WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, September 22, 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  :   326,160:    75,807    110,584     46,493    177,243    124,830    299,543    281,907:    26,617     44,253
Old  :   260,334:    63,875    100,023     26,051    148,239     98,262    238,165    224,336:    22,169     35,998
Other:    65,826:    28,200     26,829      4,174     29,004     26,568     61,378     57,571:     4,448      8,255
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :     6,616:     1,499         93      1,323      4,510      5,203      7,332      6,619:      -716         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       33.9       14.3       54.3       38.3       91.8       86.4:       8.2       13.6
Old  :     100.0:      24.5       38.4       10.0       56.9       37.7       91.5       86.2:       8.5       13.8
Other:     100.0:      42.8       40.8        6.3       44.1       40.4       93.2       87.5:       6.8       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       375:        98        149        105         65         86        234        293:
Old  :       367:       103        153         78         59         75        210        267:
Other:       168:        40         47         19         35         67         85        125:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.0       15.8       41.7       23.0       25.4       14.6       41.0       21.4
Old  :                 30.2       18.8       45.8       27.1       30.1       18.7       45.7       26.3
Other:                 58.1       30.3       69.9       40.9       54.6       30.3       62.9       38.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 22, 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  :   870,345:   231,829    188,684     84,821    456,275    398,363    772,925    671,868:    97,420    198,477
Old  :   787,481:   224,491    197,733     58,493    414,339    356,856    697,323    613,082:    90,158    174,399
Other:    82,864:    32,203     15,816      1,463     41,936     41,507     75,602     58,786:     7,262     24,078
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :     9,078:     4,844      6,062        831      8,340      1,949     14,015      8,842:    -4,937        236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       21.7        9.7       52.4       45.8       88.8       77.2:      11.2       22.8
Old  :     100.0:      28.5       25.1        7.4       52.6       45.3       88.6       77.9:      11.4       22.1
Other:     100.0:      38.9       19.1        1.8       50.6       50.1       91.2       70.9:       8.8       29.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       625:       140        176        136        153        237        388        476:
Old  :       619:       147        173        118        150        228        371        459:
Other:       302:        46         52         16         51        171        105        234:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.2       15.3       28.7       20.9       18.2       14.3       28.5       19.3
Old  :                 19.5       15.4       30.7       21.5       19.4       14.4       30.7       19.9
Other:                 43.3       20.6       53.1       28.2       43.2       20.3       53.1       27.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 22, 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  :    13,882:     2,102      2,516        473      9,376      9,111     11,951     12,100:     1,931      1,782
Old  :    13,877:     2,103      2,516        472      9,375      9,110     11,950     12,098:     1,927      1,779
Other:         5:         0          1          0          1          1          1          2:         4          3
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :      -228:        15       -109          0       -154       -145       -139       -254:       -89         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       18.1        3.4       67.5       65.6       86.1       87.2:      13.9       12.8
Old  :     100.0:      15.2       18.1        3.4       67.6       65.6       86.1       87.2:      13.9       12.8
Other:     100.0:       0.0       20.0        0.0       20.0       20.0       20.0       40.0:      80.0       60.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        10         14          3         14          9         27         26:
Old  :        46:        11         14          3         13          9         26         26:
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  :                 48.8       58.8       63.8       70.9       48.5       56.2       63.6       68.4
Old  :                 48.8       58.8       63.8       71.0       48.5       56.2       63.6       68.4
Other:                 20.0       40.0       20.0       40.0       20.0       40.0       20.0       40.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 22, 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  :   436,080:    99,942     67,558     66,972    227,272    222,974    394,186    357,504:    41,894     78,576
Old  :   405,817:    96,882     70,747     53,575    215,547    208,040    366,004    332,362:    39,813     73,455
Other:    30,263:    16,264     10,015        193     11,725     14,934     28,182     25,142:     2,081      5,121
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :     3,966:   -10,244      4,847      3,518     11,309     -7,448      4,583        917:      -617      3,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       15.5       15.4       52.1       51.1       90.4       82.0:       9.6       18.0
Old  :     100.0:      23.9       17.4       13.2       53.1       51.3       90.2       81.9:       9.8       18.1
