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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, June 15, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   507,055:    88,428    144,045     72,206    306,069    231,908    466,703    448,159:    40,352     58,896
Old  :   433,802:    86,749    123,045     59,820    249,868    204,775    396,437    387,640:    37,365     46,162
Other:    73,253:    10,759     30,080      3,306     56,201     27,133     70,266     60,519:     2,987     12,734
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :     4,223:       927      9,207      1,016        802     -6,035      2,745      4,188:     1,478         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       28.4       14.2       60.4       45.7       92.0       88.4:       8.0       11.6
Old  :     100.0:      20.0       28.4       13.8       57.6       47.2       91.4       89.4:       8.6       10.6
Other:     100.0:      14.7       41.1        4.5       76.7       37.0       95.9       82.6:       4.1       17.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       416:       121        151        144         79         98        291        327:
Old  :       407:       139        141        137         74         90        283        313:
Other:       169:        18         63         23         34         64         73        137:
     :----------------------------------------------------------------------------------------------------
     :             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       17.6       38.6       27.9       22.5       14.3       36.8       21.8
Old  :                 26.5       20.2       40.5       31.2       25.5       18.9       38.7       28.3
Other:                 51.7       26.0       66.8       41.7       51.7       25.0       66.3       36.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, June 15, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,209,610:   303,820    227,072    177,182    603,063    541,276  1,084,065    945,530:   125,545    264,080
Old  :   597,340:   181,396    207,914     28,433    312,913    254,680    522,742    491,027:    74,598    106,313
Other:   612,270:   195,580     92,314     75,593    290,150    286,596    561,323    454,503:    50,947    157,767
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :   -29,633:    10,826     15,027     -7,203    -31,485    -35,701    -27,862    -27,877:    -1,771     -1,756
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       18.8       14.6       49.9       44.7       89.6       78.2:      10.4       21.8
Old  :     100.0:      30.4       34.8        4.8       52.4       42.6       87.5       82.2:      12.5       17.8
Other:     100.0:      31.9       15.1       12.3       47.4       46.8       91.7       74.2:       8.3       25.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       692:       175        167        190        192        275        471        564:
Old  :       626:       162        161         91        148        236        350        453:
Other:       578:       153        126         85        125        247        321        423:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.2       13.0       25.6       18.5       16.2       11.1       24.4       15.7
Old  :                 25.4       11.9       34.1       19.5       25.3       11.6       33.9       19.0
Other:                 20.5       17.3       30.3       23.7       20.3       16.4       29.6       21.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, June 15, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    16,369:     2,228      1,738        776     10,589     11,456     13,593     13,970:     2,776      2,399
Old  :    16,369:     2,228      1,738        776     10,589     11,456     13,593     13,970:     2,776      2,399
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :    -2,713:      -360     -2,645       -234     -1,180         79     -1,774     -2,800:      -939         87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       10.6        4.7       64.7       70.0       83.0       85.3:      17.0       14.7
Old  :     100.0:      13.6       10.6        4.7       64.7       70.0       83.0       85.3:      17.0       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  :        45:        14         10          6         17         13         33         27:
Old  :        45:        14         10          6         17         13         33         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       54.1       55.3       68.9       30.0       42.1       47.0       54.5
Old  :                 33.6       54.1       55.3       68.9       30.0       42.1       47.0       54.5
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 - Futures Only, June 15, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   460,514:   101,209     69,849     68,520    246,234    230,961    415,963    369,330:    44,551     91,184
Old  :   147,768:    62,125     28,103      5,508     58,044     89,611    125,677    123,222:    22,091     24,546
Other:   312,746:    60,181     62,843     41,915    188,190    141,350    290,286    246,108:    22,460     66,638
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :   -15,348:       965    -12,928     -5,878    -14,128      4,845    -19,041    -13,961:     3,693     -1,387
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       15.2       14.9       53.5       50.2       90.3       80.2:       9.7       19.8
Old  :     100.0:      42.0       19.0        3.7       39.3       60.6       85.1       83.4:      14.9       16.6
Other:     100.0:      19.2       20.1       13.4       60.2       45.2       92.8       78.7:       7.2       21.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       454:       149        108        135        113        164        331        356:
