WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, September 1, 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  :   311,277:    73,437    111,173     42,770    169,005    111,660    285,212    265,603:    26,065     45,674
Old  :   251,628:    60,558     99,043     26,418    142,766     88,993    229,742    214,454:    21,886     37,174
Other:    59,649:    26,381     25,632      2,850     26,239     22,667     55,470     51,149:     4,179      8,500
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :   -21,505:     1,724     11,183    -16,792     -4,004    -14,872    -19,072    -20,481:    -2,433     -1,024
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       35.7       13.7       54.3       35.9       91.6       85.3:       8.4       14.7
Old  :     100.0:      24.1       39.4       10.5       56.7       35.4       91.3       85.2:       8.7       14.8
Other:     100.0:      44.2       43.0        4.8       44.0       38.0       93.0       85.7:       7.0       14.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       369:        91        152        109         63         93        234        293:
Old  :       365:       100        150         85         56         80        210        271:
Other:       161:        33         46         15         32         69         75        123:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.3       14.8       43.6       22.2       26.9       14.0       42.9       21.2
Old  :                 31.7       16.6       47.1       25.0       31.5       16.5       47.0       24.3
Other:                 61.7       29.4       70.9       41.1       59.6       29.4       65.9       40.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 1, 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  :   835,960:   209,195    187,120     85,452    442,196    375,664    736,843    648,236:    99,117    187,724
Old  :   764,788:   202,732    199,420     61,500    407,104    335,761    671,336    596,681:    93,452    168,107
Other:    71,172:    28,692      9,929      1,723     35,092     39,903     65,507     51,555:     5,665     19,617
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :   -23,498:     3,818     12,931       -860    -18,840    -24,774    -15,882    -12,703:    -7,616    -10,795
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       22.4       10.2       52.9       44.9       88.1       77.5:      11.9       22.5
Old  :     100.0:      26.5       26.1        8.0       53.2       43.9       87.8       78.0:      12.2       22.0
Other:     100.0:      40.3       14.0        2.4       49.3       56.1       92.0       72.4:       8.0       27.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       632:       134        173        138        164        249        394        494:
Old  :       628:       138        172        125        161        238        381        477:
Other:       301:        40         56         16         44        176         91        244:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       15.0       29.3       20.6       18.4       14.5       29.1       19.7
Old  :                 19.9       14.9       31.6       20.9       19.8       14.3       31.5       20.0
Other:                 46.6       22.2       58.4       28.1       46.5       21.7       58.4       27.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 1, 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  :    13,076:     2,102      1,645        455      8,770      9,223     11,327     11,323:     1,749      1,753
Old  :    13,072:     2,103      1,645        454      8,769      9,222     11,326     11,321:     1,746      1,751
Other:         4:         0          1          0          1          1          1          2:         3          2
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :      -604:       297       -466       -333       -160        476       -196       -323:      -408       -281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       12.6        3.5       67.1       70.5       86.6       86.6:      13.4       13.4
Old  :     100.0:      16.1       12.6        3.5       67.1       70.5       86.6       86.6:      13.4       13.4
Other:     100.0:       0.0       25.0        0.0       25.0       25.0       25.0       50.0:      75.0       50.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         9         12          4         15          9         27         23:
Old  :        43:        10         12          4         14          9         26         23:
Other:         3:         0          1          0          1          1          1          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 45.7       62.9       61.4       74.5       45.4       60.8       61.1       72.1
Old  :                 45.7       63.0       61.4       74.5       45.4       60.8       61.1       72.1
Other:                 25.0       50.0       25.0       50.0       25.0       50.0       25.0       50.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 1, 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  :   407,468:   106,343     48,827     55,557    201,097    227,590    362,997    331,974:    44,471     75,494
Old  :   383,603:   103,239     48,940     44,944    192,925    217,819    341,108    311,703:    42,495     71,900
Other:    23,865:    13,671     10,454         46      8,172      9,771     21,889     20,271:     1,976      3,594
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :    11,680:       442     10,417     -6,448     15,259      4,662      9,253      8,631:     2,427      3,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       12.0       13.6       49.4       55.9       89.1       81.5:      10.9       18.5
Old  :     100.0:      26.9       12.8       11.7       50.3       56.8       88.9       81.3:      11.1       18.7
Other:     100.0:      57.3       43.8        0.2       34.2       40.9       91.7       84.9:       8.3       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       461:       126        124        103        106        165        294        355:
Old  :       460:       131        126         94        106        164        289        349:
Other:       178:        27         37          4         22         99         51        138:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.6       20.5       27.5       28.2       16.1       19.1       25.1       25.0
