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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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  :   620,197:   100,451     90,443    160,654    307,900    298,955    569,005    550,052:    51,193     70,145
Old  :   481,799:    89,777     81,394    123,549    225,319    230,850    438,646    435,793:    43,153     46,006
Other:   138,399:    24,029     22,405     23,749     82,581     68,105    130,359    114,259:     8,040     24,139
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :     1,022:    -7,432      3,968      2,611      2,006     -7,119     -2,816       -540:     3,838      1,562
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       14.6       25.9       49.6       48.2       91.7       88.7:       8.3       11.3
Old  :     100.0:      18.6       16.9       25.6       46.8       47.9       91.0       90.5:       9.0        9.5
Other:     100.0:      17.4       16.2       17.2       59.7       49.2       94.2       82.6:       5.8       17.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       468:       161        154        180        101        138        369        371:
Old  :       451:       162        144        165         92        133        346        352:
Other:       242:        54         62         53         58        110        142        203:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       15.6       28.3       22.7       16.1       11.0       25.2       15.7
Old  :                 19.2       18.1       28.9       25.9       18.8       14.4       25.7       20.1
Other:                 35.8       18.3       49.4       26.4       33.3       13.5       42.0       18.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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  : 2,125,837:   538,594     95,122    675,122    716,459  1,057,655  1,930,175  1,827,899:   195,661    297,938
Old  : 1,897,143:   501,398    114,291    584,367    637,598    940,104  1,723,363  1,638,762:   173,780    258,381
Other:   228,694:    83,407     27,042     44,544     78,861    117,551    206,812    189,137:    21,882     39,557
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :   126,073:     7,019     -4,631     80,822     31,852     62,912    119,693    139,103:     6,379    -13,030
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        4.5       31.8       33.7       49.8       90.8       86.0:       9.2       14.0
Old  :     100.0:      26.4        6.0       30.8       33.6       49.6       90.8       86.4:       9.2       13.6
Other:     100.0:      36.5       11.8       19.5       34.5       51.4       90.4       82.7:       9.6       17.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       971:       305        181        312        255        426        695        807:
Old  :       962:       286        204        295        251        423        676        793:
Other:       593:       117        114         65         92        328        235        484:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.6       10.4       17.9       16.9       10.7        8.7       16.0       13.7
Old  :                 11.6       10.3       18.4       16.9       11.0        9.3       16.7       14.3
Other:                 21.6       17.9       32.1       26.0       20.6       14.6       28.3       19.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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  :    13,665:     3,481        240      1,044      6,090     10,905     10,615     12,188:     3,050      1,477
Old  :    13,253:     3,448        263        830      5,941     10,717     10,218     11,809:     3,034      1,443
Other:       412:        56          0        191        149        188        396        379:        16         34
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :       905:       273        -12        145        484        924        902      1,056:         3       -151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        1.8        7.6       44.6       79.8       77.7       89.2:      22.3       10.8
Old  :     100.0:      26.0        2.0        6.3       44.8       80.9       77.1       89.1:      22.9       10.9
Other:     100.0:      13.7        0.0       46.2       36.2       45.6       96.1       91.8:       3.9        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        20          3          8         15         13         38         22:
Old  :        43:        18          4          7         15         13         37         21:
Other:         9:         5          0          5          1          3          6          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  :                 24.5       61.4       39.1       75.6       24.3       55.0       38.1       68.0
Old  :                 25.2       63.3       39.7       76.2       25.1       57.8       39.3       69.9
Other:                 92.6       85.6       96.1       91.8       49.3       45.6       49.9       45.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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  :   754,876:   187,298     28,688    217,734    289,359    420,119    694,391    666,540:    60,484     88,335
Old  :   710,977:   183,557     39,522    197,087    273,363    395,041    654,006    631,650:    56,971     79,327
Other:    43,899:    20,512      5,936      3,876     15,997     25,078     40,386     34,890:     3,513      9,008
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :    63,868:    18,039        968     36,667      4,945     24,603     59,650     62,238:     4,218      1,630
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8        3.8       28.8       38.3       55.7       92.0       88.3:       8.0       11.7
Old  :     100.0:      25.8        5.6       27.7       38.4       55.6       92.0       88.8:       8.0       11.2
Other:     100.0:      46.7       13.5        8.8       36.4       57.1       92.0       79.5:       8.0       20.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       583:       210        123        188        125        220        436        449:
Old  :       581:       203        137        181        121        217        425        446:
Other:       239:        48         39         27         38        137        100        190:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.1       20.1       18.7       28.2       11.4       16.2       17.4       21.6
Old  :                 12.2       20.6       18.8       28.9       11.6       16.6       17.7       22.3
Other:                 35.6       25.6       48.7       34.3       35.5       23.3       47.3       31.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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  :    27,165:    23,874      2,274        366         19      6,822     24,259      9,462:     2,906     17,703
