WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, October 20, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   330,268:    80,963     96,644     40,039    179,041    148,965    300,043    285,648:    30,225     44,620
Old  :   257,550:    71,551     95,643     18,184    143,467    109,853    233,202    223,680:    24,348     33,870
Other:    72,718:    27,123     18,712      4,144     35,574     39,112     66,841     61,968:     5,877     10,750
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :      -558:      -137     -5,011     -3,261      2,609      7,944       -789       -328:       231       -230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       29.3       12.1       54.2       45.1       90.8       86.5:       9.2       13.5
Old  :     100.0:      27.8       37.1        7.1       55.7       42.7       90.5       86.8:       9.5       13.2
Other:     100.0:      37.3       25.7        5.7       48.9       53.8       91.9       85.2:       8.1       14.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       350:        96        141         96         67         87        234        263:
Old  :       340:        96        143         65         55         73        198        235:
Other:       177:        40         49         23         38         71         95        130:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.7       19.1       40.8       26.0       24.3       17.7       40.2       24.1
Old  :                 30.3       19.9       45.8       28.6       30.3       19.9       45.8       28.1
Other:                 51.8       24.0       60.3       34.8       45.0       23.2       53.5       31.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, October 20, 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  :   942,450:   274,984    117,284     97,298    469,152    495,813    841,434    710,395:   101,016    232,055
Old  :   830,011:   246,523    122,346     75,400    416,067    436,044    737,990    633,790:    92,021    196,221
Other:   112,439:    48,285     14,762      2,074     53,085     59,769    103,444     76,605:     8,995     35,834
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :    37,606:    12,870     -7,871     12,199      9,609     21,996     34,678     26,324:     2,928     11,282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       12.4       10.3       49.8       52.6       89.3       75.4:      10.7       24.6
Old  :     100.0:      29.7       14.7        9.1       50.1       52.5       88.9       76.4:      11.1       23.6
Other:     100.0:      42.9       13.1        1.8       47.2       53.2       92.0       68.1:       8.0       31.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       621:       155        140        143        173        256        421        470:
Old  :       614:       153        148        129        168        244        405        451:
Other:       330:        55         49         14         58        195        117        254:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.0       17.6       27.8       23.2       17.0       17.2       26.9       22.4
Old  :                 18.5       17.8       29.2       23.7       18.4       17.4       29.1       22.5
Other:                 35.7       21.9       47.9       28.4       35.7       21.7       47.8       28.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, October 20, 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  :    14,074:     2,104        250      1,867      7,610     10,071     11,581     12,188:     2,493      1,886
Old  :    14,018:     2,104        259      1,858      7,573     10,021     11,535     12,138:     2,483      1,880
Other:        56:         9          0          0         37         50         46         50:        10          6
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :       731:       -88       -362        867       -427        266        352        771:       379        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9        1.8       13.3       54.1       71.6       82.3       86.6:      17.7       13.4
Old  :     100.0:      15.0        1.8       13.3       54.0       71.5       82.3       86.6:      17.7       13.4
Other:     100.0:      16.1        0.0        0.0       66.1       89.3       82.1       89.3:      17.9       10.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        12          3          4         17         12         31         18:
Old  :        35:        12          3          4         15         11         29         17:
Other:         7:         1          0          0          3          4          4          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 43.0       59.9       59.2       80.8       34.8       57.0       48.9       66.0
Old  :                 43.1       60.1       59.4       81.0       34.9       57.1       49.1       66.2
Other:                 82.1       89.3       82.1       89.3       78.6       85.7       78.6       85.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, October 20, 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  :   477,120:   124,214     54,082     88,267    204,423    252,570    416,904    394,919:    60,216     82,201
Old  :   432,017:   118,971     55,180     70,035    185,509    234,395    374,515    359,610:    57,502     72,407
Other:    45,103:    21,241     14,900      2,234     18,914     18,175     42,389     35,309:     2,714      9,794
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :     2,408:    11,256      1,887     -6,984     -6,062      7,338     -1,790      2,241:     4,198        167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       11.3       18.5       42.8       52.9       87.4       82.8:      12.6       17.2
Old  :     100.0:      27.5       12.8       16.2       42.9       54.3       86.7       83.2:      13.3       16.8
Other:     100.0:      47.1       33.0        5.0       41.9       40.3       94.0       78.3:       6.0       21.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       462:       156        117        148        106        138        357        341:
