WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, November 24, 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  :   350,292:    73,380     79,464     45,851    201,988    178,593    321,219    303,908:    29,073     46,384
Old  :   234,600:    63,550     74,757     17,644    133,078    112,689    214,272    205,090:    20,328     29,510
Other:   115,692:    25,722     20,599     12,315     68,910     65,904    106,947     98,818:     8,745     16,874
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :   -27,960:       819    -10,170    -13,602     -6,366      2,991    -19,149    -20,781:    -8,811     -7,179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       22.7       13.1       57.7       51.0       91.7       86.8:       8.3       13.2
Old  :     100.0:      27.1       31.9        7.5       56.7       48.0       91.3       87.4:       8.7       12.6
Other:     100.0:      22.2       17.8       10.6       59.6       57.0       92.4       85.4:       7.6       14.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       353:        86        136        107         66         95        240        272:
Old  :       333:        82        134         63         57         81        186        243:
Other:       196:        49         55         43         40         75        114        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  :                 24.9       23.1       41.4       30.8       23.9       20.7       40.0       27.9
Old  :                 32.7       23.3       46.7       32.0       32.7       23.0       46.7       31.3
Other:                 44.2       30.0       57.7       40.0       42.5       26.4       49.8       32.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, November 24, 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  :   987,182:   268,003     69,565    110,829    495,719    554,381    874,551    734,775:   112,631    252,407
Old  :   792,679:   207,913     69,838     83,371    401,193    445,625    692,477    598,834:   100,202    193,845
Other:   194,503:    76,620     16,257     10,928     94,526    108,756    182,074    135,941:    12,429     58,562
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :   -69,414:   -23,463    -29,204    -13,772    -19,157    -11,768    -56,392    -54,744:   -13,022    -14,670
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1        7.0       11.2       50.2       56.2       88.6       74.4:      11.4       25.6
Old  :     100.0:      26.2        8.8       10.5       50.6       56.2       87.4       75.5:      12.6       24.5
Other:     100.0:      39.4        8.4        5.6       48.6       55.9       93.6       69.9:       6.4       30.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       634:       152        116        168        192        270        455        502:
Old  :       617:       150        122        150        185        258        430        475:
Other:       366:        60         60         23         57        214        128        290:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.4       15.9       26.9       22.0       16.0       15.5       25.9       21.6
Old  :                 18.7       16.3       28.9       22.1       18.7       15.9       28.8       21.6
Other:                 35.2       17.6       50.6       24.8       34.9       16.7       50.3       23.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, November 24, 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  :    13,075:     2,750        106        797      7,019     11,000     10,566     11,903:     2,509      1,172
Old  :    12,181:     2,559        106        797      6,351     10,132      9,707     11,035:     2,474      1,146
Other:       894:       191          0          0        668        868        859        868:        35         26
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :    -1,157:       359        -33        -44       -668       -375       -353       -452:      -804       -705
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        0.8        6.1       53.7       84.1       80.8       91.0:      19.2        9.0
Old  :     100.0:      21.0        0.9        6.5       52.1       83.2       79.7       90.6:      20.3        9.4
Other:     100.0:      21.4        0.0        0.0       74.7       97.1       96.1       97.1:       3.9        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        13          1          7         14         11         33         19:
Old  :        37:        13          1          7         12         10         31         18:
Other:        12:         1          0          0          6          6          7          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 38.7       66.7       55.3       81.5       33.5       61.5       49.0       72.1
Old  :                 39.7       67.4       56.6       82.7       34.5       65.9       51.3       76.9
Other:                 94.5       94.0       96.1       97.1       94.5       93.1       95.2       96.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, November 24, 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  :   467,225:   141,666     30,256     66,223    204,176    284,111    412,065    380,590:    55,160     86,635
Old  :   408,765:   127,496     28,510     50,573    180,676    260,368    358,745    339,451:    50,020     69,314
Other:    58,460:    25,762     13,338      4,058     23,500     23,743     53,320     41,139:     5,140     17,321
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :    23,238:    12,544     -7,755      9,289      6,143     24,750     27,976     26,284:    -4,738     -3,046
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        6.5       14.2       43.7       60.8       88.2       81.5:      11.8       18.5
Old  :     100.0:      31.2        7.0       12.4       44.2       63.7       87.8       83.0:      12.2       17.0
Other:     100.0:      44.1       22.8        6.9       40.2       40.6       91.2       70.4:       8.8       29.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       439:       167         81        113        103        158        334        306:
Old  :       433:       165         86         99         99        153        321        291:
Other:       218:        38         53         12         33        109         75        171:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.5       26.3       25.8       35.4       14.5       23.3       23.5       31.5
Old  :                 16.8       28.9       27.4       38.9       16.7       25.8       26.2       35.1
Other:                 43.6       25.0       60.7       35.5       42.9       23.6       56.0       29.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    17,546:    13,735      2,310        424          0      1,913     14,159      4,647:     3,387     12,899
