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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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  :   402,826:    74,759     89,089    113,803    180,767    149,938    369,330    352,831:    33,496     49,995
Old  :   356,267:    67,862     79,198     97,350    159,861    136,591    325,073    313,139:    31,194     43,129
Other:    46,559:    19,501     22,495      3,850     20,906     13,347     44,257     39,692:     2,302      6,867
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2009                        :
     :    10,544:     4,375      1,607      5,523       -621        958      9,277      8,088:     1,267      2,456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       22.1       28.3       44.9       37.2       91.7       87.6:       8.3       12.4
Old  :     100.0:      19.0       22.2       27.3       44.9       38.3       91.2       87.9:       8.8       12.1
Other:     100.0:      41.9       48.3        8.3       44.9       28.7       95.1       85.3:       4.9       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       361:        92        131        146         76        102        271        301:
Old  :       361:       109        124        134         75        102        267        292:
Other:       144:        23         41         24         27         71         62        128:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       11.3       33.9       17.8       19.9        9.6       32.1       15.5
Old  :                 22.7       12.3       33.6       19.3       21.3       10.4       32.1       16.8
Other:                 68.1       28.0       75.5       39.7       65.5       28.0       72.0       37.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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  : 1,356,748:   213,684    151,348    408,131    605,322    540,158  1,227,137  1,099,637:   129,611    257,111
Old  :   383,148:    71,018    101,853     92,446    181,243    142,768    344,707    337,067:    38,441     46,081
Other:   973,600:   209,257    116,086    249,094    424,079    397,390    882,431    762,570:    91,169    211,030
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2009                        :
     :    58,084:    -4,487     10,507     41,715     16,355     -4,496     53,584     47,726:     4,500     10,358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       11.2       30.1       44.6       39.8       90.4       81.0:       9.6       19.0
Old  :     100.0:      18.5       26.6       24.1       47.3       37.3       90.0       88.0:      10.0       12.0
Other:     100.0:      21.5       11.9       25.6       43.6       40.8       90.6       78.3:       9.4       21.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       681:       166        158        220        241        292        534        573:
Old  :       535:       107        132         99        181        208        341        386:
Other:       639:       176        137        174        189        280        450        516:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.3        9.3       21.8       16.4       10.3        6.0       16.6        9.3
Old  :                 22.2       11.7       30.6       21.6       22.0        9.6       28.5       16.9
Other:                 15.0        9.4       24.1       15.9       12.5        6.0       18.4       10.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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  :    14,434:     1,086      1,087        785     10,236     10,175     12,108     12,048:     2,326      2,386
Old  :    14,434:     1,086      1,087        785     10,236     10,175     12,108     12,048:     2,326      2,386
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2009                        :
     :        11:       128         -8        -69       -283       -180       -224       -256:       234        267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5        7.5        5.4       70.9       70.5       83.9       83.5:      16.1       16.5
Old  :     100.0:       7.5        7.5        5.4       70.9       70.5       83.9       83.5:      16.1       16.5
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  :        39:         8         10          4         16         13         26         25:
Old  :        39:         8         10          4         16         13         26         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  :                 39.7       57.7       58.0       69.5       36.4       46.1       50.0       54.8
Old  :                 39.7       57.7       58.0       69.5       36.4       46.1       50.0       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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  :   571,460:    92,461     30,399    182,247    250,349    268,208    525,057    480,854:    46,403     90,605
Old  :    79,166:     5,073      2,871     30,635     37,363     39,859     73,070     73,365:     6,096      5,801
Other:   492,294:    91,343     31,483    147,658    212,986    228,349    451,987    407,490:    40,307     84,804
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2009                        :
     :    -4,086:    -5,928     -1,073      7,966      1,849     -7,906      3,886     -1,014:    -7,972     -3,072
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        5.3       31.9       43.8       46.9       91.9       84.1:       8.1       15.9
Old  :     100.0:       6.4        3.6       38.7       47.2       50.3       92.3       92.7:       7.7        7.3
Other:     100.0:      18.6        6.4       30.0       43.3       46.4       91.8       82.8:       8.2       17.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       458:       144        127        180        124        167        359        392:
Old  :       244:        71         55         70         66         86        168        180:
