WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, October 13, 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  :   330,826:    81,100    101,655     43,300    176,432    141,021    300,832    285,976:    29,994     44,850
Old  :   257,203:    70,810     98,814     20,594    141,947    103,939    233,351    223,347:    23,852     33,856
Other:    73,623:    28,788     21,339      4,208     34,485     37,082     67,481     62,629:     6,142     10,994
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :       309:      -691    -11,670      3,711     -3,229      9,603       -209      1,644:       518     -1,335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       30.7       13.1       53.3       42.6       90.9       86.4:       9.1       13.6
Old  :     100.0:      27.5       38.4        8.0       55.2       40.4       90.7       86.8:       9.3       13.2
Other:     100.0:      39.1       29.0        5.7       46.8       50.4       91.7       85.1:       8.3       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       350:        90        148         91         68         90        225        269:
Old  :       339:        92        144         61         56         77        189        243:
Other:       176:        35         53         22         39         70         89        134:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.0       17.3       40.9       24.4       24.7       15.9       40.4       22.6
Old  :                 29.9       19.0       45.4       27.3       29.7       18.9       45.3       26.8
Other:                 54.2       25.5       64.4       36.7       48.7       22.1       56.5       30.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, October 13, 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  :   904,844:   262,114    125,155     85,099    459,543    473,817    806,756    684,071:    98,088    220,773
Old  :   802,908:   235,354    125,627     68,473    408,876    419,686    712,703    613,786:    90,205    189,122
Other:   101,936:    41,916     14,684      1,470     50,667     54,131     94,053     70,285:     7,883     31,651
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :     5,349:     6,118    -34,578      6,108     -4,351     25,213      7,875     -3,257:    -2,526      8,606
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       13.8        9.4       50.8       52.4       89.2       75.6:      10.8       24.4
Old  :     100.0:      29.3       15.6        8.5       50.9       52.3       88.8       76.4:      11.2       23.6
Other:     100.0:      41.1       14.4        1.4       49.7       53.1       92.3       69.0:       7.7       31.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       624:       146        153        140        169        256        411        476:
Old  :       619:       144        161        130        164        246        399        460:
Other:       322:        51         47         15         57        191        114        249:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       17.4       28.3       23.0       17.5       17.1       27.6       22.1
Old  :                 18.8       17.5       29.8       23.3       18.7       17.1       29.8       22.1
Other:                 38.8       22.4       52.2       28.5       38.8       22.2       52.0       28.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, October 13, 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  :    13,343:     2,192        612      1,000      8,037      9,805     11,229     11,417:     2,114      1,926
Old  :    13,309:     2,188        612      1,000      8,014      9,776     11,202     11,388:     2,107      1,921
Other:        34:         4          0          0         23         29         27         29:         7          5
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :       238:        14       -642        522       -401        265        135        145:       103         93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4        4.6        7.5       60.2       73.5       84.2       85.6:      15.8       14.4
Old  :     100.0:      16.4        4.6        7.5       60.2       73.5       84.2       85.6:      15.8       14.4
Other:     100.0:      11.8        0.0        0.0       67.6       85.3       79.4       85.3:      20.6       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        13          5          5         16         11         31         20:
Old  :        38:        13          5          5         14         11         29         20:
Other:         7:         1          0          0          3          3          4          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 42.3       63.2       58.1       77.3       40.4       60.3       53.8       71.2
Old  :                 42.3       63.3       58.2       77.3       40.4       60.4       53.9       71.3
Other:                 79.4       85.3       79.4       85.3       79.4       85.3       79.4       85.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, October 13, 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  :   474,712:   112,958     52,195     95,251    210,485    245,232    418,694    392,678:    56,018     82,034
Old  :   429,779:   107,307     52,777     77,853    191,322    225,424    376,482    356,054:    53,297     73,725
Other:    44,933:    20,554     14,321      2,495     19,163     19,808     42,212     36,624:     2,721      8,309
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :    22,109:     8,845    -21,040     19,653    -16,242     21,927     12,256     20,540:     9,853      1,569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       11.0       20.1       44.3       51.7       88.2       82.7:      11.8       17.3
Old  :     100.0:      25.0       12.3       18.1       44.5       52.5       87.6       82.8:      12.4       17.2
Other:     100.0:      45.7       31.9        5.6       42.6       44.1       93.9       81.5:       6.1       18.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       467:       146        119        169        112        147        361        373:
Old  :       465:       155        121        159        109        144        351        366:
Other:       204:        36         58          8         29         94         69        156:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.4       20.4       23.0       28.3       13.7       18.3       21.2       24.2
Old  :                 15.6       20.6       23.9       29.0       15.1       19.7       22.9       25.8
Other:                 53.9       42.4       70.0       54.3       53.9       37.4       66.6       49.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, October 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    21,611:    18,677      4,304        346         12      4,340     19,035      8,990:     2,576     12,621
Old  :    19,681:    17,088      4,344        286         12      3,952     17,386      8,582:     2,295     11,099
Other:     1,930:     1,644         15          5          0        388      1,649        408:       281      1,522
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :       767:       783      1,690        -14        -12        352        757      2,028:        10     -1,261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.4       19.9        1.6        0.1       20.1       88.1       41.6:      11.9       58.4
Old  :     100.0:      86.8       22.1        1.5        0.1       20.1       88.3       43.6:      11.7       56.4
Other:     100.0:      85.2        0.8        0.3        0.0       20.1       85.4       21.1:      14.6       78.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        14          8         10          1          9         17         25:
Old  :        31:        14          8         10          1          9         17         25:
Other:        20:        11          1          1          0          8         11         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 62.0       20.9       79.7       30.6       61.0       20.6       78.6       30.4
Old  :                 63.4       22.7       81.0       31.9       62.4       22.7       79.8       31.9
Other:                 67.5       19.2       84.4       21.0       67.5       19.2       84.1       20.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, October 13, 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  :   232,785:    42,639     45,949     50,759    107,673    111,652    201,071    208,360:    31,714     24,425
Old  :   222,474:    43,971     49,449     43,497    104,185    105,599    191,653    198,545:    30,821     23,929
Other:    10,311:     3,859      1,691      2,071      3,488      6,053      9,418      9,815:       893        496
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :    27,255:     3,664     -5,622     16,877     -1,669     17,834     18,872     29,089:     8,383     -1,834
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       19.7       21.8       46.3       48.0       86.4       89.5:      13.6       10.5
Old  :     100.0:      19.8       22.2       19.6       46.8       47.5       86.1       89.2:      13.9       10.8
Other:     100.0:      37.4       16.4       20.1       33.8       58.7       91.3       95.2:       8.7        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        57         66         81         55         54        172        176:
Old  :       229:        62         67         79         54         53        169        175:
Other:        37:         3         13          5         14         12         22         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.7       17.6       26.7       27.2       16.0       15.7       24.1       25.1
Old  :                 17.5       18.2       27.4       28.1       16.9       16.9       25.6       26.5
Other:                 74.1       59.7       88.1       81.3       64.5       42.5       68.3       60.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, October 13, 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  :   746,072:    76,184    152,471      9,987    527,522    461,704    613,693    624,162:   132,379    121,910
Old  :   746,072:    76,184    152,471      9,987    527,522    461,704    613,693    624,162:   132,379    121,910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :   -22,778:    -4,771      9,568        500    -17,297    -30,542    -21,568    -20,474:    -1,210     -2,304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       20.4        1.3       70.7       61.9       82.3       83.7:      17.7       16.3
Old  :     100.0:      10.2       20.4        1.3       70.7       61.9       82.3       83.7:      17.7       16.3
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  :       156:        26         32         17         67         66        106        102:
Old  :       156:        26         32         17         67         66        106        102:
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  :                 20.6       29.5       32.4       38.5       17.4       28.9       28.1       37.7
Old  :                 20.6       29.5       32.4       38.5       17.4       28.9       28.1       37.7
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, October 13, 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  :   151,584:    47,210     17,306     16,125     60,619     99,124    123,954    132,555:    27,630     19,029
Old  :   140,352:    47,231     17,655     12,267     54,551     91,951    114,049    121,873:    26,303     18,479
Other:    11,232:     1,685      1,357      2,152      6,068      7,173      9,905     10,682:     1,327        550
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :      -824:     7,428      3,906     -2,703     -9,590        185     -4,865      1,388:     4,041     -2,212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       11.4       10.6       40.0       65.4       81.8       87.4:      18.2       12.6
Old  :     100.0:      33.7       12.6        8.7       38.9       65.5       81.3       86.8:      18.7       13.2
Other:     100.0:      15.0       12.1       19.2       54.0       63.9       88.2       95.1:      11.8        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        54         34         37         56         49        138        101:
Old  :       167:        57         35         36         55         49        136        101:
