WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   359,029:    68,953     93,749     51,851    212,188    166,293    332,992    311,893:    26,037     47,136
Old  :   226,593:    58,180     92,526     15,811    135,834     88,606    209,825    196,943:    16,768     29,650
Other:   132,436:    31,960     22,410     14,853     76,354     77,687    123,167    114,950:     9,269     17,486
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :     3,307:    -3,633     14,051      3,212      6,904    -10,951      6,483      6,312:    -3,176     -3,005
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       26.1       14.4       59.1       46.3       92.7       86.9:       7.3       13.1
Old  :     100.0:      25.7       40.8        7.0       59.9       39.1       92.6       86.9:       7.4       13.1
Other:     100.0:      24.1       16.9       11.2       57.7       58.7       93.0       86.8:       7.0       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       353:        93        136         95         68         94        229        271:
Old  :       333:        86        137         47         52         79        169        235:
Other:       206:        51         59         43         43         81        117        164:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.3       18.8       42.2       26.3       23.4       16.9       39.5       23.6
Old  :                 34.4       17.7       49.2       26.0       34.4       17.7       49.2       25.7
Other:                 39.4       28.2       53.1       38.8       36.2       24.4       45.1       30.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   963,483:   284,250     69,408     83,057    500,549    580,849    867,856    733,314:    95,627    230,169
Old  :   737,725:   222,099     81,122     41,955    393,334    449,475    657,388    572,552:    80,337    165,173
Other:   225,758:    90,369     16,504     12,884    107,215    131,374    210,468    160,762:    15,290     64,996
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :     9,475:      -980     -2,861        892      9,749     12,256      9,661     10,287:      -186       -812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5        7.2        8.6       52.0       60.3       90.1       76.1:       9.9       23.9
Old  :     100.0:      30.1       11.0        5.7       53.3       60.9       89.1       77.6:      10.9       22.4
Other:     100.0:      40.0        7.3        5.7       47.5       58.2       93.2       71.2:       6.8       28.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       620:       159        116        140        170        274        402        480:
Old  :       605:       148        129        115        159        258        371        447:
Other:       399:        81         58         30         56        230        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  :                 16.3       16.7       27.2       22.5       15.6       16.4       25.6       22.1
Old  :                 19.3       17.2       30.4       23.0       19.2       16.9       30.1       22.5
Other:                 31.0       18.1       45.7       26.0       30.8       17.0       45.1       24.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    11,985:     2,489      1,141        211      7,285      9,444      9,985     10,796:     2,000      1,189
Old  :    10,348:     2,438      1,141         71      5,872      8,040      8,381      9,252:     1,967      1,096
Other:     1,637:       111         60         80      1,413      1,404      1,604      1,544:        33         93
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :      -101:       204        271        -15        -60       -303        129        -47:      -230        -54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        9.5        1.8       60.8       78.8       83.3       90.1:      16.7        9.9
Old  :     100.0:      23.6       11.0        0.7       56.7       77.7       81.0       89.4:      19.0       10.6
Other:     100.0:       6.8        3.7        4.9       86.3       85.8       98.0       94.3:       2.0        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        10          6          2         12         11         23         19:
Old  :        35:        11          6          1         11          9         22         16:
Other:        15:         2          1          1          6          8          8         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  :                 39.5       65.8       61.2       79.3       36.3       57.6       52.1       67.4
Old  :                 42.1       67.8       60.6       82.3       41.4       62.3       59.9       76.8
Other:                 96.8       71.4       98.0       91.6       87.3       71.4       87.9       84.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   457,655:   126,422     35,303     67,980    214,761    264,433    409,163    367,716:    48,492     89,939
Old  :   383,993:   108,293     33,412     51,469    182,490    233,294    342,252    318,175:    41,741     65,818
Other:    73,662:    31,135     14,897      3,505     32,271     31,139     66,911     49,541:     6,751     24,121
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :   -29,583:   -27,778        570      4,879        305    -31,520    -22,594    -26,071:    -6,989     -3,512
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        7.7       14.9       46.9       57.8       89.4       80.3:      10.6       19.7
Old  :     100.0:      28.2        8.7       13.4       47.5       60.8       89.1       82.9:      10.9       17.1
Other:     100.0:      42.3       20.2        4.8       43.8       42.3       90.8       67.3:       9.2       32.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       434:       150         85        130        106        157        334        324:
Old  :       430:       153         90        114        104        149        320        308:
Other:       231:        39         62         12         36        111         82        180:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3       21.1       25.6       30.1       14.2       19.6       23.3       25.8
Old  :                 17.8       23.8       28.7       33.1       17.7       21.7       27.8       29.0
