WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 12/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      350,975
COMMITMENTS
  75,079   76,772   45,690  200,624  183,273  321,393  305,735   29,582   45,240

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:        683)
   1,699   -2,692     -161   -1,364    4,680      174    1,827      509   -1,144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     21.9     13.0     57.2     52.2     91.6     87.1      8.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      357)
     101      132      101       64       99      244      264
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 12/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      976,201
COMMITMENTS
 294,932   64,976   95,766  480,311  571,504  871,009  732,246  105,192  243,955

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:    -10,981)
  26,929   -4,589  -15,063  -15,408   17,123   -3,542   -2,529   -7,439   -8,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      6.7      9.8     49.2     58.5     89.2     75.0     10.8     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      670)
     169      115      175      150      278      435      518
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 12/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,849
COMMITMENTS
   2,819        0      612    5,876   10,248    9,307   10,860    2,542      989

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     -1,226)
      69     -106     -185   -1,143     -752   -1,259   -1,043       33     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8      0.0      5.2     49.6     86.5     78.5     91.7     21.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      11        0        5       12        9       27       14
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 12/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      478,986
COMMITMENTS
 145,732   29,440   64,671  210,540  298,723  420,943  392,834   58,043   86,152

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     11,761)
   4,066     -816   -1,552    6,364   14,612    8,878   12,244    2,883     -483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4      6.1     13.5     44.0     62.4     87.9     82.0     12.1     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      456)
     181       78      108       99      166      339      311
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 12/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       19,389
COMMITMENTS
  15,754    1,985      484        0    2,216   16,238    4,685    3,151   14,704

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:      1,843)
   2,019     -325       60        0      303    2,079       38     -236    1,805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.3     10.2      2.5      0.0     11.4     83.7     24.2     16.3     75.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      17        5       10        0        5       18       19
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 12/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      258,446
COMMITMENTS
  62,455   23,511   50,121  110,175  163,867  222,751  237,499   35,695   20,947

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:      2,632)
     924      186   -4,222    3,567    5,651      269    1,615    2,363    1,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2      9.1     19.4     42.6     63.4     86.2     91.9     13.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      77       45       70       58       55      189      146
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 12/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      811,951
COMMITMENTS
  83,244  160,738   19,418  567,182  501,857  669,844  682,013  142,107  129,938

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:      4,983)
  13,832  -15,155    1,778  -12,608   24,953    3,002   11,576    1,981   -6,593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     19.8      2.4     69.9     61.8     82.5     84.0     17.5     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      30       31       12       73       76      111      111
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 12/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      166,668
COMMITMENTS
  56,384   18,709   14,035   60,999  114,023  131,418  146,767   35,250   19,901

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     -4,893)
   4,230    3,094   -3,108   -7,429   -4,459   -6,307   -4,473    1,414     -420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     11.2      8.4     36.6     68.4     78.9     88.1     21.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      63       32       31       51       46      134       96
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 12/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,786
COMMITMENTS
   6,603      285      831    4,621   14,545   12,055   15,661    4,731    1,125

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:      1,360)
     530     -149      317       62    1,024      909    1,192      451      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3      1.7      5.0     27.5     86.6     71.8     93.3     28.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      35        2        8       23       19       63       28
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 12/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      989,075
COMMITMENTS
 363,565  149,685   36,026  502,997  679,774  902,588  865,485   86,487  123,590

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:    -96,606)
 -26,073  -25,321   13,831  -69,830  -54,671  -82,072  -66,161  -14,534  -30,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8     15.1      3.6     50.9     68.7     91.3     87.5      8.7     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      37       52       23       75      123      123      187
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 12/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,358,551
COMMITMENTS
 201,898  211,210   66,747  794,741  779,376  1063386  1057333  295,165  301,218

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:       -586)
  11,179  -49,701   28,279  -47,974   10,181   -8,516  -11,241    7,930   10,655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     15.5      4.9     58.5     57.4     78.3     77.8     21.7     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      35       45       25       91      108      139      165
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 12/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      905,184
COMMITMENTS
 117,769   93,622   51,014  514,387  526,822  683,170  671,458  222,014  233,726

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     42,299)
 -22,173   12,432   34,779   17,975  -15,890   30,581   31,321   11,718   10,978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     10.3      5.6     56.8     58.2     75.5     74.2     24.5     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      16       20       13       70       83       95      107
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 12/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      556,654
COMMITMENTS
  83,701   51,292   62,077  365,806  399,567  511,584  512,936   45,070   43,718

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     10,667)
  -2,693     -674   -2,045    5,285    8,452      547    5,733   10,120    4,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      9.2     11.2     65.7     71.8     91.9     92.1      8.1      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      24       24       32       42       54       80       98
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 12/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       15,597
COMMITMENTS
   3,511    2,854        4    8,691    9,208   12,206   12,066    3,391    3,531

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     -1,104)
    -255      237        2        0   -1,498     -253   -1,259     -851      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     18.3      0.0     55.7     59.0     78.3     77.4     21.7     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        7        1        4        8        9       15
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 12/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       68,810
COMMITMENTS
  38,395   14,088      375   18,297   43,172   57,067   57,635   11,743   11,175

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:      3,340)
   3,526    1,404      -28   -1,753    6,189    1,745    7,565    1,595   -4,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.8     20.5      0.5     26.6     62.7     82.9     83.8     17.1     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      43       15        5       25       31       69       50
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 12/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       12,456
COMMITMENTS
   9,323    9,523        0    1,982    2,933   11,305   12,456    1,151        0

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:        194)
     184       98        0       23      104      207      202      -13       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.8     76.5      0.0     15.9     23.5     90.8    100.0      9.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11        6        0        2        3       13        9
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 12/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       16,014
COMMITMENTS
     585    3,670       95   15,128   12,103   15,808   15,868      206      146

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:       -774)
      55     -285       -4     -719     -448     -668     -737     -106      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     22.9      0.6     94.5     75.6     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        9        1       14       15       19       24
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 12/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       37,855
COMMITMENTS
   5,711      251       88   31,569   37,178   37,368   37,517      487      338

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:       -865)
    -797     -613       66      -98     -275     -829     -822      -36      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1      0.7      0.2     83.4     98.2     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      10        5        1       10        9       20       15
 

Updated December 4, 2009