Other:     100.0:      53.7       33.1        0.6       38.7       49.3       93.1       83.1:       6.9       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       451:       105        150        118        109        151        293        360:
Old  :       449:       107        151        106        105        149        280        353:
Other:       188:        35         45          4         28         90         64        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  :                 16.1       19.1       27.3       27.7       15.0       17.7       24.2       23.3
Old  :                 16.8       19.6       28.2       27.5       15.9       18.1       25.8       24.6
Other:                 42.8       50.6       62.4       60.2       42.3       50.6       60.1       59.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, September 22, 2009              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    23,520:    20,076      3,085        218          9      3,568     20,303      6,871:     3,217     16,649
Old  :    22,162:    18,955      3,066        218          9      3,218     19,182      6,502:     2,980     15,660
Other:     1,358:     1,121         19          0          0        350      1,121        369:       237        989
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :      -563:      -880       -177         24          0       -305       -856       -458:       293       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      85.4       13.1        0.9        0.0       15.2       86.3       29.2:      13.7       70.8
Old  :     100.0:      85.5       13.8        1.0        0.0       14.5       86.6       29.3:      13.4       70.7
Other:     100.0:      82.5        1.4        0.0        0.0       25.8       82.5       27.2:      17.5       72.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:        14          7          7          1          9         16         22:
Old  :        30:        14          7          7          1          9         16         22:
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  :                 58.0       13.1       78.3       21.2       57.4       13.1       77.7       21.2
Old  :                 58.4       13.8       78.5       21.1       57.8       13.8       77.9       21.1
Other:                 76.3       22.5       82.2       26.8       76.3       22.5       82.2       26.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 22, 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  :   214,163:    43,304     50,505     33,963    114,524    105,153    191,791    189,621:    22,372     24,542
Old  :   204,142:    45,763     54,034     25,427    111,193    100,426    182,383    179,887:    21,759     24,255
Other:    10,021:     3,913      2,843      2,164      3,331      4,727      9,408      9,734:       613        287
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :    -6,446:    -2,053       -942     -1,547     -2,697     -3,760     -6,297     -6,249:      -149       -197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       23.6       15.9       53.5       49.1       89.6       88.5:      10.4       11.5
Old  :     100.0:      22.4       26.5       12.5       54.5       49.2       89.3       88.1:      10.7       11.9
Other:     100.0:      39.0       28.4       21.6       33.2       47.2       93.9       97.1:       6.1        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       210:        46         64         57         64         54        149        158:
Old  :       209:        50         66         54         64         53        148        155:
Other:        34:         7          7          3         14         10         22         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       15.1       29.1       24.8       16.3       13.3       25.7       21.7
Old  :                 18.3       15.7       30.1       26.0       17.1       14.0       27.6       23.0
Other:                 75.3       59.8       89.8       84.6       65.5       43.1       68.7       64.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 22, 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  :   741,386:    59,500    136,981      7,276    543,533    475,930    610,309    620,187:   131,077    121,199
Old  :   741,386:    59,500    136,981      7,276    543,533    475,930    610,309    620,187:   131,077    121,199
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :    -8,652:   -20,019      4,481      2,456     12,133    -17,143     -5,430    -10,206:    -3,222      1,554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       18.5        1.0       73.3       64.2       82.3       83.7:      17.7       16.3
Old  :     100.0:       8.0       18.5        1.0       73.3       64.2       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  :       154:        33         24         12         68         69        109         97:
Old  :       154:        33         24         12         68         69        109         97:
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  :                 21.5       29.9       33.6       38.9       19.4       29.5       29.2       38.3
Old  :                 21.5       29.9       33.6       38.9       19.4       29.5       29.2       38.3
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 22, 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  :   156,483:    39,233     11,663     16,932     75,186    107,520    131,351    136,115:    25,132     20,368
Old  :   147,899:    39,863     11,491     14,143     69,519    102,539    123,525    128,173:    24,374     19,726
Other:     8,584:     1,179      1,981        980      5,667      4,981      7,826      7,942:       758        642
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :    -5,465:    -3,814        752     -1,012      1,542     -8,203     -3,284     -8,463:    -2,181      2,998