Other:       448:       140        128        171        108        163        334        382:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.8       20.5       28.5       30.6       11.6       11.8       18.3       15.4
Old  :                 40.8       41.8       51.2       53.3       17.1       17.5       20.8       22.2
Other:                 17.2       19.8       28.1       28.7       13.1       13.0       21.0       17.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    21,981:    17,640      2,710        539          4      3,300     18,183      6,549:     3,798     15,432
Old  :     1,080:       546        460          0          4        115        550        575:       530        505
Other:    20,901:    17,301      2,457        332          0      3,185     17,633      5,974:     3,268     14,927
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2009                        :
     :       255:        14        277       -173         -4         85       -163        189:       418         66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.3       12.3        2.5        0.0       15.0       82.7       29.8:      17.3       70.2
Old  :     100.0:      50.6       42.6        0.0        0.4       10.6       50.9       53.2:      49.1       46.8
Other:     100.0:      82.8       11.8        1.6        0.0       15.2       84.4       28.6:      15.6       71.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        14         10          7          1         11         18         25:
Old  :        18:         7          5          0          1          5          8         10:
Other:        35:        15          9          5          0         11         16         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.3        9.9       74.1       16.1       53.3        9.9       73.0       16.0
Old  :                 45.9       44.7       50.9       52.6       45.9       44.7       50.9       52.6
Other:                 54.8       10.3       75.4       15.8       53.8       10.3       74.3       15.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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  :   299,095:    25,720     57,001     82,920    168,337    133,718    276,977    273,639:    22,118     25,455
Old  :    93,706:    19,913     10,039     18,700     49,377     57,211     87,990     85,950:     5,717      7,757
Other:   205,388:    24,979     66,135     45,048    118,960     76,507    188,987    187,690:    16,401     17,699
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2009                        :
     :      -623:      -857     -3,098      5,585     -1,872         23      2,856      2,511:    -3,479     -3,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       19.1       27.7       56.3       44.7       92.6       91.5:       7.4        8.5
Old  :     100.0:      21.3       10.7       20.0       52.7       61.1       93.9       91.7:       6.1        8.3
Other:     100.0:      12.2       32.2       21.9       57.9       37.2       92.0       91.4:       8.0        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       226:        39         73         80         72         74        174        193:
Old  :       160:        45         39         41         50         57        114        120:
Other:       200:        38         79         64         61         60        145        164:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.0       17.2       27.7       26.5       10.9        8.4       18.8       13.6
Old  :                 29.9       21.8       42.4       34.1       14.9       14.1       22.4       23.1
Other:                 17.2       20.5       28.6       30.1       16.2       13.0       25.4       20.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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  :   759,340:    65,966    137,571     36,537    539,231    445,903    641,734    620,010:   117,606    139,330
Old  :   759,340:    65,966    137,571     36,537    539,231    445,903    641,734    620,010:   117,606    139,330
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2009                        :
     :   -34,194:    -7,433     -5,568        154    -23,127    -27,480    -30,407    -32,894:    -3,788     -1,300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       18.1        4.8       71.0       58.7       84.5       81.7:      15.5       18.3
Old  :     100.0:       8.7       18.1        4.8       71.0       58.7       84.5       81.7:      15.5       18.3
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  :       162:        31         35         38         78         77        132        127:
Old  :       162:        31         35         38         78         77        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  :                 22.4       26.3       30.3       35.6       18.0       25.9       25.1       33.8
Old  :                 22.4       26.3       30.3       35.6       18.0       25.9       25.1       33.8
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 21, 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  :   195,806:    35,695     10,052     38,925     90,241    122,044    164,861    171,022:    30,945     24,784
Old  :    59,889:    15,686      4,184      7,148     26,039     39,754     48,873     51,086:    11,016      8,802
Other:   135,917:    30,198     16,058     21,588     64,202     82,290    115,988    119,936:    19,929     15,981
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2009                        :
     :    -1,677:    -2,860     -1,239        552      2,410     -1,955        102     -2,642:    -1,779        965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2        5.1       19.9       46.1       62.3       84.2       87.3:      15.8       12.7
Old  :     100.0:      26.2        7.0       11.9       43.5       66.4       81.6       85.3:      18.4       14.7
