```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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  :   407,456:    75,990     89,763    115,439    182,538    151,505    373,966    356,707:    33,489     50,749
Old  :   359,014:    70,177     81,606     96,312    161,269    137,583    327,758    315,501:    31,256     43,513
Other:    48,441:    20,563     22,907      4,377     21,269     13,922     46,208     41,206:     2,233      7,235
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :     4,630:     1,231        674      1,635      1,770      1,567      4,637      3,876:        -7        753
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       22.0       28.3       44.8       37.2       91.8       87.5:       8.2       12.5
Old  :     100.0:      19.5       22.7       26.8       44.9       38.3       91.3       87.9:       8.7       12.1
Other:     100.0:      42.4       47.3        9.0       43.9       28.7       95.4       85.1:       4.6       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       370:        99        135        144         79        103        273        308:
Old  :       370:       117        127        130         78        102        269        296:
Other:       146:        21         47         25         28         68         65        128:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       10.9       33.7       17.6       19.7        9.6       31.8       15.5
Old  :                 22.6       11.9       33.7       19.3       21.1       10.4       32.0       17.0
Other:                 65.7       28.0       73.1       40.4       63.3       28.0       70.2       38.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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  : 1,308,608:   212,950    142,250    378,699    583,512    543,970  1,175,160  1,064,919:   133,448    243,689
Old  :   333,970:    65,741     86,961     69,379    160,267    137,722    295,387    294,062:    38,583     39,907
Other:   974,638:   201,505    109,585    255,023    423,245    406,248    879,773    770,856:    94,865    203,782
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :   -48,140:      -735     -9,098    -29,432    -21,810      3,812    -51,977    -34,718:     3,837    -13,422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       10.9       28.9       44.6       41.6       89.8       81.4:      10.2       18.6
Old  :     100.0:      19.7       26.0       20.8       48.0       41.2       88.4       88.1:      11.6       11.9
Other:     100.0:      20.7       11.2       26.2       43.4       41.7       90.3       79.1:       9.7       20.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       664:       174        137        210        242        291        526        554:
Old  :       512:       111        110         91        176        199        333        354:
Other:       623:       179        120        171        192        280        445        504:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.6       10.5       22.2       17.5       10.8        8.0       17.6       11.7
Old  :                 23.5       14.3       31.5       25.1       23.5       12.0       30.7       20.8
Other:                 15.0       11.0       23.8       17.7       13.4        8.0       19.4       12.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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  :    15,276:     1,271      2,304        833     10,800      9,872     12,904     13,009:     2,372      2,267
Old  :    15,276:     1,271      2,304        833     10,800      9,872     12,904     13,009:     2,372      2,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :       842:       185      1,217         48        563       -304        797        961:        45       -119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       15.1        5.5       70.7       64.6       84.5       85.2:      15.5       14.8
Old  :     100.0:       8.3       15.1        5.5       70.7       64.6       84.5       85.2:      15.5       14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         9         13          5         15         12         26         28:
Old  :        42:         9         13          5         15         12         26         28:
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  :                 39.6       52.6       58.1       64.8       35.7       40.3       49.1       51.8
Old  :                 39.6       52.6       58.1       64.8       35.7       40.3       49.1       51.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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  :   528,948:    93,914     28,443    152,979    233,843    256,458    480,735    437,880:    48,213     91,069
Old  :    23,277:     2,576      1,407         25     16,495     16,728     19,096     18,160:     4,181      5,117
Other:   505,671:    93,571     29,269    150,721    217,348    239,730    461,639    419,720:    44,032     85,952
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :   -42,511:     1,452     -1,957    -29,268    -16,506    -11,750    -44,321    -42,974:     1,810        463
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8        5.4       28.9       44.2       48.5       90.9       82.8:       9.1       17.2
Old  :     100.0:      11.1        6.0        0.1       70.9       71.9       82.0       78.0:      18.0       22.0
Other:     100.0:      18.5        5.8       29.8       43.0       47.4       91.3       83.0:       8.7       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       445:       137        121        168        121        166        351        375:
Old  :       133:        24         20          1         39         55         63         76:
Other:       445:       135        125        167        112        164        341        373:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       19.7       28.1       28.5       12.5       13.5       19.8       17.6
Old  :                 48.6       35.2       59.4       51.8       48.6       35.2       59.4       50.4
Other:                 17.2       20.1       27.7       28.9       12.9       13.8       20.5       18.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    21,728:    17,775      2,704        433          6      3,272     18,214      6,409:     3,514     15,319
