WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 11/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      351,135
COMMITMENTS
  69,272   93,564   53,510  195,245  156,405  318,027  303,479   33,108   47,656

CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST:     10,888)
  -1,471      289    3,477    4,109    1,466    6,115    5,232    4,773    5,656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     26.6     15.2     55.6     44.5     90.6     86.4      9.4     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
      94      143      119       68       98      251      291
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,004,837
COMMITMENTS
 274,564   99,992  118,506  501,229  535,053  894,299  753,551  110,538  251,286

CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST:     56,201)
     733   -2,233   13,613    9,895    8,002   24,241   19,382   31,960   36,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     10.0     11.8     49.9     53.2     89.0     75.0     11.0     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      662)
     168      136      181      179      259      468      507
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,572
COMMITMENTS
   2,077      126      396    8,693   11,773   11,166   12,295    2,406    1,277

CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST:        227)
    -282       -7     -102      405      410       21      301      206      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      0.9      2.9     64.1     86.7     82.3     90.6     17.7      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      12        2        5       14       12       28       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      422,618
COMMITMENTS
 115,156   37,682   59,585  197,426  245,072  372,167  342,339   50,451   80,279

CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST:     -8,127)
  -9,121    4,877  -13,016   12,251   -6,219   -9,886  -14,358    1,759    6,231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2      8.9     14.1     46.7     58.0     88.1     81.0     11.9     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     140       80      110      100      150      304      300
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 11/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       12,870
COMMITMENTS
  10,111    2,010      246        0      971   10,357    3,227    2,513    9,643

CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.6     15.6      1.9      0.0      7.5     80.5     25.1     19.5     74.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      14        4       11        0        3       15       17
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      240,702
COMMITMENTS
  46,697   28,952   55,902  104,694  134,805  207,293  219,659   33,409   21,043

CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST:      3,187)
  -2,766   -3,694    4,965     -288      431    1,911    1,702    1,276    1,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     12.0     23.2     43.5     56.0     86.1     91.3     13.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      62       57       92       62       63      192      185
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      743,833
COMMITMENTS
  50,569  164,642    8,293  576,800  438,604  635,662  611,539  108,171  132,294

CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST:     10,618)
 -11,335    8,146    2,287   20,695   -3,497   11,647    6,936   -1,029    3,682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     22.1      1.1     77.5     59.0     85.5     82.2     14.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      23       31       15       76       74      109      111
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      153,205
COMMITMENTS
  43,640   16,348   14,618   62,789  101,203  121,047  132,169   32,158   21,036

CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST:       -588)
  -1,648    1,812   -2,193    2,551   -2,999   -1,290   -3,380      702    2,792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     10.7      9.5     41.0     66.1     79.0     86.3     21.0     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      50       37       36       55       54      130      110
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,981
COMMITMENTS
   5,283      685      626    5,607   12,748   11,516   14,059    3,465      922

CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST:        517)
     416      -91      -51     -246      582      119      440      398       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3      4.6      4.2     37.4     85.1     76.9     93.8     23.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      32        3        8       20       18       55       28
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,057,377
COMMITMENTS
 383,413  161,597   14,887  570,330  756,560  968,630  933,044   88,747  124,333

CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST:     57,070)
  64,578   -5,103   -7,689   18,537   86,999   75,426   74,207  -18,356  -17,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3     15.3      1.4     53.9     71.6     91.6     88.2      8.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      39       59       23       71      116      119      189
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,296,628
COMMITMENTS
 144,927  216,304   54,028  855,584  690,822  1054539  961,154  242,089  335,474

CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST:     49,252)
  18,163    2,989    3,540   32,532   35,846   54,235   42,375   -4,983    6,877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     16.7      4.2     66.0     53.3     81.3     74.1     18.7     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      34       60       37       99      105      157      178
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      838,484
COMMITMENTS
 125,098   70,210    9,652  513,798  556,913  648,548  636,775  189,936  201,709

CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST:     53,677)
  18,942   -7,115   -2,223   32,043   59,681   48,762   50,343    4,915    3,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9      8.4      1.2     61.3     66.4     77.3     75.9     22.7     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      22       20       17       71       80      101      109
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      516,366
COMMITMENTS
  97,391   56,539   64,535  315,431  353,466  477,357  474,540   39,009   41,826

CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST:     17,874)
  -8,269  -10,109    3,289   16,991   16,087   12,011    9,267    5,863    8,607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     10.9     12.5     61.1     68.5     92.4     91.9      7.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      29       16       34       42       50       83       93
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 11/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       16,122
COMMITMENTS
   3,172    2,528        0    8,691   10,423   11,863   12,951    4,259    3,171

CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST:        454)
     310      120        0        0        0      310      120      144      334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     15.7      0.0     53.9     64.7     73.6     80.3     26.4     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        8        0        4        8       10       16
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 11/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       67,554
COMMITMENTS
  34,923   13,173    1,109   19,491   34,711   55,523   48,993   12,031   18,561

CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST:      5,156)
   9,083   -3,785      734   -4,278    5,317    5,539    2,266     -383    2,890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.7     19.5      1.6     28.9     51.4     82.2     72.5     17.8     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      38       21        7       25       27       64       54
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 11/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       11,348
COMMITMENTS
   8,530    8,972        0    1,720    2,263   10,250   11,235    1,098      113

CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.2     79.1      0.0     15.2     19.9     90.3     99.0      9.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        6        0        2        2       12        8
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 11/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       15,822
COMMITMENTS
     358    3,153      101   15,235   12,389   15,694   15,643      128      179

CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST:        279)
    -251      385        0      533       -4      282      381       -3     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     19.9      0.6     96.3     78.3     99.2     98.9      0.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        9        2       15       13       20       22
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 11/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       41,767
COMMITMENTS
   7,936      439      153   33,499   41,120   41,588   41,712      179       55

CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST:      1,661)
     606       62        0    1,045    1,625    1,651    1,687       10      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0      1.1      0.4     80.2     98.5     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11        5        1       12       11       23       17
 

Updated November 13, 2009