WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, December 8, 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  :   345,217:    73,174     74,141     44,697    198,146    178,681    316,017    297,519:    29,200     47,698
Old  :   221,284:    62,090     70,617     13,804    127,106    108,400    203,000    192,821:    18,284     28,463
Other:   123,933:    29,078     21,518     12,899     71,040     70,281    113,017    104,698:    10,916     19,235
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :    -5,758:    -1,905     -2,631       -993     -2,478     -4,592     -5,376     -8,216:      -382      2,458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       21.5       12.9       57.4       51.8       91.5       86.2:       8.5       13.8
Old  :     100.0:      28.1       31.9        6.2       57.4       49.0       91.7       87.1:       8.3       12.9
Other:     100.0:      23.5       17.4       10.4       57.3       56.7       91.2       84.5:       8.8       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       346:        95        134         87         62         94        226        254:
Old  :       321:        87        130         45         45         81        164        224:
Other:       196:        51         54         39         40         79        112        153:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.4       24.0       42.3       32.0       24.7       21.3       41.3       29.0
Old  :                 34.5       24.7       49.4       33.7       34.5       24.7       49.4       33.2
Other:                 41.8       30.3       55.2       40.9       40.1       25.9       48.1       32.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, December 8, 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  :   969,018:   280,424     85,658     95,082    492,893    552,876    868,399    733,616:   100,619    235,402
Old  :   759,107:   220,894     94,157     58,046    393,343    433,563    672,283    585,766:    86,824    173,341
Other:   209,911:    84,410     16,381     12,156     99,550    119,313    196,116    147,850:    13,795     62,061
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :    -7,183:   -14,508     20,682       -684     12,582    -18,628     -2,610      1,370:    -4,573     -8,553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9        8.8        9.8       50.9       57.1       89.6       75.7:      10.4       24.3
Old  :     100.0:      29.1       12.4        7.6       51.8       57.1       88.6       77.2:      11.4       22.8
Other:     100.0:      40.2        7.8        5.8       47.4       56.8       93.4       70.4:       6.6       29.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       650:       165        130        162        158        274        420        504:
Old  :       635:       158        142        135        150        260        390        472:
Other:       401:        76         63         28         59        229        151        309:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       15.7       27.5       21.8       16.1       15.3       26.4       21.5
Old  :                 19.5       16.2       30.4       22.4       19.4       15.8       30.2       22.0
Other:                 32.6       17.0       46.8       24.0       32.4       15.7       46.3       22.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, December 8, 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  :    12,093:     2,362        406        142      6,701      9,648      9,205     10,196:     2,888      1,897
Old  :    11,000:     2,230        406         89      5,826      8,750      8,145      9,245:     2,855      1,755
Other:     1,093:       132          0         53        875        898      1,060        951:        33        142
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :       244:      -457        406       -470        825       -600       -102       -664:       346        908
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5        3.4        1.2       55.4       79.8       76.1       84.3:      23.9       15.7
Old  :     100.0:      20.3        3.7        0.8       53.0       79.5       74.0       84.0:      26.0       16.0
Other:     100.0:      12.1        0.0        4.8       80.1       82.2       97.0       87.0:       3.0       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         9          3          1         12          9         21         13:
Old  :        29:         9          3          1         11          8         20         12:
Other:        13:         2          0          1          6          6          8          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 39.9       68.0       58.4       80.0       38.1       60.8       52.8       69.7
Old  :                 41.8       70.1       58.0       82.2       41.0       66.3       57.1       78.3
Other:                 95.6       78.1       97.0       87.0       90.8       77.4       91.4       81.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, December 8, 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  :   482,172:   151,235     34,318     62,372    210,643    294,042    424,250    390,732:    57,922     91,440
Old  :   411,252:   131,453     32,740     44,676    183,253    264,329    359,382    341,745:    51,870     69,507
Other:    70,920:    31,530     13,326      5,948     27,390     29,713     64,868     48,987:     6,052     21,933
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :     3,186:     5,503      4,878     -2,299        103     -4,681      3,307     -2,102:      -121      5,288
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4        7.1       12.9       43.7       61.0       88.0       81.0:      12.0       19.0
Old  :     100.0:      32.0        8.0       10.9       44.6       64.3       87.4       83.1:      12.6       16.9
Other:     100.0:      44.5       18.8        8.4       38.6       41.9       91.5       69.1:       8.5       30.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       463:       170         89        122        100        166        347        325:
Old  :       458:       173         88        107         97        159        333        310:
Other:       235:        39         58         14         32        119         79        186:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       24.2       24.5       33.5       14.0       22.0       22.6       30.0
