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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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  :   427,163:    76,275     96,734    118,124    202,558    162,367    396,957    377,225:    30,206     49,938
Old  :   372,950:    62,931     82,322    102,905    179,768    145,548    345,604    330,775:    27,347     42,175
Other:    54,213:    23,679     24,746      4,885     22,789     16,819     51,354     46,450:     2,859      7,763
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :    11,693:    -1,742      1,035      3,546      9,482      5,491     11,286     10,072:       407      1,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       22.6       27.7       47.4       38.0       92.9       88.3:       7.1       11.7
Old  :     100.0:      16.9       22.1       27.6       48.2       39.0       92.7       88.7:       7.3       11.3
Other:     100.0:      43.7       45.6        9.0       42.0       31.0       94.7       85.7:       5.3       14.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       393:       101        146        162         89        104        308        327:
Old  :       390:       123        139        150         89        101        303        314:
Other:       160:        24         57         30         33         67         77        138:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.6       11.4       32.2       18.4       19.1        9.0       30.3       14.7
Old  :                 21.9       12.4       33.0       20.3       20.2        9.8       30.3       16.1
Other:                 63.8       27.3       70.8       37.6       62.3       26.2       69.0       36.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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  : 1,321,382:   215,162    131,335    397,814    586,284    546,321  1,199,260  1,075,471:   122,122    245,911
Old  :   172,608:    31,640     20,755     50,160     68,557     80,931    150,358    151,846:    22,250     20,762
Other: 1,148,774:   213,546    140,605    317,630    517,727    465,390  1,048,902    923,625:    99,872    225,149
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :    -8,927:    -7,173     13,941        193      9,683    -13,118      2,704      1,017:   -11,632     -9,944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3        9.9       30.1       44.4       41.3       90.8       81.4:       9.2       18.6
Old  :     100.0:      18.3       12.0       29.1       39.7       46.9       87.1       88.0:      12.9       12.0
Other:     100.0:      18.6       12.2       27.6       45.1       40.5       91.3       80.4:       8.7       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       696:       174        160        238        259        297        569        590:
Old  :       485:       105         97         94        183        188        341        327:
Other:       679:       175        170        217        209        286        498        569:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       11.4       21.1       18.2       10.6        8.3       16.9       11.7
Old  :                 14.1       14.1       21.1       23.2        9.7        9.6       13.5       13.9
Other:                 13.7       12.0       22.5       18.5       11.8        8.6       18.9       12.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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  :    14,504:     1,270      2,358      1,472      9,483      8,514     12,225     12,344:     2,279      2,160
Old  :    14,501:     1,271      2,358      1,471      9,483      8,514     12,225     12,343:     2,276      2,158
Other:         3:         0          1          0          0          0          0          1:         3          2
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :        14:       -78        -96        102          3       -117         27       -111:       -13        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       16.3       10.1       65.4       58.7       84.3       85.1:      15.7       14.9
Old  :     100.0:       8.8       16.3       10.1       65.4       58.7       84.3       85.1:      15.7       14.9
Other:     100.0:       0.0       33.3        0.0        0.0        0.0        0.0       33.3:     100.0       66.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         9         14          8         15         14         29         35:
Old  :        48:        10         14          8         15         14         29         35:
Other:         1:         0          1          0          0          0          0          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 41.4       50.8       57.2       61.8       40.9       47.5       55.6       57.9
Old  :                 41.4       50.8       57.3       61.8       40.9       47.5       55.6       57.9
Other:                  0.0       33.3        0.0       33.3        0.0       33.3        0.0       33.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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  :   567,153:   104,894     27,784    187,548    227,241    266,543    519,682    481,874:    47,470     85,278
Old  :   538,105:   107,220     31,717    168,287    217,311    256,459    492,817    456,463:    45,288     81,642
Other:    29,048:    10,065      8,457      6,870      9,930     10,084     26,865     25,411:     2,183      3,637
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :   -12,083:   -18,490      3,306       -150     10,461    -12,125     -8,179     -8,968:    -3,904     -3,115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5        4.9       33.1       40.1       47.0       91.6       85.0:       8.4       15.0
Old  :     100.0:      19.9        5.9       31.3       40.4       47.7       91.6       84.8:       8.4       15.2
Other:     100.0:      34.6       29.1       23.6       34.2       34.7       92.5       87.5:       7.5       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       485:       158        123        186        121        182        375        406:
Old  :       483:       159        124        182        121        180        371        403:
Other:       184:        25         38         17         29        111         65        155:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.9       18.5       25.6       27.2       11.5       12.7       18.2       17.3