Other:        41:        10          4          6         25         10         38         18:
     :----------------------------------------------------------------------------------------------------
     :             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       35.7       25.4       51.6       16.7       31.5       24.7       44.4
Old  :                 16.3       34.6       24.9       50.8       15.9       30.8       24.2       44.5
Other:                 52.4       66.7       65.7       85.4       42.5       60.7       54.8       67.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, October 13, 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  :    12,271:     3,207      1,220        993      5,611      8,589      9,811     10,802:     2,460      1,469
Old  :    11,868:     3,124      1,217        965      5,390      8,255      9,479     10,437:     2,389      1,431
Other:       403:        89          9         22        221        334        332        365:        71         38
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :       580:       492       -411       -128       -359      1,032          5        493:       575         87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1        9.9        8.1       45.7       70.0       80.0       88.0:      20.0       12.0
Old  :     100.0:      26.3       10.3        8.1       45.4       69.6       79.9       87.9:      20.1       12.1
Other:     100.0:      22.1        2.2        5.5       54.8       82.9       82.4       90.6:      17.6        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        18          7         10         22         17         48         30:
Old  :        59:        18          8         10         22         16         48         29:
Other:        12:         3          2          3          2          5          7          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.9       51.3       45.5       67.6       32.9       48.3       45.2       64.3
Old  :                 32.2       53.0       44.6       67.4       32.2       50.0       44.3       64.1
Other:                 78.7       81.1       82.4       90.6       76.4       81.1       76.9       85.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, October 13, 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  :   902,617:   306,667    163,213     13,508    497,337    604,951    817,512    781,672:    85,105    120,945
Old  :   902,617:   306,667    163,213     13,508    497,337    604,951    817,512    781,672:    85,105    120,945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :    26,219:     5,687     20,245      4,715     33,203     15,769     43,605     40,729:   -17,386    -14,510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       18.1        1.5       55.1       67.0       90.6       86.6:       9.4       13.4
Old  :     100.0:      34.0       18.1        1.5       55.1       67.0       90.6       86.6:       9.4       13.4
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  :       220:        32         58         19         70        106        112        173:
Old  :       220:        32         58         19         70        106        112        173:
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  :                 32.4       21.6       45.6       28.9       32.3       20.9       45.0       27.5
Old  :                 32.4       21.6       45.6       28.9       32.3       20.9       45.0       27.5
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, October 13, 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  : 1,253,023:   151,317    190,820     48,263    794,016    725,184    993,596    964,267:   259,427    288,756
Old  : 1,253,023:   151,317    190,820     48,263    794,016    725,184    993,596    964,267:   259,427    288,756
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :    15,476:   -21,022      7,266      2,449     39,485     15,686     20,912     25,401:    -5,436     -9,925
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       15.2        3.9       63.4       57.9       79.3       77.0:      20.7       23.0
Old  :     100.0:      12.1       15.2        3.9       63.4       57.9       79.3       77.0:      20.7       23.0
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  :       245:        32         56         29         96        110        144        179:
Old  :       245:        32         56         29         96        110        144        179:
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  :                 24.6       15.0       33.3       23.4       20.5       10.3       27.3       15.3
Old  :                 24.6       15.0       33.3       23.4       20.5       10.3       27.3       15.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, October 13, 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  :   769,151:   118,197     80,729      4,359    448,628    492,063    571,184    577,151:   197,967    192,000
Old  :   769,151:   118,197     80,729      4,359    448,628    492,063    571,184    577,151:   197,967    192,000
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :   -37,700:      -384     -6,845       -253    -35,907    -43,338    -36,544    -50,436:    -1,156     12,736
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       10.5        0.6       58.3       64.0       74.3       75.0:      25.7       25.0
Old  :     100.0:      15.4       10.5        0.6       58.3       64.0       74.3       75.0:      25.7       25.0
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  :       134:        20         21         11         60         75         85        102:
Old  :       134:        20         21         11         60         75         85        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       15.6       31.8       27.2       15.6       12.9       24.5       22.3
Old  :                 21.8       15.6       31.8       27.2       15.6       12.9       24.5       22.3
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, October 13, 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  :   452,123:   108,428     54,267     50,595    262,732    313,813    421,755    418,675:    30,368     33,448
