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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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  :   392,282:    70,384     87,482    108,281    181,388    148,980    360,053    344,743:    32,229     47,539
Old  :   346,196:    64,188     78,882     91,472    160,611    135,112    316,271    305,465:    29,925     40,731
Other:    46,086:    19,405     21,810      3,600     20,777     13,868     43,782     39,278:     2,303      6,808
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :    -1,373:    -4,221       -161      4,993     -1,303     -4,517       -531        315:      -842     -1,688
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       22.3       27.6       46.2       38.0       91.8       87.9:       8.2       12.1
Old  :     100.0:      18.5       22.8       26.4       46.4       39.0       91.4       88.2:       8.6       11.8
Other:     100.0:      42.1       47.3        7.8       45.1       30.1       95.0       85.2:       5.0       14.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       361:        96        127        140         77        105        265        302:
Old  :       361:       112        122        126         76        105        261        291:
Other:       141:        21         43         22         27         70         58        127:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.8       11.8       34.6       18.5       20.3       10.2       32.6       16.0
Old  :                 23.3       12.8       34.5       20.2       21.7       11.0       32.7       17.5
Other:                 68.7       27.0       76.0       39.0       66.0       27.0       72.8       37.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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  : 1,298,664:   218,171    140,841    366,415    588,967    544,654  1,173,554  1,051,911:   125,111    246,753
Old  :   374,137:    74,547     89,819     84,363    176,527    151,736    335,436    325,917:    38,701     48,219
Other:   924,527:   197,023    104,421    228,654    412,440    392,918    838,118    725,993:    86,410    198,534
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :     6,899:   -11,728     11,606     11,943      4,925     -7,823      5,140     15,726:     1,760     -8,826
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       10.8       28.2       45.4       41.9       90.4       81.0:       9.6       19.0
Old  :     100.0:      19.9       24.0       22.5       47.2       40.6       89.7       87.1:      10.3       12.9
Other:     100.0:      21.3       11.3       24.7       44.6       42.5       90.7       78.5:       9.3       21.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       655:       149        157        208        229        291        499        557:
Old  :       527:       100        123         99        171        220        326        387:
Other:       607:       158        128        168        180        276        416        503:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8        9.1       22.3       16.1       10.6        6.2       17.1        9.5
Old  :                 23.2       12.3       31.9       21.8       23.2       10.8       30.0       16.8
Other:                 15.9        9.0       25.0       15.4       12.8        6.2       19.1       10.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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  :    14,424:       958      1,094        854     10,519     10,355     12,332     12,304:     2,092      2,120
Old  :    14,424:       958      1,094        854     10,519     10,355     12,332     12,304:     2,092      2,120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :      -184:      -376         79       -170        301         28       -245        -63:        62       -121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6        7.6        5.9       72.9       71.8       85.5       85.3:      14.5       14.7
Old  :     100.0:       6.6        7.6        5.9       72.9       71.8       85.5       85.3:      14.5       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  :        38:         6         11          4         15         13         24         25:
Old  :        38:         6         11          4         15         13         24         25:
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  :                 41.6       59.1       60.4       71.5       37.3       45.5       50.7       54.3
Old  :                 41.6       59.1       60.4       71.5       37.3       45.5       50.7       54.3
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 14, 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  :   575,545:    98,390     31,473    174,281    248,500    276,114    521,171    481,868:    54,375     93,677
Old  :    90,318:    13,731      4,585     29,650     36,045     47,202     79,426     81,436:    10,892      8,881
Other:   485,228:    93,228     35,457    136,063    212,454    228,913    441,745    400,432:    43,483     84,796
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :    -1,138:   -12,185      8,427      1,647      9,107    -15,872     -1,431     -5,798:       293      4,660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        5.5       30.3       43.2       48.0       90.6       83.7:       9.4       16.3
Old  :     100.0:      15.2        5.1       32.8       39.9       52.3       87.9       90.2:      12.1        9.8
Other:     100.0:      19.2        7.3       28.0       43.8       47.2       91.0       82.5:       9.0       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       459:       148        118        187        124        171        363        398:
Old  :       268:        76         61         70         67         97        176        195:
