WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      319,544
COMMITMENTS
  74,308  110,491   45,170  172,733  119,627  292,211  275,288   27,333   44,256

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:      8,306)
   2,231      459    3,252      751    4,696    6,234    8,407    2,072     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     34.6     14.1     54.1     37.4     91.4     86.2      8.6     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
      96      144      100       62       86      227      283
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      861,267
COMMITMENTS
 226,985  182,622   83,990  447,935  396,414  758,910  663,026  102,357  198,241

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:     28,275)
  20,064  -12,873    5,497     -719   29,404   24,842   22,028    3,433    6,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     21.2      9.8     52.0     46.0     88.1     77.0     11.9     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      626)
     141      161      132      157      254      388      481
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,110
COMMITMENTS
   2,087    2,625      473    9,530    9,256   12,090   12,354    2,020    1,756

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        417)
     380      327        0     -280     -100      100      227      317      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     18.6      3.4     67.5     65.6     85.7     87.6     14.3     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10       14        3       14        9       27       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      432,114
COMMITMENTS
 110,186   62,711   63,454  215,963  230,422  389,603  356,587   42,511   75,527

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:      6,912)
   6,386    4,947    4,580   -1,441      197    9,525    9,724   -2,613   -2,812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     14.5     14.7     50.0     53.3     90.2     82.5      9.8     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      453)
     120      136      115      105      159      298      356
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       24,083
COMMITMENTS
  20,956    3,262      194        9    3,873   21,159    7,329    2,924   16,754

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        211)
     391       89      -89      -10      -81      292      -81      -81      292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.0     13.5      0.8      0.0     16.1     87.9     30.4     12.1     69.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      16        8        6        1       10       18       23
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      220,609
COMMITMENTS
  45,357   51,447   35,510  117,221  108,913  198,088  195,870   22,521   24,739

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:      3,324)
   4,657    3,458   -1,841      185    4,460    3,001    6,077      323   -2,753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     23.3     16.1     53.1     49.4     89.8     88.8     10.2     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      52       59       57       67       55      156      154
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      750,038
COMMITMENTS
  79,519  132,500    4,820  531,400  493,073  615,739  630,393  134,299  119,645

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:     -6,600)
  11,621     -251      588  -31,982   -7,581  -19,773   -7,244   13,173      644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     17.7      0.6     70.8     65.7     82.1     84.0     17.9     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      34       26       12       66       68      109       97
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      161,948
COMMITMENTS
  43,047   10,911   17,944   73,644  115,723  134,635  144,578   27,313   17,370

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:      4,906)
   1,785      569     -511    3,282    7,111    4,556    7,169      350   -2,263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6      6.7     11.1     45.5     71.5     83.1     89.3     16.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      51       28       44       55       49      139       99
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,558
COMMITMENTS
   3,174      856    1,052    4,590    7,542    8,816    9,450    1,742    1,108

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        -29)
       1     -177       37       55      -81       93     -221     -122      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1      8.1     10.0     43.5     71.4     83.5     89.5     16.5     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      17        6       11       17       17       42       31
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      769,320
COMMITMENTS
 295,999   93,510   12,406  368,944  545,955  677,349  651,871   91,971  117,449

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:     -8,739)
 -24,392   -9,945    2,896   13,850   -5,540   -7,646  -12,589   -1,093    3,850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.5     12.2      1.6     48.0     71.0     88.0     84.7     12.0     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      34       41       16       73      106      115      155
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,094,455
COMMITMENTS
 105,018  192,018   16,190  712,676  597,951  833,884  806,159  260,571  288,296

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:    -28,714)
  15,887  -11,585   -6,531  -46,877    1,998  -37,521  -16,118    8,807  -12,596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     17.5      1.5     65.1     54.6     76.2     73.7     23.8     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      21       52       21       86      102      121      161
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      791,172
COMMITMENTS
  80,659   93,028   12,289  492,154  513,360  585,102  618,677  206,070  172,495

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:    -35,278)
 -11,367    2,506      -72  -13,481  -31,646  -24,920  -29,212  -10,358   -6,066

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     11.8      1.6     62.2     64.9     74.0     78.2     26.0     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      17       26       13       66       69       92       99
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      407,820
COMMITMENTS
 122,350   27,014   35,048  211,777  307,587  369,175  369,649   38,645   38,171

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:     23,396)
  10,897    2,513      670    7,500   18,667   19,067   21,850    4,329    1,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0      6.6      8.6     51.9     75.4     90.5     90.6      9.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      32        8       28       35       41       76       73
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       16,400
COMMITMENTS
   2,426    1,955      523    8,302    9,470   11,251   11,948    5,149    4,452

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:      2,567)
     284       38      523      674      729    1,481    1,290    1,086    1,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     11.9      3.2     50.6     57.7     68.6     72.9     31.4     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        6        5        8        8       16       17
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       96,890
COMMITMENTS
  27,146   11,146    1,559   54,673   63,301   83,378   76,006   13,512   20,884

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:     19,624)
   2,130   -5,519      908   16,506   21,728   19,544   17,117       80    2,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     11.5      1.6     56.4     65.3     86.1     78.4     13.9     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      28       20       10       28       33       62       57
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       20,094
COMMITMENTS
   2,723    1,547      234   16,991   18,137   19,948   19,918      146      176

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:     -8,959)
  -2,230       95      144   -6,908   -9,147   -8,994   -8,908       35      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      7.7      1.2     84.6     90.3     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4       10        2       11       16       16       27
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       29,178
COMMITMENTS
   4,715      652        0   24,286   28,515   29,001   29,167      177       11

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:     -9,479)
     309      389   -1,036   -8,483   -8,494   -9,210   -9,141     -269     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      2.2      0.0     83.2     97.7     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        7        0        9        9       17       16
 

Updated September 18, 2009