Old  :       461:       166        116        137        101        136        347        333:
Other:       193:        30         58          9         29         89         64        151:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       20.8       23.5       29.2       14.2       18.7       21.3       24.8
Old  :                 16.6       21.6       24.3       30.3       15.7       19.2       22.9       26.2
Other:                 53.9       37.6       69.4       49.7       53.9       33.0       66.0       44.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, October 20, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    21,433:    18,497      6,084        370         11      3,312     18,878      9,766:     2,555     11,667
Old  :    19,110:    16,559      6,169        263         11      2,877     16,833      9,309:     2,277      9,801
Other:     2,323:     2,038         15          7          0        435      2,045        457:       278      1,866
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :      -178:      -180      1,780         24         -1     -1,028       -157        776:       -21       -954
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.3       28.4        1.7        0.1       15.5       88.1       45.6:      11.9       54.4
Old  :     100.0:      86.7       32.3        1.4        0.1       15.1       88.1       48.7:      11.9       51.3
Other:     100.0:      87.7        0.6        0.3        0.0       18.7       88.0       19.7:      12.0       80.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        15         11         13          1          7         19         28:
Old  :        33:        15         11         11          1          7         18         27:
Other:        20:        12          1          3          0          7         12         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.1       25.9       78.3       34.7       61.2       25.4       77.3       34.2
Old  :                 64.6       28.8       80.3       37.0       63.7       28.7       79.2       37.0
Other:                 67.5       18.0       86.6       19.5       67.5       18.0       86.3       19.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, October 20, 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  :   241,458:    50,033     39,776     52,628    106,145    126,384    208,806    218,788:    32,652     22,670
Old  :   231,320:    51,484     43,337     45,346    102,709    120,561    199,539    209,244:    31,781     22,076
Other:    10,138:     3,820      1,710      2,011      3,436      5,823      9,267      9,544:       871        594
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :     8,673:     7,394     -6,173      1,869     -1,528     14,732      7,735     10,428:       938     -1,755
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       16.5       21.8       44.0       52.3       86.5       90.6:      13.5        9.4
Old  :     100.0:      22.3       18.7       19.6       44.4       52.1       86.3       90.5:      13.7        9.5
Other:     100.0:      37.7       16.9       19.8       33.9       57.4       91.4       94.1:       8.6        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        67         62         76         54         54        173        170:
Old  :       232:        72         65         74         54         53        172        168:
Other:        40:         5         13          3         15         12         22         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.7       20.1       27.2       30.0       15.2       18.8       23.3       27.9
Old  :                 17.4       20.8       27.8       30.8       16.1       20.1       24.7       29.5
Other:                 74.2       60.7       88.4       81.1       64.4       43.1       68.1       60.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, October 20, 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  :   729,615:    78,783    154,955      5,263    526,383    443,040    610,429    603,258:   119,186    126,357
Old  :   729,615:    78,783    154,955      5,263    526,383    443,040    610,429    603,258:   119,186    126,357
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :   -16,457:     2,599      2,484     -4,724     -1,139    -18,664     -3,264    -20,904:   -13,193      4,447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       21.2        0.7       72.1       60.7       83.7       82.7:      16.3       17.3
Old  :     100.0:      10.8       21.2        0.7       72.1       60.7       83.7       82.7:      16.3       17.3
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  :       162:        38         27         12         67         67        113         98:
Old  :       162:        38         27         12         67         67        113         98:
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  :                 21.2       27.8       33.3       37.1       18.1       27.1       28.9       36.0
Old  :                 21.2       27.8       33.3       37.1       18.1       27.1       28.9       36.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, October 20, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   151,252:    47,630     17,843     16,606     56,598     96,860    120,834    131,309:    30,418     19,943
Old  :   140,974:    48,179     16,687     12,997     50,576     91,811    111,752    121,495:    29,222     19,479
Other:    10,278:     1,034      2,739      2,026      6,022      5,049      9,082      9,814:     1,196        464
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :      -332:       420        537        481     -4,021     -2,264     -3,120     -1,246:     2,788        914
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       11.8       11.0       37.4       64.0       79.9       86.8:      20.1       13.2
Old  :     100.0:      34.2       11.8        9.2       35.9       65.1       79.3       86.2:      20.7       13.8
Other:     100.0:      10.1       26.6       19.7       58.6       49.1       88.4       95.5:      11.6        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        57         33         38         60         50        147        100:
Old  :       172:        61         31         36         59         50        144        100:
Other:        42:         7          6          6         25         11         37         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.7       36.8       26.6       50.0       16.4       33.2       23.8       44.1
Old  :                 16.1       36.9       25.2       50.1       15.5       33.8       23.1       45.4
Other:                 52.3       56.1       66.9       83.1       44.4       50.0       55.0       65.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, October 20, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    12,503:     3,145      1,095        974      5,803      9,369      9,922     11,438:     2,581      1,065
Old  :    12,049:     3,044      1,089        947      5,582      8,990      9,573     11,026:     2,476      1,023
Other:       454:       105         10         23        221        379        349        412:       105         42
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :       232:       -62       -125        -19        192        780        111        636:       121       -404
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        8.8        7.8       46.4       74.9       79.4       91.5:      20.6        8.5
Old  :     100.0:      25.3        9.0        7.9       46.3       74.6       79.5       91.5:      20.5        8.5
Other:     100.0:      23.1        2.2        5.1       48.7       83.5       76.9       90.7:      23.1        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        19          6         10         22         17         49         29:
Old  :        60:        20          6         10         22         15         49         27:
Other:        13:         2          3          3          2          6          7          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.1       55.3       45.6       71.4       33.1       52.7       45.6       68.9
Old  :                 32.3       55.7       44.7       71.3       32.3       53.1       44.7       68.7
Other:                 74.7       81.5       76.9       90.3       71.8       81.5       71.8       85.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, October 20, 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  :   998,741:   336,157    156,275     14,489    558,983    707,033    909,629    877,797:    89,112    120,944
Old  :   998,741:   336,157    156,275     14,489    558,983    707,033    909,629    877,797:    89,112    120,944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :    96,124:    29,490     -6,938        981     61,646    102,082     92,117     96,125:     4,007         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       15.6        1.5       56.0       70.8       91.1       87.9:       8.9       12.1
Old  :     100.0:      33.7       15.6        1.5       56.0       70.8       91.1       87.9:       8.9       12.1
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  :       233:        34         62         20         68        114        110        188:
Old  :       233:        34         62         20         68        114        110        188:
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  :                 36.3       23.8       48.3       30.7       36.3       23.3       47.4       29.7
Old  :                 36.3       23.8       48.3       30.7       36.3       23.3       47.4       29.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, October 20, 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  : 1,276,936:   170,497    211,269     50,263    808,734    725,167  1,029,494    986,699:   247,442    290,237
Old  : 1,276,936:   170,497    211,269     50,263    808,734    725,167  1,029,494    986,699:   247,442    290,237
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :    23,913:    19,180     20,449      2,000     14,718        -17     35,898     22,432:   -11,985      1,481
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       16.5        3.9       63.3       56.8       80.6       77.3:      19.4       22.7
Old  :     100.0:      13.4       16.5        3.9       63.3       56.8       80.6       77.3:      19.4       22.7
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  :       249:        40         55         30         96        111        153        179:
Old  :       249:        40         55         30         96        111        153        179:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       16.8       32.8       25.0       20.3       12.4       27.1       16.9
Old  :                 24.6       16.8       32.8       25.0       20.3       12.4       27.1       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, October 20, 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  :   765,150:   113,198     72,396     12,816    455,678    480,454    581,692    565,666:   183,458    199,484
Old  :   765,150:   113,198     72,396     12,816    455,678    480,454    581,692    565,666:   183,458    199,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :    -4,001:    -4,999     -8,333      8,457      7,050    -11,609     10,508    -11,485:   -14,509      7,484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8        9.5        1.7       59.6       62.8       76.0       73.9:      24.0       26.1
Old  :     100.0:      14.8        9.5        1.7       59.6       62.8       76.0       73.9:      24.0       26.1
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  :       142:        21         22         12         62         79         90        106:
Old  :       142:        21         22         12         62         79         90        106:
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  :                 20.8       15.8       31.2       24.8       14.0       12.5       23.6       19.8
Old  :                 20.8       15.8       31.2       24.8       14.0       12.5       23.6       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, October 20, 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  :   477,775:   111,070     56,370     55,498    274,716    329,604    441,284    441,472:    36,491     36,303