Old  :                 16.7       26.8       26.5       36.9       16.5       24.3       25.5       33.9
Other:                 42.0       21.1       58.1       30.3       42.0       19.3       55.3       26.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, December 8, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    18,876:    15,634      2,475        485          0      2,037     16,119      4,997:     2,757     13,879
Old  :    12,601:     9,703      2,620        292          0      1,118      9,995      4,030:     2,606      8,571
Other:     6,275:     6,116         40          8          0        919      6,124        967:       151      5,308
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :      -513:      -120        490          1          0       -179       -119        312:      -394       -825
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.8       13.1        2.6        0.0       10.8       85.4       26.5:      14.6       73.5
Old  :     100.0:      77.0       20.8        2.3        0.0        8.9       79.3       32.0:      20.7       68.0
Other:     100.0:      97.5        0.6        0.1        0.0       14.6       97.6       15.4:       2.4       84.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        17          5         12          0          5         18         21:
Old  :        27:        17          5         11          0          5         17         21:
Other:        21:        15          1          3          0          5         15          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  :                 49.0       16.2       67.2       22.7       47.9       15.2       65.9       21.7
Old  :                 47.7       21.8       65.3       29.1       46.2       21.8       63.6       29.1
Other:                 57.2       14.0       81.5       15.4       57.1       14.0       81.4       15.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, December 8, 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  :   235,580:    61,008     22,061     39,838     98,509    153,538    199,355    215,437:    36,225     20,143
Old  :   221,292:    60,590     25,540     32,404     93,845    143,992    186,839    201,936:    34,453     19,356
Other:    14,288:     6,719      2,822      1,133      4,664      9,546     12,516     13,501:     1,772        787
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :   -22,866:    -1,447     -1,450    -10,283    -11,666    -10,329    -23,396    -22,062:       530       -804
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9        9.4       16.9       41.8       65.2       84.6       91.4:      15.4        8.6
Old  :     100.0:      27.4       11.5       14.6       42.4       65.1       84.4       91.3:      15.6        8.7
Other:     100.0:      47.0       19.8        7.9       32.6       66.8       87.6       94.5:      12.4        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        75         47         62         53         54        174        136:
Old  :       214:        76         51         60         53         52        173        133:
Other:        45:        10          9          6         16         17         27         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       27.0       27.6       38.7       16.2       24.9       22.9       36.3
Old  :                 19.2       26.7       28.7       38.6       17.3       25.7       24.9       37.4
Other:                 62.7       47.4       80.8       73.2       61.1       46.0       73.8       69.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, December 8, 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  :   728,573:    60,161    145,739     13,057    522,207    448,759    595,425    607,555:   133,148    121,018
Old  :   728,573:    60,161    145,739     13,057    522,207    448,759    595,425    607,555:   133,148    121,018
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :   -83,378:   -23,083    -14,999     -6,361    -44,975    -53,098    -74,419    -74,458:    -8,959     -8,920
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       20.0        1.8       71.7       61.6       81.7       83.4:      18.3       16.6
Old  :     100.0:       8.3       20.0        1.8       71.7       61.6       81.7       83.4:      18.3       16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        24         34         11         76         76        108        113:
Old  :       160:        24         34         11         76         76        108        113:
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  :                 17.5       24.7       29.0       33.4       15.1       22.4       25.7       30.4
Old  :                 17.5       24.7       29.0       33.4       15.1       22.4       25.7       30.4
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, December 8, 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  :   162,553:    55,155     22,119     11,724     61,494    109,332    128,373    143,175:    34,180     19,378
Old  :   148,646:    53,899     19,459      8,755     53,792    102,281    116,446    130,495:    32,200     18,151
Other:    13,907:     2,924      4,328      1,301      7,702      7,051     11,927     12,680:     1,980      1,227
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :    -4,115:    -1,229      3,410     -2,311        495     -4,691     -3,045     -3,592:    -1,070       -523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       13.6        7.2       37.8       67.3       79.0       88.1:      21.0       11.9
Old  :     100.0:      36.3       13.1        5.9       36.2       68.8       78.3       87.8:      21.7       12.2
Other:     100.0:      21.0       31.1        9.4       55.4       50.7       85.8       91.2:      14.2        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        59         35         32         51         47        131         98:
Old  :       160:        60         37         31         51         47        130         98:
Other:        45:         6         11          4         22         11         31         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  :                 16.6       41.0       24.5       52.9       16.0       36.6       23.4       46.6
Old  :                 15.8       41.3       24.4       53.5       15.5       38.0       23.3       48.0