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        7.5       10.8       48.0       68.7       83.9       87.0:      16.1       13.0
Old  :     100.0:      27.0        7.8        9.6       47.0       69.3       83.5       86.7:      16.5       13.3
Other:     100.0:      13.7       23.1       11.4       66.0       58.0       91.2       92.5:       8.8        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        46         26         43         56         51        135         98:
Old  :       153:        50         26         42         55         51        134         97:
Other:        38:         5          4          5         25         10         33         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.4       38.0       31.0       53.0       18.6       31.7       25.9       42.4
Old  :                 19.1       38.7       30.0       52.7       17.5       32.5       25.2       43.1
Other:                 53.3       61.5       67.5       82.1       52.1       55.6       65.0       73.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 22, 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  :    10,853:     3,175      1,026      1,077      4,849      7,482      9,101      9,585:     1,752      1,268
Old  :    10,831:     3,172      1,026      1,077      4,831      7,482      9,080      9,585:     1,751      1,246
Other:        22:         3          0          0         18          0         21          0:         1         22
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :       295:         1        170         25        259        -60        285        135:        10        160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3        9.5        9.9       44.7       68.9       83.9       88.3:      16.1       11.7
Old  :     100.0:      29.3        9.5        9.9       44.6       69.1       83.8       88.5:      16.2       11.5
Other:     100.0:      13.6        0.0        0.0       81.8        0.0       95.5        0.0:       4.5      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        18          8         13         17         15         44         32:
Old  :        59:        18          8         13         17         15         44         32:
Other:         3:         1          0          0          2          0          3          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  :                 33.7       48.7       46.8       64.7       33.7       47.0       46.8       62.4
Old  :                 33.7       48.8       46.9       64.9       33.7       47.1       46.9       62.5
Other:                 95.5        0.0       95.5        0.0       95.5        0.0       95.5        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, September 22, 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  :   771,785:   319,932    112,748     12,048    348,732    529,980    680,712    654,776:    91,073    117,009
Old  :   771,785:   319,932    112,748     12,048    348,732    529,980    680,712    654,776:    91,073    117,009
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :     2,465:    23,933     19,238       -358    -20,212    -15,975      3,363      2,905:      -898       -440
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.5       14.6        1.6       45.2       68.7       88.2       84.8:      11.8       15.2
Old  :     100.0:      41.5       14.6        1.6       45.2       68.7       88.2       84.8:      11.8       15.2
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  :       206:        37         46         19         71        102        119        156:
Old  :       206:        37         46         19         71        102        119        156:
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  :                 24.8       25.0       35.5       33.0       24.7       23.9       33.7       30.9
Old  :                 24.8       25.0       35.5       33.0       24.7       23.9       33.7       30.9
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 22, 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  : 1,117,786:   116,934    213,077     18,444    733,108    598,053    868,486    829,574:   249,300    288,212
Old  : 1,117,786:   116,934    213,077     18,444    733,108    598,053    868,486    829,574:   249,300    288,212
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :    23,331:    11,916     21,059      2,254     20,432        102     34,602     23,415:   -11,271        -84
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       19.1        1.7       65.6       53.5       77.7       74.2:      22.3       25.8
Old  :     100.0:      10.5       19.1        1.7       65.6       53.5       77.7       74.2:      22.3       25.8
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  :       229:        29         56         18         92        102        133        164:
Old  :       229:        29         56         18         92        102        133        164:
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  :                 18.5       14.0       28.8       22.7       13.8       10.9       21.1       16.9
Old  :                 18.5       14.0       28.8       22.7       13.8       10.9       21.1       16.9
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 22, 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  :   803,951:    92,090     84,414      7,122    507,289    524,912    606,501    616,448:   197,450    187,503
Old  :   803,951:    92,090     84,414      7,122    507,289    524,912    606,501    616,448:   197,450    187,503
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :    12,779:    11,431     -8,614     -5,167     15,135     11,552     21,399     -2,229:    -8,620     15,008
