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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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  :   518,643:    84,419    123,751    101,990    296,372    232,955    482,781    458,695:    35,863     59,948
Old  :   441,143:    81,892    100,313     89,898    237,436    205,762    409,226    395,973:    31,917     45,169
Other:    77,501:    11,337     32,248      3,282     58,936     27,192     73,555     62,722:     3,946     14,779
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :   -59,032:     1,089     -2,755    -35,653    -17,774    -17,727    -52,339    -56,135:    -6,693     -2,897
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       23.9       19.7       57.1       44.9       93.1       88.4:       6.9       11.6
Old  :     100.0:      18.6       22.7       20.4       53.8       46.6       92.8       89.8:       7.2       10.2
Other:     100.0:      14.6       41.6        4.2       76.0       35.1       94.9       80.9:       5.1       19.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       406:       119        146        156         83        101        302        326:
Old  :       397:       131        134        151         80         94        295        315:
Other:       161:        26         43         28         36         67         81        127:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       17.7       36.6       26.8       20.9       14.1       34.4       20.4
Old  :                 24.8       20.8       37.5       30.5       24.1       19.7       35.7       28.1
Other:                 51.8       24.5       68.6       38.5       51.6       23.2       67.7       37.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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  : 1,458,113:   248,195    210,824    374,202    697,269    578,879  1,319,667  1,163,905:   138,447    294,208
Old  :   545,404:    92,165    125,002    103,412    291,383    233,526    486,959    461,939:    58,445     83,465
Other:   912,709:   209,885    139,677    216,936    405,886    345,353    832,708    701,966:    80,002    210,743
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :  -156,538:   -18,930     32,966   -103,145    -29,133    -77,639   -151,207   -147,818:    -5,330     -8,719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       14.5       25.7       47.8       39.7       90.5       79.8:       9.5       20.2
Old  :     100.0:      16.9       22.9       19.0       53.4       42.8       89.3       84.7:      10.7       15.3
Other:     100.0:      23.0       15.3       23.8       44.5       37.8       91.2       76.9:       8.8       23.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       739:       193        171        259        222        294        548        634:
Old  :       611:       126        157        156        167        247        387        482:
Other:       667:       200        146        188        170        270        436        544:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.0        9.8       22.8       15.0       14.2        7.8       21.7       11.5
Old  :                 25.2       10.0       34.2       16.8       24.9        8.6       33.8       15.1
Other:                 15.4       12.0       22.5       17.7       14.9       10.5       21.6       14.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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  :    15,978:     1,162        962      1,611     10,144     11,629     12,916     14,201:     3,061      1,776
Old  :    15,978:     1,162        962      1,611     10,144     11,629     12,916     14,201:     3,061      1,776
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :      -914:       -30        -61       -648       -193         -1       -871       -710:       -43       -204
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        6.0       10.1       63.5       72.8       80.8       88.9:      19.2       11.1
Old  :     100.0:       7.3        6.0       10.1       63.5       72.8       80.8       88.9:      19.2       11.1
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  :        42:        12          6          9         17         14         34         25:
Old  :        42:        12          6          9         17         14         34         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       51.8       56.2       68.5       30.7       40.0       41.8       50.7
Old  :                 34.8       51.8       56.2       68.5       30.7       40.0       41.8       50.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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  :   550,065:    83,244     67,513    145,804    276,610    238,832    505,659    452,149:    44,406     97,916
Old  :   100,979:    23,589      4,854     16,092     49,076     67,301     88,757     88,247:    12,221     12,731
Other:   449,086:    72,042     75,046    117,325    227,535    171,532    416,901    363,902:    32,185     85,184
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :   -51,201:    -6,960      2,224    -26,740    -10,581    -24,074    -44,281    -48,591:    -6,920     -2,610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       12.3       26.5       50.3       43.4       91.9       82.2:       8.1       17.8
Old  :     100.0:      23.4        4.8       15.9       48.6       66.6       87.9       87.4:      12.1       12.6
Other:     100.0:      16.0       16.7       26.1       50.7       38.2       92.8       81.0:       7.2       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       483:       123        159        180        120        170        351        416:
Old  :       292:        78         66         80         81        109        204        213:
Other:       468:       115        164        155         90        161        300        393:
     :----------------------------------------------------------------------------------------------------
     :             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       16.3       27.3       22.3       16.1       11.8       25.0       14.8
Old  :                 32.2       33.3       39.5       43.1       28.5       27.5       34.8       34.6
Other:                 18.4       14.0       28.9       20.7       17.2       10.2       27.3       13.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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  :    16,929:    13,621        485        200          9      3,822     13,830      4,507:     3,099     12,422
Old  :     1,073:       408         79        109          9         51        526        239:       547        834
