WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, October 27, 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  :   331,104:    76,131     94,776     40,553    181,518    148,485    298,202    283,814:    32,902     47,290
Old  :   255,746:    70,623     95,961     17,819    142,097    107,152    230,539    220,932:    25,207     34,814
Other:    75,358:    24,466     17,773      3,776     39,421     41,333     67,663     62,882:     7,695     12,476
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :       836:    -4,832     -1,868        514      2,477       -480     -1,841     -1,834:     2,677      2,670
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       28.6       12.2       54.8       44.8       90.1       85.7:       9.9       14.3
Old  :     100.0:      27.6       37.5        7.0       55.6       41.9       90.1       86.4:       9.9       13.6
Other:     100.0:      32.5       23.6        5.0       52.3       54.8       89.8       83.4:      10.2       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       353:        96        141        105         69         95        241        272:
Old  :       347:        96        143         70         57         84        200        251:
Other:       185:        44         48         27         39         75         97        140:
     :----------------------------------------------------------------------------------------------------
     :             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       18.5       39.8       25.0       24.2       17.1       39.2       22.8
Old  :                 30.1       19.6       46.2       27.4       30.1       19.6       46.2       26.6
Other:                 42.6       23.8       56.0       34.1       40.4       23.7       51.1       31.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, October 27, 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  :   964,370:   271,125    110,255    105,135    480,043    515,427    856,303    730,817:   108,067    233,553
Old  :   839,932:   237,210    118,862     81,799    424,177    446,404    743,186    647,065:    96,746    192,867
Other:   124,438:    54,695     12,173      2,556     55,866     69,023    113,117     83,752:    11,321     40,686
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :    21,920:    -3,859     -7,029      7,837     10,891     19,614     14,869     20,422:     7,051      1,498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       11.4       10.9       49.8       53.4       88.8       75.8:      11.2       24.2
Old  :     100.0:      28.2       14.2        9.7       50.5       53.1       88.5       77.0:      11.5       23.0
Other:     100.0:      44.0        9.8        2.1       44.9       55.5       90.9       67.3:       9.1       32.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       646:       161        141        160        171        264        435        493:
Old  :       637:       150        159        140        164        251        408        474:
Other:       357:        69         51         16         59        204        133        268:
     :----------------------------------------------------------------------------------------------------
     :             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       17.6       26.9       23.6       16.1       16.9       25.9       22.3
Old  :                 17.7       18.0       28.3       24.2       17.6       17.4       28.3       22.7
Other:                 31.8       19.3       43.3       25.7       31.7       19.1       43.3       25.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, October 27, 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  :    13,839:     2,311        167      1,713      7,410     10,322     11,434     12,202:     2,405      1,637
Old  :    13,686:     2,303        167      1,712      7,288     10,189     11,303     12,068:     2,383      1,618
Other:       153:         9          1          0        122        133        131        134:        22         19
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :      -235:       207        -83       -154       -200        251       -147         14:       -88       -249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        1.2       12.4       53.5       74.6       82.6       88.2:      17.4       11.8
Old  :     100.0:      16.8        1.2       12.5       53.3       74.4       82.6       88.2:      17.4       11.8
Other:     100.0:       5.9        0.7        0.0       79.7       86.9       85.6       87.6:      14.4       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        13          2          5         15         12         30         19:
Old  :        36:        13          2          4         14         11         29         17:
Other:         9:         1          1          0          4          4          5          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 43.3       61.1       59.8       80.9       35.4       59.2       49.6       69.1
Old  :                 43.7       61.7       60.4       81.1       36.1       59.7       50.5       70.1
Other:                 85.0       86.9       85.6       87.6       83.7       85.0       83.7       85.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, October 27, 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  :   451,029:   112,953     38,488     82,261    193,395    244,009    388,609    364,758:    62,420     86,271
Old  :   403,641:   107,589     39,343     62,939    174,250    226,881    344,778    329,163:    58,863     74,478
Other:    47,388:    21,479     15,260      3,207     19,145     17,128     43,831     35,595:     3,557     11,793