Old  :                 17.4       20.4       28.5       28.6       17.1       19.4       26.6       25.5
Other:                 52.8       47.4       66.6       61.2       50.7       47.4       64.4       60.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, September 1, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    23,826:    21,145      2,823        333         19      3,726     21,497      6,882:     2,329     16,944
Old  :    22,620:    20,135      2,809        333         19      3,408     20,487      6,550:     2,133     16,070
Other:     1,206:     1,010         14          0          0        318      1,010        332:       196        874
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :    -1,505:    -1,369       -364        -10          8       -457     -1,371       -831:      -134       -674
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.7       11.8        1.4        0.1       15.6       90.2       28.9:       9.8       71.1
Old  :     100.0:      89.0       12.4        1.5        0.1       15.1       90.6       29.0:       9.4       71.0
Other:     100.0:      83.7        1.2        0.0        0.0       26.4       83.7       27.5:      16.3       72.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        19          8          6          2         10         22         23:
Old  :        37:        19          8          6          2         10         22         23:
Other:        19:         9          2          0          0          8          9         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  :                 57.2       12.5       76.7       19.1       56.2       12.5       75.7       19.1
Old  :                 57.6       12.3       76.8       18.9       56.5       12.3       75.7       18.9
Other:                 75.8       23.9       83.3       27.1       75.8       23.9       83.3       27.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 1, 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  :   228,928:    38,970     44,123     50,725    115,774    109,697    205,469    204,545:    23,459     24,383
Old  :   220,080:    41,606     47,519     42,334    113,269    106,177    197,209    196,030:    22,871     24,050
Other:     8,848:     3,606      2,846      2,149      2,505      3,520      8,260      8,515:       588        333
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :    -6,215:    -4,067     12,210     -1,853      3,869    -20,358     -2,051    -10,001:    -4,164      3,786
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       19.3       22.2       50.6       47.9       89.8       89.3:      10.2       10.7
Old  :     100.0:      18.9       21.6       19.2       51.5       48.2       89.6       89.1:      10.4       10.9
Other:     100.0:      40.8       32.2       24.3       28.3       39.8       93.4       96.2:       6.6        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        44         78         74         60         51        164        165:
Old  :       222:        46         80         71         59         50        161        163:
Other:        32:         8          6          4         14          6         23         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.6       17.8       26.6       26.4       14.8       16.6       23.6       24.1
Old  :                 17.2       18.3       27.6       27.3       15.4       17.2       25.1       25.1
Other:                 79.2       73.2       88.7       93.9       60.9       53.2       66.0       70.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 1, 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  :   776,030:    77,116    143,275      8,853    569,541    503,841    655,510    655,969:   120,520    120,061
Old  :   776,030:    77,116    143,275      8,853    569,541    503,841    655,510    655,969:   120,520    120,061
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :   -46,137:     9,745    -47,658     -3,187    -62,196    -27,004    -55,638    -77,849:     9,501     31,712
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       18.5        1.1       73.4       64.9       84.5       84.5:      15.5       15.5
Old  :     100.0:       9.9       18.5        1.1       73.4       64.9       84.5       84.5:      15.5       15.5
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  :       157:        32         27          9         75         71        113        101:
Old  :       157:        32         27          9         75         71        113        101:
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       34.4       32.4       43.1       17.6       29.2       26.5       37.9
Old  :                 20.6       34.4       32.4       43.1       17.6       29.2       26.5       37.9
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, September 1, 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  :   158,207:    44,039      6,224     21,741     65,730    113,747    131,510    141,712:    26,697     16,495
Old  :   154,532:    46,239      6,446     19,179     63,045    113,012    128,463    138,637:    26,069     15,895
Other:     3,675:       337      2,315         25      2,685        735      3,047      3,075:       628        600
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :    -3,478:    -1,136         25       -967      1,044     -1,230     -1,059     -2,172:    -2,419     -1,306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        3.9       13.7       41.5       71.9       83.1       89.6:      16.9       10.4
Old  :     100.0:      29.9        4.2       12.4       40.8       73.1       83.1       89.7:      16.9       10.3
Other:     100.0:       9.2       63.0        0.7       73.1       20.0       82.9       83.7:      17.1       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        59         21         43         55         55        139        106:
Old  :       163:        61         21         42         54         55        138        105:
Other:        28:         3          3          2         21          4         25          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  :                 13.7       40.4       24.1       53.0       12.4       33.0       19.3       41.3
Old  :                 13.4       41.1       23.6       53.6       12.2       34.1       19.3       42.5