Old  :    23,943:    21,117      2,448        179         19      5,903     21,315      8,530:     2,628     15,413
Other:     3,222:     2,939          8          5          0        919      2,944        932:       278      2,290
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :       285:       -60        329         75          0        820         15      1,224:       270       -939
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.9        8.4        1.3        0.1       25.1       89.3       34.8:      10.7       65.2
Old  :     100.0:      88.2       10.2        0.7        0.1       24.7       89.0       35.6:      11.0       64.4
Other:     100.0:      91.2        0.2        0.2        0.0       28.5       91.4       28.9:       8.6       71.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        18          7          7          1         15         20         28:
Old  :        40:        16          9          7          1         15         20         28:
Other:        26:        10          1          1          0         15         10         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 62.7       12.6       78.0       20.4       62.6       12.6       77.5       20.4
Old  :                 65.2       12.0       79.9       20.3       65.1       12.0       79.8       20.3
Other:                 71.6       21.4       88.5       25.9       71.6       21.4       88.4       25.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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  :   382,003:    87,557     29,755     84,001    171,059    250,600    342,617    364,356:    39,386     17,647
Old  :   372,718:    87,462     30,875     82,507    164,103    242,256    334,072    355,638:    38,646     17,080
Other:     9,285:     1,330        115        259      6,956      8,344      8,545      8,718:       740        567
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :    37,287:    13,601     -8,638     14,400      5,771     31,348     33,772     37,110:     3,515        177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        7.8       22.0       44.8       65.6       89.7       95.4:      10.3        4.6
Old  :     100.0:      23.5        8.3       22.1       44.0       65.0       89.6       95.4:      10.4        4.6
Other:     100.0:      14.3        1.2        2.8       74.9       89.9       92.0       93.9:       8.0        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:        96         55        105         66         74        225        200:
Old  :       271:        99         57        104         66         74        224        200:
Other:        36:        12          4          7         12          9         27         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       34.1       24.5       45.1       11.6       28.1       19.4       35.6
Old  :                 14.4       32.9       24.5       44.2       11.9       27.9       19.8       35.6
Other:                 66.3       83.4       81.2       90.7       66.3       81.8       81.0       87.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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  :   791,223:    83,340     72,059     72,842    471,653    516,921    627,834    661,822:   163,389    129,401
Old  :   791,223:    83,340     72,059     72,842    471,653    516,921    627,834    661,822:   163,389    129,401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :    11,191:    -3,494    -17,673     -2,289     11,620     34,393      5,838     14,431:     5,353     -3,240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5        9.1        9.2       59.6       65.3       79.3       83.6:      20.7       16.4
Old  :     100.0:      10.5        9.1        9.2       59.6       65.3       79.3       83.6:      20.7       16.4
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  :       174:        32         31         46         91         89        150        139:
Old  :       174:        32         31         46         91         89        150        139:
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  :                 17.6       21.8       26.3       33.7       16.3       19.9       24.8       31.8
Old  :                 17.6       21.8       26.3       33.7       16.3       19.9       24.8       31.8
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 21, 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  :   223,680:    36,073     23,564      1,243    139,841    165,137    177,157    189,944:    46,523     33,736
Old  :   223,680:    36,073     23,564      1,243    139,841    165,137    177,157    189,944:    46,523     33,736
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :     2,504:     7,975     -2,781     -3,989     -4,846      6,423       -860       -347:     3,364      2,850
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       10.5        0.6       62.5       73.8       79.2       84.9:      20.8       15.1
Old  :     100.0:      16.1       10.5        0.6       62.5       73.8       79.2       84.9:      20.8       15.1
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  :        45:         7          5          3         23         23         32         29:
Old  :        45:         7          5          3         23         23         32         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       54.4       50.2       69.4       30.5       53.0       47.5       68.0
Old  :                 33.2       54.4       50.2       69.4       30.5       53.0       47.5       68.0
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 21, 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  :     9,729:       986      1,111        297      8,210      8,199      9,493      9,607:       236        122
Old  :     9,729:       986      1,111        297      8,210      8,199      9,493      9,607:       236        122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :       234:         2        594        -72        395       -191        325        331:       -91        -97
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       11.4        3.1       84.4       84.3       97.6       98.7:       2.4        1.3
Old  :     100.0:      10.1       11.4        3.1       84.4       84.3       97.6       98.7:       2.4        1.3
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  :        35:         6          5          5         21         21         31         27:
Old  :        35:         6          5          5         21         21         31         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  :                 59.5       62.0       75.2       79.8       17.3       21.6       24.2       28.0
