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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 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  :   403,715:    75,494     89,182    111,464    183,475    156,758    370,433    357,404:    33,282     46,310
Old  :   353,066:    66,970     78,686     93,521    161,664    142,077    322,155    314,285:    30,911     38,781
Other:    50,649:    21,748     23,720      4,719     21,811     14,681     48,278     43,119:     2,371      7,529
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :    -3,741:      -496       -581     -3,975        937      5,253     -3,534        697:      -207     -4,438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       22.1       27.6       45.4       38.8       91.8       88.5:       8.2       11.5
Old  :     100.0:      19.0       22.3       26.5       45.8       40.2       91.2       89.0:       8.8       11.0
Other:     100.0:      42.9       46.8        9.3       43.1       29.0       95.3       85.1:       4.7       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       370:       115        121        149         80        102        286        304:
Old  :       368:       137        110        133         79        101        278        292:
Other:       154:        20         56         28         29         67         70        135:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       12.2       34.2       18.6       20.5       10.8       32.3       16.3
Old  :                 23.5       13.2       34.1       20.2       22.1       11.7       32.5       18.0
Other:                 63.7       26.2       71.1       38.7       61.4       26.1       68.5       37.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 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  : 1,313,252:   218,842    123,345    383,610    576,521    562,175  1,178,972  1,069,131:   134,280    244,122
Old  :   320,826:    65,976     76,021     68,731    147,324    137,896    282,031    282,648:    38,795     38,178
Other:   992,426:   210,446    104,904    257,299    429,197    424,279    896,942    786,482:    95,485    205,944
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :     4,645:     5,892    -18,905      4,911     -6,991     18,206      3,812      4,212:       833        433
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        9.4       29.2       43.9       42.8       89.8       81.4:      10.2       18.6
Old  :     100.0:      20.6       23.7       21.4       45.9       43.0       87.9       88.1:      12.1       11.9
Other:     100.0:      21.2       10.6       25.9       43.2       42.8       90.4       79.2:       9.6       20.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       681:       173        144        226        246        294        545        571:
Old  :       518:       105        117         95        181        206        338        366:
Other:       648:       176        145        184        196        279        469        519:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.5       11.2       21.4       17.7       11.0        8.7       17.1       12.0
Old  :                 21.1       14.0       29.9       24.8       21.1       12.1       28.4       20.1
Other:                 13.9       11.4       22.5       17.9       12.3        8.5       18.9       12.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 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  :    14,685:     1,316      2,388      1,621      9,580      8,619     12,516     12,628:     2,169      2,057
Old  :    14,682:     1,317      2,388      1,620      9,580      8,619     12,516     12,627:     2,166      2,055
Other:         3:         0          1          0          0          0          0          1:         3          2
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :      -591:        45         84        787     -1,220     -1,252       -388       -381:      -203       -210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       16.3       11.0       65.2       58.7       85.2       86.0:      14.8       14.0
Old  :     100.0:       9.0       16.3       11.0       65.2       58.7       85.2       86.0:      14.8       14.0
Other:     100.0:       0.0       33.3        0.0        0.0        0.0        0.0       33.3:     100.0       66.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        11         14         11         16         13         33         37:
Old  :        51:        12         14         11         16         13         33         37:
Other:         1:         0          1          0          0          0          0          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       48.9       52.8       59.7       35.9       40.8       49.8       51.5
Old  :                 36.4       49.0       52.9       59.7       35.9       40.8       49.9       51.5
Other:                  0.0       33.3        0.0       33.3        0.0       33.3        0.0       33.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 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  :   560,711:   112,871     27,887    177,589    219,872    267,720    510,332    473,196:    50,379     87,515
Old  :   534,456:   111,106     30,843    164,508    210,758    254,875    486,372    450,226:    48,084     84,230
Other:    26,255:     9,084      4,362      5,763      9,113     12,845     23,960     22,970:     2,295      3,285
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :    31,762:    18,957       -556     24,610    -13,971     11,262     29,597     35,316:     2,166     -3,554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        5.0       31.7       39.2       47.7       91.0       84.4:       9.0       15.6
Old  :     100.0:      20.8        5.8       30.8       39.4       47.7       91.0       84.2:       9.0       15.8
