```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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  :   393,654:    74,605     87,643    103,288    182,691    153,497    360,584    344,428:    33,070     49,227
Old  :   347,112:    68,916     79,941     85,527    161,671    139,165    316,113    304,633:    30,998     42,479
Other:    46,543:    19,900     21,913      3,550     21,020     14,332     44,471     39,795:     2,072      6,748
     :          :                                                                            :
     :          :          Changes in Commitments from: June 30, 2009                        :
     :    10,267:    -5,964      7,600      6,017      6,675     -3,435      6,729     10,182:     3,539         85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       22.3       26.2       46.4       39.0       91.6       87.5:       8.4       12.5
Old  :     100.0:      19.9       23.0       24.6       46.6       40.1       91.1       87.8:       8.9       12.2
Other:     100.0:      42.8       47.1        7.6       45.2       30.8       95.5       85.5:       4.5       14.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       371:        90        137        143         82        111        275        313:
Old  :       370:       111        131        129         81        110        271        300:
Other:       147:        22         46         22         27         71         60        131:
     :----------------------------------------------------------------------------------------------------
     :             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       12.4       34.4       19.3       20.4       11.0       32.6       17.0
Old  :                 23.2       13.4       34.2       21.1       21.8       11.9       32.6       18.8
Other:                 68.4       25.8       75.5       38.1       65.7       25.8       72.4       37.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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  : 1,291,765:   229,900    129,235    354,472    584,042    552,477  1,168,414  1,036,185:   123,351    255,580
Old  :   387,508:    78,123     99,511     79,425    189,380    155,478    346,928    334,413:    40,580     53,095
Other:   904,257:   208,979     86,927    217,845    394,662    397,000    821,486    701,772:    82,771    202,485
     :          :                                                                            :
     :          :          Changes in Commitments from: June 30, 2009                        :
     :    14,588:    -5,536     11,983     13,731      3,849    -21,224     12,044      4,490:     2,544     10,098
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       10.0       27.4       45.2       42.8       90.5       80.2:       9.5       19.8
Old  :     100.0:      20.2       25.7       20.5       48.9       40.1       89.5       86.3:      10.5       13.7
Other:     100.0:      23.1        9.6       24.1       43.6       43.9       90.8       77.6:       9.2       22.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       653:       168        140        204        219        290        495        548:
Old  :       521:       103        119         98        163        223        322        384:
Other:       604:       157        125        162        171        273        411        490:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3        9.4       22.6       16.5       10.6        6.8       17.0       10.0
Old  :                 22.3       12.4       30.2       21.8       22.3       10.6       28.7       17.7
Other:                 16.6        9.3       25.3       15.7       12.1        6.6       18.7       10.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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  :    14,608:     1,335      1,015      1,024     10,218     10,327     12,577     12,367:     2,030      2,241
Old  :    14,608:     1,335      1,015      1,024     10,218     10,327     12,577     12,367:     2,030      2,241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 30, 2009                        :
     :      -106:        21        -29       -252         81         -3       -150       -284:        44        178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        6.9        7.0       70.0       70.7       86.1       84.7:      13.9       15.3
Old  :     100.0:       9.1        6.9        7.0       70.0       70.7       86.1       84.7:      13.9       15.3
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  :        39:         9          9          6         15         13         26         26:
Old  :        39:         9          9          6         15         13         26         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  :                 39.8       58.8       58.4       71.4       35.6       45.2       49.5       53.5
Old  :                 39.8       58.8       58.4       71.4       35.6       45.2       49.5       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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  :   576,683:   110,575     23,046    172,634    239,393    291,986    522,602    487,666:    54,081     89,017
Old  :   103,824:    26,245      6,134     29,624     34,155     58,022     90,024     93,780:    13,800     10,043
Other:   472,859:   100,571     33,154    126,768    205,238    233,964    432,578    393,886:    40,281     78,973
     :          :                                                                            :
     :          :          Changes in Commitments from: June 30, 2009                        :
     :    -1,534:   -16,086      1,198      3,244     11,077     -5,048     -1,764       -606:       230       -928
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2        4.0       29.9       41.5       50.6       90.6       84.6:       9.4       15.4
