WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 08/25/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      332,782
COMMITMENTS
  71,713   99,990   59,562  173,009  126,532  304,284  286,084   28,498   46,698

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:      5,595)
  -3,463   -3,612   12,513   -5,460   -3,157    3,590    5,744    2,005     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     30.0     17.9     52.0     38.0     91.4     86.0      8.6     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
      86      140      118       64       90      247      294
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/25/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      859,458
COMMITMENTS
 205,377  174,189   86,312  461,036  400,438  752,725  660,939  106,733  198,519

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:     -3,661)
  -7,962   14,280  -10,708    8,592  -16,686  -10,078  -13,114    6,417    9,453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     20.3     10.0     53.6     46.6     87.6     76.9     12.4     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      621)
     132      158      140      204      251      433      485
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/25/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,680
COMMITMENTS
   1,805    2,111      788    8,930    8,747   11,523   11,646    2,157    2,034

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:         -3)
      90     -246      -20     -103      329      -33       63       30      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     15.4      5.8     65.3     63.9     84.2     85.1     15.8     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8       13        6       15       11       28       29
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/25/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      395,788
COMMITMENTS
 105,901   38,410   62,005  185,838  222,928  353,744  323,343   42,044   72,445

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:    -11,920)
 -10,255   -4,286    1,124   -3,410   -8,961  -12,541  -12,123      621      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      9.7     15.7     47.0     56.3     89.4     81.7     10.6     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      460)
     125      128      118      107      164      308      357
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/25/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       25,331
COMMITMENTS
  22,514    3,187      343       11    4,183   22,868    7,713    2,463   17,618

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        546)
     749      206      -99        1       56      651      163     -105      383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    88.9     12.6      1.4      0.0     16.5     90.3     30.4      9.7     69.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      18        9        8        2       13       21       29
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/25/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      235,143
COMMITMENTS
  43,037   31,913   52,578  111,905  130,055  207,520  214,546   27,623   20,597

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:      1,208)
   4,506      124     -602   -3,397     -209      507     -687      701    1,895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     13.6     22.4     47.6     55.3     88.3     91.2     11.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      48       56       75       60       54      164      163
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/25/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      822,167
COMMITMENTS
  67,371  190,933   12,040  631,737  530,845  711,148  733,818  111,019   88,349

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:    101,932)
  -3,064   -9,435    2,577   87,418   94,012   86,931   87,154   15,001   14,778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     23.2      1.5     76.8     64.6     86.5     89.3     13.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      27       23       14       67       74      102      103
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/25/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      161,685
COMMITMENTS
  45,175    6,199   22,708   64,686  114,977  132,569  143,884   29,116   17,801

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:     -4,901)
  -1,810     -577   -3,278      433      467   -4,655   -3,388     -246   -1,513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9      3.8     14.0     40.0     71.1     82.0     89.0     18.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      64       26       45       62       59      151      115
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/25/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,520
COMMITMENTS
   2,860    1,018    1,397    5,451    7,647    9,708   10,062    1,812    1,458

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        354)
    -243      262     -283      969      127      443      106      -89      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8      8.8     12.1     47.3     66.4     84.3     87.3     15.7     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      18       10       12       21       16       47       34
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/25/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      795,124
COMMITMENTS
 254,566   82,626   15,067  434,961  600,734  704,594  698,427   90,530   96,697

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:     14,243)
  25,282   11,383   -6,691  -13,684   14,946    4,907   19,638    9,336   -5,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     10.4      1.9     54.7     75.6     88.6     87.8     11.4     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      37       33       22       77       89      123      136
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/25/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,132,144
COMMITMENTS
  97,088  166,715   15,830  788,831  631,304  901,749  813,849  230,395  318,295

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:    -10,920)
   9,281  -33,970    5,750  -41,542   22,927  -26,511   -5,293   15,591   -5,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     14.7      1.4     69.7     55.8     79.6     71.9     20.4     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      22       47       23       88       94      126      148
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/25/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      841,597
COMMITMENTS
 116,677   90,077   12,263  505,907  535,017  634,847  637,357  206,750  204,240

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:    -16,652)
 -18,887  -10,585   -5,124  -36,521  -29,811  -60,532  -45,520   43,880   28,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     10.7      1.5     60.1     63.6     75.4     75.7     24.6     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      17       22       14       65       73       88      103
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/25/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      398,202
COMMITMENTS
 119,810   22,546   27,268  211,918  312,061  358,996  361,875   39,206   36,327

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:     10,354)
   1,447     -520     -709    7,443   14,387    8,181   13,158    2,173   -2,804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1      5.7      6.8     53.2     78.4     90.2     90.9      9.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      26        7       25       41       44       75       75
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 08/25/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       11,487
COMMITMENTS
   1,834    1,583        3    5,433    6,071    7,270    7,657    4,217    3,830

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:       -534)
    -612       28        0     -675   -1,480   -1,287   -1,452      753      918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     13.8      0.0     47.3     52.9     63.3     66.7     36.7     33.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        3        1        7        8       12       11
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/25/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       68,734
COMMITMENTS
  23,717   16,140      822   33,440   35,010   57,979   51,972   10,755   16,762

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:       -269)
     650   -1,206      159     -476    1,196      333      149     -602     -418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     23.5      1.2     48.7     50.9     84.4     75.6     15.6     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      27       23        6       27       24       56       52
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 08/25/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,444
COMMITMENTS
   6,578    5,236        0    1,736    3,207    8,314    8,443      130        1

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:         92)
     106       92        0      -10        2       96       94       -4       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.9     62.0      0.0     20.6     38.0     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        5        0        2        2       13        7
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 08/25/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       23,014
COMMITMENTS
   3,408    1,552      490   19,023   20,591   22,921   22,633       93      381

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:       -162)
    -232     -351      400     -350     -218     -182     -169       20        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8      6.7      2.1     82.7     89.5     99.6     98.3      0.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5       11        2       12       15       18       27
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 08/25/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       30,105
COMMITMENTS
   4,040      285    1,030   24,808   28,661   29,878   29,976      227      129

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:     -2,140)
    -973      -42     -111   -1,216   -1,924   -2,300   -2,077      160      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      0.9      3.4     82.4     95.2     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9        5        1        9        9       18       15
 

Updated August 28, 2009