Other:     100.0:      34.6       16.6       21.9       34.7       48.9       91.3       87.5:       8.7       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       465:       152        125        182        112        164        367        382:
Old  :       465:       150        129        179        111        163        363        381:
Other:       162:        22         36         17         26         94         58        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  :                 16.9       20.8       26.7       29.3       12.0       14.6       19.0       19.3
Old  :                 17.3       20.8       27.3       29.1       12.3       14.4       19.7       19.3
Other:                 44.8       43.9       61.8       57.6       41.4       35.1       51.4       45.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    23,315:    19,542      2,385        490         10      3,804     20,042      6,679:     3,273     16,636
Old  :    22,327:    18,698      2,373        490         10      3,544     19,198      6,407:     3,129     15,920
Other:       988:       844         12          0          0        260        844        272:       144        716
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :     1,587:     1,767       -319         57          4        532      1,828        270:      -241      1,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.8       10.2        2.1        0.0       16.3       86.0       28.6:      14.0       71.4
Old  :     100.0:      83.7       10.6        2.2        0.0       15.9       86.0       28.7:      14.0       71.3
Other:     100.0:      85.4        1.2        0.0        0.0       26.3       85.4       27.5:      14.6       72.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        15          7          7          1         12         17         25:
Old  :        34:        15          7          7          1         12         17         25:
Other:        18:         8          2          0          0          8          8         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 58.0       10.3       78.0       16.8       56.3       10.3       76.2       16.5
Old  :                 57.5        9.8       77.8       16.5       55.7        9.8       76.0       16.2
Other:                 77.2       24.4       85.4       27.2       77.2       24.4       85.4       27.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 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  :   295,818:    34,252     40,307     84,268    149,847    148,838    268,368    273,414:    27,450     22,403
Old  :    69,125:    25,048      7,684     10,135     28,536     45,595     63,719     63,414:     5,406      5,711
Other:   226,693:    30,515     53,933     52,824    121,311    103,243    204,649    210,000:    22,044     16,693
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :    14,120:     8,258    -12,080     10,246     -7,082     20,889     11,421     19,055:     2,699     -4,935
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       13.6       28.5       50.7       50.3       90.7       92.4:       9.3        7.6
Old  :     100.0:      36.2       11.1       14.7       41.3       66.0       92.2       91.7:       7.8        8.3
Other:     100.0:      13.5       23.8       23.3       53.5       45.5       90.3       92.6:       9.7        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        54         74         88         68         70        189        189:
Old  :       147:        48         34         35         37         50        100        104:
Other:       217:        49         83         64         62         63        160        167:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.4       20.3       26.9       29.3       11.6       11.9       18.8       18.1
Old  :                 24.6       20.8       38.8       35.7       21.0       19.6       32.6       32.8
Other:                 18.6       23.5       30.1       33.8       16.2       17.5       24.9       24.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 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  :   735,981:    67,845    176,935     23,873    538,716    430,755    630,434    631,563:   105,547    104,417
Old  :   735,981:    67,845    176,935     23,873    538,716    430,755    630,434    631,563:   105,547    104,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :    11,640:    -2,684     29,126        124     17,087     17,448     14,526     46,698:    -2,886    -35,058
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       24.0        3.2       73.2       58.5       85.7       85.8:      14.3       14.2
Old  :     100.0:       9.2       24.0        3.2       73.2       58.5       85.7       85.8:      14.3       14.2
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  :       151:        26         33         25         76         76        121        115:
Old  :       151:        26         33         25         76         76        121        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  :                 23.8       28.0       32.2       38.2       19.4       27.3       26.8       37.4
Old  :                 23.8       28.0       32.2       38.2       19.4       27.3       26.8       37.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 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  :   201,754:    47,155      5,625     44,852     78,469    129,678    170,476    180,154:    31,278     21,600
Old  :    51,570:    16,905      4,425      3,137     23,012     38,581     43,053     46,143:     8,517      5,427
Other:   150,184:    39,810     10,759     32,156     55,457     91,096    127,423    134,011:    22,761     16,173
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :     4,898:     6,745     -2,817      8,066     -9,742      2,487      5,069      7,736:      -171     -2,837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        2.8       22.2       38.9       64.3       84.5       89.3:      15.5       10.7