Old  :     100.0:      25.3        5.9       28.5       32.9       55.9       86.7       90.3:      13.3        9.7
Other:     100.0:      21.3        7.0       26.8       43.4       49.5       91.5       83.3:       8.5       16.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       467:       164        107        182        136        178        378        400:
Old  :       295:        95         50         78         85        102        206        206:
Other:       456:       137        131        170        113        171        342        388:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       20.3       26.7       30.8       11.8       14.2       18.2       18.4
Old  :                 27.9       37.2       39.6       47.3       17.6       23.5       23.6       30.7
Other:                 17.9       19.6       28.5       29.0       14.2       14.3       22.2       19.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    21,683:    17,915      2,600        374         10      3,179     18,299      6,153:     3,384     15,530
Old  :     1,254:       648        402         30         10         87        688        519:       566        735
Other:    20,429:    17,354      2,285        257          0      3,092     17,611      5,634:     2,818     14,795
     :          :                                                                            :
     :          :          Changes in Commitments from: June 30, 2009                        :
     :       442:       319         94        109          0        -56        428        147:        14        295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.6       12.0        1.7        0.0       14.7       84.4       28.4:      15.6       71.6
Old  :     100.0:      51.7       32.1        2.4        0.8        6.9       54.9       41.4:      45.1       58.6
Other:     100.0:      84.9       11.2        1.3        0.0       15.1       86.2       27.6:      13.8       72.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        15          9         11          2         11         21         27:
Old  :        23:         9          5          2          2          7         11         14:
Other:        35:        15          9          8          0         11         17         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 54.2       10.1       74.0       16.2       53.5       10.1       73.3       16.2
Old  :                 42.8       33.0       53.9       38.2       41.6       33.0       51.5       37.6
Other:                 54.9       10.5       75.5       15.6       54.3       10.5       74.8       15.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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  :   287,266:    26,117     57,625     73,240    162,412    127,879    261,769    258,743:    25,497     28,522
Old  :   105,011:    14,899     14,414     21,520     58,710     57,644     95,129     93,577:     9,883     11,434
Other:   182,254:    23,993     55,986     38,945    103,702     70,235    166,640    165,166:    15,614     17,088
     :          :                                                                            :
     :          :          Changes in Commitments from: June 30, 2009                        :
     :     4,073:    -4,824      9,146      3,159      9,273     -7,645      7,608      4,660:    -3,535       -587
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       20.1       25.5       56.5       44.5       91.1       90.1:       8.9        9.9
Old  :     100.0:      14.2       13.7       20.5       55.9       54.9       90.6       89.1:       9.4       10.9
Other:     100.0:      13.2       30.7       21.4       56.9       38.5       91.4       90.6:       8.6        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       217:        46         73         78         66         67        170        179:
Old  :       162:        43         47         50         47         51        118        123:
Other:       185:        41         71         64         56         50        143        143:
     :----------------------------------------------------------------------------------------------------
     :             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       19.1       27.7       29.4       11.0       11.6       18.9       16.9
Old  :                 28.7       19.4       39.5       31.1       15.8       13.6       24.1       21.4
Other:                 18.4       24.5       29.1       34.3       16.5       17.0       26.6       24.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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  :   799,959:    89,398    144,020     36,147    557,158    469,245    682,703    649,413:   117,256    150,547
Old  :   799,959:    89,398    144,020     36,147    557,158    469,245    682,703    649,413:   117,256    150,547
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 30, 2009                        :
     :    28,531:    17,252     -7,136      4,960      3,415     21,854     25,626     19,678:     2,905      8,853
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       18.0        4.5       69.6       58.7       85.3       81.2:      14.7       18.8
Old  :     100.0:      11.2       18.0        4.5       69.6       58.7       85.3       81.2:      14.7       18.8
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  :       167:        33         36         38         79         78        135        129:
Old  :       167:        33         36         38         79         78        135        129:
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  :                 22.6       28.5       30.7       36.7       20.1       28.1       26.9       36.1
Old  :                 22.6       28.5       30.7       36.7       20.1       28.1       26.9       36.1
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 7, 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  :   203,640:    44,937     11,693     41,267     84,716    128,470    170,920    181,430:    32,720     22,210