Other:     100.0:      22.2       11.8       15.9       47.2       60.5       85.3       88.2:      14.7       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        53         30         53         68         62        149        126:
Old  :       127:        39         20         27         47         52         95         90:
Other:       153:        41         36         45         61         51        134        105:
     :----------------------------------------------------------------------------------------------------
     :             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       33.4       26.1       46.2        8.9       23.3       14.8       29.0
Old  :                 24.1       28.9       35.1       42.6       20.2       26.4       30.0       36.8
Other:                 19.0       41.8       28.7       53.7       15.4       35.6       23.9       44.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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  :     8,905:     2,531      1,014        705      3,578      5,861      6,815      7,580:     2,090      1,325
Old  :     8,905:     2,531      1,014        705      3,578      5,861      6,815      7,580:     2,090      1,325
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2009                        :
     :       125:       133       -254          9       -145        352         -3        107:       129         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       11.4        7.9       40.2       65.8       76.5       85.1:      23.5       14.9
Old  :     100.0:      28.4       11.4        7.9       40.2       65.8       76.5       85.1:      23.5       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  :        50:        14         10          6         21         17         40         29:
Old  :        50:        14         10          6         21         17         40         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       43.9       44.4       60.9       28.8       41.5       41.5       53.9
Old  :                 28.8       43.9       44.4       60.9       28.8       41.5       41.5       53.9
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 21, 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  :   733,635:   211,188     56,838     51,886    365,839    517,265    628,913    625,989:   104,722    107,646
Old  :   733,635:   211,188     56,838     51,886    365,839    517,265    628,913    625,989:   104,722    107,646
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2009                        :
     :    45,249:    38,910     11,068      5,287      4,966     16,903     49,163     33,257:    -3,914     11,992
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8        7.7        7.1       49.9       70.5       85.7       85.3:      14.3       14.7
Old  :     100.0:      28.8        7.7        7.1       49.9       70.5       85.7       85.3:      14.3       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  :       179:        42         29         27         73         84        127        128:
Old  :       179:        42         29         27         73         84        127        128:
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  :                 23.1       26.6       32.8       36.4       21.4       25.0       30.3       34.8
Old  :                 23.1       26.6       32.8       36.4       21.4       25.0       30.3       34.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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  : 1,416,015:    81,704    131,659    165,628    899,945    785,141  1,147,277  1,082,428:   268,738    333,587
Old  : 1,416,015:    81,704    131,659    165,628    899,945    785,141  1,147,277  1,082,428:   268,738    333,587
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2009                        :
     :    21,970:    17,871    -13,939    -11,278     18,082     25,808     24,675        591:    -2,705     21,379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8        9.3       11.7       63.6       55.4       81.0       76.4:      19.0       23.6
Old  :     100.0:       5.8        9.3       11.7       63.6       55.4       81.0       76.4:      19.0       23.6
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  :       224:        39         40         58        122        118        190        188:
Old  :       224:        39         40         58        122        118        190        188:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.0       14.4       24.5       20.2       12.0        6.9       17.8       11.1
Old  :                 16.0       14.4       24.5       20.2       12.0        6.9       17.8       11.1
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 21, 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  :   839,453:   114,819     84,119     44,504    498,527    537,014    657,850    665,636:   181,603    173,817
Old  :   839,453:   114,819     84,119     44,504    498,527    537,014    657,850    665,636:   181,603    173,817
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2009                        :
     :    -4,768:    17,404         59      1,808    -20,463     -7,699     -1,251     -5,832:    -3,517      1,064
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       10.0        5.3       59.4       64.0       78.4       79.3:      21.6       20.7
Old  :     100.0:      13.7       10.0        5.3       59.4       64.0       78.4       79.3:      21.6       20.7
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  :       144:        30         23         24         69         76        107        115:
Old  :       144:        30         23         24         69         76        107        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  :                 24.5       19.8       32.5       29.5       17.1       15.8       23.9       23.4
Old  :                 24.5       19.8       32.5       29.5       17.1       15.8       23.9       23.4