Old  :       505:       256        110          0          6         40        262        150:       243        355
Other:    21,223:    17,536      2,611        416          0      3,232     17,952      6,259:     3,271     14,964
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :      -253:       135         -6       -106          2        -28         31       -140:      -284       -113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.8       12.4        2.0        0.0       15.1       83.8       29.5:      16.2       70.5
Old  :     100.0:      50.7       21.8        0.0        1.2        7.9       51.9       29.7:      48.1       70.3
Other:     100.0:      82.6       12.3        2.0        0.0       15.2       84.6       29.5:      15.4       70.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        16          9          7          1         11         19         25:
Old  :        12:         6          3          0          1          2          7          5:
Other:        36:        16          9          5          0         11         17         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 54.7        9.9       74.0       16.0       53.6        9.9       72.9       16.0
Old  :                 48.3       28.7       51.9       29.7       48.3       28.7       51.9       29.7
Other:                 55.1       10.2       74.7       15.9       54.0       10.2       73.5       15.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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  :   281,698:    25,995     52,388     74,023    156,929    127,949    256,947    254,360:    24,751     27,338
Old  :    73,106:    19,435      9,496     10,583     35,737     45,148     65,755     65,228:     7,351      7,878
Other:   208,591:    26,063     62,395     43,936    121,193     82,801    191,192    189,131:    17,400     19,460
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :   -17,397:       275     -4,613     -8,898    -11,407     -5,769    -20,030    -19,280:     2,633      1,883
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       18.6       26.3       55.7       45.4       91.2       90.3:       8.8        9.7
Old  :     100.0:      26.6       13.0       14.5       48.9       61.8       89.9       89.2:      10.1       10.8
Other:     100.0:      12.5       29.9       21.1       58.1       39.7       91.7       90.7:       8.3        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       222:        35         75         77         70         73        167        191:
Old  :       149:        45         32         32         43         58        100        112:
Other:       201:        36         83         63         62         58        146        162:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.5       17.8       27.3       25.5       12.0        9.6       19.8       15.5
Old  :                 27.0       19.9       40.7       33.6       20.8       18.1       30.1       28.8
Other:                 17.7       21.3       29.5       30.6       16.6       14.2       26.2       21.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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  :   724,341:    70,529    147,809     23,749    521,630    413,307    615,907    584,865:   108,433    139,475
Old  :   724,341:    70,529    147,809     23,749    521,630    413,307    615,907    584,865:   108,433    139,475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :   -34,999:     4,563     10,239    -12,788    -17,601    -32,596    -25,826    -35,145:    -9,173        146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       20.4        3.3       72.0       57.1       85.0       80.7:      15.0       19.3
Old  :     100.0:       9.7       20.4        3.3       72.0       57.1       85.0       80.7:      15.0       19.3
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  :       155:        29         35         29         75         75        126        117:
Old  :       155:        29         35         29         75         75        126        117:
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  :                 22.9       25.5       30.7       34.4       19.0       23.3       26.2       31.6
Old  :                 22.9       25.5       30.7       34.4       19.0       23.3       26.2       31.6
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, July 28, 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  :   196,856:    40,410      8,442     36,786     88,211    127,190    165,407    172,419:    31,449     24,437
Old  :    54,736:    15,257      3,987      3,767     25,436     38,721     44,461     46,475:    10,275      8,261
Other:   142,120:    34,000     13,302     24,172     62,774     88,470    120,946    125,944:    21,174     16,176
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :     1,050:     4,716     -1,610     -2,139     -2,031      5,146        546      1,397:       504       -347
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5        4.3       18.7       44.8       64.6       84.0       87.6:      16.0       12.4
Old  :     100.0:      27.9        7.3        6.9       46.5       70.7       81.2       84.9:      18.8       15.1
Other:     100.0:      23.9        9.4       17.0       44.2       62.3       85.1       88.6:      14.9       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        57         29         54         64         58        153        120:
Old  :       122:        37         22         23         41         45         90         78:
Other:       158:        51         34         45         58         50        138        104:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       34.6       26.9       48.4        8.3       22.8       13.5       30.2
Old  :                 32.6       32.9       43.9       47.8       27.1       29.7       36.4       41.6
Other:                 18.5       42.2       27.9       54.3       14.1       35.6       22.0       44.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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  :    10,098:     3,180        857        928      3,317      6,743      7,426      8,528:     2,672      1,569