Other:                 48.0       50.5       61.0       77.5       48.0       46.7       60.6       68.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, December 8, 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  :    16,749:     6,521        218        516      4,670     14,820     11,707     15,554:     5,042      1,195
Old  :    15,838:     6,321        217        480      4,252     14,078     11,053     14,775:     4,785      1,063
Other:       911:       200          1         36        418        742        654        779:       257        132
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :       -37:       -82        -67       -315         49        275       -348       -107:       311         70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9        1.3        3.1       27.9       88.5       69.9       92.9:      30.1        7.1
Old  :     100.0:      39.9        1.4        3.0       26.8       88.9       69.8       93.3:      30.2        6.7
Other:     100.0:      22.0        0.1        4.0       45.9       81.4       71.8       85.5:      28.2       14.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        33          3          6         25         20         61         28:
Old  :        74:        33          3          6         23         17         59         25:
Other:        19:         3          1          1          5         10          9         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       67.4       33.9       80.8       23.9       67.2       33.8       80.6
Old  :                 22.5       69.3       33.1       81.8       22.5       69.3       33.0       81.8
Other:                 61.9       61.7       71.7       82.5       61.9       61.7       67.8       80.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, December 8, 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  :   939,952:   371,694    166,803     15,339    470,083    638,332    857,116    820,474:    82,836    119,478
Old  :   939,952:   371,694    166,803     15,339    470,083    638,332    857,116    820,474:    82,836    119,478
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :   -49,123:     8,129     17,118    -20,687    -32,914    -41,442    -45,472    -45,011:    -3,651     -4,112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.5       17.7        1.6       50.0       67.9       91.2       87.3:       8.8       12.7
Old  :     100.0:      39.5       17.7        1.6       50.0       67.9       91.2       87.3:       8.8       12.7
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  :       233:        37         61         23         74        112        124        183:
Old  :       233:        37         61         23         74        112        124        183:
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  :                 39.7       22.1       51.2       28.2       38.8       21.0       49.9       26.9
Old  :                 39.7       22.1       51.2       28.2       38.8       21.0       49.9       26.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, December 8, 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  : 1,229,982:   194,890    203,561     34,300    727,739    700,573    956,929    938,434:   273,053    291,548
Old  : 1,229,982:   194,890    203,561     34,300    727,739    700,573    956,929    938,434:   273,053    291,548
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :  -128,569:    -7,008     -7,649    -32,447    -67,002    -78,803   -106,457   -118,899:   -22,112     -9,670
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       16.5        2.8       59.2       57.0       77.8       76.3:      22.2       23.7
Old  :     100.0:      15.8       16.5        2.8       59.2       57.0       77.8       76.3:      22.2       23.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       218:        37         41         25         98        103        146        158:
Old  :       218:        37         41         25         98        103        146        158:
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  :                 22.3       21.0       30.9       32.5       18.1       17.7       25.0       24.6
Old  :                 22.3       21.0       30.9       32.5       18.1       17.7       25.0       24.6
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, December 8, 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  :   856,245:   137,493     99,367     27,414    481,277    515,830    646,184    642,611:   210,061    213,634
Old  :   856,245:   137,493     99,367     27,414    481,277    515,830    646,184    642,611:   210,061    213,634
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :   -48,939:    19,724      5,745    -23,600    -33,110    -10,992    -36,986    -28,847:   -11,953    -20,092
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       11.6        3.2       56.2       60.2       75.5       75.0:      24.5       25.0
Old  :     100.0:      16.1       11.6        3.2       56.2       60.2       75.5       75.0:      24.5       25.0
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  :       144:        19         26         11         68         80         94        110:
Old  :       144:        19         26         11         68         80         94        110:
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  :                 17.8       15.5       27.9       24.8       12.1       11.0       19.6       18.4
Old  :                 17.8       15.5       27.9       24.8       12.1       11.0       19.6       18.4
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, December 8, 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  :   497,967:    66,364     53,946     63,054    335,995    345,620    465,413    462,620:    32,554     35,347
Old  :   497,967:    66,364     53,946     63,054    335,995    345,620    465,413    462,620:    32,554     35,347
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :   -58,687:   -17,337      2,654        977    -29,811    -53,947    -46,171    -50,316:   -12,516     -8,371
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       10.8       12.7       67.5       69.4       93.5       92.9:       6.5        7.1
Old  :     100.0:      13.3       10.8       12.7       67.5       69.4       93.5       92.9:       6.5        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  :       109:        19         27         34         41         54         78        103:
Old  :       109:        19         27         34         41         54         78        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  :                 39.6       32.9       54.5       43.0       26.4       16.2       33.0       23.5