Old  :       377:       137         75         41         87        120        239        222:
Other:       388:        99        110         83         67        151        214        303:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       20.6       30.9       26.8       19.6       19.1       29.8       23.6
Old  :                 23.5       32.3       32.6       40.1       23.4       31.5       32.4       39.0
Other:                 23.5       17.5       37.6       24.8       23.0       16.4       37.1       21.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, June 15, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    17,880:    14,386        745        278         37      3,606     14,701      4,629:     3,179     13,251
Old  :     3,551:     1,907        537         44         37        308      1,988        889:     1,563      2,662
Other:    14,329:    12,676        405         37          0      3,298     12,713      3,740:     1,616     10,589
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :      -734:        90       -315         90         -7        130        173        -95:      -907       -639
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.5        4.2        1.6        0.2       20.2       82.2       25.9:      17.8       74.1
Old  :     100.0:      53.7       15.1        1.2        1.0        8.7       56.0       25.0:      44.0       75.0
Other:     100.0:      88.5        2.8        0.3        0.0       23.0       88.7       26.1:      11.3       73.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        14          4          9          2          9         18         20:
Old  :        25:        11          6          4          2          7         13         17:
Other:        24:        13          2          6          0          9         14         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 60.4       13.0       74.1       19.3       60.3       13.0       73.9       19.1
Old  :                 45.3       15.0       54.4       22.0       45.2       15.0       53.4       21.8
Other:                 64.9       14.7       81.3       22.3       64.9       14.7       81.3       22.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, June 15, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   326,185:    57,948     66,211     52,802    186,831    174,556    297,581    293,569:    28,604     32,616
Old  :   176,666:    47,368     43,513     25,438     85,445     85,161    158,251    154,112:    18,415     22,554
Other:   149,519:    28,065     40,183      9,879    101,386     89,395    139,330    139,457:    10,189     10,062
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :   -10,289:       185     -3,615     -1,400    -12,820     -5,288    -14,035    -10,303:     3,746         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       20.3       16.2       57.3       53.5       91.2       90.0:       8.8       10.0
Old  :     100.0:      26.8       24.6       14.4       48.4       48.2       89.6       87.2:      10.4       12.8
Other:     100.0:      18.8       26.9        6.6       67.8       59.8       93.2       93.3:       6.8        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       252:        66         74         84         67         56        193        184:
Old  :       226:        81         63         53         60         49        165        147:
Other:       178:        44         66         31         52         38        118        115:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.6       28.0       29.0       36.8       15.5       23.6       24.1       29.1
Old  :                 21.5       25.9       30.7       34.7       16.0       22.3       23.4       29.3
Other:                 28.2       42.0       44.6       51.5       27.2       41.6       43.7       51.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, June 15, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   662,857:    85,535    134,550     15,699    424,925    400,733    526,159    550,982:   136,698    111,875
Old  :   662,857:    85,535    134,550     15,699    424,925    400,733    526,159    550,982:   136,698    111,875
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :   -14,724:    13,460     -2,595     -3,720    -21,481     -3,909    -11,741    -10,224:    -2,983     -4,500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       20.3        2.4       64.1       60.5       79.4       83.1:      20.6       16.9
Old  :     100.0:      12.9       20.3        2.4       64.1       60.5       79.4       83.1:      20.6       16.9
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  :       152:        32         25         14         61         71        104         99:
Old  :       152:        32         25         14         61         71        104         99:
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  :                 21.7       21.8       33.2       36.8       20.2       20.6       31.4       33.5
Old  :                 21.7       21.8       33.2       36.8       20.2       20.6       31.4       33.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, June 15, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   140,981:     5,921     17,966         48     98,285    105,390    104,254    123,404:    36,727     17,577
Old  :   140,981:     5,921     17,966         48     98,285    105,390    104,254    123,404:    36,727     17,577
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :     1,367:     2,000      1,908        -74     -3,073       -967     -1,147        867:     2,514        500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       12.7        0.0       69.7       74.8       73.9       87.5:      26.1       12.5