Other:    15,856:    13,277        470         27          0      3,771     13,304      4,268:     2,552     11,588
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :    -1,041:    -1,059        -25         62         -2       -192       -999       -155:       -42       -886
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.5        2.9        1.2        0.1       22.6       81.7       26.6:      18.3       73.4
Old  :     100.0:      38.0        7.4       10.2        0.8        4.8       49.0       22.3:      51.0       77.7
Other:     100.0:      83.7        3.0        0.2        0.0       23.8       83.9       26.9:      16.1       73.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        11          2          7          2         11         14         19:
Old  :        15:         5          3          3          2          5          9         10:
Other:        24:        11          2          4          0         11         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  :                 62.1       13.0       77.2       20.2       62.1       13.0       76.2       20.1
Old  :                 39.8       18.6       48.6       22.0       36.1       10.0       38.4       11.6
Other:                 64.1       13.8       79.4       21.3       64.1       13.8       79.4       21.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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  :   335,813:    43,686     72,810     65,354    203,418    168,658    312,458    306,822:    23,355     28,991
Old  :   131,250:    12,823     22,768     29,739     79,888     65,327    122,450    117,834:     8,800     13,416
Other:   204,563:    43,548     62,727     22,930    123,530    103,330    190,008    188,987:    14,555     15,576
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :   -28,060:    -5,382     13,325    -10,087     -7,205    -28,319    -22,674    -25,082:    -5,386     -2,978
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       21.7       19.5       60.6       50.2       93.0       91.4:       7.0        8.6
Old  :     100.0:       9.8       17.3       22.7       60.9       49.8       93.3       89.8:       6.7       10.2
Other:     100.0:      21.3       30.7       11.2       60.4       50.5       92.9       92.4:       7.1        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        58         93         89         68         59        197        199:
Old  :       176:        39         55         49         58         49        136        124:
Other:       220:        68         76         53         58         46        147        156:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.7       24.3       29.9       33.6       14.8       18.4       23.4       23.6
Old  :                 29.9       24.3       42.3       34.6       21.4       16.9       29.3       23.8
Other:                 22.9       31.3       35.9       38.9       20.8       28.5       33.2       35.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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  :   732,926:    72,133    129,272     49,600    467,684    419,448    589,417    598,320:   143,509    134,606
Old  :   732,926:    72,133    129,272     49,600    467,684    419,448    589,417    598,320:   143,509    134,606
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :     3,375:    -4,757      1,520     -4,248     17,716         29      8,711     -2,699:    -5,336      6,074
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       17.6        6.8       63.8       57.2       80.4       81.6:      19.6       18.4
Old  :     100.0:       9.8       17.6        6.8       63.8       57.2       80.4       81.6:      19.6       18.4
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  :       162:        30         30         33         74         80        121        126:
Old  :       162:        30         30         33         74         80        121        126:
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  :                 20.1       19.6       30.2       31.8       18.7       17.8       28.7       29.4
Old  :                 20.1       19.6       30.2       31.8       18.7       17.8       28.7       29.4
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, June 29, 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  :   145,494:     8,162     23,967        106     99,016    105,089    107,284    129,162:    38,209     16,332
Old  :   145,494:     8,162     23,967        106     99,016    105,089    107,284    129,162:    38,209     16,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :     2,531:       400      4,306         41        910       -869      1,351      3,478:     1,180       -948
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       16.5        0.1       68.1       72.2       73.7       88.8:      26.3       11.2
Old  :     100.0:       5.6       16.5        0.1       68.1       72.2       73.7       88.8:      26.3       11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         3          7          1         17         15         21         22:
Old  :        34:         3          7          1         17         15         21         22:
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  :                 43.9       61.6       57.8       70.9       41.5       60.2       55.3       69.5
Old  :                 43.9       61.6       57.8       70.9       41.5       60.2       55.3       69.5
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, June 29, 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  :    11,551:     1,557        344        609      8,941     10,346     11,107     11,299:       444        252
Old  :    11,551:     1,557        344        609      8,941     10,346     11,107     11,299:       444        252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :       -97:       144       -371         61       -365        182       -160       -128:        63         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        3.0        5.3       77.4       89.6       96.2       97.8:       3.8        2.2
Old  :     100.0:      13.5        3.0        5.3       77.4       89.6       96.2       97.8:       3.8        2.2
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:         9          4          3         19         19         30         24:
Old  :        33:         9          4          3         19         19         30         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  :                 57.6       66.3       71.5       83.4       16.0       21.3       23.2       27.5
Old  :                 57.6       66.3       71.5       83.4       16.0       21.3       23.2       27.5
