       90.5       90.6:       9.5        9.4
Old  :     100.0:      30.0        6.6        8.6       51.9       75.4       90.5       90.6:       9.5        9.4
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  :        92:        32          8         28         35         41         76         73:
Old  :        92:        32          8         28         35         41         76         73:
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  :                 30.7       38.2       48.5       53.8       19.8       23.3       31.0       34.1
Old  :                 30.7       38.2       48.5       53.8       19.8       23.3       31.0       34.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, September 15, 2009              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    16,400:     2,426      1,955        523      8,302      9,470     11,251     11,948:     5,149      4,452
Old  :    16,400:     2,426      1,955        523      8,302      9,470     11,251     11,948:     5,149      4,452
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :     2,567:       284         38        523        674        729      1,481      1,290:     1,086      1,277
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       11.9        3.2       50.6       57.7       68.6       72.9:      31.4       27.1
Old  :     100.0:      14.8       11.9        3.2       50.6       57.7       68.6       72.9:      31.4       27.1
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  :        26:         6          6          5          8          8         16         17:
Old  :        26:         6          6          5          8          8         16         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.0       46.9       57.3       60.6       28.1       28.1       36.7       40.5
Old  :                 45.0       46.9       57.3       60.6       28.1       28.1       36.7       40.5
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 - Futures Only, September 15, 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  :    96,890:    27,146     11,146      1,559     54,673     63,301     83,378     76,006:    13,512     20,884
Old  :    96,890:    27,146     11,146      1,559     54,673     63,301     83,378     76,006:    13,512     20,884
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    19,624:     2,130     -5,519        908     16,506     21,728     19,544     17,117:        80      2,507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       11.5        1.6       56.4       65.3       86.1       78.4:      13.9       21.6
Old  :     100.0:      28.0       11.5        1.6       56.4       65.3       86.1       78.4:      13.9       21.6
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  :        93:        28         20         10         28         33         62         57:
Old  :        93:        28         20         10         28         33         62         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       39.5       48.4       52.4       25.3       33.3       35.3       38.7
Old  :                 36.2       39.5       48.4       52.4       25.3       33.3       35.3       38.7
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 - Futures Only, September 15, 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  :    20,094:     2,723      1,547        234     16,991     18,137     19,948     19,918:       146        176
Old  :    20,094:     2,723      1,547        234     16,991     18,137     19,948     19,918:       146        176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    -8,959:    -2,230         95        144     -6,908     -9,147     -8,994     -8,908:        35        -51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6        7.7        1.2       84.6       90.3       99.3       99.1:       0.7        0.9
Old  :     100.0:      13.6        7.7        1.2       84.6       90.3       99.3       99.1:       0.7        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         4         10          2         11         16         16         27:
Old  :        38:         4         10          2         11         16         16         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.9       76.8       94.4       87.9       67.3       56.8       75.8       67.9
Old  :                 73.9       76.8       94.4       87.9       67.3       56.8       75.8       67.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, September 15, 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  :    29,178:     4,715        652          0     24,286     28,515     29,001     29,167:       177         11
Old  :    29,178:     4,715        652          0     24,286     28,515     29,001     29,167:       177         11
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2009                    :
     :    -9,479:       309        389     -1,036     -8,483     -8,494     -9,210     -9,141:      -269       -338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        2.2        0.0       83.2       97.7       99.4      100.0:       0.6        0.0
Old  :     100.0:      16.2        2.2        0.0       83.2       97.7       99.4      100.0:       0.6        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         8          7          0          9          9         17         16:
Old  :        31:         8          7          0          9          9         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.1       92.8       96.1       98.8       66.2       78.6       81.1       83.0
Old  :                 81.1       92.8       96.1       98.8       66.2       78.6       81.1       83.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 18, 2009