WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 11/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      350,292
COMMITMENTS
  73,380   79,464   45,851  201,988  178,593  321,219  303,908   29,073   46,384

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:    -27,960)
     819  -10,170  -13,602   -6,366    2,991  -19,149  -20,781   -8,811   -7,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     22.7     13.1     57.7     51.0     91.7     86.8      8.3     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
      86      136      107       66       95      240      272
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      987,182
COMMITMENTS
 268,003   69,565  110,829  495,719  554,381  874,551  734,775  112,631  252,407

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:    -69,414)
 -23,463  -29,204  -13,772  -19,157  -11,768  -56,392  -54,744  -13,022  -14,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1      7.0     11.2     50.2     56.2     88.6     74.4     11.4     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      634)
     152      116      168      192      270      455      502
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,075
COMMITMENTS
   2,750      106      797    7,019   11,000   10,566   11,903    2,509    1,172

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     -1,157)
     359      -33      -44     -668     -375     -353     -452     -804     -705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      0.8      6.1     53.7     84.1     80.8     91.0     19.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13        1        7       14       11       33       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      467,225
COMMITMENTS
 141,666   30,256   66,223  204,176  284,111  412,065  380,590   55,160   86,635

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     23,238)
  12,544   -7,755    9,289    6,143   24,750   27,976   26,284   -4,738   -3,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3      6.5     14.2     43.7     60.8     88.2     81.5     11.8     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      439)
     167       81      113      103      158      334      306
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 11/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,546
COMMITMENTS
  13,735    2,310      424        0    1,913   14,159    4,647    3,387   12,899

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      2,915)
   2,243      665      141        0      312    2,384    1,118      531    1,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.3     13.2      2.4      0.0     10.9     80.7     26.5     19.3     73.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      15        6       10        0        5       16       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      255,814
COMMITMENTS
  61,531   23,325   54,343  106,608  158,216  222,482  235,884   33,332   19,930

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     -3,851)
     434   -4,098    5,119      480    1,349    6,033    2,370   -9,884   -6,221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      9.1     21.2     41.7     61.8     87.0     92.2     13.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      78       43       86       57       62      200      166
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      806,968
COMMITMENTS
  69,412  175,893   17,640  579,790  476,904  666,842  670,437  140,126  136,531

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     21,150)
   6,230   -6,507    9,533   -4,895   12,205   10,868   15,231   10,282    5,919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     21.8      2.2     71.8     59.1     82.6     83.1     17.4     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      29       29       17       78       78      114      117
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 11/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,859
COMMITMENTS
      74      111      201    5,377    5,331    5,652    5,643      207      216

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:         22)
     -72     -165     -185      301      345       44       -5      -22       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      1.9      3.4     91.8     91.0     96.5     96.3      3.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       15       17       17       20
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      171,561
COMMITMENTS
  52,154   15,615   17,143   68,428  118,482  137,725  151,240   33,836   20,321

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      8,646)
   4,785   -2,289    2,161      547    9,682    7,493    9,554    1,153     -908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4      9.1     10.0     39.9     69.1     80.3     88.2     19.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      58       28       37       54       47      139       98
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,426
COMMITMENTS
   6,073      434      514    4,559   13,521   11,146   14,469    4,280      957

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        699)
     656      -65       81     -324      733      413      749      286      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4      2.8      3.3     29.6     87.7     72.3     93.8     27.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      33        3        8       20       20       58       30
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,085,681
COMMITMENTS
 389,638  175,006   22,195  572,827  734,445  984,660  931,646  101,021  154,035

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:    -10,202)
  -2,895     -951    9,151  -13,858  -32,616   -7,602  -24,416   -2,600   14,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     16.1      2.0     52.8     67.6     90.7     85.8      9.3     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      42       59       26       78      121      132      194
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,359,137
COMMITMENTS
 190,719  260,911   38,468  842,715  769,195  1071902  1068574  287,235  290,563

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        457)
  14,968  -11,563  -16,695   -5,096   25,767   -6,823   -2,491    7,280    2,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     19.2      2.8     62.0     56.6     78.9     78.6     21.1     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      39       42       30      102      105      153      165
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      862,885
COMMITMENTS
 139,942   81,190   16,235  496,412  542,712  652,589  640,137  210,296  222,748

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     -4,799)
 -24,105    6,423    2,767    1,622  -27,873  -19,716  -18,683   14,917   13,884

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      9.4      1.9     57.5     62.9     75.6     74.2     24.4     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      22       18       18       68       78       98      106
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      545,987
COMMITMENTS
  86,394   51,966   64,122  360,521  391,115  511,037  507,203   34,950   38,784

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      6,089)
 -10,040   -4,720   -2,406   16,891   13,384    4,445    6,258    1,644     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8      9.5     11.7     66.0     71.6     93.6     92.9      6.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      23       27       36       43       53       85      103
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 11/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       16,701
COMMITMENTS
   3,766    2,617        2    8,691   10,706   12,459   13,325    4,242    3,376

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        534)
     457       -6       -5        0      407      452      396       82      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     15.7      0.0     52.0     64.1     74.6     79.8     25.4     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        6        1        4        8       10       14
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 11/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       65,470
COMMITMENTS
  34,869   12,684      403   20,050   36,983   55,322   50,070   10,148   15,400

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     -4,410)
     775     -608     -523   -2,175     -490   -1,923   -1,621   -2,487   -2,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.3     19.4      0.6     30.6     56.5     84.5     76.5     15.5     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      40       16        7       23       26       65       47
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 11/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       12,262
COMMITMENTS
   9,139    9,425        0    1,959    2,829   11,098   12,254    1,164        8

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        779)
     491      274        0      222      611      713      885       66     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.5     76.9      0.0     16.0     23.1     90.5     99.9      9.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        6        0        2        3       12        9
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 11/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       16,788
COMMITMENTS
     530    3,955       99   15,847   12,551   16,476   16,605      312      183

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        185)
      11      348       -2       62     -189       71      157      114       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     23.6      0.6     94.4     74.8     98.1     98.9      1.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        8        1       15       15       20       23
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 11/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       38,720
COMMITMENTS
   6,508      864       22   31,667   37,453   38,197   38,339      523      381

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      2,505)
  -1,002      184        0    3,177    2,022    2,175    2,206      330      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      2.2      0.1     81.8     96.7     98.6     99.0      1.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        8        1        9       10       17       19
 

Updated November 30, 2009