Other:       449:       136        129        173        111        166        336        386:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.7       20.4       27.6       30.6       11.4       12.8       18.0       16.9
Old  :                 34.4       38.9       44.8       48.1       16.6       19.4       22.6       24.9
Other:                 17.7       19.6       28.3       28.7       13.4       13.0       21.4       18.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    21,726:    17,626      2,433        712          8      3,215     18,346      6,360:     3,380     15,366
Old  :     1,168:       623        478         35          8        107        666        620:       502        548
Other:    20,558:    17,317      2,269        363          0      3,108     17,680      5,740:     2,878     14,818
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :        43:      -289       -167        338         -2         36         47        207:        -4       -164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.1       11.2        3.3        0.0       14.8       84.4       29.3:      15.6       70.7
Old  :     100.0:      53.3       40.9        3.0        0.7        9.2       57.0       53.1:      43.0       46.9
Other:     100.0:      84.2       11.0        1.8        0.0       15.1       86.0       27.9:      14.0       72.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        16          8          9          2         11         20         26:
Old  :        22:         8          6          1          2          6         10         13:
Other:        35:        16          8          7          0         11         17         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 54.5       10.1       74.1       16.2       53.4       10.1       72.9       16.0
Old  :                 50.5       43.2       56.8       51.1       47.5       43.2       53.8       49.0
Other:                 54.8       10.4       75.2       15.7       53.7       10.4       74.1       15.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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  :   299,717:    26,577     60,099     77,335    170,209    133,694    274,121    271,128:    25,596     28,589
Old  :   100,571:    17,323     11,949     19,930     54,745     58,558     91,998     90,436:     8,573     10,134
Other:   199,147:    25,336     64,232     41,323    115,464     75,137    182,123    180,692:    17,024     18,455
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :    12,452:       460      2,474      4,096      7,797      5,816     12,352     12,385:       100         67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       20.1       25.8       56.8       44.6       91.5       90.5:       8.5        9.5
Old  :     100.0:      17.2       11.9       19.8       54.4       58.2       91.5       89.9:       8.5       10.1
Other:     100.0:      12.7       32.3       20.8       58.0       37.7       91.5       90.7:       8.5        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        43         75         75         69         70        172        182:
Old  :       156:        39         42         40         48         50        110        112:
Other:       195:        42         72         61         59         57        146        152:
     :----------------------------------------------------------------------------------------------------
     :             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       17.6       27.7       27.3       11.1       10.1       18.9       15.4
Old  :                 29.0       21.1       41.5       34.4       14.4       16.6       23.5       25.4
Other:                 17.2       21.4       28.3       31.2       16.0       14.0       26.0       21.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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  :   793,534:    73,399    143,139     36,383    562,358    473,383    672,140    652,905:   121,394    140,630
Old  :   793,534:    73,399    143,139     36,383    562,358    473,383    672,140    652,905:   121,394    140,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :    -6,425:   -15,999       -881        235      5,201      4,137    -10,563      3,492:     4,138     -9,917
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       18.0        4.6       70.9       59.7       84.7       82.3:      15.3       17.7
Old  :     100.0:       9.2       18.0        4.6       70.9       59.7       84.7       82.3:      15.3       17.7
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  :       165:        34         33         35         79         78        132        127:
Old  :       165:        34         33         35         79         78        132        127:
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  :                 22.0       27.9       29.6       36.0       18.6       27.5       25.4       35.3
Old  :                 22.0       27.9       29.6       36.0       18.6       27.5       25.4       35.3
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 14, 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  :   197,483:    38,555     11,291     38,373     87,831    123,999    164,759    173,664:    32,724     23,819
Old  :    63,399:    17,550      4,443      7,108     26,424     42,234     51,081     53,784:    12,318      9,615
Other:   134,084:    31,890     17,734     20,381     61,407     81,766    113,678    119,880:    20,406     14,204
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :    -6,157:    -6,383       -401     -2,894      3,116     -4,471     -6,161     -7,766:         3      1,609
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5        5.7       19.4       44.5       62.8       83.4       87.9:      16.6       12.1
Old  :     100.0:      27.7        7.0       11.2       41.7       66.6       80.6       84.8:      19.4       15.2
Other:     100.0:      23.8       13.2       15.2       45.8       61.0       84.8       89.4:      15.2       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        64         26         58         64         61        156        128:
Old  :       131:        43         21         28         47         49        102         88:
Other:       155:        51         32         45         54         47        133        103:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       32.8       25.3       45.5        9.0       23.8       14.7       30.3
Old  :                 21.6       28.7       32.5       43.1       20.3       27.2       30.3       40.3
Other:                 19.7       41.3       28.4       52.9       15.6       35.6       23.2       44.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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  :     8,780:     2,399      1,267        697      3,723      5,509      6,818      7,473:     1,962      1,307
Old  :     8,780:     2,399      1,267        697      3,723      5,509      6,818      7,473:     1,962      1,307
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :       419:       -57       -207        110        -54        633         -2        536:       421       -117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       14.4        7.9       42.4       62.7       77.7       85.1:      22.3       14.9
Old  :     100.0:      27.3       14.4        7.9       42.4       62.7       77.7       85.1:      22.3       14.9
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  :        51:        14         12          6         20         16         39         30:
Old  :        51:        14         12          6         20         16         39         30:
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  :                 29.6       42.4       45.7       59.5       29.6       38.7       42.0       51.1
Old  :                 29.6       42.4       45.7       59.5       29.6       38.7       42.0       51.1
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 14, 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  :   688,386:   172,278     45,770     46,599    360,873    500,363    579,750    592,732:   108,636     95,654
Old  :   688,386:   172,278     45,770     46,599    360,873    500,363    579,750    592,732:   108,636     95,654
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :    47,547:    14,776     -1,319      7,182     25,598     51,530     47,557     57,393:       -10     -9,847
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        6.6        6.8       52.4       72.7       84.2       86.1:      15.8       13.9
Old  :     100.0:      25.0        6.6        6.8       52.4       72.7       84.2       86.1:      15.8       13.9
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  :       168:        42         24         26         70         78        120        120:
Old  :       168:        42         24         26         70         78        120        120:
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  :                 22.0       28.8       31.4       38.7       20.5       27.1       29.2       37.0
Old  :                 22.0       28.8       31.4       38.7       20.5       27.1       29.2       37.0
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 14, 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  : 1,394,046:    63,832    145,598    176,906    881,864    759,334  1,122,603  1,081,837:   271,443    312,208
Old  : 1,394,046:    63,832    145,598    176,906    881,864    759,334  1,122,603  1,081,837:   271,443    312,208
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :    45,731:   -28,237    -57,637     29,068     47,533     83,076     48,365     54,507:    -2,633     -8,776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       10.4       12.7       63.3       54.5       80.5       77.6:      19.5       22.4
Old  :     100.0:       4.6       10.4       12.7       63.3       54.5       80.5       77.6:      19.5       22.4
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  :       220:        33         45         57        118        116        185        185:
Old  :       220:        33         45         57        118        116        185        185:
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  :                 14.5       14.2       23.5       20.3       10.9        7.5       17.0       11.8
Old  :                 14.5       14.2       23.5       20.3       10.9        7.5       17.0       11.8
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 14, 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  :   844,221:    97,415     84,060     42,696    518,990    544,712    659,101    671,468:   185,120    172,753
Old  :   844,221:    97,415     84,060     42,696    518,990    544,712    659,101    671,468:   185,120    172,753
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :      -714:    23,839    -24,854      3,760    -27,439     33,953        159     12,859:      -873    -13,572
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       10.0        5.1       61.5       64.5       78.1       79.5:      21.9       20.5
Old  :     100.0:      11.5       10.0        5.1       61.5       64.5       78.1       79.5:      21.9       20.5
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  :       146:        32         23         26         69         74        107        117:
Old  :       146:        32         23         26         69         74        107        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  :                 23.9       19.7       32.2       29.3       16.4       16.2       24.0       24.6
Old  :                 23.9       19.7       32.2       29.3       16.4       16.2       24.0       24.6
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 14, 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  :   521,146:   119,447     15,431    130,373    231,580    338,133    481,400    483,936:    39,746     37,210