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :   -26,091:   -11,261    -15,594     -6,006    -11,028     -8,561    -28,295    -30,161:     2,204      4,070
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        8.5       18.2       42.9       54.1       86.2       80.9:      13.8       19.1
Old  :     100.0:      26.7        9.7       15.6       43.2       56.2       85.4       81.5:      14.6       18.5
Other:     100.0:      45.3       32.2        6.8       40.4       36.1       92.5       75.1:       7.5       24.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       402:       128         83        138        102        139        320        311:
Old  :       398:       134         81        131         98        138        312        304:
Other:       180:        28         51          6         27         88         56        144:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.4       21.3       24.3       30.1       14.9       19.1       23.0       25.6
Old  :                 17.1       22.7       25.6       32.3       17.0       20.2       25.1       27.5
Other:                 51.6       34.9       67.9       47.9       51.4       32.5       63.1       41.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, October 27, 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  :   245,001:    57,616     33,749     51,556    102,602    137,786    211,774    223,091:    33,227     21,910
Old  :   234,197:    59,093     37,837     43,640     99,129    131,497    201,862    212,974:    32,335     21,223
Other:    10,804:     4,341      1,730      2,098      3,473      6,289      9,912     10,117:       892        687
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :     3,543:     7,583     -6,027     -1,072     -3,543     11,402      2,968      4,303:       575       -760
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       13.8       21.0       41.9       56.2       86.4       91.1:      13.6        8.9
Old  :     100.0:      25.2       16.2       18.6       42.3       56.1       86.2       90.9:      13.8        9.1
Other:     100.0:      40.2       16.0       19.4       32.1       58.2       91.7       93.6:       8.3        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        66         55         86         52         60        179        179:
Old  :       235:        70         62         84         52         59        178        177:
Other:        42:        10         11          4         14         12         26         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       20.8       27.1       31.5       15.2       19.8       24.0       29.7
Old  :                 17.7       21.6       27.9       32.2       16.2       21.1       25.4       31.3
Other:                 70.7       60.0       84.7       79.8       61.5       43.6       66.1       60.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, October 27, 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  :   727,101:    67,368    163,811      4,318    541,179    432,711    612,865    600,840:   114,236    126,261
Old  :   727,101:    67,368    163,811      4,318    541,179    432,711    612,865    600,840:   114,236    126,261
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :    -2,514:   -11,415      8,856       -945     14,796    -10,329      2,436     -2,418:    -4,950        -96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       22.5        0.6       74.4       59.5       84.3       82.6:      15.7       17.4
Old  :     100.0:       9.3       22.5        0.6       74.4       59.5       84.3       82.6:      15.7       17.4
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  :       149:        24         30         11         67         69        100        101:
Old  :       149:        24         30         11         67         69        100        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  :                 21.4       26.4       33.7       35.8       18.0       26.3       29.3       35.4
Old  :                 21.4       26.4       33.7       35.8       18.0       26.3       29.3       35.4
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 27, 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  :   149,889:    44,974     18,840     17,652     58,339     94,158    120,965    130,650:    28,924     19,239
Old  :   139,511:    46,123     17,881     13,982     51,745     89,299    111,850    121,162:    27,661     18,349
Other:    10,378:       911      3,019      1,610      6,594      4,859      9,115      9,488:     1,263        890
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :    -1,363:    -2,656        997      1,046      1,741     -2,702        131       -659:    -1,494       -704
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       12.6       11.8       38.9       62.8       80.7       87.2:      19.3       12.8
Old  :     100.0:      33.1       12.8       10.0       37.1       64.0       80.2       86.8:      19.8       13.2
Other:     100.0:       8.8       29.1       15.5       63.5       46.8       87.8       91.4:      12.2        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        55         37         42         59         52        145        111:
Old  :       174:        59         36         41         58         52        143        111:
Other:        47:         8          7          7         28         11         41         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.7       36.5       28.4       49.7       16.9       33.0       24.3       43.2
Old  :                 18.6       36.8       27.6       50.0       16.1       33.8       23.6       45.1
Other:                 45.5       50.2       60.9       77.1       44.0       44.6       57.1       63.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, October 27, 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  :    13,070:     3,229        987      1,069      6,023     10,123     10,321     12,179:     2,749        891