Old  :                 16.3       18.5       26.3       27.4       12.0       12.8       19.1       17.5
Other:                 41.2       42.7       58.1       54.6       36.7       33.7       46.1       40.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2009                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    24,785:    21,765      2,981        442         10      4,127     22,217      7,550:     2,568     17,235
Old  :    23,629:    20,770      2,967        437         10      3,824     21,217      7,228:     2,412     16,401
Other:     1,156:       995         14          5          0        303      1,000        322:       156        834
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :        14:       470        172          6          0        -21        476        157:      -462       -143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.8       12.0        1.8        0.0       16.7       89.6       30.5:      10.4       69.5
Old  :     100.0:      87.9       12.6        1.8        0.0       16.2       89.8       30.6:      10.2       69.4
Other:     100.0:      86.1        1.2        0.4        0.0       26.2       86.5       27.9:      13.5       72.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        18          8          8          1         13         20         28:
Old  :        39:        18          8          7          1         13         20         27:
Other:        21:        10          2          1          0          9         10         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 56.9       10.6       77.5       17.6       55.6       10.6       76.2       17.6
Old  :                 57.1       10.3       77.8       17.2       55.7       10.3       76.4       17.2
Other:                 76.0       23.5       85.6       26.7       76.0       23.5       85.2       26.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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  :   280,627:    30,608     32,051     83,082    139,349    146,276    253,039    261,409:    27,588     19,218
Old  :    49,703:    16,566      6,867      7,125     21,068     32,975     44,759     46,966:     4,944      2,737
Other:   230,924:    31,208     42,350     58,791    118,281    113,302    208,280    214,443:    22,644     16,481
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :   -10,994:    -3,392     -2,636       -403     -5,435     -5,581     -9,230     -8,620:    -1,764     -2,374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       11.4       29.6       49.7       52.1       90.2       93.2:       9.8        6.8
Old  :     100.0:      33.3       13.8       14.3       42.4       66.3       90.1       94.5:       9.9        5.5
Other:     100.0:      13.5       18.3       25.5       51.2       49.1       90.2       92.9:       9.8        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       218:        44         62         84         67         67        175        179:
Old  :       135:        41         30         23         34         45         85         88:
Other:       205:        45         73         70         63         62        157        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  :                 17.5       21.6       27.1       32.0       11.9       12.9       18.7       19.2
Old  :                 38.2       26.2       49.9       41.9       29.0       22.7       36.3       35.3
Other:                 17.0       24.2       27.5       35.1       14.9       16.9       23.1       23.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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  :   795,319:    66,050    196,205     41,344    579,744    469,002    687,138    706,552:   108,180     88,767
Old  :   795,319:    66,050    196,205     41,344    579,744    469,002    687,138    706,552:   108,180     88,767
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :    51,025:     1,739     16,320     15,250     32,826     29,974     49,814     61,543:     1,211    -10,518
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       24.7        5.2       72.9       59.0       86.4       88.8:      13.6       11.2
Old  :     100.0:       8.3       24.7        5.2       72.9       59.0       86.4       88.8:      13.6       11.2
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  :       159:        23         38         30         76         81        124        124:
Old  :       159:        23         38         30         76         81        124        124:
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  :                 22.7       29.3       31.2       38.8       18.6       28.4       26.2       37.6
Old  :                 22.7       29.3       31.2       38.8       18.6       28.4       26.2       37.6
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 with Delta-adjusted Options and Futures Combined, August 18, 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  :   188,898:    44,701      7,598     41,189     71,929    119,420    157,819    168,207:    31,079     20,691
Old  :    36,238:    12,351      3,126      1,759     16,026     26,083     30,136     30,968:     6,101      5,270
Other:   152,660:    38,398     10,520     33,382     55,903     93,337    127,683    137,239:    24,978     15,422
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :   -13,873:    -6,522        668       -425     -5,524    -11,817    -12,470    -11,574:    -1,402     -2,299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7        4.0       21.8       38.1       63.2       83.5       89.0:      16.5       11.0
Old  :     100.0:      34.1        8.6        4.9       44.2       72.0       83.2       85.5:      16.8       14.5
Other:     100.0:      25.2        6.9       21.9       36.6       61.1       83.6       89.9:      16.4       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        68         22         58         63         62        159        127:
Old  :       117:        37         18         22         37         38         85         67:
Other:       170:        64         31         54         57         56        148        119:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.2       35.9       23.2       48.8        8.7       25.8       14.2       32.3
Old  :                 41.5       36.2       50.4       52.7       41.4       35.4       50.3       51.6
