WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 12/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      355,722
COMMITMENTS
  72,586   79,698   48,639  205,284  177,244  326,509  305,581   29,213   50,141

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     10,505)
    -588    5,557    3,942    7,138   -1,437   10,492    8,062       13    2,443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     22.4     13.7     57.7     49.8     91.8     85.9      8.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
      98      131       97       65       97      234      268
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 12/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      954,008
COMMITMENTS
 285,230   72,269   82,165  490,800  568,593  858,195  723,027   95,813  230,981

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:    -15,010)
   4,806  -13,389  -12,917   -2,093   15,717  -10,204  -10,589   -4,806   -4,421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9      7.6      8.6     51.4     59.6     90.0     75.8     10.0     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      626)
     166      114      141      160      273      401      477
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 12/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,086
COMMITMENTS
   2,285      870      226    7,345    9,747    9,856   10,843    2,230    1,243

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:         -7)
     -77      464       84      644       99      651      647     -658     -654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      7.2      1.9     60.8     80.6     81.5     89.7     18.5     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       9        5        3       13       11       23       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 12/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      487,238
COMMITMENTS
 154,200   34,733   63,101  214,456  295,953  431,757  393,787   55,481   93,451

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      5,066)
   2,965      415      729    3,813    1,911    7,507    3,055   -2,441    2,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6      7.1     13.0     44.0     60.7     88.6     80.8     11.4     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      463)
     178       88      129      100      165      351      331
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 12/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,150
COMMITMENTS
  13,631    2,405      334        0    2,154   13,965    4,893    3,185   12,257

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     -1,726)
  -2,003      -70     -151        0      117   -2,154     -104      428   -1,622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.5     14.0      1.9      0.0     12.6     81.4     28.5     18.6     71.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      17        4       12        0        5       18       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 12/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      229,837
COMMITMENTS
  57,997   21,725   44,241   95,310  144,901  197,548  210,867   32,289   18,970

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     -5,743)
  -3,011     -336    4,403   -3,199   -8,637   -1,807   -4,570   -3,936   -1,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2      9.5     19.2     41.5     63.0     86.0     91.7     14.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      76       43       77       53       56      184      156
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 12/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      697,209
COMMITMENTS
  55,856  156,201    4,659  508,925  417,667  569,440  578,527  127,769  118,682

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:    -31,364)
  -4,305   10,462   -8,398  -13,282  -31,092  -25,985  -29,028   -5,379   -2,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     22.4      0.7     73.0     59.9     81.7     83.0     18.3     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      25       33        9       71       76      103      111
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 12/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,014
COMMITMENTS
      75      113      185    6,483    6,514    6,743    6,812      271      202

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      1.6      2.6     92.4     92.9     96.1     97.1      3.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       15       18       17       21
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 12/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      174,362
COMMITMENTS
  59,185   24,338   14,796   62,919  113,669  136,900  152,803   37,462   21,559

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     11,809)
   4,030    2,219    3,072    1,425    4,337    8,527    9,628    3,282    2,181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     14.0      8.5     36.1     65.2     78.5     87.6     21.5     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      65       35       31       51       47      141       95
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 12/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,691
COMMITMENTS
   6,946      173    1,026    4,714   15,465   12,686   16,664    5,005    1,027

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        942)
     425      -45      510       44      645      979    1,110      -37     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3      1.0      5.8     26.6     87.4     71.7     94.2     28.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      38        4        9       25       22       68       33
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 12/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      908,514
COMMITMENTS
 333,757  154,989   13,128  472,487  617,783  819,372  785,900   89,142  122,614

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:    -31,438)
 -37,937  -11,814   -2,211    2,404  -20,549  -37,744  -34,574    6,306    3,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     17.1      1.4     52.0     68.0     90.2     86.5      9.8     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      35       55       22       70      110      115      177
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 12/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,178,424
COMMITMENTS
 168,175  220,956   29,168  712,896  655,686  910,239  905,810  268,185  272,614

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:    -51,558)
 -26,715   17,395   -5,132  -14,843  -44,887  -46,690  -32,624   -4,868  -18,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     18.8      2.5     60.5     55.6     77.2     76.9     22.8     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      34       44       21      101       97      144      153
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 12/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      829,315
COMMITMENTS
 132,039   94,578    5,870  491,569  522,535  629,478  622,983  199,837  206,332

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:    -26,930)
  -5,454   -4,789  -21,544   10,292    6,705  -16,706  -19,628  -10,224   -7,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     11.4      0.7     59.3     63.0     75.9     75.1     24.1     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      21       22        8       65       76       90      102
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 12/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      540,223
COMMITMENTS
  82,401   54,394   61,812  363,427  386,994  507,640  503,200   32,583   37,023

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     42,256)
  16,037      448   -1,242   27,432   41,374   42,227   40,580       29    1,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     10.1     11.4     67.3     71.6     94.0     93.1      6.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      24       26       36       42       55       84      105
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 12/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       18,256
COMMITMENTS
   3,611    3,165      565    8,995    9,010   13,171   12,740    5,085    5,516

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      2,596)
     126      292      551      304     -196      981      647    1,615    1,949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     17.3      3.1     49.3     49.4     72.1     69.8     27.9     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        8        4        7        9       13       19
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 12/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       86,973
COMMITMENTS
  29,413   13,751    2,633   39,237   55,953   71,283   72,337   15,690   14,636

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     20,078)
  -2,914   -1,730    2,067   16,226   15,723   15,379   16,060    4,699    4,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     15.8      3.0     45.1     64.3     82.0     83.2     18.0     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      38       15       11       31       37       71       61
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 12/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       15,144
COMMITMENTS
   9,883    9,779    2,327    1,658    2,929   13,868   15,035    1,276      109

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      2,710)
     278      242    2,327        0       36    2,605    2,605      105      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.3     64.6     15.4     10.9     19.3     91.6     99.3      8.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      12        6        2        1        2       15        8
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 12/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,275
COMMITMENTS
     366    2,551       95    8,608    6,524    9,069    9,170      206      105

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     -7,364)
    -354   -1,283        0   -6,992   -6,060   -7,346   -7,343      -18      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     27.5      1.0     92.8     70.3     97.8     98.9      2.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3       11        1       14       12       18       23
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 12/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,290
COMMITMENTS
   3,553      123        0   10,576   14,122   14,129   14,245      161       45

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:    -23,938)
    -371     -696     -270  -22,991  -22,717  -23,632  -23,683     -306     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      0.9      0.0     74.0     98.8     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9        4        0        8       10       17       14
 

Updated December 18, 2009