Old  :   477,775:   111,070     56,370     55,498    274,716    329,604    441,284    441,472:    36,491     36,303
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :    25,652:     2,642      2,103      4,903     11,984     15,791     19,529     22,797:     6,123      2,855
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       11.8       11.6       57.5       69.0       92.4       92.4:       7.6        7.6
Old  :     100.0:      23.2       11.8       11.6       57.5       69.0       92.4       92.4:       7.6        7.6
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  :       102:        32         14         32         43         46         84         87:
Old  :       102:        32         14         32         43         46         84         87:
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  :                 31.4       28.7       47.9       48.0       22.1       18.5       31.5       29.3
Old  :                 31.4       28.7       47.9       48.0       22.1       18.5       31.5       29.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, October 20, 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  :    13,634:     2,719      1,562          0      7,441      9,302     10,160     10,864:     3,474      2,770
Old  :    13,634:     2,719      1,562          0      7,441      9,302     10,160     10,864:     3,474      2,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :       204:      -835        160         -4        522        -28       -317        128:       521         76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       11.5        0.0       54.6       68.2       74.5       79.7:      25.5       20.3
Old  :     100.0:      19.9       11.5        0.0       54.6       68.2       74.5       79.7:      25.5       20.3
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  :        21:         5          5          0          4          7          9         12:
Old  :        21:         5          5          0          4          7          9         12:
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  :                 57.3       63.9       72.5       74.0       57.3       63.9       72.5       74.0
Old  :                 57.3       63.9       72.5       74.0       57.3       63.9       72.5       74.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, October 20, 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  :    61,346:    27,890     14,380        539     21,381     32,038     49,810     46,957:    11,536     14,389
Old  :    61,346:    27,890     14,380        539     21,381     32,038     49,810     46,957:    11,536     14,389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :    -2,225:       578      6,360       -164     -2,285     -7,999     -1,871     -1,803:      -354       -422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.5       23.4        0.9       34.9       52.2       81.2       76.5:      18.8       23.5
Old  :     100.0:      45.5       23.4        0.9       34.9       52.2       81.2       76.5:      18.8       23.5
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  :        87:        31         13          5         25         24         57         41:
Old  :        87:        31         13          5         25         24         57         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  :                 20.3       33.0       34.2       47.7       19.8       31.7       33.7       46.4
Old  :                 20.3       33.0       34.2       47.7       19.8       31.7       33.7       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, October 20, 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  :    15,792:       808      1,660        247     14,509     13,719     15,564     15,626:       228        166
Old  :    15,792:       808      1,660        247     14,509     13,719     15,564     15,626:       228        166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :      -652:        68       -755        152       -857        -65       -637       -668:       -15         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       10.5        1.6       91.9       86.9       98.6       98.9:       1.4        1.1
Old  :     100.0:       5.1       10.5        1.6       91.9       86.9       98.6       98.9:       1.4        1.1
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  :        40:         6          9          2         12         16         19         26:
Old  :        40:         6          9          2         12         16         19         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.1       74.1       88.1       85.1       64.5       53.9       70.4       64.5
Old  :                 76.1       74.1       88.1       85.1       64.5       53.9       70.4       64.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, October 20, 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  :    37,617:     8,370        232         25     29,023     37,316     37,418     37,573:       199         44
Old  :    37,617:     8,370        232         25     29,023     37,316     37,418     37,573:       199         44
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :     5,179:     1,239       -779          0      3,973      5,964      5,212      5,185:       -33         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        0.6        0.1       77.2       99.2       99.5       99.9:       0.5        0.1
Old  :     100.0:      22.3        0.6        0.1       77.2       99.2       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  :        34:        10          6          1         10         11         20         18:
Old  :        34:        10          6          1         10         11         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.4       95.1       94.4       98.9       61.3       81.3       80.3       83.9
Old  :                 75.4       95.1       94.4       98.9       61.3       81.3       80.3       83.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 23, 2009