```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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  :   415,470:    78,017     95,699    114,578    193,076    156,876    385,671    367,153:    29,799     48,317
Old  :   363,039:    68,598     85,365     96,383    170,919    140,538    335,899    322,286:    27,140     40,754
Other:    52,431:    23,106     24,021      4,508     22,157     16,338     49,772     44,867:     2,659      7,564
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2009                       :
     :    11,756:     2,524      6,517      3,114      9,601        118     15,239      9,749:    -3,483      2,007
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       23.0       27.6       46.5       37.8       92.8       88.4:       7.2       11.6
Old  :     100.0:      18.9       23.5       26.5       47.1       38.7       92.5       88.8:       7.5       11.2
Other:     100.0:      44.1       45.8        8.6       42.3       31.2       94.9       85.6:       5.1       14.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       386:        99        140        155         86        107        295        325:
Old  :       384:       124        128        143         86        105        290        314:
Other:       152:        19         55         27         29         68         67        135:
     :----------------------------------------------------------------------------------------------------
     :             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       32.8       17.7       19.5        8.9       30.8       14.7
Old  :                 22.4       11.6       33.0       19.2       20.7        9.5       31.0       16.0
Other:                 63.6       26.7       70.8       38.2       62.3       25.5       69.2       37.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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  : 1,330,309:   222,335    117,394    397,621    576,601    559,439  1,196,556  1,074,454:   133,753    255,855
Old  :   265,428:    59,500     42,507     67,917    106,731    121,115    234,147    231,538:    31,281     33,890
Other: 1,064,881:   202,241    114,293    290,299    469,870    438,324    962,409    842,915:   102,472    221,966
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2009                       :
     :    17,057:     3,493     -5,951     14,011         80     -2,737     17,584      5,323:      -527     11,734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        8.8       29.9       43.3       42.1       89.9       80.8:      10.1       19.2
Old  :     100.0:      22.4       16.0       25.6       40.2       45.6       88.2       87.2:      11.8       12.8
Other:     100.0:      19.0       10.7       27.3       44.1       41.2       90.4       79.2:       9.6       20.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       673:       174        145        221        242        294        539        562:
Old  :       504:       108        104         98        174        209        334        359:
Other:       649:       175        148        200        202        279        477        534:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.4       11.4       21.3       18.5       10.8        8.5       16.8       12.2
Old  :                 18.7       16.7       27.5       26.6       18.1       13.0       25.7       20.1
Other:                 13.5       11.5       22.2       18.2       12.3        8.1       18.5       12.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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  :    14,489:     1,348      2,454      1,369      9,480      8,631     12,197     12,455:     2,292      2,035
Old  :    14,486:     1,349      2,454      1,368      9,480      8,631     12,197     12,454:     2,289      2,033
Other:         3:         0          1          0          0          0          0          1:         3          2
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2009                       :
     :      -196:        32         66       -251       -100         12       -319       -173:       123        -23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       16.9        9.5       65.4       59.6       84.2       86.0:      15.8       14.0
Old  :     100.0:       9.3       16.9        9.4       65.4       59.6       84.2       86.0:      15.8       14.0
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  :        49:        10         13          9         16         13         31         35:
Old  :        49:        11         13          9         16         13         31         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  :                 37.5       51.9       53.9       62.4       36.9       44.7       51.5       55.2
Old  :                 37.5       51.9       53.9       62.4       36.9       44.7       51.5       55.2
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 11, 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  :   579,236:   123,384     24,478    187,697    216,780    278,668    527,861    490,843:    51,375     88,393
Old  :   552,424:   124,046     29,068    171,231    207,887    267,243    503,164    467,542:    49,260     84,883
Other:    26,811:     9,839      5,910      5,966      8,893     11,425     24,697     23,301:     2,114      3,510
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2009                       :
     :    18,525:    10,513     -3,409     10,108     -3,092     10,948     17,529     17,647:       996        878
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        4.2       32.4       37.4       48.1       91.1       84.7:       8.9       15.3
Old  :     100.0:      22.5        5.3       31.0       37.6       48.4       91.1       84.6:       8.9       15.4
Other:     100.0:      36.7       22.0       22.3       33.2       42.6       92.1       86.9:       7.9       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       492:       158        126        183        121        184        380        406:
Old  :       491:       155        131        179        121        182        377        403:
Other:       180:        31         33         17         28        107         66        150:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.1       20.2       25.8       28.4       11.4       14.5       18.4       19.3
Old  :                 16.6       20.2       26.5       28.5       11.8       14.4       19.1       19.3
Other:                 43.7       42.6       60.6       54.5       39.8       33.8       50.2       42.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2009                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    24,771:    21,295      2,809        436         10      4,148     21,741      7,393:     3,030     17,378
Old  :    23,659:    20,364      2,792        436         10      3,851     20,810      7,079:     2,849     16,580
Other:     1,112:       931         17          0          0        297        931        314:       181        798
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2009                       :
     :     1,456:     1,753        424        -54          0        344      1,699        714:      -243        742
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.0       11.3        1.8        0.0       16.7       87.8       29.8:      12.2       70.2
Old  :     100.0:      86.1       11.8        1.8        0.0       16.3       88.0       29.9:      12.0       70.1
Other:     100.0:      83.7        1.5        0.0        0.0       26.7       83.7       28.2:      16.3       71.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        16          9          8          1         13         18         29:
Old  :        38:        16          9          8          1         13         18         29:
Other:        21:         9          3          0          0          9          9         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  :                 57.9       10.0       78.1       16.2       56.6       10.0       76.7       16.1
Old  :                 57.6        9.5       78.4       15.8       56.2        9.5       77.0       15.7
Other:                 75.5       24.2       83.3       27.2       75.5       24.2       83.3       27.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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  :   291,621:    34,000     34,687     83,485    144,784    151,857    262,269    270,029:    29,352     21,592
Old  :    60,095:    24,105      6,810      7,001     23,974     42,138     55,080     55,949:     5,015      4,146
Other:   231,526:    30,634     48,616     55,745    120,810    109,719    207,189    214,080:    24,336     17,446
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2009                       :
     :    -4,197:      -252     -5,620       -784     -5,063      3,018     -6,099     -3,385:     1,902       -812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       11.9       28.6       49.6       52.1       89.9       92.6:      10.1        7.4
Old  :     100.0:      40.1       11.3       11.7       39.9       70.1       91.7       93.1:       8.3        6.9
Other:     100.0:      13.2       21.0       24.1       52.2       47.4       89.5       92.5:      10.5        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       226:        48         59         83         66         71        179        184:
Old  :       140:        48         28         20         32         49         86         91:
Other:       213:        45         81         69         62         66        161        170:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.0       21.7       27.1       31.1       12.0       12.3       18.9       18.6
Old  :                 30.3       25.3       46.1       41.1       26.7       21.9       39.8       37.6
Other:                 17.9       24.4       29.0       34.5       15.9       17.9       24.3       25.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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  :   744,293:    64,311    179,886     26,094    546,919    439,029    637,324    645,009:   106,969     99,285
Old  :   744,293:    64,311    179,886     26,094    546,919    439,029    637,324    645,009:   106,969     99,285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2009                       :
     :     8,312:    -3,533      2,950      2,222      8,202      8,273      6,891     13,445:     1,422     -5,133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       24.2        3.5       73.5       59.0       85.6       86.7:      14.4       13.3
Old  :     100.0:       8.6       24.2        3.5       73.5       59.0       85.6       86.7:      14.4       13.3
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  :       151:        21         35         24         76         77        117        116:
Old  :       151:        21         35         24         76         77        117        116:
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  :                 23.0       29.3       32.5       39.6       19.3       28.9       27.1       38.9
Old  :                 23.0       29.3       32.5       39.6       19.3       28.9       27.1       38.9
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 11, 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  :   202,771:    51,223      6,930     41,614     77,453    131,237    170,289    179,780:    32,482     22,990
Old  :    47,812:    14,598      4,510      2,510     23,911     34,645     41,020     41,664:     6,792      6,147
Other:   154,959:    43,463      9,259     32,265     53,542     96,592    129,270    138,116:    25,689     16,843
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2009                       :
     :     1,017:     4,067      1,305     -3,238     -1,016      1,559       -187       -374:     1,204      1,391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        3.4       20.5       38.2       64.7       84.0       88.7:      16.0       11.3
Old  :     100.0:      30.5        9.4        5.2       50.0       72.5       85.8       87.1:      14.2       12.9