Old  :                 59.5       62.0       75.2       79.8       17.3       21.6       24.2       28.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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  :   246,697:    80,782     11,604     38,328     86,838    178,393    205,947    228,325:    40,749     18,372
Old  :   240,114:    79,526     12,768     36,255     84,590    173,136    200,372    222,159:    39,742     17,955
Other:     6,582:     2,660        240        669      2,247      5,257      5,576      6,165:     1,007        417
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :    13,406:     5,087        952      2,994      1,750      8,727      9,831     12,673:     3,575        733
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7        4.7       15.5       35.2       72.3       83.5       92.6:      16.5        7.4
Old  :     100.0:      33.1        5.3       15.1       35.2       72.1       83.4       92.5:      16.6        7.5
Other:     100.0:      40.4        3.6       10.2       34.1       79.9       84.7       93.7:      15.3        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        86         29         53         65         59        178        121:
Old  :       202:        87         29         52         65         59        177        121:
Other:        33:         8          5          8         14         10         28         19:
     :----------------------------------------------------------------------------------------------------
     :             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       46.0       18.5       57.1        9.3       40.5       16.2       48.2
Old  :                 11.1       45.5       18.5       56.6        9.6       40.2       16.6       47.8
Other:                 44.7       73.8       66.9       85.8       42.3       70.3       62.7       78.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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  :    20,050:     5,539      3,558      2,908      5,952     11,445     14,399     17,911:     5,652      2,139
Old  :    20,021:     5,544      3,574      2,879      5,951     11,435     14,374     17,888:     5,648      2,133
Other:        29:        24         13          0          1         10         25         23:         4          6
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :        69:      -774       -111         54        290         15       -430        -43:       499        112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       17.7       14.5       29.7       57.1       71.8       89.3:      28.2       10.7
Old  :     100.0:      27.7       17.9       14.4       29.7       57.1       71.8       89.3:      28.2       10.7
Other:     100.0:      82.8       45.1        0.0        3.4       34.3       86.3       79.4:      13.7       20.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        48         16         14         25         21         81         47:
Old  :       101:        48         17         14         25         21         81         47:
Other:         5:         1          2          0          1          1          2          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  :                 21.0       32.4       31.1       50.8       21.0       31.9       29.0       50.1
Old  :                 21.1       32.4       31.1       50.9       21.1       32.0       29.1       50.1
Other:                 86.3       79.4       86.3       79.4       86.3       79.4       86.3       79.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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  :   755,217:   160,054    153,709     41,328    442,042    440,373    643,424    635,410:   111,792    119,806
Old  :   755,217:   160,054    153,709     41,328    442,042    440,373    643,424    635,410:   111,792    119,806
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :    27,714:    39,842    -20,896     15,144    -29,657     32,361     25,329     26,610:     2,385      1,105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       20.4        5.5       58.5       58.3       85.2       84.1:      14.8       15.9
Old  :     100.0:      21.2       20.4        5.5       58.5       58.3       85.2       84.1:      14.8       15.9
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  :       213:        32         47         26         80        105        130        161:
Old  :       213:        32         47         26         80        105        130        161:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       17.8       34.5       26.8       19.2       17.0       29.1       24.4
Old  :                 23.1       17.8       34.5       26.8       19.2       17.0       29.1       24.4
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 21, 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  : 2,186,686:   213,816    166,400    283,973  1,372,048  1,402,521  1,869,837  1,852,894:   316,849    333,791
Old  : 2,186,686:   213,816    166,400    283,973  1,372,048  1,402,521  1,869,837  1,852,894:   316,849    333,791
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :    50,717:    28,537    -14,746     21,473    -15,224     43,512     34,786     50,238:    15,931        478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8        7.6       13.0       62.7       64.1       85.5       84.7:      14.5       15.3
Old  :     100.0:       9.8        7.6       13.0       62.7       64.1       85.5       84.7:      14.5       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  :       284:        53         48         77        149        159        239        247:
Old  :       284:        53         48         77        149        159        239        247:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       17.5       31.2       26.3       21.1       14.3       26.1       20.9
Old  :                 24.1       17.5       31.2       26.3       21.1       14.3       26.1       20.9
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 21, 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  : 1,050,996:   199,406     63,477     63,823    554,916    682,877    818,144    810,177:   232,852    240,819
Old  : 1,050,996:   199,406     63,477     63,823    554,916    682,877    818,144    810,177:   232,852    240,819
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :    70,515:    35,653     -9,491      8,048      9,039     69,789     52,739     68,346:    17,776      2,169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0        6.0        6.1       52.8       65.0       77.8       77.1:      22.2       22.9
Old  :     100.0:      19.0        6.0        6.1       52.8       65.0       77.8       77.1:      22.2       22.9