Old  :   452,123:   108,428     54,267     50,595    262,732    313,813    421,755    418,675:    30,368     33,448
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :     7,222:    -6,991     10,566      3,424     12,915     -5,052      9,348      8,938:    -2,126     -1,716
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       12.0       11.2       58.1       69.4       93.3       92.6:       6.7        7.4
Old  :     100.0:      24.0       12.0       11.2       58.1       69.4       93.3       92.6:       6.7        7.4
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  :       100:        30         13         32         42         45         84         82:
Old  :       100:        30         13         32         42         45         84         82:
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  :                 32.4       31.3       48.8       50.4       22.5       20.6       32.1       31.1
Old  :                 32.4       31.3       48.8       50.4       22.5       20.6       32.1       31.1
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, October 13, 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  :    13,430:     3,554      1,402          4      6,919      9,330     10,477     10,736:     2,953      2,694
Old  :    13,430:     3,554      1,402          4      6,919      9,330     10,477     10,736:     2,953      2,694
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :        71:       356         59         -1          0         -2        355         56:      -284         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       10.4        0.0       51.5       69.5       78.0       79.9:      22.0       20.1
Old  :     100.0:      26.5       10.4        0.0       51.5       69.5       78.0       79.9:      22.0       20.1
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  :        22:         6          4          1          5          7         12         11:
Old  :        22:         6          4          1          5          7         12         11:
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  :                 56.1       64.8       72.9       74.9       56.1       64.8       72.9       74.9
Old  :                 56.1       64.8       72.9       74.9       56.1       64.8       72.9       74.9
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, October 13, 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  :    63,571:    27,312      8,020        703     23,666     40,037     51,681     48,760:    11,890     14,811
Old  :    63,571:    27,312      8,020        703     23,666     40,037     51,681     48,760:    11,890     14,811
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :    -4,660:    -1,494        735        365     -2,622     -5,342     -3,751     -4,242:      -909       -418
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.0       12.6        1.1       37.2       63.0       81.3       76.7:      18.7       23.3
Old  :     100.0:      43.0       12.6        1.1       37.2       63.0       81.3       76.7:      18.7       23.3
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  :        91:        32         12          6         27         26         59         44:
Old  :        91:        32         12          6         27         26         59         44:
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  :                 22.6       39.3       35.1       51.7       22.6       36.7       35.1       49.1
Old  :                 22.6       39.3       35.1       51.7       22.6       36.7       35.1       49.1
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, October 13, 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  :    16,444:       740      2,415         95     15,366     13,784     16,201     16,294:       243        150
Old  :    16,444:       740      2,415         95     15,366     13,784     16,201     16,294:       243        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :       502:      -980        595       -102      1,569         31        487        524:        15        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5       14.7        0.6       93.4       83.8       98.5       99.1:       1.5        0.9
Old  :     100.0:       4.5       14.7        0.6       93.4       83.8       98.5       99.1:       1.5        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  :        41:         5         11          1         12         15         18         26:
Old  :        41:         5         11          1         12         15         18         26:
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  :                 75.3       71.5       88.7       84.0       61.9       49.8       70.2       62.3
Old  :                 75.3       71.5       88.7       84.0       61.9       49.8       70.2       62.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, October 13, 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  :    32,438:     7,131      1,011         25     25,050     31,352     32,206     32,388:       232         50
Old  :    32,438:     7,131      1,011         25     25,050     31,352     32,206     32,388:       232         50
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2009                      :
     :       738:     2,347        466          0     -1,626        256        721        722:        17         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        3.1        0.1       77.2       96.7       99.3       99.8:       0.7        0.2
Old  :     100.0:      22.0        3.1        0.1       77.2       96.7       99.3       99.8:       0.7        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         8          9          1          8          8         16         18:
Old  :        31:         8          9          1          8          8         16         18:
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  :                 77.2       92.8       95.4       97.8       61.0       76.8       78.7       80.9
Old  :                 77.2       92.8       95.4       97.8       61.0       76.8       78.7       80.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 16, 2009