Old  :     100.0:      32.8        8.6        6.1       44.6       74.8       83.5       89.5:      16.5       10.5
Other:     100.0:      26.5        7.2       21.4       36.9       60.7       84.8       89.2:      15.2       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        74         25         63         60         57        164        128:
Old  :       124:        43         19         20         41         43         93         73:
Other:       173:        65         36         51         57         47        150        111:
     :----------------------------------------------------------------------------------------------------
     :             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       36.1       23.6       49.2        7.4       25.0       12.5       31.2
Old  :                 34.4       33.0       44.5       50.2       33.7       31.3       42.9       45.1
Other:                 15.6       43.1       24.8       52.4        9.7       37.6       16.6       42.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    10,212:     3,158        361      1,331      3,262      7,372      7,751      9,064:     2,461      1,148
Old  :    10,212:     3,158        361      1,331      3,262      7,372      7,751      9,064:     2,461      1,148
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :       114:       -22       -496        403        -55        628        325        535:      -211       -421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9        3.5       13.0       31.9       72.2       75.9       88.8:      24.1       11.2
Old  :     100.0:      30.9        3.5       13.0       31.9       72.2       75.9       88.8:      24.1       11.2
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  :        51:        18          5          9         19         20         42         31:
Old  :        51:        18          5          9         19         20         42         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       45.1       42.7       59.6       26.0       40.5       40.2       53.8
Old  :                 26.0       45.1       42.7       59.6       26.0       40.5       40.2       53.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 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  :   706,524:   197,721     60,088     41,265    372,918    500,643    611,905    601,996:    94,619    104,528
Old  :   706,524:   197,721     60,088     41,265    372,918    500,643    611,905    601,996:    94,619    104,528
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :    -3,796:   -16,928      4,206      7,327     15,111    -12,684      5,510     -1,151:    -9,306     -2,645
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        8.5        5.8       52.8       70.9       86.6       85.2:      13.4       14.8
Old  :     100.0:      28.0        8.5        5.8       52.8       70.9       86.6       85.2:      13.4       14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        37         32         31         73         89        125        137:
Old  :       181:        37         32         31         73         89        125        137:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       24.7       36.4       35.1       24.1       23.4       33.0       33.7
Old  :                 25.5       24.7       36.4       35.1       24.1       23.4       33.0       33.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 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  : 1,331,978:    78,510    163,941    114,594    882,994    703,515  1,076,098    982,049:   255,879    349,928
Old  : 1,331,978:    78,510    163,941    114,594    882,994    703,515  1,076,098    982,049:   255,879    349,928
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :    -5,513:    -1,201      4,645      5,861    -16,573    -19,330    -11,913     -8,824:     6,401      3,311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       12.3        8.6       66.3       52.8       80.8       73.7:      19.2       26.3
Old  :     100.0:       5.9       12.3        8.6       66.3       52.8       80.8       73.7:      19.2       26.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       207:        35         40         54        103        107        165        175:
Old  :       207:        35         40         54        103        107        165        175:
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  :                 17.3       15.0       25.6       20.8       12.9        8.2       19.0       12.2
Old  :                 17.3       15.0       25.6       20.8       12.9        8.2       19.0       12.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 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  :   873,377:   100,901    115,448     39,470    571,493    527,660    711,863    682,578:   161,514    190,800
Old  :   873,377:   100,901    115,448     39,470    571,493    527,660    711,863    682,578:   161,514    190,800
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :    56,103:   -28,296     24,704      5,242     87,005     22,216     63,951     52,162:    -7,847      3,941
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       13.2        4.5       65.4       60.4       81.5       78.2:      18.5       21.8
Old  :     100.0:      11.6       13.2        4.5       65.4       60.4       81.5       78.2:      18.5       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  :       139:        16         27         24         74         79        104        116:
Old  :       139:        16         27         24         74         79        104        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       17.1       38.6       27.3       23.6       16.1       32.7       24.8
Old  :                 28.8       17.1       38.6       27.3       23.6       16.1       32.7       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 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  :   490,476:   111,108     11,632    139,724    203,773    301,414    454,605    452,769:    35,871     37,707