Old  :    68,522:    22,260      4,526      7,091     26,530     48,471     55,882     60,088:    12,641      8,434
Other:   135,118:    35,700     20,190     21,153     58,186     79,999    115,038    121,342:    20,080     13,776
     :          :                                                                            :
     :          :          Changes in Commitments from: June 30, 2009                        :
     :    -3,657:    -8,924      3,883     -1,476      7,428     -6,307     -2,972     -3,900:      -685        243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        5.7       20.3       41.6       63.1       83.9       89.1:      16.1       10.9
Old  :     100.0:      32.5        6.6       10.3       38.7       70.7       81.6       87.7:      18.4       12.3
Other:     100.0:      26.4       14.9       15.7       43.1       59.2       85.1       89.8:      14.9       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        69         24         56         68         61        158        128:
Old  :       131:        45         19         29         54         50        108         90:
Other:       158:        50         35         44         59         48        135        106:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5       32.3       24.3       45.9        8.7       26.1       15.1       32.2
Old  :                 20.5       28.9       31.3       45.0       18.6       27.1       28.8       42.1
Other:                 19.8       40.6       29.4       53.0       15.9       35.9       23.9       45.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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  :     8,361:     2,456      1,474        587      3,777      4,876      6,820      6,937:     1,541      1,424
Old  :     8,361:     2,456      1,474        587      3,777      4,876      6,820      6,937:     1,541      1,424
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 30, 2009                        :
     :       -84:        45        -31       -106         11        193        -50         57:       -34       -141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       17.6        7.0       45.2       58.3       81.6       83.0:      18.4       17.0
Old  :     100.0:      29.4       17.6        7.0       45.2       58.3       81.6       83.0:      18.4       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        12         15          6         19         16         36         33:
Old  :        51:        12         15          6         19         16         36         33:
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  :                 32.6       38.5       50.2       54.7       32.6       34.8       46.3       45.9
Old  :                 32.6       38.5       50.2       54.7       32.6       34.8       46.3       45.9
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 7, 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  :   640,839:   157,502     47,089     39,417    335,274    448,832    532,194    535,339:   108,646    105,500
Old  :   640,839:   157,502     47,089     39,417    335,274    448,832    532,194    535,339:   108,646    105,500
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 30, 2009                        :
     :    46,384:    20,368     -7,248      4,290       -282     43,055     24,376     40,097:    22,008      6,287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        7.3        6.2       52.3       70.0       83.0       83.5:      17.0       16.5
Old  :     100.0:      24.6        7.3        6.2       52.3       70.0       83.0       83.5:      17.0       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  :       162:        40         25         23         64         76        111        117:
Old  :       162:        40         25         23         64         76        111        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       25.8       31.9       36.3       20.4       24.0       29.6       34.3
Old  :                 22.3       25.8       31.9       36.3       20.4       24.0       29.6       34.3
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 7, 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  : 1,348,314:    92,069    203,234    147,838    834,331    676,258  1,074,238  1,027,330:   274,076    320,984
Old  : 1,348,314:    92,069    203,234    147,838    834,331    676,258  1,074,238  1,027,330:   274,076    320,984
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 30, 2009                        :
     :    52,068:      -256      8,299     17,169     12,522     11,324     29,435     36,793:    22,633     15,276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       15.1       11.0       61.9       50.2       79.7       76.2:      20.3       23.8
Old  :     100.0:       6.8       15.1       11.0       61.9       50.2       79.7       76.2:      20.3       23.8
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  :       224:        45         43         56        112        109        180        186:
Old  :       224:        45         43         56        112        109        180        186:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.6       15.2       23.5       21.5       10.7        7.8       16.1       13.1
Old  :                 14.6       15.2       23.5       21.5       10.7        7.8       16.1       13.1
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 7, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   844,935:    73,576    108,914     38,936    546,430    510,759    658,942    658,609:   185,993    186,326
Old  :   844,935:    73,576    108,914     38,936    546,430    510,759    658,942    658,609:   185,993    186,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 30, 2009                        :
     :    29,392:    -2,127     -7,446     10,753     22,286     34,596     30,912     37,903:    -1,520     -8,512