Old  :    12,593:     3,124        981      1,041      5,788      9,734      9,953     11,756:     2,640        837
Other:       477:       105          6         28        235        389        368        423:       109         54
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :       567:        84       -108         95        220        754        399        741:       168       -174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        7.6        8.2       46.1       77.5       79.0       93.2:      21.0        6.8
Old  :     100.0:      24.8        7.8        8.3       46.0       77.3       79.0       93.4:      21.0        6.6
Other:     100.0:      22.0        1.3        5.9       49.3       81.6       77.1       88.7:      22.9       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        23          5          9         21         16         50         28:
Old  :        62:        23          5          9         21         14         50         26:
Other:        13:         2          2          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  :                 31.7       55.6       43.8       72.9       31.7       52.8       43.5       68.8
Old  :                 30.9       56.0       42.8       73.4       30.9       53.2       42.6       69.1
Other:                 74.2       78.6       77.1       87.4       71.3       78.6       71.3       82.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, October 27, 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  :   993,816:   324,765    159,772     19,136    561,019    687,762    904,920    866,670:    88,896    127,146
Old  :   993,816:   324,765    159,772     19,136    561,019    687,762    904,920    866,670:    88,896    127,146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :    -4,925:   -11,392      3,497      4,647      2,036    -19,271     -4,709    -11,127:      -216      6,202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       16.1        1.9       56.5       69.2       91.1       87.2:       8.9       12.8
Old  :     100.0:      32.7       16.1        1.9       56.5       69.2       91.1       87.2:       8.9       12.8
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  :       225:        36         63         23         66        105        113        180:
Old  :       225:        36         63         23         66        105        113        180:
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  :                 37.5       23.4       49.7       30.7       37.4       22.7       48.3       29.6
Old  :                 37.5       23.4       49.7       30.7       37.4       22.7       48.3       29.6
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 27, 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  : 1,249,686:   132,258    203,479     41,130    825,444    645,614    998,832    890,223:   250,854    359,463
Old  : 1,249,686:   132,258    203,479     41,130    825,444    645,614    998,832    890,223:   250,854    359,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :   -27,250:   -38,239     -7,790     -9,133     16,710    -79,553    -30,662    -96,476:     3,412     69,226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       16.3        3.3       66.1       51.7       79.9       71.2:      20.1       28.8
Old  :     100.0:      10.6       16.3        3.3       66.1       51.7       79.9       71.2:      20.1       28.8
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  :       232:        35         50         30        101        100        150        166:
Old  :       232:        35         50         30        101        100        150        166:
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       16.1       32.3       23.8       20.3       11.6       26.6       16.4
Old  :                 24.4       16.1       32.3       23.8       20.3       11.6       26.6       16.4
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 27, 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  :   772,653:    93,705     69,935     16,163    485,925    478,013    595,793    564,111:   176,860    208,542
Old  :   772,653:    93,705     69,935     16,163    485,925    478,013    595,793    564,111:   176,860    208,542
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :     7,503:   -19,493     -2,461      3,347     30,247     -2,441     14,101     -1,555:    -6,598      9,058
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        9.1        2.1       62.9       61.9       77.1       73.0:      22.9       27.0
Old  :     100.0:      12.1        9.1        2.1       62.9       61.9       77.1       73.0:      22.9       27.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        20         18         17         61         80         89        107:
Old  :       138:        20         18         17         61         80         89        107:
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  :                 20.1       14.0       29.8       22.3       13.4       11.1       21.1       17.6
Old  :                 20.1       14.0       29.8       22.3       13.4       11.1       21.1       17.6
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 27, 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  :   508,207:   121,229     68,602     60,548    290,544    343,094    472,321    472,244:    35,886     35,963
Old  :   508,207:   121,229     68,602     60,548    290,544    343,094    472,321    472,244:    35,886     35,963
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :    30,432:    10,159     12,232      5,050     15,828     13,490     31,037     30,772:      -605       -340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       13.5       11.9       57.2       67.5       92.9       92.9:       7.1        7.1