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       10.5        0.9       63.1       65.3       75.4       76.7:      24.6       23.3
Old  :     100.0:      11.5       10.5        0.9       63.1       65.3       75.4       76.7:      24.6       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  :       139:        22         26         11         61         69         88        101:
Old  :       139:        22         26         11         61         69         88        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  :                 24.4       16.3       35.5       29.0       17.9       14.4       27.2       25.9
Old  :                 24.4       16.3       35.5       29.0       17.9       14.4       27.2       25.9
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 22, 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  :   445,208:   142,068     27,004     37,656    231,412    343,724    411,136    408,384:    34,072     36,824
Old  :   445,208:   142,068     27,004     37,656    231,412    343,724    411,136    408,384:    34,072     36,824
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :    37,388:    19,718        -10      2,608     19,635     36,137     41,961     38,735:    -4,573     -1,347
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9        6.1        8.5       52.0       77.2       92.3       91.7:       7.7        8.3
Old  :     100.0:      31.9        6.1        8.5       52.0       77.2       92.3       91.7:       7.7        8.3
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  :        94:        33          8         32         38         44         79         80:
Old  :        94:        33          8         32         38         44         79         80:
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  :                 28.3       36.5       46.1       54.9       19.5       22.8       31.0       34.5
Old  :                 28.3       36.5       46.1       54.9       19.5       22.8       31.0       34.5
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 22, 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  :    64,759:    25,784      7,534        242     28,112     39,209     54,138     46,985:    10,621     17,774
Old  :    64,759:    25,784      7,534        242     28,112     39,209     54,138     46,985:    10,621     17,774
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :   -32,131:    -1,362     -3,612     -1,317    -26,561    -24,092    -29,240    -29,021:    -2,891     -3,110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       11.6        0.4       43.4       60.5       83.6       72.6:      16.4       27.4
Old  :     100.0:      39.8       11.6        0.4       43.4       60.5       83.6       72.6:      16.4       27.4
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  :        84:        27         14          2         22         26         50         41:
Old  :        84:        27         14          2         22         26         50         41:
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  :                 29.7       39.8       42.7       48.9       29.7       37.6       42.7       46.4
Old  :                 29.7       39.8       42.7       48.9       29.7       37.6       42.7       46.4
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 22, 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  :    17,711:       563      2,210         90     16,943     15,248     17,596     17,548:       115        163
Old  :    17,711:       563      2,210         90     16,943     15,248     17,596     17,548:       115        163
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :    -2,383:    -2,160        663       -144        -48     -2,889     -2,352     -2,370:       -31        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       12.5        0.5       95.7       86.1       99.4       99.1:       0.6        0.9
Old  :     100.0:       3.2       12.5        0.5       95.7       86.1       99.4       99.1:       0.6        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:         4         13          1         12         15         17         28:
Old  :        41:         4         13          1         12         15         17         28:
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  :                 82.0       74.7       92.6       86.2       50.3       44.0       59.7       54.6
Old  :                 82.0       74.7       92.6       86.2       50.3       44.0       59.7       54.6
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 22, 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  :    29,290:     3,852        159         25     25,263     29,076     29,140     29,260:       150         30
Old  :    29,290:     3,852        159         25     25,263     29,076     29,140     29,260:       150         30
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :       112:      -863       -493         25        977        561        139         93:       -27         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        0.5        0.1       86.3       99.3       99.5       99.9:       0.5        0.1
Old  :     100.0:      13.2        0.5        0.1       86.3       99.3       99.5       99.9:       0.5        0.1
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  :        30:         9          5          1         10          8         19         14:
Old  :        30:         9          5          1         10          8         19         14:
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  :                 79.2       94.8       95.9       99.3       61.3       77.4       77.6       80.2
Old  :                 79.2       94.8       95.9       99.3       61.3       77.4       77.6       80.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 25, 2008