Old  :                 39.6       32.9       54.5       43.0       26.4       16.2       33.0       23.5
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, December 8, 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  :    15,660:     3,485      2,873         14      8,691      9,206     12,190     12,093:     3,470      3,567
Old  :    15,660:     3,485      2,873         14      8,691      9,206     12,190     12,093:     3,470      3,567
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :        63:       -26         19         10          0         -2        -16         27:        79         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       18.3        0.1       55.5       58.8       77.8       77.2:      22.2       22.8
Old  :     100.0:      22.3       18.3        0.1       55.5       58.8       77.8       77.2:      22.2       22.8
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  :        23:         4          7          1          4          8          8         16:
Old  :        23:         4          7          1          4          8          8         16:
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  :                 63.5       48.0       77.8       64.1       63.5       48.0       77.8       64.1
Old  :                 63.5       48.0       77.8       64.1       63.5       48.0       77.8       64.1
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, December 8, 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  :    66,895:    32,327     15,481        566     23,011     40,230     55,904     56,277:    10,991     10,618
Old  :    66,895:    32,327     15,481        566     23,011     40,230     55,904     56,277:    10,991     10,618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :    -1,915:    -6,068      1,393        191      4,714     -2,942     -1,163     -1,358:      -752       -557
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.3       23.1        0.8       34.4       60.1       83.6       84.1:      16.4       15.9
Old  :     100.0:      48.3       23.1        0.8       34.4       60.1       83.6       84.1:      16.4       15.9
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  :       102:        34         21          6         30         27         67         51:
Old  :       102:        34         21          6         30         27         67         51:
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       33.8       31.5       49.6       18.5       32.2       31.5       47.9
Old  :                 18.5       33.8       31.5       49.6       18.5       32.2       31.5       47.9
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, December 8, 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  :    12,434:     9,605      9,537          0      1,658      2,893     11,263     12,430:     1,171          4
Old  :    12,434:     9,605      9,537          0      1,658      2,893     11,263     12,430:     1,171          4
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :       -22:       282         14          0       -324        -40        -42        -26:        20          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.2       76.7        0.0       13.3       23.3       90.6      100.0:       9.4        0.0
Old  :     100.0:      77.2       76.7        0.0       13.3       23.3       90.6      100.0:       9.4        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        12          6          0          1          3         13          9:
Old  :        22:        12          6          0          1          3         13          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  :                 77.2       93.7       87.8       99.5       77.2       93.7       87.8       99.5
Old  :                 77.2       93.7       87.8       99.5       77.2       93.7       87.8       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, December 8, 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  :    16,639:       720      3,834         95     15,600     12,584     16,415     16,513:       224        126
Old  :    16,639:       720      3,834         95     15,600     12,584     16,415     16,513:       224        126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :       625:       135        164          0        472        481        607        645:        18        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       23.0        0.6       93.8       75.6       98.7       99.2:       1.3        0.8
Old  :     100.0:       4.3       23.0        0.6       93.8       75.6       98.7       99.2:       1.3        0.8
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  :        38:         3         11          1         15         14         19         25:
Old  :        38:         3         11          1         15         14         19         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.9       77.1       90.2       87.9       64.4       65.6       75.0       73.4
Old  :                 67.9       77.1       90.2       87.9       64.4       65.6       75.0       73.4
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, December 8, 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  :    38,228:     3,924        819        270     33,567     36,839     37,761     37,928:       467        300
Old  :    38,228:     3,924        819        270     33,567     36,839     37,761     37,928:       467        300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2009                     :
     :       373:    -1,787        568        182      1,998       -339        393        411:       -20        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        2.1        0.7       87.8       96.4       98.8       99.2:       1.2        0.8
Old  :     100.0:      10.3        2.1        0.7       87.8       96.4       98.8       99.2:       1.2        0.8
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  :        31:         9          5          2         10         10         19         17:
Old  :        31:         9          5          2         10         10         19         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.5       92.7       95.4       97.3       82.2       92.1       93.7       96.1
Old  :                 83.5       92.7       95.4       97.3       82.2       92.1       93.7       96.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 11, 2009