Other:                 43.3       75.6       64.5       83.7       43.3       71.6       63.5       77.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 1, 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  :    10,614:     3,144      1,147      1,000      4,736      7,425      8,880      9,572:     1,734      1,042
Old  :    10,614:     3,144      1,147      1,000      4,736      7,425      8,880      9,572:     1,734      1,042
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :      -906:       284        129       -397       -715       -222       -828       -490:       -78       -416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       10.8        9.4       44.6       70.0       83.7       90.2:      16.3        9.8
Old  :     100.0:      29.6       10.8        9.4       44.6       70.0       83.7       90.2:      16.3        9.8
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  :        59:        18         11         10         18         16         44         32:
Old  :        59:        18         11         10         18         16         44         32:
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  :                 30.2       48.6       43.1       66.1       30.2       46.3       41.5       60.8
Old  :                 30.2       48.6       43.1       66.1       30.2       46.3       41.5       60.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, September 1, 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  :   741,640:   263,389     86,684      8,521    372,079    526,986    643,989    622,191:    97,651    119,449
Old  :   741,640:   263,389     86,684      8,521    372,079    526,986    643,989    622,191:    97,651    119,449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :   -53,484:     8,823      4,058     -6,546    -62,882    -73,748    -60,605    -76,236:     7,121     22,752
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5       11.7        1.1       50.2       71.1       86.8       83.9:      13.2       16.1
Old  :     100.0:      35.5       11.7        1.1       50.2       71.1       86.8       83.9:      13.2       16.1
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  :       194:        35         38         20         72         97        116        146:
Old  :       194:        35         38         20         72         97        116        146:
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  :                 26.3       25.9       35.7       34.2       25.5       24.8       34.3       32.8
Old  :                 26.3       25.9       35.7       34.2       25.5       24.8       34.3       32.8
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, September 1, 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  : 1,157,418:    88,321    213,655     18,608    786,164    642,239    893,093    874,502:   264,325    282,916
Old  : 1,157,418:    88,321    213,655     18,608    786,164    642,239    893,093    874,502:   264,325    282,916
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :    25,274:    -8,767     46,940      2,778     -2,667     10,935     -8,656     60,653:    33,930    -35,379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       18.5        1.6       67.9       55.5       77.2       75.6:      22.8       24.4
Old  :     100.0:       7.6       18.5        1.6       67.9       55.5       77.2       75.6:      22.8       24.4
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  :       202:        21         52         22         88        100        124        159:
Old  :       202:        21         52         22         88        100        124        159:
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  :                 18.6       14.9       29.1       23.5       13.8        9.0       21.7       13.7
Old  :                 18.6       14.9       29.1       23.5       13.8        9.0       21.7       13.7
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, September 1, 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  :   803,679:    82,976     85,120     14,642    506,444    513,522    604,062    613,284:   199,617    190,395
Old  :   803,679:    82,976     85,120     14,642    506,444    513,522    604,062    613,284:   199,617    190,395
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :   -37,918:   -33,701     -4,957      2,379        537    -21,495    -30,785    -24,073:    -7,133    -13,845
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       10.6        1.8       63.0       63.9       75.2       76.3:      24.8       23.7
Old  :     100.0:      10.3       10.6        1.8       63.0       63.9       75.2       76.3:      24.8       23.7
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  :       139:        19         27         12         70         70         96        102:
Old  :       139:        19         27         12         70         70         96        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  :                 21.4       17.6       31.5       28.6       16.2       16.3       25.1       25.1
Old  :                 21.4       17.6       31.5       28.6       16.2       16.3       25.1       25.1
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, September 1, 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  :   419,676:   128,317     28,219     30,869    220,969    320,157    380,155    379,245:    39,521     40,431
Old  :   419,676:   128,317     28,219     30,869    220,969    320,157    380,155    379,245:    39,521     40,431
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :    21,474:     8,507      5,673      3,601      9,051      8,096     21,159     17,370:       315      4,104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        6.7        7.4       52.7       76.3       90.6       90.4:       9.4        9.6
Old  :     100.0:      30.6        6.7        7.4       52.7       76.3       90.6       90.4:       9.4        9.6
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  :        94:        30          9         27         40         44         77         77:
Old  :        94:        30          9         27         40         44         77         77:
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  :                 28.6       41.1       48.2       57.1       21.4       24.7       31.0       35.6
Old  :                 28.6       41.1       48.2       57.1       21.4       24.7       31.0       35.6