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  :       151:        35         19         29         73         84        118        122:
Old  :       151:        35         19         29         73         84        118        122:
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  :                 20.0       21.3       29.3       29.5       17.4       17.9       25.8       25.0
Old  :                 20.0       21.3       29.3       29.5       17.4       17.9       25.8       25.0
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 21, 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  : 1,276,605:   146,667     21,152    693,977    398,796    504,907  1,239,440  1,220,036:    37,165     56,569
Old  : 1,276,605:   146,667     21,152    693,977    398,796    504,907  1,239,440  1,220,036:    37,165     56,569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :    15,161:     7,380      1,564      6,427      1,847      3,264     15,655     11,255:      -493      3,907
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5        1.7       54.4       31.2       39.6       97.1       95.6:       2.9        4.4
Old  :     100.0:      11.5        1.7       54.4       31.2       39.6       97.1       95.6:       2.9        4.4
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  :       117:        38         16         42         57         60        108        105:
Old  :       117:        38         16         42         57         60        108        105:
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  :                 45.0       38.9       61.2       59.7       12.2       11.9       15.5       15.5
Old  :                 45.0       38.9       61.2       59.7       12.2       11.9       15.5       15.5
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 21, 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  :    40,324:    12,171      5,802        424     22,175     27,866     34,771     34,092:     5,553      6,232
Old  :    40,324:    12,171      5,802        424     22,175     27,866     34,771     34,092:     5,553      6,232
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :   -13,934:       981       -370     -2,570    -10,146    -11,120    -11,734    -14,060:    -2,199        126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       14.4        1.1       55.0       69.1       86.2       84.5:      13.8       15.5
Old  :     100.0:      30.2       14.4        1.1       55.0       69.1       86.2       84.5:      13.8       15.5
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  :        87:        21         12          5         29         37         52         52:
Old  :        87:        21         12          5         29         37         52         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       30.4       43.3       48.0       27.5       30.4       42.8       47.7
Old  :                 28.0       30.4       43.3       48.0       27.5       30.4       42.8       47.7
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 21, 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  :    80,648:    24,343     11,604        849     44,350     55,731     69,541     68,184:    11,106     12,464
Old  :    80,648:    24,343     11,604        849     44,350     55,731     69,541     68,184:    11,106     12,464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :   -27,868:     1,962       -740     -5,140    -20,292    -22,241    -23,469    -28,120:    -4,399        253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       14.4        1.1       55.0       69.1       86.2       84.5:      13.8       15.5
Old  :     100.0:      30.2       14.4        1.1       55.0       69.1       86.2       84.5:      13.8       15.5
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  :        87:        21         12          5         29         37         52         52:
Old  :        87:        21         12          5         29         37         52         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       30.4       43.3       48.0       27.5       30.4       42.8       47.7
Old  :                 28.0       30.4       43.3       48.0       27.5       30.4       42.8       47.7
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 21, 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  :     9,865:       994        709         48      8,539      8,984      9,581      9,741:       284        124
Old  :     9,865:       994        709         48      8,539      8,984      9,581      9,741:       284        124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :       -19:        63       -611         48       -238        446       -127       -117:       108         98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        7.2        0.5       86.6       91.1       97.1       98.7:       2.9        1.3
Old  :     100.0:      10.1        7.2        0.5       86.6       91.1       97.1       98.7:       2.9        1.3
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  :        30:         4          5          1          8         15         13         20:
Old  :        30:         4          5          1          8         15         13         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.4       67.2       93.2       83.0       72.6       54.0       80.4       67.1
Old  :                 81.4       67.2       93.2       83.0       72.6       54.0       80.4       67.1
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 21, 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  :    35,057:     1,716      2,601          0     33,099     32,381     34,815     34,982:       242         75
Old  :    35,057:     1,716      2,601          0     33,099     32,381     34,815     34,982:       242         75
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :     1,255:        46       -218          0      1,117      1,610      1,163      1,392:        92       -137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        7.4        0.0       94.4       92.4       99.3       99.8:       0.7        0.2
Old  :     100.0:       4.9        7.4        0.0       94.4       92.4       99.3       99.8:       0.7        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         5          4          0          6         20         11         24:
Old  :        33:         5          4          0          6         20         11         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  :                 96.1       70.0       98.8       88.2       96.1       70.0       98.8       88.2
Old  :                 96.1       70.0       98.8       88.2       96.1       70.0       98.8       88.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 24, 2010