Old  :    12,665:     9,291      2,440        269          0      1,112      9,560      3,821:     3,105      8,844
Other:     4,881:     4,589         15         10          0        801      4,599        826:       282      4,055
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :     2,915:     2,243        665        141          0        312      2,384      1,118:       531      1,797
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.3       13.2        2.4        0.0       10.9       80.7       26.5:      19.3       73.5
Old  :     100.0:      73.4       19.3        2.1        0.0        8.8       75.5       30.2:      24.5       69.8
Other:     100.0:      94.0        0.3        0.2        0.0       16.4       94.2       16.9:       5.8       83.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        15          6         10          0          5         16         20:
Old  :        26:        15          6          9          0          5         15         20:
Other:        19:        13          1          4          0          5         13         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.2       14.1       68.3       21.6       47.9       13.3       66.9       20.8
Old  :                 45.4       17.5       65.7       25.0       43.6       17.5       63.7       25.0
Other:                 59.2       15.8       83.2       16.9       59.1       15.8       83.1       16.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, November 24, 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  :   255,814:    61,531     23,325     54,343    106,608    158,216    222,482    235,884:    33,332     19,930
Old  :   241,717:    60,950     26,409     46,794    102,063    149,402    209,807    222,605:    31,910     19,112
Other:    14,097:     5,915      2,250      2,215      4,545      8,814     12,675     13,279:     1,422        818
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :    -3,851:       434     -4,098      5,119        480      1,349      6,033      2,370:    -9,884     -6,221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        9.1       21.2       41.7       61.8       87.0       92.2:      13.0        7.8
Old  :     100.0:      25.2       10.9       19.4       42.2       61.8       86.8       92.1:      13.2        7.9
Other:     100.0:      42.0       16.0       15.7       32.2       62.5       89.9       94.2:      10.1        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:        78         43         86         57         62        200        166:
Old  :       239:        78         50         85         56         60        198        163:
Other:        46:        11          7          5         18         17         30         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       24.2       27.9       35.5       15.2       22.0       21.9       32.5
Old  :                 18.5       24.6       28.2       35.5       16.4       23.2       24.1       33.9
Other:                 58.3       53.0       81.4       76.1       54.9       40.6       67.4       61.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, November 24, 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  :   806,968:    69,412    175,893     17,640    579,790    476,904    666,842    670,437:   140,126    136,531
Old  :   806,968:    69,412    175,893     17,640    579,790    476,904    666,842    670,437:   140,126    136,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :    21,150:     6,230     -6,507      9,533     -4,895     12,205     10,868     15,231:    10,282      5,919
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       21.8        2.2       71.8       59.1       82.6       83.1:      17.4       16.9
Old  :     100.0:       8.6       21.8        2.2       71.8       59.1       82.6       83.1:      17.4       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        29         29         17         78         78        114        117:
Old  :       158:        29         29         17         78         78        114        117:
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  :                 17.7       24.5       29.7       32.6       15.7       23.5       25.6       30.4
Old  :                 17.7       24.5       29.7       32.6       15.7       23.5       25.6       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     5,859:        74        111        201      5,377      5,331      5,652      5,643:       207        216
Old  :     5,859:        74        111        201      5,377      5,331      5,652      5,643:       207        216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :        22:       -72       -165       -185        301        345         44         -5:       -22         27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        1.9        3.4       91.8       91.0       96.5       96.3:       3.5        3.7
Old  :     100.0:       1.3        1.9        3.4       91.8       91.0       96.5       96.3:       3.5        3.7
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  :        21:         1          2          2         15         17         17         20:
Old  :        21:         1          2          2         15         17         17         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.5       69.2       85.4       82.0       32.8       33.0       37.6       37.4
Old  :                 73.5       69.2       85.4       82.0       32.8       33.0       37.6       37.4
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, November 24, 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  :   171,561:    52,154     15,615     17,143     68,428    118,482    137,725    151,240:    33,836     20,321
Old  :   159,144:    51,677     13,803     13,728     61,273    112,128    126,678    139,659:    32,466     19,485
Other:    12,417:     2,610      3,945      1,282      7,155      6,354     11,047     11,581:     1,370        836
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :     8,646:     4,785     -2,289      2,161        547      9,682      7,493      9,554:     1,153       -908
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        9.1       10.0       39.9       69.1       80.3       88.2:      19.7       11.8
Old  :     100.0:      32.5        8.7        8.6       38.5       70.5       79.6       87.8:      20.4       12.2
Other:     100.0:      21.0       31.8       10.3       57.6       51.2       89.0       93.3:      11.0        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        58         28         37         54         47        139         98:
Old  :       161:        61         29         36         54         47        138         97:
Other:        46:         7         10          6         25         10         36         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.2       41.2       24.9       53.4       14.9       34.1       21.2       43.9
Old  :                 15.2       41.4       24.4       53.9       14.2       34.8       21.0       44.6
Other:                 49.0       53.0       62.2       79.7       49.0       49.0       61.7       70.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, November 24, 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  :    15,426:     6,073        434        514      4,559     13,521     11,146     14,469:     4,280        957
Old  :    14,706:     5,874        433        494      4,248     12,915     10,616     13,842:     4,090        864
Other:       720:       200          2         19        311        606        530        627:       190         93
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :       699:       656        -65         81       -324        733        413        749:       286        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.4        2.8        3.3       29.6       87.7       72.3       93.8:      27.7        6.2
Old  :     100.0:      39.9        2.9        3.4       28.9       87.8       72.2       94.1:      27.8        5.9
Other:     100.0:      27.8        0.3        2.6       43.2       84.2       73.6       87.1:      26.4       12.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        33          3          8         20         20         58         30:
Old  :        74:        33          4          8         19         17         57         27:
Other:        18:         4          1          2          4         10          9         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       65.0       36.9       80.2       26.0       64.9       36.9       80.1
Old  :                 24.3       66.2       35.7       80.7       24.3       66.2       35.7       80.7
Other:                 68.8       69.2       73.5       83.9       68.8       69.2       70.6       82.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, November 24, 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  : 1,085,681:   389,638    175,006     22,195    572,827    734,445    984,660    931,646:   101,021    154,035
Old  : 1,085,681:   389,638    175,006     22,195    572,827    734,445    984,660    931,646:   101,021    154,035
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :   -10,202:    -2,895       -951      9,151    -13,858    -32,616     -7,602    -24,416:    -2,600     14,214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       16.1        2.0       52.8       67.6       90.7       85.8:       9.3       14.2
Old  :     100.0:      35.9       16.1        2.0       52.8       67.6       90.7       85.8:       9.3       14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:        42         59         26         78        121        132        194:
Old  :       240:        42         59         26         78        121        132        194:
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  :                 35.0       22.5       45.9       28.4       34.8       19.9       45.1       25.2
Old  :                 35.0       22.5       45.9       28.4       34.8       19.9       45.1       25.2
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, November 24, 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  : 1,359,137:   190,719    260,911     38,468    842,715    769,195  1,071,902  1,068,574:   287,235    290,563
Old  : 1,359,137:   190,719    260,911     38,468    842,715    769,195  1,071,902  1,068,574:   287,235    290,563
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :       457:    14,968    -11,563    -16,695     -5,096     25,767     -6,823     -2,491:     7,280      2,948
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       19.2        2.8       62.0       56.6       78.9       78.6:      21.1       21.4
Old  :     100.0:      14.0       19.2        2.8       62.0       56.6       78.9       78.6:      21.1       21.4
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  :       218:        39         42         30        102        105        153        165:
Old  :       218:        39         42         30        102        105        153        165:
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  :                 24.2       19.4       32.1       30.0       20.3       16.7       26.6       24.0
Old  :                 24.2       19.4       32.1       30.0       20.3       16.7       26.6       24.0
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, November 24, 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  :   862,885:   139,942     81,190     16,235    496,412    542,712    652,589    640,137:   210,296    222,748
Old  :   862,885:   139,942     81,190     16,235    496,412    542,712    652,589    640,137:   210,296    222,748
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :    -4,799:   -24,105      6,423      2,767      1,622    -27,873    -19,716    -18,683:    14,917     13,884
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        9.4        1.9       57.5       62.9       75.6       74.2:      24.4       25.8
Old  :     100.0:      16.2        9.4        1.9       57.5       62.9       75.6       74.2:      24.4       25.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        22         18         18         68         78         98        106:
Old  :       141:        22         18         18         68         78         98        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  :                 20.3       14.8       29.6       23.6       12.8       12.1       21.0       19.4
Old  :                 20.3       14.8       29.6       23.6       12.8       12.1       21.0       19.4
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, November 24, 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  :   545,987:    86,394     51,966     64,122    360,521    391,115    511,037    507,203:    34,950     38,784
Old  :   545,987:    86,394     51,966     64,122    360,521    391,115    511,037    507,203:    34,950     38,784
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :     6,089:   -10,040     -4,720     -2,406     16,891     13,384      4,445      6,258:     1,644       -169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        9.5       11.7       66.0       71.6       93.6       92.9:       6.4        7.1
Old  :     100.0:      15.8        9.5       11.7       66.0       71.6       93.6       92.9:       6.4        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  :       112:        23         27         36         43         53         85        103:
Old  :       112:        23         27         36         43         53         85        103:
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  :                 37.6       32.6       52.9       44.9       22.6       16.6       30.6       23.1
Old  :                 37.6       32.6       52.9       44.9       22.6       16.6       30.6       23.1
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, November 24, 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  :    16,701:     3,766      2,617          2      8,691     10,706     12,459     13,325:     4,242      3,376
Old  :    16,701:     3,766      2,617          2      8,691     10,706     12,459     13,325:     4,242      3,376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :       534:       457         -6         -5          0        407        452        396:        82        138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       15.7        0.0       52.0       64.1       74.6       79.8:      25.4       20.2
Old  :     100.0:      22.5       15.7        0.0       52.0       64.1       74.6       79.8:      25.4       20.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         5          6          1          4          8         10         14:
Old  :        23:         5          6          1          4          8         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  :                 59.7       53.1       73.0       68.9       59.7       53.1       73.0       68.9
Old  :                 59.7       53.1       73.0       68.9       59.7       53.1       73.0       68.9
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, November 24, 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  :    65,470:    34,869     12,684        403     20,050     36,983     55,322     50,070:    10,148     15,400
Old  :    65,470:    34,869     12,684        403     20,050     36,983     55,322     50,070:    10,148     15,400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :    -4,410:       775       -608       -523     -2,175       -490     -1,923     -1,621:    -2,487     -2,789
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.3       19.4        0.6       30.6       56.5       84.5       76.5:      15.5       23.5
Old  :     100.0:      53.3       19.4        0.6       30.6       56.5       84.5       76.5:      15.5       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  :        99:        40         16          7         23         26         65         47:
Old  :        99:        40         16          7         23         26         65         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       31.9       31.2       46.9       18.5       30.4       30.9       45.2
Old  :                 18.5       31.9       31.2       46.9       18.5       30.4       30.9       45.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    12,262:     9,139      9,425          0      1,959      2,829     11,098     12,254:     1,164          8
Old  :    12,262:     9,139      9,425          0      1,959      2,829     11,098     12,254:     1,164          8
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :       779:       491        274          0        222        611        713        885:        66       -106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.5       76.9        0.0       16.0       23.1       90.5       99.9:       9.5        0.1
Old  :     100.0:      74.5       76.9        0.0       16.0       23.1       90.5       99.9:       9.5        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  :        21:        10          6          0          2          3         12          9:
Old  :        21:        10          6          0          2          3         12          9:
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  :                 78.2       93.9       88.1       99.5       78.2       93.9       88.1       99.5
Old  :                 78.2       93.9       88.1       99.5       78.2       93.9       88.1       99.5
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, November 24, 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  :    16,788:       530      3,955         99     15,847     12,551     16,476     16,605:       312        183
Old  :    16,788:       530      3,955         99     15,847     12,551     16,476     16,605:       312        183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :       185:        11        348         -2         62       -189         71        157:       114         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       23.6        0.6       94.4       74.8       98.1       98.9:       1.9        1.1
Old  :     100.0:       3.2       23.6        0.6       94.4       74.8       98.1       98.9:       1.9        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  :        38:         4          8          1         15         15         20         23:
Old  :        38:         4          8          1         15         15         20         23:
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  :                 68.4       80.4       88.3       89.7       66.4       69.6       80.2       78.4
Old  :                 68.4       80.4       88.3       89.7       66.4       69.6       80.2       78.4
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, November 24, 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  :    38,720:     6,508        864         22     31,667     37,453     38,197     38,339:       523        381
Old  :    38,720:     6,508        864         22     31,667     37,453     38,197     38,339:       523        381
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :     2,505:    -1,002        184          0      3,177      2,022      2,175      2,206:       330        299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8        2.2        0.1       81.8       96.7       98.6       99.0:       1.4        1.0
Old  :     100.0:      16.8        2.2        0.1       81.8       96.7       98.6       99.0:       1.4        1.0
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  :        33:         8          8          1          9         10         17         19:
Old  :        33:         8          8          1          9         10         17         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  :                 78.9       94.0       95.1       97.2       78.4       92.8       94.6       96.0
Old  :                 78.9       94.0       95.1       97.2       78.4       92.8       94.6       96.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 30, 2009