Old  :    10,098:     3,180        857        928      3,317      6,743      7,426      8,528:     2,672      1,569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :     1,193:       649       -157        223       -261        882        611        948:       581        244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5        8.5        9.2       32.9       66.8       73.5       84.5:      26.5       15.5
Old  :     100.0:      31.5        8.5        9.2       32.9       66.8       73.5       84.5:      26.5       15.5
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  :        51:        19          6          7         19         18         42         28:
Old  :        51:        19          6          7         19         18         42         28:
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  :                 26.3       42.5       41.9       58.3       26.3       40.2       40.2       53.4
Old  :                 26.3       42.5       41.9       58.3       26.3       40.2       40.2       53.4
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, July 28, 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  :   710,320:   214,649     55,882     33,938    357,808    513,327    606,394    603,147:   103,925    107,173
Old  :   710,320:   214,649     55,882     33,938    357,808    513,327    606,394    603,147:   103,925    107,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :   -23,315:     3,461       -956    -17,948     -8,031     -3,938    -22,518    -22,842:      -797       -473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        7.9        4.8       50.4       72.3       85.4       84.9:      14.6       15.1
Old  :     100.0:      30.2        7.9        4.8       50.4       72.3       85.4       84.9:      14.6       15.1
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  :       177:        42         26         25         75         83        126        125:
Old  :       177:        42         26         25         75         83        126        125:
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  :                 23.8       27.3       35.0       37.7       22.5       25.7       32.3       36.1
Old  :                 23.8       27.3       35.0       37.7       22.5       25.7       32.3       36.1
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, July 28, 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  : 1,337,490:    79,711    159,295    108,733    899,567    722,844  1,088,011    990,873:   249,479    346,617
Old  : 1,337,490:    79,711    159,295    108,733    899,567    722,844  1,088,011    990,873:   249,479    346,617
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :   -78,525:    -1,993     27,636    -56,895       -378    -62,297    -59,266    -91,555:   -19,259     13,030
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       11.9        8.1       67.3       54.0       81.3       74.1:      18.7       25.9
Old  :     100.0:       6.0       11.9        8.1       67.3       54.0       81.3       74.1:      18.7       25.9
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  :       210:        29         42         53        112        108        173        172:
Old  :       210:        29         42         53        112        108        173        172:
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  :                 15.5       14.4       24.9       21.1       11.9        8.0       17.8       12.4
Old  :                 15.5       14.4       24.9       21.1       11.9        8.0       17.8       12.4
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, July 28, 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  :   817,274:   129,197     90,744     34,228    484,488    505,444    647,912    630,416:   169,362    186,858
Old  :   817,274:   129,197     90,744     34,228    484,488    505,444    647,912    630,416:   169,362    186,858
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :   -22,179:    14,377      6,625    -10,276    -14,039    -31,569     -9,938    -35,220:   -12,241     13,041
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       11.1        4.2       59.3       61.8       79.3       77.1:      20.7       22.9
Old  :     100.0:      15.8       11.1        4.2       59.3       61.8       79.3       77.1:      20.7       22.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        23         20         22         69         73        100        107:
Old  :       135:        23         20         22         69         73        100        107:
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  :                 23.9       18.1       33.1       27.8       18.3       13.5       26.8       20.6
Old  :                 23.9       18.1       33.1       27.8       18.3       13.5       26.8       20.6
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, July 28, 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  :   536,106:   119,795     13,841    139,280    240,491    346,298    499,565    499,419:    36,540     36,687
Old  :   536,106:   119,795     13,841    139,280    240,491    346,298    499,565    499,419:    36,540     36,687
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :     2,036:     4,707       -320      1,451     -3,648      1,233      2,510      2,363:      -474       -327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        2.6       26.0       44.9       64.6       93.2       93.2:       6.8        6.8
Old  :     100.0:      22.3        2.6       26.0       44.9       64.6       93.2       93.2:       6.8        6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        30          7         29         41         40         80         72:
Old  :        92:        30          7         29         41         40         80         72:
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  :                 24.5       35.2       41.1       51.5       17.3       25.9       26.7       33.3
Old  :                 24.5       35.2       41.1       51.5       17.3       25.9       26.7       33.3
