```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   616,141:    93,923     94,981    158,921    313,761    292,021    566,605    545,923:    49,536     70,218
Old  :   472,358:    84,316     87,066    117,599    229,442    221,815    431,356    426,480:    41,002     45,878
Other:   143,783:    25,755     24,063     25,174     84,320     70,206    135,249    119,443:     8,534     24,340
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :    -4,056:    -6,528      4,538     -1,733      5,861     -6,934     -2,399     -4,129:    -1,657         73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       15.4       25.8       50.9       47.4       92.0       88.6:       8.0       11.4
Old  :     100.0:      17.9       18.4       24.9       48.6       47.0       91.3       90.3:       8.7        9.7
Other:     100.0:      17.9       16.7       17.5       58.6       48.8       94.1       83.1:       5.9       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       470:       148        168        186        104        135        371        380:
Old  :       454:       153        156        165         94        131        344        359:
Other:       247:        52         70         59         60        107        150        207:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       15.0       28.7       22.4       16.3       10.2       25.5       14.7
Old  :                 19.9       18.1       29.5       26.1       19.2       14.9       26.3       20.0
Other:                 35.8       19.5       49.3       27.8       33.3       15.8       42.8       21.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 2,096,043:   553,500     95,043    632,252    710,990  1,067,469  1,896,741  1,794,763:   199,301    301,279
Old  : 1,848,122:   508,978    110,889    538,840    625,809    941,863  1,673,626  1,591,591:   174,495    256,530
Other:   247,921:    89,700     29,332     48,234     85,181    125,606    223,115    203,172:    24,806     44,749
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :   -29,794:    14,906        -79    -42,870     -5,470      9,814    -33,434    -33,135:     3,640      3,341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        4.5       30.2       33.9       50.9       90.5       85.6:       9.5       14.4
Old  :     100.0:      27.5        6.0       29.2       33.9       51.0       90.6       86.1:       9.4       13.9
Other:     100.0:      36.2       11.8       19.5       34.4       50.7       90.0       82.0:      10.0       18.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       945:       318        152        300        252        423        670        791:
Old  :       938:       298        177        282        248        420        651        778:
Other:       595:       115        120         68         94        324        242        481:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       10.1       17.7       16.6       10.2        8.6       15.8       13.7
Old  :                 11.0       10.2       18.0       16.7       10.4        9.5       16.3       14.3
Other:                 22.5       16.8       32.5       25.5       21.7       14.4       29.0       19.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    13,680:     3,491        240        954      6,277     10,953     10,721     12,147:     2,958      1,532
Old  :    13,245:     3,441        244        753      6,115     10,761     10,309     11,758:     2,936      1,487
Other:       435:        53          0        198        162        192        413        390:        22         45
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :        15:        10          1        -90        187         49        107        -41:       -92         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        1.8        7.0       45.9       80.1       78.4       88.8:      21.6       11.2
Old  :     100.0:      26.0        1.8        5.7       46.2       81.2       77.8       88.8:      22.2       11.2
Other:     100.0:      12.3        0.0       45.4       37.2       44.2       94.9       89.6:       5.1       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        19          4          7         15         13         38         21:
Old  :        43:        17          5          6         15         13         37         20:
Other:        10:         5          0          5          2          3          7          8:
     :----------------------------------------------------------------------------------------------------
     :             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       61.4       41.6       75.7       25.7       54.7       39.6       67.6
Old  :                 27.3       63.4       42.0       76.2       26.6       57.7       41.0       69.8
Other:                 90.5       82.7       94.9       89.6       48.5       44.2       49.5       44.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   812,023:   203,601     29,970    245,015    298,219    443,599    746,835    718,584:    65,187     93,438
Old  :   758,296:   197,101     41,267    221,359    279,326    412,823    697,787    675,449:    60,509     82,847
Other:    53,727:    23,908      6,111      6,248     18,893     30,777     49,049     43,135:     4,678     10,592
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :    57,147:    16,303      1,282     27,282      8,859     23,481     52,444     52,044:     4,703      5,103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        3.7       30.2       36.7       54.6       92.0       88.5:       8.0       11.5
Old  :     100.0:      26.0        5.4       29.2       36.8       54.4       92.0       89.1:       8.0       10.9
Other:     100.0:      44.5       11.4       11.6       35.2       57.3       91.3       80.3:       8.7       19.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       590:       221        124        201        118        210        444        457:
Old  :       589:       209        151        191        114        208        431        454:
Other:       252:        68         39         28         39        131        118        188:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.3       21.0       17.8       28.7       10.6       16.1       16.3       21.7
Old  :                 11.4       21.3       17.8       29.3       10.7       16.5       16.4       22.1
Other:                 30.1       25.3       43.8       33.7       30.0       21.6       41.8       29.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    28,984:    25,274      2,773        794         19      7,132     26,087     10,699:     2,897     18,285