Old  :   490,476:   111,108     11,632    139,724    203,773    301,414    454,605    452,769:    35,871     37,707
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :   -45,630:    -8,687     -2,209        444    -36,717    -44,884    -44,961    -46,650:      -669      1,020
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        2.4       28.5       41.5       61.5       92.7       92.3:       7.3        7.7
Old  :     100.0:      22.7        2.4       28.5       41.5       61.5       92.7       92.3:       7.3        7.7
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  :        89:        28          8         29         37         40         76         71:
Old  :        89:        28          8         29         37         40         76         71:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       34.3       41.2       50.5       16.5       23.4       23.7       31.0
Old  :                 26.5       34.3       41.2       50.5       16.5       23.4       23.7       31.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    12,214:     2,223      1,195          3      6,443      7,798      8,669      8,996:     3,545      3,218
Old  :    12,214:     2,223      1,195          3      6,443      7,798      8,669      8,996:     3,545      3,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :       421:        54         33          0         33         -7         87         26:       334        395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2        9.8        0.0       52.7       63.8       71.0       73.7:      29.0       26.3
Old  :     100.0:      18.2        9.8        0.0       52.7       63.8       71.0       73.7:      29.0       26.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          2          1         10          7         15          9:
Old  :        20:         4          2          1         10          7         15          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       59.6       58.1       73.6       41.8       54.2       56.9       68.3
Old  :                 42.6       59.6       58.1       73.6       41.8       54.2       56.9       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    68,255:    19,196     13,683        761     38,413     36,221     58,370     50,665:     9,885     17,590
Old  :    68,255:    19,196     13,683        761     38,413     36,221     58,370     50,665:     9,885     17,590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :       342:     1,359      2,018        176     -1,338      1,206        196      3,400:       145     -3,058
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       20.0        1.1       56.3       53.1       85.5       74.2:      14.5       25.8
Old  :     100.0:      28.1       20.0        1.1       56.3       53.1       85.5       74.2:      14.5       25.8
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  :        86:        26         21         11         27         25         56         54:
Old  :        86:        26         21         11         27         25         56         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  :                 31.6       33.6       43.4       45.1       30.4       30.3       40.9       40.0
Old  :                 31.6       33.6       43.4       45.1       30.4       30.3       40.9       40.0
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, August 4, 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  :    23,268:     2,563      1,963         90     20,556     20,875     23,209     22,928:        59        340
Old  :    23,268:     2,563      1,963         90     20,556     20,875     23,209     22,928:        59        340
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :    -1,646:      -475        -56          2     -1,166     -1,589     -1,639     -1,643:        -7         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        8.4        0.4       88.3       89.7       99.7       98.5:       0.3        1.5
Old  :     100.0:      11.0        8.4        0.4       88.3       89.7       99.7       98.5:       0.3        1.5
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  :        40:         5         12          1         11         14         17         26:
Old  :        40:         5         12          1         11         14         17         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.2       84.5       94.3       91.9       79.2       83.4       94.3       90.8
Old  :                 79.2       84.5       94.3       91.9       79.2       83.4       94.3       90.8
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, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    30,843:     7,424        781        849     22,350     29,031     30,623     30,661:       220        182
Old  :    30,843:     7,424        781        849     22,350     29,031     30,623     30,661:       220        182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :       507:      -607        557       -214      1,334        168        513        511:        -6         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        2.5        2.8       72.5       94.1       99.3       99.4:       0.7        0.6
Old  :     100.0:      24.1        2.5        2.8       72.5       94.1       99.3       99.4:       0.7        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         9          8          1          9          8         18         17:
Old  :        32:         9          8          1          9          8         18         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  :                 85.2       85.7       96.1       97.0       55.9       63.7       66.3       67.9
Old  :                 85.2       85.7       96.1       97.0       55.9       63.7       66.3       67.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 7, 2009