Other:                 41.6       18.9       56.4       27.7       41.6       18.7       56.4       27.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    14,388:    11,579      1,525        341          0      1,300     11,920      3,166:     2,468     11,222
Old  :     7,715:     5,309      1,670        174          0        368      5,483      2,212:     2,232      5,503
Other:     6,673:     6,420          5         17          0        932      6,437        954:       236      5,719
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :    -2,762:    -2,052       -880          7          0       -854     -2,045     -1,727:      -717     -1,035
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.5       10.6        2.4        0.0        9.0       82.8       22.0:      17.2       78.0
Old  :     100.0:      68.8       21.6        2.3        0.0        4.8       71.1       28.7:      28.9       71.3
Other:     100.0:      96.2        0.1        0.3        0.0       14.0       96.5       14.3:       3.5       85.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        15          3         10          0          4         16         16:
Old  :        21:        13          3          7          0          4         14         14:
Other:        18:        13          1          4          0          4         14          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 46.4       15.9       65.2       21.4       45.7       14.9       64.0       19.6
Old  :                 44.4       23.8       60.7       27.8       43.1       23.8       59.2       26.4
Other:                 57.3       14.0       82.0       14.3       57.2       14.0       82.0       14.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   218,115:    44,122     20,579     44,008    102,083    133,378    190,213    197,965:    27,902     20,150
Old  :   201,817:    41,379     24,588     35,550     98,732    122,317    175,661    182,455:    26,156     19,362
Other:    16,298:     9,879      3,127      1,322      3,351     11,061     14,552     15,510:     1,746        788
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :   -11,722:   -13,875     -1,146       -233      6,773    -11,523     -7,335    -12,902:    -4,387      1,180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        9.4       20.2       46.8       61.2       87.2       90.8:      12.8        9.2
Old  :     100.0:      20.5       12.2       17.6       48.9       60.6       87.0       90.4:      13.0        9.6
Other:     100.0:      60.6       19.2        8.1       20.6       67.9       89.3       95.2:      10.7        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       218:        61         50         78         57         53        174        160:
Old  :       217:        65         52         76         55         51        170        157:
Other:        45:         9          9          6         14         19         25         32:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.9       24.2       29.7       35.4       17.4       21.1       24.5       30.2
Old  :                 19.5       23.4       30.5       35.5       19.0       22.1       26.0       33.0
Other:                 66.8       46.7       82.9       70.9       60.8       45.6       76.0       68.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   680,977:    61,035    152,676      4,102    501,756    391,104    566,893    547,882:   114,084    133,095
Old  :   680,977:    61,035    152,676      4,102    501,756    391,104    566,893    547,882:   114,084    133,095
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :   -16,232:     5,179     -3,525       -557     -7,169    -26,563     -2,547    -30,645:   -13,685     14,413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       22.4        0.6       73.7       57.4       83.2       80.5:      16.8       19.5
Old  :     100.0:       9.0       22.4        0.6       73.7       57.4       83.2       80.5:      16.8       19.5
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  :       158:        30         31          6         69         73        103        106:
Old  :       158:        30         31          6         69         73        103        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  :                 22.6       21.4       34.9       29.7       18.3       21.2       29.5       29.4
Old  :                 22.6       21.4       34.9       29.7       18.3       21.2       29.5       29.4
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, December 22, 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  :     7,420:       166         80        153      6,764      6,891      7,083      7,124:       337        296
Old  :     7,420:       166         80        153      6,764      6,891      7,083      7,124:       337        296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :       406:        91        -33        -32        281        377        340        312:        66         94
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2        1.1        2.1       91.2       92.9       95.5       96.0:       4.5        4.0
Old  :     100.0:       2.2        1.1        2.1       91.2       92.9       95.5       96.0:       4.5        4.0
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  :        20:         1          2          2         14         17         16         20:
Old  :        20:         1          2          2         14         17         16         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  :                 67.7       69.3       83.9       84.3       27.8       29.9       33.8       33.4
Old  :                 67.7       69.3       83.9       84.3       27.8       29.9       33.8       33.4
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 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   167,371:    49,386     24,670     15,352     68,214    103,940    132,952    143,962:    34,419     23,409
Old  :   150,880:    46,811     21,976     12,336     59,433     94,197    118,580    128,509:    32,300     22,371
Other:    16,491:     3,789      3,908      1,802      8,781      9,743     14,372     15,453:     2,119      1,038