Other:                 14.4       41.5       23.5       51.1       10.6       34.6       17.4       40.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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  :    11,978:     3,189        660      2,083      4,756      7,924     10,028     10,667:     1,950      1,310
Old  :    11,978:     3,189        660      2,083      4,756      7,924     10,028     10,667:     1,950      1,310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :       834:      -475        206        333      1,212        128      1,070        667:      -236        167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        5.5       17.4       39.7       66.2       83.7       89.1:      16.3       10.9
Old  :     100.0:      26.6        5.5       17.4       39.7       66.2       83.7       89.1:      16.3       10.9
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  :        63:        21         10         14         22         20         53         38:
Old  :        63:        21         10         14         22         20         53         38:
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  :                 26.6       42.0       41.4       56.5       25.4       34.3       35.5       47.8
Old  :                 26.6       42.0       41.4       56.5       25.4       34.3       35.5       47.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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  :   840,199:   232,415     73,009     53,986    465,249    600,994    751,650    727,989:    88,549    112,211
Old  :   840,199:   232,415     73,009     53,986    465,249    600,994    751,650    727,989:    88,549    112,211
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :    58,450:    26,290     11,638      7,482     17,680     42,134     51,451     61,254:     6,999     -2,804
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7        8.7        6.4       55.4       71.5       89.5       86.6:      10.5       13.4
Old  :     100.0:      27.7        8.7        6.4       55.4       71.5       89.5       86.6:      10.5       13.4
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  :       185:        36         35         30         78         93        128        144:
Old  :       185:        36         35         30         78         93        128        144:
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  :                 25.6       26.8       37.6       36.4       24.9       26.0       33.2       34.8
Old  :                 25.6       26.8       37.6       36.4       24.9       26.0       33.2       34.8
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 with Delta-adjusted Options and Futures Combined, August 18, 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  : 1,420,365:    90,437    161,305    127,067    962,183    781,446  1,179,686  1,069,817:   240,679    350,548
Old  : 1,420,365:    90,437    161,305    127,067    962,183    781,446  1,179,686  1,069,817:   240,679    350,548
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :   -14,676:     4,343     -8,533        -24     -6,207      6,042     -1,888     -2,515:   -12,788    -12,161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       11.4        8.9       67.7       55.0       83.1       75.3:      16.9       24.7
Old  :     100.0:       6.4       11.4        8.9       67.7       55.0       83.1       75.3:      16.9       24.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        39         41         53        107        112        171        181:
Old  :       215:        39         41         53        107        112        171        181:
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  :                 16.2       15.2       26.1       21.4       12.9        8.7       19.9       13.2
Old  :                 16.2       15.2       26.1       21.4       12.9        8.7       19.9       13.2
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 with Delta-adjusted Options and Futures Combined, August 18, 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  :   915,380:   130,027     99,505     41,158    573,279    590,354    744,464    731,017:   170,916    184,363
Old  :   915,380:   130,027     99,505     41,158    573,279    590,354    744,464    731,017:   170,916    184,363
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :     7,076:    14,790     -2,243     -4,746     -6,174     24,730      3,870     17,741:     3,205    -10,666
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       10.9        4.5       62.6       64.5       81.3       79.9:      18.7       20.1
Old  :     100.0:      14.2       10.9        4.5       62.6       64.5       81.3       79.9:      18.7       20.1
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  :       145:        19         24         24         77         85        107        122:
Old  :       145:        19         24         24         77         85        107        122:
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  :                 28.0       15.4       37.5       25.6       21.0       14.1       29.5       23.0
Old  :                 28.0       15.4       37.5       25.6       21.0       14.1       29.5       23.0
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 with Delta-adjusted Options and Futures Combined, August 18, 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  :   628,891:   114,799     22,509    208,331    265,251    354,213    588,381    585,053:    40,510     43,838
Old  :   628,891:   114,799     22,509    208,331    265,251    354,213    588,381    585,053:    40,510     43,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :    37,479:    -4,686     -1,493      9,082     28,692     26,726     33,087     34,315:     4,391      3,164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3        3.6       33.1       42.2       56.3       93.6       93.0:       6.4        7.0
Old  :     100.0:      18.3        3.6       33.1       42.2       56.3       93.6       93.0:       6.4        7.0
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  :        91:        26         11         35         40         42         79         80:
Old  :        91:        26         11         35         40         42         79         80:
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  :                 27.9       29.6       46.2       46.2       16.0       16.0       21.7       23.1