Other:     100.0:      28.0        6.0       20.8       34.6       62.3       83.4       89.1:      16.6       10.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        76         23         56         60         58        162        121:
Old  :       120:        34         24         19         40         42         88         71:
Other:       170:        70         28         49         55         51        149        109:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       37.0       23.3       49.5        7.4       25.1       12.5       31.5
Old  :                 43.9       31.0       52.5       47.6       43.3       30.4       51.6       45.6
Other:                 13.3       44.0       21.7       53.2        8.8       38.3       15.5       43.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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  :    11,144:     3,664        454      1,751      3,544      7,796      8,958     10,000:     2,186      1,144
Old  :    11,144:     3,664        454      1,751      3,544      7,796      8,958     10,000:     2,186      1,144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2009                       :
     :       932:       506         93        419        282        424      1,207        936:      -275         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9        4.1       15.7       31.8       70.0       80.4       89.7:      19.6       10.3
Old  :     100.0:      32.9        4.1       15.7       31.8       70.0       80.4       89.7:      19.6       10.3
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  :        61:        22          7         11         22         21         52         34:
Old  :        61:        22          7         11         22         21         52         34:
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  :                 23.6       43.8       39.9       57.3       23.4       38.6       36.4       51.0
Old  :                 23.6       43.8       39.9       57.3       23.4       38.6       36.4       51.0
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 11, 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  :   781,749:   206,125     61,371     46,504    447,570    558,860    700,199    666,735:    81,550    115,014
Old  :   781,749:   206,125     61,371     46,504    447,570    558,860    700,199    666,735:    81,550    115,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2009                       :
     :    75,225:     8,404      1,282      5,239     74,651     58,217     88,294     64,739:   -13,069     10,486
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        7.9        5.9       57.3       71.5       89.6       85.3:      10.4       14.7
Old  :     100.0:      26.4        7.9        5.9       57.3       71.5       89.6       85.3:      10.4       14.7
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  :       185:        44         29         32         75         90        129        141:
Old  :       185:        44         29         32         75         90        129        141:
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  :                 27.1       26.8       39.1       36.8       26.3       25.8       34.5       35.5
Old  :                 27.1       26.8       39.1       36.8       26.3       25.8       34.5       35.5
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 11, 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  : 1,435,041:    86,094    169,838    127,091    968,389    775,404  1,181,574  1,072,332:   253,467    362,708
Old  : 1,435,041:    86,094    169,838    127,091    968,389    775,404  1,181,574  1,072,332:   253,467    362,708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2009                       :
     :   103,063:     7,583      5,897     12,497     85,395     71,889    105,476     90,283:    -2,412     12,780
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       11.8        8.9       67.5       54.0       82.3       74.7:      17.7       25.3
Old  :     100.0:       6.0       11.8        8.9       67.5       54.0       82.3       74.7:      17.7       25.3
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  :       218:        33         43         57        117        114        182        183:
Old  :       218:        33         43         57        117        114        182        183:
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  :                 18.7       15.1       26.4       21.1       13.7        8.4       19.3       12.6
Old  :                 18.7       15.1       26.4       21.1       13.7        8.4       19.3       12.6
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 11, 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  :   908,304:   115,237    101,748     45,904    579,453    565,624    740,594    713,276:   167,711    195,028
Old  :   908,304:   115,237    101,748     45,904    579,453    565,624    740,594    713,276:   167,711    195,028
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2009                       :
     :    34,927:    14,336    -13,700      6,434      7,960     37,964     28,731     30,698:     6,196      4,229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       11.2        5.1       63.8       62.3       81.5       78.5:      18.5       21.5
Old  :     100.0:      12.7       11.2        5.1       63.8       62.3       81.5       78.5:      18.5       21.5
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  :       143:        19         23         24         77         81        106        118:
Old  :       143:        19         23         24         77         81        106        118:
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  :                 28.7       15.2       38.8       25.9       22.7       14.3       30.7       22.8
Old  :                 28.7       15.2       38.8       25.9       22.7       14.3       30.7       22.8
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 11, 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  :   591,412:   119,486     24,002    199,248    236,559    327,488    555,293    550,738:    36,119     40,674
Old  :   591,412:   119,486     24,002    199,248    236,559    327,488    555,293    550,738:    36,119     40,674