Old  :     100.0:      23.9       13.5       11.9       57.2       67.5       92.9       92.9:       7.1        7.1
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  :       107:        32         15         37         46         49         89         94:
Old  :       107:        32         15         37         46         49         89         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       30.5       48.5       48.6       23.3       19.8       32.0       30.4
Old  :                 32.7       30.5       48.5       48.6       23.3       19.8       32.0       30.4
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 27, 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  :    14,294:     3,298      2,097          0      7,691      9,422     10,989     11,519:     3,305      2,775
Old  :    14,294:     3,298      2,097          0      7,691      9,422     10,989     11,519:     3,305      2,775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :       660:       579        535          0        250        120        829        655:      -169          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       14.7        0.0       53.8       65.9       76.9       80.6:      23.1       19.4
Old  :     100.0:      23.1       14.7        0.0       53.8       65.9       76.9       80.6:      23.1       19.4
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  :        24:         6          7          0          4          7         10         14:
Old  :        24:         6          7          0          4          7         10         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  :                 56.4       62.0       73.1       72.4       56.4       62.0       73.1       72.4
Old  :                 56.4       62.0       73.1       72.4       56.4       62.0       73.1       72.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, October 27, 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  :    62,700:    27,276     19,103        824     25,073     29,824     53,173     49,751:     9,527     12,949
Old  :    62,700:    27,276     19,103        824     25,073     29,824     53,173     49,751:     9,527     12,949
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :     1,354:      -614      4,723        285      3,692     -2,214      3,363      2,794:    -2,009     -1,440
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5       30.5        1.3       40.0       47.6       84.8       79.3:      15.2       20.7
Old  :     100.0:      43.5       30.5        1.3       40.0       47.6       84.8       79.3:      15.2       20.7
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  :        93:        32         17          5         25         23         57         45:
Old  :        93:        32         17          5         25         23         57         45:
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       32.3       33.8       48.0       21.5       29.7       33.8       45.5
Old  :                 21.5       32.3       33.8       48.0       21.5       29.7       33.8       45.5
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 27, 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  :    15,080:       603      2,207         95     14,187     12,574     14,885     14,876:       195        204
Old  :    15,080:       603      2,207         95     14,187     12,574     14,885     14,876:       195        204
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :      -712:      -205        547       -152       -322     -1,145       -679       -750:       -33         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       14.6        0.6       94.1       83.4       98.7       98.6:       1.3        1.4
Old  :     100.0:       4.0       14.6        0.6       94.1       83.4       98.7       98.6:       1.3        1.4
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  :        36:         4          8          1         13         14         18         22:
Old  :        36:         4          8          1         13         14         18         22:
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  :                 75.5       78.0       89.8       88.6       64.7       58.3       72.5       67.9
Old  :                 75.5       78.0       89.8       88.6       64.7       58.3       72.5       67.9
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 27, 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  :    38,780:     7,634        710        157     30,818     37,877     38,609     38,744:       171         36
Old  :    38,780:     7,634        710        157     30,818     37,877     38,609     38,744:       171         36
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2009                     :
     :     1,163:      -736        478        132      1,795        561      1,191      1,171:       -28         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7        1.8        0.4       79.5       97.7       99.6       99.9:       0.4        0.1
Old  :     100.0:      19.7        1.8        0.4       79.5       97.7       99.6       99.9:       0.4        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:         9          7          1         10         11         19         19:
Old  :        34:         9          7          1         10         11         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.9       93.6       94.0       98.2       63.9       80.2       80.0       84.0
Old  :                 77.9       93.6       94.0       98.2       63.9       80.2       80.0       84.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 30, 2009