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, June 29, 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  :   212,042:    66,819     14,306     26,134     79,148    144,186    172,102    184,626:    39,940     27,416
Old  :    76,172:    18,858      4,599      5,465     35,158     50,358     59,481     60,422:    16,691     15,750
Other:   135,870:    53,433     15,178     15,198     43,990     93,828    112,621    124,205:    23,250     11,666
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :   -15,050:     2,547     -1,441     -5,207     -6,995     -7,055     -9,655    -13,703:    -5,395     -1,347
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5        6.7       12.3       37.3       68.0       81.2       87.1:      18.8       12.9
Old  :     100.0:      24.8        6.0        7.2       46.2       66.1       78.1       79.3:      21.9       20.7
Other:     100.0:      39.3       11.2       11.2       32.4       69.1       82.9       91.4:      17.1        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        65         35         47         62         63        159        125:
Old  :       127:        37         20         26         53         52        102         89:
Other:       163:        53         36         35         56         47        135        100:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       42.8       20.9       52.6        9.3       35.4       16.8       42.0
Old  :                 25.9       28.8       35.8       40.8       25.5       27.7       34.3       36.8
Other:                 12.7       53.6       22.3       62.9       12.6       50.1       21.9       56.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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  :    15,023:     3,419      3,544      1,670      7,589      7,099     12,679     12,313:     2,345      2,711
Old  :     1,048:       366        348          0        461        393        827        741:       221        307
Other:    13,975:     3,308      3,451      1,415      7,128      6,706     11,852     11,572:     2,124      2,404
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :    -1,330:      -101       -132        -53       -535     -1,008       -689     -1,192:      -640       -138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       23.6       11.1       50.5       47.3       84.4       82.0:      15.6       18.0
Old  :     100.0:      34.9       33.2        0.0       44.0       37.5       78.9       70.7:      21.1       29.3
Other:     100.0:      23.7       24.7       10.1       51.0       48.0       84.8       82.8:      15.2       17.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        27         17         14         24         20         57         47:
Old  :        20:         9          3          0          5          3         14          6:
Other:        74:        22         20         12         23         20         54         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 37.0       28.3       50.2       45.6       37.0       25.8       48.7       41.0
Old  :                 55.1       68.3       73.1       70.7       55.1       68.3       73.1       70.7
Other:                 39.8       27.7       53.4       46.3       39.8       25.0       52.0       42.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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  :   943,583:   226,899    200,923     54,520    565,094    558,931    846,514    814,375:    97,069    129,207
Old  :   943,583:   226,899    200,923     54,520    565,094    558,931    846,514    814,375:    97,069    129,207
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :   -15,301:   -11,240     21,552     -4,608      4,272    -36,835    -11,575    -19,891:    -3,726      4,590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       21.3        5.8       59.9       59.2       89.7       86.3:      10.3       13.7
Old  :     100.0:      24.0       21.3        5.8       59.9       59.2       89.7       86.3:      10.3       13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:        29         60         29         70        117        120        186:
Old  :       225:        29         60         29         70        117        120        186:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.1       15.1       49.3       22.8       40.8       11.6       48.9       18.7
Old  :                 41.1       15.1       49.3       22.8       40.8       11.6       48.9       18.7
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, June 29, 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  : 2,146,514:   151,185    277,670    213,147  1,484,665  1,329,603  1,848,997  1,820,420:   297,517    326,094
Old  : 2,146,514:   151,185    277,670    213,147  1,484,665  1,329,603  1,848,997  1,820,420:   297,517    326,094
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :   -16,517:    -1,434     16,093    -36,787      7,206      9,175    -31,015    -11,519:    14,499     -4,998
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0       12.9        9.9       69.2       61.9       86.1       84.8:      13.9       15.2
Old  :     100.0:       7.0       12.9        9.9       69.2       61.9       86.1       84.8:      13.9       15.2
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  :       258:        43         39         53        131        149        198        217:
Old  :       258:        43         39         53        131        149        198        217:
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  :                 36.0       16.5       42.1       25.4       32.8       14.4       37.8       22.0
Old  :                 36.0       16.5       42.1       25.4       32.8       14.4       37.8       22.0
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, June 29, 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  :   944,652:   144,356     94,356     31,904    558,795    597,965    735,054    724,225:   209,598    220,427
Old  :   944,652:   144,356     94,356     31,904    558,795    597,965    735,054    724,225:   209,598    220,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :   -61,579:   -25,570     -4,835     -8,412    -26,560    -35,537    -60,542    -48,784:    -1,037    -12,795
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       10.0        3.4       59.2       63.3       77.8       76.7:      22.2       23.3
Old  :     100.0:      15.3       10.0        3.4       59.2       63.3       77.8       76.7:      22.2       23.3
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  :       159:        29         24         24         69         85        110        121:
Old  :       159:        29         24         24         69         85        110        121:
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  :                 21.5       20.5       31.3       30.6       16.9       15.4       23.8       23.1
Old  :                 21.5       20.5       31.3       30.6       16.9       15.4       23.8       23.1
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, June 29, 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  : 1,225,828:   188,728     18,115    554,310    435,333    584,789  1,178,371  1,157,214:    47,457     68,614
Old  : 1,225,828:   188,728     18,115    554,310    435,333    584,789  1,178,371  1,157,214:    47,457     68,614
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :    39,466:       125     -4,385     43,191     -7,042     -3,869     36,275     34,937:     3,192      4,529
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        1.5       45.2       35.5       47.7       96.1       94.4:       3.9        5.6
Old  :     100.0:      15.4        1.5       45.2       35.5       47.7       96.1       94.4:       3.9        5.6
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  :       122:        28         20         41         55         60        102        107:
Old  :       122:        28         20         41         55         60        102        107:
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  :                 40.4       32.0       57.6       50.1       16.5       11.1       20.1       15.8
Old  :                 40.4       32.0       57.6       50.1       16.5       11.1       20.1       15.8
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, June 29, 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  :    42,169:     7,380      3,110        559     28,327     32,762     36,266     36,431:     5,903      5,739
Old  :    42,169:     7,380      3,110        559     28,327     32,762     36,266     36,431:     5,903      5,739
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :     4,009:     1,645       -891         16      1,196      5,194      2,857      4,318:     1,152       -309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5        7.4        1.3       67.2       77.7       86.0       86.4:      14.0       13.6
Old  :     100.0:      17.5        7.4        1.3       67.2       77.7       86.0       86.4:      14.0       13.6
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  :        87:        22         11          8         35         27         61         42:
Old  :        87:        22         11          8         35         27         61         42:
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  :                 37.0       46.2       48.7       65.9       36.3       46.2       47.7       63.8
Old  :                 37.0       46.2       48.7       65.9       36.3       46.2       47.7       63.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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  :    84,338:    14,760      6,220      1,117     56,654     65,523     72,531     72,861:    11,807     11,477
Old  :    84,338:    14,760      6,220      1,117     56,654     65,523     72,531     72,861:    11,807     11,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :     8,018:     3,290     -1,783         33      2,391     10,387      5,714      8,637:     2,305       -619
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5        7.4        1.3       67.2       77.7       86.0       86.4:      14.0       13.6
Old  :     100.0:      17.5        7.4        1.3       67.2       77.7       86.0       86.4:      14.0       13.6
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  :        87:        22         11          8         35         27         61         42:
Old  :        87:        22         11          8         35         27         61         42:
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  :                 37.0       46.2       48.7       65.9       36.3       46.2       47.7       63.8
Old  :                 37.0       46.2       48.7       65.9       36.3       46.2       47.7       63.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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  :    14,710:     2,806        743         53     11,595     13,746     14,454     14,542:       256        168
Old  :    14,710:     2,806        743         53     11,595     13,746     14,454     14,542:       256        168
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :       360:      -866         -3          0      1,219        387        353        384:         7        -24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        5.1        0.4       78.8       93.4       98.3       98.9:       1.7        1.1
Old  :     100.0:      19.1        5.1        0.4       78.8       93.4       98.3       98.9:       1.7        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  :        35:         4          7          1          8         18         12         26:
Old  :        35:         4          7          1          8         18         12         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.4       69.5       96.2       82.9       77.1       69.5       91.9       81.2
Old  :                 77.4       69.5       96.2       82.9       77.1       69.5       91.9       81.2
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, June 29, 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  :    32,784:     2,719      4,110          0     29,820     28,575     32,539     32,685:       245         99
Old  :    32,784:     2,719      4,110          0     29,820     28,575     32,539     32,685:       245         99
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :     1,382:    -1,514      1,370          0      2,906         -4      1,392      1,366:       -10         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       12.5        0.0       91.0       87.2       99.3       99.7:       0.7        0.3
Old  :     100.0:       8.3       12.5        0.0       91.0       87.2       99.3       99.7:       0.7        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         8          4          0          7         15         15         19:
Old  :        34:         8          4          0          7         15         15         19:
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  :                 90.0       74.4       97.2       89.1       90.0       74.4       97.2       89.1
Old  :                 90.0       74.4       97.2       89.1       90.0       74.4       97.2       89.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 2, 2010