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, July 28, 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  :    11,793:     2,169      1,162          3      6,409      7,805      8,581      8,970:     3,211      2,823
Old  :    11,793:     2,169      1,162          3      6,409      7,805      8,581      8,970:     3,211      2,823
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :      -601:       488     -1,171          0     -1,008        566       -520       -605:       -81          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4        9.9        0.0       54.4       66.2       72.8       76.1:      27.2       23.9
Old  :     100.0:      18.4        9.9        0.0       54.4       66.2       72.8       76.1:      27.2       23.9
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  :        20:         4          2          1         10          7         15          9:
Old  :        20:         4          2          1         10          7         15          9:
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  :                 44.1       61.6       60.1       76.0       43.2       55.8       58.7       70.2
Old  :                 44.1       61.6       60.1       76.0       43.2       55.8       58.7       70.2
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, July 28, 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  :    67,913:    17,837     11,665        585     39,751     35,015     58,173     47,265:     9,740     20,648
Old  :    67,913:    17,837     11,665        585     39,751     35,015     58,173     47,265:     9,740     20,648
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :     3,497:     1,967     -2,157       -547      1,055      7,648      2,475      4,943:     1,022     -1,447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       17.2        0.9       58.5       51.6       85.7       69.6:      14.3       30.4
Old  :     100.0:      26.3       17.2        0.9       58.5       51.6       85.7       69.6:      14.3       30.4
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  :        78:        23         20          7         24         22         48         48:
Old  :        78:        23         20          7         24         22         48         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       34.9       49.0       45.8       35.8       31.2       46.4       39.9
Old  :                 36.9       34.9       49.0       45.8       35.8       31.2       46.4       39.9
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, July 28, 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  :     6,525:     4,390      5,042          0      1,695      1,481      6,085      6,523:       440          2
Old  :     6,525:     4,390      5,042          0      1,695      1,481      6,085      6,523:       440          2
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :       272:         0         70          0          7        232          7        302:       265        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.3       77.3        0.0       26.0       22.7       93.3      100.0:       6.7        0.0
Old  :     100.0:      67.3       77.3        0.0       26.0       22.7       93.3      100.0:       6.7        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:        10          7          0          1          2         11          9:
Old  :        20:        10          7          0          1          2         11          9:
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  :                 72.0       87.6       89.8       99.5       72.0       87.6       89.8       99.5
Old  :                 72.0       87.6       89.8       99.5       72.0       87.6       89.8       99.5
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, July 28, 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  :    24,914:     3,038      2,019         88     21,722     22,464     24,848     24,571:        66        343
Old  :    24,914:     3,038      2,019         88     21,722     22,464     24,848     24,571:        66        343
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :    -2,662:     2,332       -315       -798     -4,204     -1,635     -2,670     -2,748:         8         86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        8.1        0.4       87.2       90.2       99.7       98.6:       0.3        1.4
Old  :     100.0:      12.2        8.1        0.4       87.2       90.2       99.7       98.6:       0.3        1.4
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  :        41:         5         13          1         11         14         17         27:
Old  :        41:         5         13          1         11         14         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  :                 85.0       82.8       94.6       91.4       85.0       81.9       94.6       90.0
Old  :                 85.0       82.8       94.6       91.4       85.0       81.9       94.6       90.0
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, July 28, 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  :    30,336:     8,031        224      1,063     21,016     28,863     30,110     30,150:       226        186
Old  :    30,336:     8,031        224      1,063     21,016     28,863     30,110     30,150:       226        186
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :    -2,436:       146        -30         81     -2,631     -2,541     -2,404     -2,490:       -32         54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        0.7        3.5       69.3       95.1       99.3       99.4:       0.7        0.6
Old  :     100.0:      26.5        0.7        3.5       69.3       95.1       99.3       99.4:       0.7        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  :        31:        10          5          1          9          9         19         15:
Old  :        31:        10          5          1          9          9         19         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  :                 83.8       85.6       95.6       98.3       60.1       64.1       68.0       69.4
Old  :                 83.8       85.6       95.6       98.3       60.1       64.1       68.0       69.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 31, 2009