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :    -6,991:    -9,799        332        556      5,295     -9,729     -3,948     -8,841:    -3,043      1,850
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       14.7        9.2       40.8       62.1       79.4       86.0:      20.6       14.0
Old  :     100.0:      31.0       14.6        8.2       39.4       62.4       78.6       85.2:      21.4       14.8
Other:     100.0:      23.0       23.7       10.9       53.2       59.1       87.2       93.7:      12.8        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        58         30         32         50         48        128         97:
Old  :       155:        60         30         30         50         48        125         97:
Other:        49:         8         11          7         21         13         35         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  :                 16.1       34.7       25.8       48.1       15.7       26.7       22.6       35.9
Old  :                 15.6       33.6       25.4       47.1       15.2       27.0       22.5       36.4
Other:                 46.9       54.4       61.1       79.2       46.4       50.7       59.0       68.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    16,345:     6,230        237        609      5,272     14,357     12,111     15,203:     4,234      1,142
Old  :    15,132:     6,028        199        522      4,586     13,428     11,136     14,149:     3,996        983
Other:     1,213:       202         38         87        686        929        975      1,054:       238        159
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :    -1,346:      -716         64       -417        558     -1,108       -575     -1,461:      -771        115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1        1.4        3.7       32.3       87.8       74.1       93.0:      25.9        7.0
Old  :     100.0:      39.8        1.3        3.4       30.3       88.7       73.6       93.5:      26.4        6.5
Other:     100.0:      16.7        3.1        7.2       56.6       76.6       80.4       86.9:      19.6       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        36          3          9         21         21         60         32:
Old  :        77:        36          3          9         19         18         58         29:
Other:        21:         3          1          2          4         12          8         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.7       68.6       36.1       81.3       25.7       68.3       36.0       81.0
Old  :                 23.0       71.4       34.2       82.9       23.0       71.3       34.2       82.9
Other:                 72.6       59.3       80.4       79.0       70.6       59.3       73.2       75.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   886,037:   334,292    138,885      9,222    460,380    614,998    803,894    763,105:    82,143    122,932
Old  :   886,037:   334,292    138,885      9,222    460,380    614,998    803,894    763,105:    82,143    122,932
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :   -22,477:       535    -16,104     -3,906    -12,107     -2,785    -15,478    -22,795:    -6,999        318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7       15.7        1.0       52.0       69.4       90.7       86.1:       9.3       13.9
Old  :     100.0:      37.7       15.7        1.0       52.0       69.4       90.7       86.1:       9.3       13.9
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  :       217:        35         54         19         67        106        112        169:
Old  :       217:        35         54         19         67        106        112        169:
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  :                 40.4       24.3       50.8       30.8       40.2       22.3       49.6       28.6
Old  :                 40.4       24.3       50.8       30.8       40.2       22.3       49.6       28.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,171,610:   162,320    247,290     24,340    739,597    631,781    926,257    903,411:   245,353    268,199
Old  : 1,171,610:   162,320    247,290     24,340    739,597    631,781    926,257    903,411:   245,353    268,199
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :    -6,814:    -5,855     26,334     -4,828     26,701    -23,905     16,018     -2,399:   -22,832     -4,415
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       21.1        2.1       63.1       53.9       79.1       77.1:      20.9       22.9
Old  :     100.0:      13.9       21.1        2.1       63.1       53.9       79.1       77.1:      20.9       22.9
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  :       229:        42         44         22        102         99        156        153:
Old  :       229:        42         44         22        102         99        156        153:
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  :                 18.8       24.2       28.7       35.5       14.9       19.6       22.0       24.9
Old  :                 18.8       24.2       28.7       35.5       14.9       19.6       22.0       24.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   815,064:   131,878     72,476      5,867    501,885    532,645    639,630    610,988:   175,434    204,076
Old  :   815,064:   131,878     72,476      5,867    501,885    532,645    639,630    610,988:   175,434    204,076
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :   -14,251:      -161    -22,102         -3     10,316     10,110     10,152    -11,995:   -24,403     -2,256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        8.9        0.7       61.6       65.4       78.5       75.0:      21.5       25.0
Old  :     100.0:      16.2        8.9        0.7       61.6       65.4       78.5       75.0:      21.5       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  :       137:        20         23          6         64         73         87         99:
Old  :       137:        20         23          6         64         73         87         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       23.4       31.0       35.1       13.1       19.1       21.9       26.5
Old  :                 21.3       23.4       31.0       35.1       13.1       19.1       21.9       26.5