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       12.9        4.6       64.7       60.4       78.0       77.9:      22.0       22.1
Old  :     100.0:       8.7       12.9        4.6       64.7       60.4       78.0       77.9:      22.0       22.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       136:        24         23         21         69         71         99        109:
Old  :       136:        24         23         21         69         71         99        109:
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  :                 25.4       18.6       33.9       29.4       20.7       18.0       28.9       27.2
Old  :                 25.4       18.6       33.9       29.4       20.7       18.0       28.9       27.2
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 7, 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  :   516,045:   119,627     12,302    125,862    229,503    341,080    474,992    479,243:    41,053     36,801
Old  :   516,045:   119,627     12,302    125,862    229,503    341,080    474,992    479,243:    41,053     36,801
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 30, 2009                        :
     :   -48,970:    -9,143     -4,472    -13,021    -26,455    -27,529    -48,619    -45,022:      -351     -3,948
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        2.4       24.4       44.5       66.1       92.0       92.9:       8.0        7.1
Old  :     100.0:      23.2        2.4       24.4       44.5       66.1       92.0       92.9:       8.0        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        32          9         30         38         38         78         70:
Old  :        86:        32          9         30         38         38         78         70:
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  :                 26.4       37.3       43.1       54.2       19.6       29.3       28.7       36.8
Old  :                 26.4       37.3       43.1       54.2       19.6       29.3       28.7       36.8
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 7, 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  :    58,723:    13,649     13,623        830     34,298     26,039     48,777     40,492:     9,946     18,231
Old  :    58,723:    13,649     13,623        830     34,298     26,039     48,777     40,492:     9,946     18,231
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 30, 2009                        :
     :    10,843:      -173      6,664        111      9,401     -3,693      9,339      3,081:     1,503      7,761
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       23.2        1.4       58.4       44.3       83.1       69.0:      16.9       31.0
Old  :     100.0:      23.2       23.2        1.4       58.4       44.3       83.1       69.0:      16.9       31.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        18         26          6         25         23         45         53:
Old  :        81:        18         26          6         25         23         45         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       23.6       43.2       36.0       26.8       20.1       41.4       31.8
Old  :                 27.3       23.6       43.2       36.0       26.8       20.1       41.4       31.8
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 7, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    34,313:     2,464      2,032         88     29,658     29,766     32,210     31,886:     2,103      2,427
Old  :    34,313:     2,464      2,032         88     29,658     29,766     32,210     31,886:     2,103      2,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 30, 2009                        :
     :     3,394:    -2,180       -385       -434      4,929      3,138      2,315      2,319:     1,079      1,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2        5.9        0.3       86.4       86.7       93.9       92.9:       6.1        7.1
Old  :     100.0:       7.2        5.9        0.3       86.4       86.7       93.9       92.9:       6.1        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         5         11          1         11         13         17         24:
Old  :        38:         5         11          1         11         13         17         24:
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  :                 79.8       83.7       90.8       88.5       79.8       83.5       90.8       88.3
Old  :                 79.8       83.7       90.8       88.5       79.8       83.5       90.8       88.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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  :    33,766:     7,894        375        831     24,847     32,466     33,572     33,672:       194         94
Old  :    33,766:     7,894        375        831     24,847     32,466     33,572     33,672:       194         94
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 30, 2009                        :
     :     1,447:      -791        109        690      1,458        775      1,357      1,574:        90       -127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        1.1        2.5       73.6       96.1       99.4       99.7:       0.6        0.3
Old  :     100.0:      23.4        1.1        2.5       73.6       96.1       99.4       99.7:       0.6        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         6          5          1         11          8         17         14:
Old  :        27:         6          5          1         11          8         17         14:
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  :                 83.9       84.2       95.4       97.3       68.3       79.6       79.8       83.2
Old  :                 83.9       84.2       95.4       97.3       68.3       79.6       79.8       83.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 10, 2009