Old  :     100.0:       4.2       12.7        0.0       69.7       74.8       73.9       87.5:      26.1       12.5
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  :        32:         3          6          1         17         15         21         21:
Old  :        32:         3          6          1         17         15         21         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       64.9       57.9       73.4       41.6       61.0       53.6       69.1
Old  :                 44.1       64.9       57.9       73.4       41.6       61.0       53.6       69.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, June 15, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    11,500:     1,301        829        516      9,219      9,868     11,036     11,213:       464        287
Old  :    11,500:     1,301        829        516      9,219      9,868     11,036     11,213:       464        287
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :       447:        29         34         60        247        244        336        338:       111        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        7.2        4.5       80.2       85.8       96.0       97.5:       4.0        2.5
Old  :     100.0:      11.3        7.2        4.5       80.2       85.8       96.0       97.5:       4.0        2.5
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  :        31:         7          6          3         16         17         26         23:
Old  :        31:         7          6          3         16         17         26         23:
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  :                 61.0       65.7       74.5       85.6       14.2       16.8       20.3       23.0
Old  :                 61.0       65.7       74.5       85.6       14.2       16.8       20.3       23.0
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 - Futures Only, June 15, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   190,775:    60,132     13,856     18,863     74,780    134,441    153,775    167,160:    37,000     23,615
Old  :   106,910:    44,831     10,622      4,010     34,290     76,827     83,131     91,459:    23,779     15,451
Other:    83,865:    21,440      9,373      8,714     40,490     57,614     70,644     75,701:    13,221      8,164
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :    16,005:    13,767      3,400     -4,225      2,869     17,694     12,411     16,869:     3,594       -864
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5        7.3        9.9       39.2       70.5       80.6       87.6:      19.4       12.4
Old  :     100.0:      41.9        9.9        3.8       32.1       71.9       77.8       85.5:      22.2       14.5
Other:     100.0:      25.6       11.2       10.4       48.3       68.7       84.2       90.3:      15.8        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        61         29         51         59         64        150        125:
Old  :       162:        50         34         27         50         58        118        105:
Other:       122:        38         16         28         45         38         98         75:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.2       42.0       22.3       50.2       11.9       36.8       20.4       43.3
Old  :                 16.9       39.5       27.4       48.8       16.9       39.5       27.4       47.7
Other:                 22.9       50.8       35.0       59.8       22.6       49.9       34.1       55.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, June 15, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    15,153:     3,793      3,847        917      7,728      7,859     12,438     12,623:     2,715      2,530
Old  :     5,278:     2,136      2,805          0      1,646      1,550      3,782      4,355:     1,496        923
Other:     9,875:     1,783      1,168        791      6,082      6,309      8,656      8,268:     1,219      1,607
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :      -577:       -14         80       -215       -424        -97       -653       -232:        76       -345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       25.4        6.1       51.0       51.9       82.1       83.3:      17.9       16.7
Old  :     100.0:      40.5       53.1        0.0       31.2       29.4       71.7       82.5:      28.3       17.5
Other:     100.0:      18.1       11.8        8.0       61.6       63.9       87.7       83.7:      12.3       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        22         19         14         24         22         53         51:
Old  :        56:        19         13          0         15          9         34         22:
Other:        63:        15         14          8         16         22         36         42:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.9       28.6       49.6       48.9       34.9       26.3       48.1       42.4
Old  :                 31.7       41.0       43.5       57.5       31.7       41.0       43.5       57.5
Other:                 50.3       34.5       63.4       55.2       50.3       31.9       61.8       49.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, June 15, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   884,456:   213,227    172,308     29,777    539,860    557,873    782,864    759,958:   101,592    124,498
Old  :   884,456:   213,227    172,308     29,777    539,860    557,873    782,864    759,958:   101,592    124,498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :    -2,996:    -4,335     -6,373        -29       -536      1,826     -4,900     -4,576:     1,904      1,580
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       19.5        3.4       61.0       63.1       88.5       85.9:      11.5       14.1