Old  :   521,146:   119,447     15,431    130,373    231,580    338,133    481,400    483,936:    39,746     37,210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :     5,102:      -180      3,129      4,511      2,077     -2,947      6,408      4,693:    -1,306        409
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        3.0       25.0       44.4       64.9       92.4       92.9:       7.6        7.1
Old  :     100.0:      22.9        3.0       25.0       44.4       64.9       92.4       92.9:       7.6        7.1
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  :        86:        29         10         30         38         39         76         72:
Old  :        86:        29         10         30         38         39         76         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  :                 25.5       37.1       42.1       53.5       18.6       27.8       27.5       35.4
Old  :                 25.5       37.1       42.1       53.5       18.6       27.8       27.5       35.4
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 14, 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  :    12,394:     1,681      2,333          3      7,418      7,239      9,102      9,575:     3,292      2,819
Old  :    12,394:     1,681      2,333          3      7,418      7,239      9,102      9,575:     3,292      2,819
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       18.8        0.0       59.9       58.4       73.4       77.3:      26.6       22.7
Old  :     100.0:      13.6       18.8        0.0       59.9       58.4       73.4       77.3:      26.6       22.7
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  :        20:         3          4          1          9          5         13          9:
Old  :        20:         3          4          1          9          5         13          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  :                 54.7       59.0       67.9       75.4       54.7       58.8       67.9       75.1
Old  :                 54.7       59.0       67.9       75.4       54.7       58.8       67.9       75.1
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 14, 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  :    62,003:    16,273     13,883        655     35,571     27,682     52,499     42,220:     9,504     19,783
Old  :    62,003:    16,273     13,883        655     35,571     27,682     52,499     42,220:     9,504     19,783
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :     3,279:     2,624        260       -176      1,273      1,643      3,722      1,728:      -442      1,552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       22.4        1.1       57.4       44.6       84.7       68.1:      15.3       31.9
Old  :     100.0:      26.2       22.4        1.1       57.4       44.6       84.7       68.1:      15.3       31.9
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  :        79:        18         22          7         24         26         46         51:
Old  :        79:        18         22          7         24         26         46         51:
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  :                 29.6       24.7       46.1       35.9       28.5       20.1       41.8       30.7
Old  :                 29.6       24.7       46.1       35.9       28.5       20.1       41.8       30.7
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, July 14, 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  :    29,367:       694      3,492        935     27,694     24,693     29,323     29,120:        44        247
Old  :    29,367:       694      3,492        935     27,694     24,693     29,323     29,120:        44        247
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :    -4,946:    -1,770      1,460        847     -1,964     -5,073     -2,887     -2,766:    -2,059     -2,180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4       11.9        3.2       94.3       84.1       99.9       99.2:       0.1        0.8
Old  :     100.0:       2.4       11.9        3.2       94.3       84.1       99.9       99.2:       0.1        0.8
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  :        38:         4         12          2         11         13         17         25:
Old  :        38:         4         12          2         11         13         17         25:
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  :                 85.4       88.3       95.2       94.2       85.4       84.6       93.1       90.6
Old  :                 85.4       88.3       95.2       94.2       85.4       84.6       93.1       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, July 14, 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  :    34,255:     7,779        910      1,005     25,259     32,244     34,043     34,159:       212         96
Old  :    34,255:     7,779        910      1,005     25,259     32,244     34,043     34,159:       212         96
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2009                         :
     :       489:      -115        535        174        412       -222        471        487:        18          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        2.7        2.9       73.7       94.1       99.4       99.7:       0.6        0.3
Old  :     100.0:      22.7        2.7        2.9       73.7       94.1       99.4       99.7:       0.6        0.3
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  :        31:         7          8          1         10          9         17         18:
Old  :        31:         7          8          1         10          9         17         18:
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  :                 85.8       79.8       96.6       94.3       69.9       75.3       80.8       81.6
Old  :                 85.8       79.8       96.6       94.3       69.9       75.3       80.8       81.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 17, 2009