WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      331,104
COMMITMENTS
  76,131   94,776   40,553  181,518  148,485  298,202  283,814   32,902   47,290

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        836)
  -4,832   -1,868      514    2,477     -480   -1,841   -1,834    2,677    2,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     28.6     12.2     54.8     44.8     90.1     85.7      9.9     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
      96      141      105       69       95      241      272
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      964,370
COMMITMENTS
 271,125  110,255  105,135  480,043  515,427  856,303  730,817  108,067  233,553

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:     21,920)
  -3,859   -7,029    7,837   10,891   19,614   14,869   20,422    7,051    1,498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     11.4     10.9     49.8     53.4     88.8     75.8     11.2     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      646)
     161      141      160      171      264      435      493
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,839
COMMITMENTS
   2,311      167    1,713    7,410   10,322   11,434   12,202    2,405    1,637

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:       -235)
     207      -83     -154     -200      251     -147       14      -88     -249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      1.2     12.4     53.5     74.6     82.6     88.2     17.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      13        2        5       15       12       30       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      451,029
COMMITMENTS
 112,953   38,488   82,261  193,395  244,009  388,609  364,758   62,420   86,271

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:    -26,091)
 -11,261  -15,594   -6,006  -11,028   -8,561  -28,295  -30,161    2,204    4,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0      8.5     18.2     42.9     54.1     86.2     80.9     13.8     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      402)
     128       83      138      102      139      320      311
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      245,001
COMMITMENTS
  57,616   33,749   51,556  102,602  137,786  211,774  223,091   33,227   21,910

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      3,543)
   7,583   -6,027   -1,072   -3,543   11,402    2,968    4,303      575     -760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     13.8     21.0     41.9     56.2     86.4     91.1     13.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      66       55       86       52       60      179      179
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      727,101
COMMITMENTS
  67,368  163,811    4,318  541,179  432,711  612,865  600,840  114,236  126,261

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:     -2,514)
 -11,415    8,856     -945   14,796  -10,329    2,436   -2,418   -4,950      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     22.5      0.6     74.4     59.5     84.3     82.6     15.7     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      24       30       11       67       69      100      101
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      149,889
COMMITMENTS
  44,974   18,840   17,652   58,339   94,158  120,965  130,650   28,924   19,239

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:     -1,363)
  -2,656      997    1,046    1,741   -2,702      131     -659   -1,494     -704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     12.6     11.8     38.9     62.8     80.7     87.2     19.3     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      55       37       42       59       52      145      111
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,070
COMMITMENTS
   3,229      987    1,069    6,023   10,123   10,321   12,179    2,749      891

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        567)
      84     -108       95      220      754      399      741      168     -174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      7.6      8.2     46.1     77.5     79.0     93.2     21.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      23        5        9       21       16       50       28
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      993,816
COMMITMENTS
 324,765  159,772   19,136  561,019  687,762  904,920  866,670   88,896  127,146

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:     -4,925)
 -11,392    3,497    4,647    2,036  -19,271   -4,709  -11,127     -216    6,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     16.1      1.9     56.5     69.2     91.1     87.2      8.9     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      36       63       23       66      105      113      180
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,249,686
COMMITMENTS
 132,258  203,479   41,130  825,444  645,614  998,832  890,223  250,854  359,463

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:    -27,250)
 -38,239   -7,790   -9,133   16,710  -79,553  -30,662  -96,476    3,412   69,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     16.3      3.3     66.1     51.7     79.9     71.2     20.1     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      35       50       30      101      100      150      166
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      772,653
COMMITMENTS
  93,705   69,935   16,163  485,925  478,013  595,793  564,111  176,860  208,542

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      7,503)
 -19,493   -2,461    3,347   30,247   -2,441   14,101   -1,555   -6,598    9,058

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      9.1      2.1     62.9     61.9     77.1     73.0     22.9     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      20       18       17       61       80       89      107
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      508,207
COMMITMENTS
 121,229   68,602   60,548  290,544  343,094  472,321  472,244   35,886   35,963

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:     30,432)
  10,159   12,232    5,050   15,828   13,490   31,037   30,772     -605     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     13.5     11.9     57.2     67.5     92.9     92.9      7.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      32       15       37       46       49       89       94
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       14,294
COMMITMENTS
   3,298    2,097        0    7,691    9,422   10,989   11,519    3,305    2,775

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        660)
     579      535        0      250      120      829      655     -169        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     14.7      0.0     53.8     65.9     76.9     80.6     23.1     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        7        0        4        7       10       14
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       62,700
COMMITMENTS
  27,276   19,103      824   25,073   29,824   53,173   49,751    9,527   12,949

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      1,354)
    -614    4,723      285    3,692   -2,214    3,363    2,794   -2,009   -1,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5     30.5      1.3     40.0     47.6     84.8     79.3     15.2     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      32       17        5       25       23       57       45
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       15,080
COMMITMENTS
     603    2,207       95   14,187   12,574   14,885   14,876      195      204

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:       -712)
    -205      547     -152     -322   -1,145     -679     -750      -33       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     14.6      0.6     94.1     83.4     98.7     98.6      1.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        8        1       13       14       18       22
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       38,780
COMMITMENTS
   7,634      710      157   30,818   37,877   38,609   38,744      171       36

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      1,163)
    -736      478      132    1,795      561    1,191    1,171      -28       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7      1.8      0.4     79.5     97.7     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        7        1       10       11       19       19
 

Updated October 30, 2009