Old  :     100.0:      24.1       19.5        3.4       61.0       63.1       88.5       85.9:      11.5       14.1
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  :       213:        21         55         17         65        117         99        177:
Old  :       213:        21         55         17         65        117         99        177:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       15.0       54.2       23.2       44.1       12.1       53.3       19.8
Old  :                 44.3       15.0       54.2       23.2       44.1       12.1       53.3       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, June 15, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,764,800:   137,675    295,262     43,997  1,267,006  1,069,769  1,448,678  1,409,028:   316,122    355,772
Old  : 1,764,800:   137,675    295,262     43,997  1,267,006  1,069,769  1,448,678  1,409,028:   316,122    355,772
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :   -42,596:     3,143    -31,504    -16,088    -76,669    -38,455    -89,614    -86,047:    47,018     43,451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       16.7        2.5       71.8       60.6       82.1       79.8:      17.9       20.2
Old  :     100.0:       7.8       16.7        2.5       71.8       60.6       82.1       79.8:      17.9       20.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       241:        29         48         20         99        131        144        183:
Old  :       241:        29         48         20         99        131        144        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  :                 43.7       19.0       50.2       29.0       42.1       16.9       48.1       24.8
Old  :                 43.7       19.0       50.2       29.0       42.1       16.9       48.1       24.8
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 - Futures Only, June 15, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   940,220:   144,731    111,231     26,213    582,885    572,351    753,829    709,795:   186,391    230,425
Old  :   940,220:   144,731    111,231     26,213    582,885    572,351    753,829    709,795:   186,391    230,425
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :    11,755:    -1,386     15,789     -5,117     29,131     -2,823     22,628      7,849:   -10,873      3,906
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       11.8        2.8       62.0       60.9       80.2       75.5:      19.8       24.5
Old  :     100.0:      15.4       11.8        2.8       62.0       60.9       80.2       75.5:      19.8       24.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        22         26         15         62         82         92        115:
Old  :       151:        22         26         15         62         82         92        115:
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       20.2       35.4       29.4       19.8       14.8       28.6       21.3
Old  :                 23.6       20.2       35.4       29.4       19.8       14.8       28.6       21.3
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 - Futures Only, June 15, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   649,324:   164,864     18,876     58,529    389,627    513,135    613,020    590,540:    36,304     58,784
Old  :   649,324:   164,864     18,876     58,529    389,627    513,135    613,020    590,540:    36,304     58,784
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :    18,301:    13,622        715      2,845     -1,580      6,083     14,887      9,643:     3,414      8,658
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        2.9        9.0       60.0       79.0       94.4       90.9:       5.6        9.1
Old  :     100.0:      25.4        2.9        9.0       60.0       79.0       94.4       90.9:       5.6        9.1
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  :       110:        25         13         29         51         54         89         91:
Old  :       110:        25         13         29         51         54         89         91:
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  :                 31.7       40.2       50.8       52.3       25.4       21.5       34.2       29.3
Old  :                 31.7       40.2       50.8       52.3       25.4       21.5       34.2       29.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, June 15, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    62,170:     5,369      4,621      4,149     42,146     40,673     51,663     49,443:    10,507     12,727
Old  :    62,170:     5,369      4,621      4,149     42,146     40,673     51,663     49,443:    10,507     12,727
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6        7.4        6.7       67.8       65.4       83.1       79.5:      16.9       20.5
Old  :     100.0:       8.6        7.4        6.7       67.8       65.4       83.1       79.5:      16.9       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  :        94:        22         12         14         39         41         69         63:
Old  :        94:        22         12         14         39         41         69         63:
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  :                 30.0       29.3       44.6       46.2       22.7       25.4       34.9       37.5
Old  :                 30.0       29.3       44.6       46.2       22.7       25.4       34.9       37.5
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 - Futures Only, June 15, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    15,996:     1,599        922      1,077      9,105     10,511     11,781     12,510:     4,215      3,486