Old  :    24,947:    21,780      3,158        392         19      6,049     22,191      9,599:     2,756     15,348
Other:     4,037:     3,891         12          5          0      1,083      3,896      1,100:       141      2,937
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :     1,819:     1,400        499        428          0        310      1,828      1,237:        -9        582
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.2        9.6        2.7        0.1       24.6       90.0       36.9:      10.0       63.1
Old  :     100.0:      87.3       12.7        1.6        0.1       24.2       89.0       38.5:      11.0       61.5
Other:     100.0:      96.4        0.3        0.1        0.0       26.8       96.5       27.2:       3.5       72.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        20          7         11          1         15         23         31:
Old  :        42:        17          9         11          1         15         23         31:
Other:        27:        12          1          1          0         14         12         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.2       12.7       78.8       20.6       63.1       12.7       77.5       20.6
Old  :                 66.0       12.1       80.3       20.8       65.9       12.1       80.2       20.7
Other:                 73.2       19.9       90.6       24.1       73.2       19.9       90.6       24.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   396,789:   105,571     31,424     85,918    167,546    261,645    359,035    378,987:    37,755     17,802
Old  :   386,532:   105,493     32,291     84,407    159,479    252,773    349,379    369,470:    37,154     17,062
Other:    10,257:     1,326        382        263      8,067      8,872      9,656      9,517:       601        740
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :    14,787:    18,014      1,669      1,917     -3,513     11,045     16,418     14,631:    -1,631        155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        7.9       21.7       42.2       65.9       90.5       95.5:       9.5        4.5
Old  :     100.0:      27.3        8.4       21.8       41.3       65.4       90.4       95.6:       9.6        4.4
Other:     100.0:      12.9        3.7        2.6       78.6       86.5       94.1       92.8:       5.9        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       283:       109         51        103         65         69        239        192:
Old  :       283:       110         55        102         65         69        238        192:
Other:        37:        13          4          6         13          8         30         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.9       33.5       23.8       44.9       11.5       27.1       18.5       36.0
Old  :                 13.6       32.6       23.2       44.0       11.8       27.1       18.9       36.3
Other:                 70.8       80.0       83.4       89.9       70.8       78.5       83.4       86.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   786,877:    83,025     82,778     62,906    475,516    504,268    621,448    649,951:   165,429    136,925
Old  :   786,877:    83,025     82,778     62,906    475,516    504,268    621,448    649,951:   165,429    136,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :    -4,346:      -314     10,718     -9,936      3,864    -12,653     -6,386    -11,870:     2,040      7,524
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       10.5        8.0       60.4       64.1       79.0       82.6:      21.0       17.4
Old  :     100.0:      10.6       10.5        8.0       60.4       64.1       79.0       82.6:      21.0       17.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        31         30         39         86         84        138        132:
Old  :       168:        31         30         39         86         84        138        132:
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  :                 17.8       21.3       25.9       34.7       16.3       19.7       24.2       32.9
Old  :                 17.8       21.3       25.9       34.7       16.3       19.7       24.2       32.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   227,173:    39,348     22,277      1,304    139,638    173,986    180,290    197,567:    46,883     29,606
Old  :   227,173:    39,348     22,277      1,304    139,638    173,986    180,290    197,567:    46,883     29,606
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :     3,494:     3,275     -1,287         61       -203      8,849      3,133      7,623:       360     -4,130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        9.8        0.6       61.5       76.6       79.4       87.0:      20.6       13.0
Old  :     100.0:      17.3        9.8        0.6       61.5       76.6       79.4       87.0:      20.6       13.0
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  :        47:         8          5          3         22         25         32         31:
Old  :        47:         8          5          3         22         25         32         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  :                 32.1       54.7       49.1       68.5       29.3       53.3       46.3       66.8
Old  :                 32.1       54.7       49.1       68.5       29.3       53.3       46.3       66.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    10,138:       995      1,228        307      8,686      8,494      9,988     10,029:       150        109
Old  :    10,138:       995      1,228        307      8,686      8,494      9,988     10,029:       150        109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :       409:         9        117         10        476        295        495        422:       -86        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       12.1        3.0       85.7       83.8       98.5       98.9:       1.5        1.1
Old  :     100.0:       9.8       12.1        3.0       85.7       83.8       98.5       98.9:       1.5        1.1
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  :        36:         7          4          4         22         22         32         27:
Old  :        36:         7          4          4         22         22         32         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.4       60.1       77.1       79.6       20.8       23.6       28.2       31.6