Old  :                 27.9       29.6       46.2       46.2       16.0       16.0       21.7       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2009                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    12,347:     2,533      1,555         40      6,147      7,578      8,720      9,174:     3,627      3,174
Old  :    12,347:     2,533      1,555         40      6,147      7,578      8,720      9,174:     3,627      3,174
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :       123:       136        342          2       -257       -220       -119        124:       242         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       12.6        0.3       49.8       61.4       70.6       74.3:      29.4       25.7
Old  :     100.0:      20.5       12.6        0.3       49.8       61.4       70.6       74.3:      29.4       25.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         5          3          3         10          7         16         12:
Old  :        22:         5          3          3         10          7         16         12:
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  :                 40.6       56.9       56.7       72.4       40.0       51.7       55.3       67.2
Old  :                 40.6       56.9       56.7       72.4       40.0       51.7       55.3       67.2
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 with Delta-adjusted Options and Futures Combined, August 18, 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  :    72,079:    23,097     17,458      1,030     36,332     35,898     60,460     54,386:    11,619     17,693
Old  :    72,079:    23,097     17,458      1,030     36,332     35,898     60,460     54,386:    11,619     17,693
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :     3,516:     3,678      2,882         88       -985        894      2,781      3,865:       735       -349
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       24.2        1.4       50.4       49.8       83.9       75.5:      16.1       24.5
Old  :     100.0:      32.0       24.2        1.4       50.4       49.8       83.9       75.5:      16.1       24.5
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  :        87:        23         23          9         28         25         53         55:
Old  :        87:        23         23          9         28         25         53         55:
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  :                 25.5       34.1       39.4       48.4       25.1       32.8       38.2       44.1
Old  :                 25.5       34.1       39.4       48.4       25.1       32.8       38.2       44.1
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 with Delta-adjusted Options and Futures Combined, August 18, 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  :     8,352:     6,472      5,144          0      1,746      3,205      8,218      8,349:       134          3
Old  :     8,352:     6,472      5,144          0      1,746      3,205      8,218      8,349:       134          3
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.5       61.6        0.0       20.9       38.4       98.4      100.0:       1.6        0.0
Old  :     100.0:      77.5       61.6        0.0       20.9       38.4       98.4      100.0:       1.6        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        11          5          0          2          2         13          7:
Old  :        20:        11          5          0          2          2         13          7:
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  :                 76.3       92.8       93.5      100.0       76.3       92.8       93.5      100.0
Old  :                 76.3       92.8       93.5      100.0       76.3       92.8       93.5      100.0
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 with Delta-adjusted Options and Futures Combined, August 18, 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  :    23,176:     3,640      1,903         90     19,373     20,809     23,103     22,802:        73        374
Old  :    23,176:     3,640      1,903         90     19,373     20,809     23,103     22,802:        73        374
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :       248:       816        -61          0       -584        309        232        248:        16          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        8.2        0.4       83.6       89.8       99.7       98.4:       0.3        1.6
Old  :     100.0:      15.7        8.2        0.4       83.6       89.8       99.7       98.4:       0.3        1.6
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  :        41:         5         12          1         11         15         17         27:
Old  :        41:         5         12          1         11         15         17         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.5       84.8       95.0       91.3       83.5       84.0       95.0       90.5
Old  :                 83.5       84.8       95.0       91.3       83.5       84.0       95.0       90.5
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 with Delta-adjusted Options and Futures Combined, August 18, 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  :    32,245:     5,013        327      1,141     26,024     30,585     32,178     32,053:        67        192
Old  :    32,245:     5,013        327      1,141     26,024     30,585     32,178     32,053:        67        192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2009                      :
     :    -5,261:    -1,359        -42         87     -3,973     -5,257     -5,245     -5,212:       -16        -49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        1.0        3.5       80.7       94.9       99.8       99.4:       0.2        0.6
Old  :     100.0:      15.5        1.0        3.5       80.7       94.9       99.8       99.4:       0.2        0.6
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  :        29:         7          5          1         10          9         17         15:
Old  :        29:         7          5          1         10          9         17         15:
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  :                 86.2       85.6       97.5       97.1       56.9       64.3       68.1       68.5
Old  :                 86.2       85.6       97.5       97.1       56.9       64.3       68.1       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 21, 2008