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 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   537,056:    83,818     51,393     56,505    365,758    391,277    506,081    499,175:    30,975     37,881
Old  :   537,056:    83,818     51,393     56,505    365,758    391,277    506,081    499,175:    30,975     37,881
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :    -3,167:     1,417     -3,001     -5,307      2,331      4,283     -1,559     -4,025:    -1,608        858
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6        9.6       10.5       68.1       72.9       94.2       92.9:       5.8        7.1
Old  :     100.0:      15.6        9.6       10.5       68.1       72.9       94.2       92.9:       5.8        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  :       118:        27         24         32         44         58         85        106:
Old  :       118:        27         24         32         44         58         85        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  :                 36.9       31.1       53.4       43.1       26.2       14.5       32.3       22.2
Old  :                 36.9       31.1       53.4       43.1       26.2       14.5       32.3       22.2
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 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    62,070:    25,908      8,481        680     24,402     43,852     50,990     53,013:    11,080      9,057
Old  :    62,070:    25,908      8,481        680     24,402     43,852     50,990     53,013:    11,080      9,057
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :   -24,903:    -3,505     -5,270     -1,953    -14,835    -12,101    -20,293    -19,324:    -4,610     -5,579
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.7       13.7        1.1       39.3       70.6       82.1       85.4:      17.9       14.6
Old  :     100.0:      41.7       13.7        1.1       39.3       70.6       82.1       85.4:      17.9       14.6
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  :        84:        26         17          2         24         24         51         42:
Old  :        84:        26         17          2         24         24         51         42:
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  :                 19.2       39.6       31.9       57.8       19.0       39.6       31.2       56.5
Old  :                 19.2       39.6       31.9       57.8       19.0       39.6       31.2       56.5
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 22, 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  :    12,869:     9,935     12,052          0      1,568        715     11,503     12,767:     1,366        102
Old  :    12,869:     9,935     12,052          0      1,568        715     11,503     12,767:     1,366        102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :    -2,275:        52      2,273     -2,327        -90     -2,214     -2,365     -2,268:        90         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.2       93.7        0.0       12.2        5.6       89.4       99.2:      10.6        0.8
Old  :     100.0:      77.2       93.7        0.0       12.2        5.6       89.4       99.2:      10.6        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  :        20:        11          5          0          1          3         12          8:
Old  :        20:        11          5          0          1          3         12          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.0       97.3       86.1       99.2       75.0       97.3       86.1       99.2
Old  :                 75.0       97.3       86.1       99.2       75.0       97.3       86.1       99.2
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 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :     8,963:       145      2,127        175      7,913      5,896      8,233      8,198:       730        765
Old  :     8,963:       145      2,127        175      7,913      5,896      8,233      8,198:       730        765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :      -312:      -221       -424         80       -695       -628       -836       -972:       524        660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6       23.7        2.0       88.3       65.8       91.9       91.5:       8.1        8.5
Old  :     100.0:       1.6       23.7        2.0       88.3       65.8       91.9       91.5:       8.1        8.5
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  :        34:         2          9          2         13         12         17         21:
Old  :        34:         2          9          2         13         12         17         21:
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  :                 65.4       56.7       82.2       75.5       65.4       55.8       76.3       71.9
Old  :                 65.4       56.7       82.2       75.5       65.4       55.8       76.3       71.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    14,004:     3,075      1,052          0     10,539     12,641     13,614     13,693:       390        311
Old  :    14,004:     3,075      1,052          0     10,539     12,641     13,614     13,693:       390        311
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :      -286:      -478        929          0        -37     -1,481       -515       -552:       229        266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        7.5        0.0       75.3       90.3       97.2       97.8:       2.8        2.2
Old  :     100.0:      22.0        7.5        0.0       75.3       90.3       97.2       97.8:       2.8        2.2
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  :        28:         7          4          0          8         10         15         14:
Old  :        28:         7          4          0          8         10         15         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  :                 70.9       77.7       93.3       93.0       70.9       76.3       91.9       90.4
Old  :                 70.9       77.7       93.3       93.0       70.9       76.3       91.9       90.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 28, 2009