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2009                       :
     :   100,936:     8,378     12,371     59,525     32,786     26,074    100,689     97,969:       248      2,967
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        4.1       33.7       40.0       55.4       93.9       93.1:       6.1        6.9
Old  :     100.0:      20.2        4.1       33.7       40.0       55.4       93.9       93.1:       6.1        6.9
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  :        96:        27         10         34         41         45         81         83:
Old  :        96:        27         10         34         41         45         81         83:
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  :                 28.9       29.4       45.6       47.1       16.2       18.1       22.6       25.6
Old  :                 28.9       29.4       45.6       47.1       16.2       18.1       22.6       25.6
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 11, 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  :    12,224:     2,396      1,213         38      6,404      7,798      8,839      9,049:     3,385      3,175
Old  :    12,224:     2,396      1,213         38      6,404      7,798      8,839      9,049:     3,385      3,175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2009                       :
     :        10:       173         18         35        -39         -1        170         53:      -160        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        9.9        0.3       52.4       63.8       72.3       74.0:      27.7       26.0
Old  :     100.0:      19.6        9.9        0.3       52.4       63.8       72.3       74.0:      27.7       26.0
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  :        21:         5          2          3         10          7         16         11:
Old  :        21:         5          2          3         10          7         16         11:
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  :                 42.9       59.3       58.4       73.7       41.9       54.0       56.9       68.4
Old  :                 42.9       59.3       58.4       73.7       41.9       54.0       56.9       68.4
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 11, 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  :    68,563:    19,419     14,576        942     37,318     35,004     57,679     50,522:    10,884     18,041
Old  :    68,563:    19,419     14,576        942     37,318     35,004     57,679     50,522:    10,884     18,041
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2009                       :
     :       308:       223        893        181     -1,095     -1,218       -690       -143:       999        452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       21.3        1.4       54.4       51.1       84.1       73.7:      15.9       26.3
Old  :     100.0:      28.3       21.3        1.4       54.4       51.1       84.1       73.7:      15.9       26.3
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  :        81:        23         20         12         26         24         52         53:
Old  :        81:        23         20         12         26         24         52         53:
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  :                 29.3       34.0       43.2       49.0       28.9       31.8       41.2       43.7
Old  :                 29.3       34.0       43.2       49.0       28.9       31.8       41.2       43.7
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 11, 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  :    22,928:     2,824      1,964         90     19,957     20,500     22,871     22,554:        57        374
Old  :    22,928:     2,824      1,964         90     19,957     20,500     22,871     22,554:        57        374
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2009                       :
     :      -340:       261          1          0       -599       -375       -338       -374:        -2         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3        8.6        0.4       87.0       89.4       99.8       98.4:       0.2        1.6
Old  :     100.0:      12.3        8.6        0.4       87.0       89.4       99.8       98.4:       0.2        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  :        42:         6         12          1         12         14         19         26:
Old  :        42:         6         12          1         12         14         19         26:
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  :                 78.1       84.7       92.7       91.7       78.1       83.5       92.7       90.6
Old  :                 78.1       84.7       92.7       91.7       78.1       83.5       92.7       90.6
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 11, 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  :    37,506:     6,372        369      1,054     29,997     35,842     37,423     37,265:        83        241
Old  :    37,506:     6,372        369      1,054     29,997     35,842     37,423     37,265:        83        241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2009                       :
     :     6,663:    -1,052       -412        205      7,647      6,811      6,800      6,604:      -137         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0        1.0        2.8       80.0       95.6       99.8       99.4:       0.2        0.6
Old  :     100.0:      17.0        1.0        2.8       80.0       95.6       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  :        32:         8          7          1         11          8         19         16:
Old  :        32:         8          7          1         11          8         19         16:
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  :                 77.8       88.8       96.9       98.3       53.0       57.9       60.4       60.7
Old  :                 77.8       88.8       96.9       98.3       53.0       57.9       60.4       60.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 14, 2009