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, September 1, 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  :    13,114:     1,917      1,657          2      6,593      7,231      8,512      8,890:     4,602      4,224
Old  :    13,114:     1,917      1,657          2      6,593      7,231      8,512      8,890:     4,602      4,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :     1,627:        83         74         -1      1,160      1,160      1,242      1,233:       385        394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       12.6        0.0       50.3       55.1       64.9       67.8:      35.1       32.2
Old  :     100.0:      14.6       12.6        0.0       50.3       55.1       64.9       67.8:      35.1       32.2
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  :        21:         4          3          2          8          8         14         11:
Old  :        21:         4          3          2          8          8         14         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  :                 46.4       41.6       59.0       60.3       35.3       35.4       47.9       52.4
Old  :                 46.4       41.6       59.0       60.3       35.3       35.4       47.9       52.4
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, September 1, 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  :    80,039:    23,148     19,453        718     38,071     34,863     61,937     55,034:    18,102     25,005
Old  :    80,039:    23,148     19,453        718     38,071     34,863     61,937     55,034:    18,102     25,005
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :    11,305:      -569      3,313       -104      4,631       -147      3,958      3,062:     7,347      8,243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       24.3        0.9       47.6       43.6       77.4       68.8:      22.6       31.2
Old  :     100.0:      28.9       24.3        0.9       47.6       43.6       77.4       68.8:      22.6       31.2
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  :        92:        22         29          6         27         21         52         53:
Old  :        92:        22         29          6         27         21         52         53:
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  :                 29.8       34.5       39.8       45.5       29.7       33.2       39.6       42.3
Old  :                 29.8       34.5       39.8       45.5       29.7       33.2       39.6       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, September 1, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     9,050:     6,522      5,267          0      2,398      3,782      8,920      9,049:       130          1
Old  :     9,050:     6,522      5,267          0      2,398      3,782      8,920      9,049:       130          1
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :       606:       -56         31          0        662        575        606        606:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.1       58.2        0.0       26.5       41.8       98.6      100.0:       1.4        0.0
Old  :     100.0:      72.1       58.2        0.0       26.5       41.8       98.6      100.0:       1.4        0.0
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  :        21:        10          6          0          3          2         13          8:
Old  :        21:        10          6          0          3          2         13          8:
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  :                 73.2       93.1       91.4      100.0       73.2       93.1       91.4      100.0
Old  :                 73.2       93.1       91.4      100.0       73.2       93.1       91.4      100.0
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, September 1, 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  :    25,914:     3,559      1,388        378     21,919     23,921     25,856     25,687:        58        227
Old  :    25,914:     3,559      1,388        378     21,919     23,921     25,856     25,687:        58        227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :     2,900:       151       -164       -112      2,896      3,330      2,935      3,054:       -35       -154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7        5.4        1.5       84.6       92.3       99.8       99.1:       0.2        0.9
Old  :     100.0:      13.7        5.4        1.5       84.6       92.3       99.8       99.1:       0.2        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  :        38:         5          8          2         12         16         18         25:
Old  :        38:         5          8          2         12         16         18         25:
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  :                 74.4       87.0       93.8       93.1       69.0       71.1       78.5       77.1
Old  :                 74.4       87.0       93.8       93.1       69.0       71.1       78.5       77.1
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, September 1, 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  :    29,871:     3,795        786      1,036     24,830     27,925     29,661     29,747:       210        124
Old  :    29,871:     3,795        786      1,036     24,830     27,925     29,661     29,747:       210        124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2009                      :
     :      -234:      -245        501          6         22       -736       -217       -229:       -17         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7        2.6        3.5       83.1       93.5       99.3       99.6:       0.7        0.4
Old  :     100.0:      12.7        2.6        3.5       83.1       93.5       99.3       99.6:       0.7        0.4
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  :        29:         6          7          1          9          9         15         17:
Old  :        29:         6          7          1          9          9         15         17:
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  :                 84.1       83.4       96.6       95.6       49.5       57.0       61.6       62.3
Old  :                 84.1       83.4       96.6       95.6       49.5       57.0       61.6       62.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 4, 2009