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 21, 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  :   534,070:   115,088     14,162    137,829    244,138    345,065    497,055    497,055:    37,015     37,015
Old  :   534,070:   115,088     14,162    137,829    244,138    345,065    497,055    497,055:    37,015     37,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2009                        :
     :    12,924:    -4,359     -1,269      7,456     12,558      6,932     15,655     13,119:    -2,732       -196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5        2.7       25.8       45.7       64.6       93.1       93.1:       6.9        6.9
Old  :     100.0:      21.5        2.7       25.8       45.7       64.6       93.1       93.1:       6.9        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        28         10         30         40         40         79         73:
Old  :        90:        28         10         30         40         40         79         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       35.8       40.3       52.0       17.2       26.0       26.1       33.8
Old  :                 24.2       35.8       40.3       52.0       17.2       26.0       26.1       33.8
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 21, 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  :    64,416:    15,870     13,822      1,132     38,697     27,368     55,699     42,322:     8,718     22,095
Old  :    64,416:    15,870     13,822      1,132     38,697     27,368     55,699     42,322:     8,718     22,095
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2009                        :
     :     2,413:      -403        -61        477      3,126       -314      3,200        102:      -786      2,312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       21.5        1.8       60.1       42.5       86.5       65.7:      13.5       34.3
Old  :     100.0:      24.6       21.5        1.8       60.1       42.5       86.5       65.7:      13.5       34.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        20         20         10         25         28         49         54:
Old  :        81:        20         20         10         25         28         49         54:
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  :                 35.9       23.7       49.2       34.9       34.6       21.3       46.3       29.9
Old  :                 35.9       23.7       49.2       34.9       34.6       21.3       46.3       29.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     6,253:     4,390      4,972          0      1,688      1,249      6,078      6,221:       175         32
Old  :     6,253:     4,390      4,972          0      1,688      1,249      6,078      6,221:       175         32
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2009                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.2       79.5        0.0       27.0       20.0       97.2       99.5:       2.8        0.5
Old  :     100.0:      70.2       79.5        0.0       27.0       20.0       97.2       99.5:       2.8        0.5
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          7          0          1          2         11          9:
Old  :        20:        10          7          0          1          2         11          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.1       87.6       93.6       99.0       75.1       87.6       93.6       99.0
Old  :                 75.1       87.6       93.6       99.0       75.1       87.6       93.6       99.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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  :    27,576:       706      2,334        886     25,926     24,099     27,518     27,319:        58        257
Old  :    27,576:       706      2,334        886     25,926     24,099     27,518     27,319:        58        257
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2009                        :
     :    -1,791:        12     -1,158        -49     -1,768       -594     -1,805     -1,801:        14         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6        8.5        3.2       94.0       87.4       99.8       99.1:       0.2        0.9
Old  :     100.0:       2.6        8.5        3.2       94.0       87.4       99.8       99.1:       0.2        0.9
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  :        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  :                 85.6       86.2       95.8       93.5       85.6       82.5       93.8       89.8
Old  :                 85.6       86.2       95.8       93.5       85.6       82.5       93.8       89.8
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 21, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    32,772:     7,885        254        982     23,647     31,404     32,514     32,640:       258        132
Old  :    32,772:     7,885        254        982     23,647     31,404     32,514     32,640:       258        132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2009                        :
     :    -1,483:       106       -656        -23     -1,612       -840     -1,529     -1,519:        46         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        0.8        3.0       72.2       95.8       99.2       99.6:       0.8        0.4
Old  :     100.0:      24.1        0.8        3.0       72.2       95.8       99.2       99.6:       0.8        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  :        30:         9          6          1         10          8         19         15:
Old  :        30:         9          6          1         10          8         19         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.5       83.7       95.2       97.5       52.8       63.7       63.5       66.9
Old  :                 84.5       83.7       95.2       97.5       52.8       63.7       63.5       66.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 24, 2009