Old  :                 61.4       60.1       77.1       79.6       20.8       23.6       28.2       31.6
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, September 28, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   239,829:    77,155     13,206     39,253     80,840    167,791    197,248    220,250:    42,581     19,579
Old  :   232,512:    76,427     14,289     36,505     77,874    162,339    190,807    213,134:    41,706     19,379
Other:     7,316:     2,594        782        882      2,965      5,452      6,441      7,116:       875        200
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :    -6,868:    -3,626      1,602        925     -5,998    -10,601     -8,700     -8,075:     1,832      1,207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2        5.5       16.4       33.7       70.0       82.2       91.8:      17.8        8.2
Old  :     100.0:      32.9        6.1       15.7       33.5       69.8       82.1       91.7:      17.9        8.3
Other:     100.0:      35.5       10.7       12.1       40.5       74.5       88.0       97.3:      12.0        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        84         28         59         63         63        175        133:
Old  :       204:        84         30         58         63         63        174        133:
Other:        38:         8          9         10         15         10         31         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.0       44.4       18.7       55.3        9.0       38.7       15.8       45.7
Old  :                 11.0       44.1       18.9       54.8        9.3       38.7       16.3       45.6
Other:                 45.9       70.4       65.8       84.5       43.1       68.2       62.2       76.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    20,393:     5,862      3,286      3,025      6,095     12,197     14,982     18,508:     5,411      1,885
Old  :    20,325:     5,904      3,286      2,981      6,030     12,176     14,915     18,443:     5,410      1,882
Other:        68:         2         44          0         65         21         67         65:         1          3
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :       342:       323       -272        118        143        752        584        597:      -241       -254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       16.1       14.8       29.9       59.8       73.5       90.8:      26.5        9.2
Old  :     100.0:      29.1       16.2       14.7       29.7       59.9       73.4       90.7:      26.6        9.3
Other:     100.0:       3.3       64.8        0.0       95.2       30.8       98.5       95.6:       1.5        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        51         12         13         28         22         84         46:
Old  :       101:        52         12         13         28         22         84         46:
Other:         7:         2          2          0          2          1          4          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       34.8       30.9       52.7       20.5       34.3       28.3       51.9
Old  :                 20.7       34.9       31.0       52.9       20.6       34.6       28.3       52.3
Other:                 98.5       95.6       98.5       95.6       98.5       95.6       98.5       95.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   743,751:   176,634    145,697     22,070    429,416    459,989    628,120    627,756:   115,631    115,995
Old  :   743,751:   176,634    145,697     22,070    429,416    459,989    628,120    627,756:   115,631    115,995
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :   -11,465:    16,580     -8,013    -19,258    -12,626     19,616    -15,304     -7,654:     3,838     -3,811
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       19.6        3.0       57.7       61.8       84.5       84.4:      15.5       15.6
Old  :     100.0:      23.7       19.6        3.0       57.7       61.8       84.5       84.4:      15.5       15.6
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  :       210:        35         42         26         79        104        129        158:
Old  :       210:        35         42         26         79        104        129        158:
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  :                 19.8       18.8       31.7       27.8       17.1       17.2       27.0       24.7
Old  :                 19.8       18.8       31.7       27.8       17.1       17.2       27.0       24.7
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, September 28, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,106,654:   208,157    180,356    203,614  1,375,997  1,378,719  1,787,768  1,762,690:   318,886    343,964
Old  : 2,106,654:   208,157    180,356    203,614  1,375,997  1,378,719  1,787,768  1,762,690:   318,886    343,964
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :   -80,032:    -5,659     13,956    -80,359      3,949    -23,802    -82,068    -90,205:     2,037     10,173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        8.6        9.7       65.3       65.4       84.9       83.7:      15.1       16.3
Old  :     100.0:       9.9        8.6        9.7       65.3       65.4       84.9       83.7:      15.1       16.3
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  :       267:        50         42         62        143        148        220        225:
Old  :       267:        50         42         62        143        148        220        225:
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  :                 25.0       19.6       34.7       28.8       22.5       15.4       29.6       22.8
Old  :                 25.0       19.6       34.7       28.8       22.5       15.4       29.6       22.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,052,998:   200,648     66,652     51,562    562,790    683,002    815,000    801,216:   237,999    251,782
Old  : 1,052,998:   200,648     66,652     51,562    562,790    683,002    815,000    801,216:   237,999    251,782
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :     2,002:     1,243      3,175    -12,261      7,874        125     -3,144     -8,961:     5,147     10,963
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        6.3        4.9       53.4       64.9       77.4       76.1:      22.6       23.9
Old  :     100.0:      19.1        6.3        4.9       53.4       64.9       77.4       76.1:      22.6       23.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        39         16         28         71         86        116        124:
Old  :       154:        39         16         28         71         86        116        124:
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  :                 19.2       19.2       29.7       27.6       16.2       15.5       25.7       22.8
Old  :                 19.2       19.2       29.7       27.6       16.2       15.5       25.7       22.8
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, September 28, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,319,132:   146,200     22,560    716,760    417,186    526,823  1,280,147  1,266,143:    38,986     52,989
Old  : 1,319,132:   146,200     22,560    716,760    417,186    526,823  1,280,147  1,266,143:    38,986     52,989
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :    42,528:      -467      1,408     22,783     18,391     21,916     40,707     46,107:     1,821     -3,580
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        1.7       54.3       31.6       39.9       97.0       96.0:       3.0        4.0
Old  :     100.0:      11.1        1.7       54.3       31.6       39.9       97.0       96.0:       3.0        4.0
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  :       120:        39         17         44         58         59        111        106:
Old  :       120:        39         17         44         58         59        111        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.9       38.2       61.0       59.9       11.7       11.8       15.4       15.7
Old  :                 44.9       38.2       61.0       59.9       11.7       11.8       15.4       15.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    45,773:    17,776      3,794        925     20,920     34,690     39,621     39,409:     6,153      6,365
Old  :    45,773:    17,776      3,794        925     20,920     34,690     39,621     39,409:     6,153      6,365
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :     5,450:     5,605     -2,008        500     -1,255      6,824      4,850      5,317:       599        133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8        8.3        2.0       45.7       75.8       86.6       86.1:      13.4       13.9
Old  :     100.0:      38.8        8.3        2.0       45.7       75.8       86.6       86.1:      13.4       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        24         10          9         27         38         53         55:
Old  :        88:        24         10          9         27         38         53         55:
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  :                 25.3       30.3       39.8       49.7       24.3       30.3       38.8       49.7
Old  :                 25.3       30.3       39.8       49.7       24.3       30.3       38.8       49.7
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, September 28, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    91,547:    35,553      7,589      1,849     41,840     69,379     79,242     78,817:    12,305     12,730
Old  :    91,547:    35,553      7,589      1,849     41,840     69,379     79,242     78,817:    12,305     12,730
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :    10,899:    11,210     -4,015      1,000     -2,510     13,648      9,700     10,634:     1,199        266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8        8.3        2.0       45.7       75.8       86.6       86.1:      13.4       13.9
Old  :     100.0:      38.8        8.3        2.0       45.7       75.8       86.6       86.1:      13.4       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        24         10          9         27         38         53         55:
Old  :        88:        24         10          9         27         38         53         55:
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  :                 25.3       30.3       39.8       49.7       24.3       30.3       38.8       49.7
Old  :                 25.3       30.3       39.8       49.7       24.3       30.3       38.8       49.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    11,111:     1,006      2,445          0      9,825      8,541     10,831     10,986:       280        125
Old  :    11,111:     1,006      2,445          0      9,825      8,541     10,831     10,986:       280        125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :     1,246:        12      1,736        -48      1,286       -443      1,250      1,245:        -4          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       22.0        0.0       88.4       76.9       97.5       98.9:       2.5        1.1
Old  :     100.0:       9.1       22.0        0.0       88.4       76.9       97.5       98.9:       2.5        1.1
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  :        30:         4          5          0         10         13         14         18:
Old  :        30:         4          5          0         10         13         14         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.7       72.1       92.0       87.5       71.9       60.4       82.1       75.1
Old  :                 77.7       72.1       92.0       87.5       71.9       60.4       82.1       75.1
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, September 28, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    35,851:     1,630      2,615          0     33,938     33,047     35,568     35,662:       283        189
Old  :    35,851:     1,630      2,615          0     33,938     33,047     35,568     35,662:       283        189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :       794:       -86         14          0        839        666        753        680:        41        114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        7.3        0.0       94.7       92.2       99.2       99.5:       0.8        0.5
Old  :     100.0:       4.5        7.3        0.0       94.7       92.2       99.2       99.5:       0.8        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         6          3          0          6         20         12         23:
Old  :        33:         6          3          0          6         20         12         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.1       68.6       98.5       86.7       92.8       68.6       96.2       86.7
Old  :                 95.1       68.6       98.5       86.7       92.8       68.6       96.2       86.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 1, 2010