Old  :    15,996:     1,599        922      1,077      9,105     10,511     11,781     12,510:     4,215      3,486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :     3,070:        68        451      1,077      1,422      1,206      2,567      2,734:       503        336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        5.8        6.7       56.9       65.7       73.6       78.2:      26.4       21.8
Old  :     100.0:      10.0        5.8        6.7       56.9       65.7       73.6       78.2:      26.4       21.8
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  :        26:         5          5          5          9         12         16         20:
Old  :        26:         5          5          5          9         12         16         20:
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  :                 38.6       48.3       56.8       63.7       37.0       47.2       52.3       57.2
Old  :                 38.6       48.3       56.8       63.7       37.0       47.2       52.3       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, June 15, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    92,347:    11,037     10,896      2,645     66,082     60,324     79,764     73,865:    12,583     18,482
Old  :    92,347:    11,037     10,896      2,645     66,082     60,324     79,764     73,865:    12,583     18,482
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :    17,275:      -425     -1,753      1,851     16,347     13,862     17,773     13,960:      -498      3,315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       11.8        2.9       71.6       65.3       86.4       80.0:      13.6       20.0
Old  :     100.0:      12.0       11.8        2.9       71.6       65.3       86.4       80.0:      13.6       20.0
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  :        92:        23         13         10         38         39         65         58:
Old  :        92:        23         13         10         38         39         65         58:
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  :                 34.6       31.0       46.8       46.0       26.3       27.8       37.9       39.3
Old  :                 34.6       31.0       46.8       46.0       26.3       27.8       37.9       39.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, June 15, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    11,407:     4,484      1,561        741      4,594      8,024      9,819     10,326:     1,588      1,081
Old  :    11,407:     4,484      1,561        741      4,594      8,024      9,819     10,326:     1,588      1,081
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3       13.7        6.5       40.3       70.3       86.1       90.5:      13.9        9.5
Old  :     100.0:      39.3       13.7        6.5       40.3       70.3       86.1       90.5:      13.9        9.5
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  :        20:        10          5          2          4          2         15          8:
Old  :        20:        10          5          2          4          2         15          8:
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  :                 56.4       86.7       80.7       90.5       56.4       81.8       75.4       83.6
Old  :                 56.4       86.7       80.7       90.5       56.4       81.8       75.4       83.6
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 - Futures Only, June 15, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    13,899:     3,009        748          0     10,606     12,930     13,615     13,678:       284        221
Old  :    13,899:     3,009        748          0     10,606     12,930     13,615     13,678:       284        221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :    -2,877:      -981         -3         -6     -1,362     -2,438     -2,349     -2,447:      -528       -430
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        5.4        0.0       76.3       93.0       98.0       98.4:       2.0        1.6
Old  :     100.0:      21.6        5.4        0.0       76.3       93.0       98.0       98.4:       2.0        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  :        32:         3          7          0         10         15         13         22:
Old  :        32:         3          7          0         10         15         13         22:
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  :                 70.5       75.2       92.5       88.0       70.5       71.8       87.5       80.3
Old  :                 70.5       75.2       92.5       88.0       70.5       71.8       87.5       80.3
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 - Futures Only, June 15, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    30,776:     3,796      2,045          0     26,676     28,598     30,472     30,643:       304        133
Old  :    30,776:     3,796      2,045          0     26,676     28,598     30,472     30,643:       304        133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :   -14,379:      -709       -515          0    -13,043    -13,377    -13,752    -13,892:      -627       -487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3        6.6        0.0       86.7       92.9       99.0       99.6:       1.0        0.4
Old  :     100.0:      12.3        6.6        0.0       86.7       92.9       99.0       99.6:       1.0        0.4
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  :        29:         6          3          0          6         14         12         17:
Old  :        29:         6          3          0          6         14         12         17:
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  :                 94.2       76.0       98.2       90.3       94.2       76.0       98.2       90.3
Old  :                 94.2       76.0       98.2       90.3       94.2       76.0       98.2       90.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 18, 2010