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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, July 27, 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  :   496,806:   102,938     95,726     62,754    293,844    275,407    459,536    433,887:    37,270     62,919
Old  :   395,974:    96,073     72,113     44,223    223,588    234,668    363,884    351,004:    32,090     44,970
Other:   100,832:    16,869     33,617      8,527     70,256     40,739     95,652     82,883:     5,180     17,949
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :    18,370:     3,273     -1,604      6,901      7,121     11,975     17,295     17,272:     1,075      1,098
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       19.3       12.6       59.1       55.4       92.5       87.3:       7.5       12.7
Old  :     100.0:      24.3       18.2       11.2       56.5       59.3       91.9       88.6:       8.1       11.4
Other:     100.0:      16.7       33.3        8.5       69.7       40.4       94.9       82.2:       5.1       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       412:       145        126        146         73        113        312        309:
Old  :       400:       145        120        133         65        107        295        292:
Other:       195:        30         60         30         47         80        104        150:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       20.8       37.6       30.2       21.5       16.7       34.3       23.6
Old  :                 25.9       25.3       39.6       36.4       25.2       23.0       37.2       32.6
Other:                 36.0       18.8       53.8       33.1       34.9       16.5       50.3       29.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 27, 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  : 1,218,788:   339,893    149,061    182,184    590,530    628,921  1,112,607    960,166:   106,181    258,622
Old  :   381,417:   106,157    102,662      4,333    241,552    218,966    352,042    325,961:    29,375     55,456
Other:   837,371:   305,422    118,085    106,165    348,978    409,955    760,565    634,205:    76,806    203,166
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :    39,459:    14,363     18,904     14,119     11,657      5,602     40,139     38,625:      -680        834
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       12.2       14.9       48.5       51.6       91.3       78.8:       8.7       21.2
Old  :     100.0:      27.8       26.9        1.1       63.3       57.4       92.3       85.5:       7.7       14.5
Other:     100.0:      36.5       14.1       12.7       41.7       49.0       90.8       75.7:       9.2       24.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       743:       194        159        175        161        323        462        583:
Old  :       584:       118        135         10         90        252        214        391:
Other:       703:       212        137        103        124        306        384        505:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       13.7       26.9       19.3       17.9       13.0       26.6       17.4
Old  :                 33.7       16.7       46.5       25.2       33.7       16.7       46.5       25.2
Other:                 17.5       14.3       24.9       20.0       17.3       13.8       24.4       17.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 27, 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  :    10,224:     2,045        768        281      5,165      7,703      7,491      8,752:     2,733      1,472
Old  :    10,224:     2,045        768        281      5,165      7,703      7,491      8,752:     2,733      1,472
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :       500:       233         -5        248       -114         58        367        301:       133        199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        7.5        2.7       50.5       75.3       73.3       85.6:      26.7       14.4
Old  :     100.0:      20.0        7.5        2.7       50.5       75.3       73.3       85.6:      26.7       14.4
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  :        35:        12          3          5         15         12         28         19:
Old  :        35:        12          3          5         15         12         28         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  :                 37.6       60.4       51.4       74.8       35.4       54.0       47.6       68.4
Old  :                 37.6       60.4       51.4       74.8       35.4       54.0       47.6       68.4
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 - Futures Only, July 27, 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  :   478,169:   132,404     42,253     70,856    228,342    280,575    431,602    393,684:    46,567     84,485
Old  :    27,473:     9,118      1,730          0     14,072     20,185     23,190     21,915:     4,283      5,558
Other:   450,696:   129,478     46,715     64,664    214,270    260,390    408,412    371,769:    42,284     78,927
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :    -7,309:    -7,671     -2,327     -6,040      7,155        166     -6,556     -8,201:      -753        892
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7        8.8       14.8       47.8       58.7       90.3       82.3:       9.7       17.7
Old  :     100.0:      33.2        6.3        0.0       51.2       73.5       84.4       79.8:      15.6       20.2
Other:     100.0:      28.7       10.4       14.3       47.5       57.8       90.6       82.5:       9.4       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       485:       171        101        138         97        178        335        372:
Old  :       180:        40         30          0         44         70         84        100:
Other:       483:       167        113        124         76        176        300        368:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.6       21.3       28.9       28.6       18.1       20.6       28.4       25.7
Old  :                 21.9       35.9       34.5       48.5       21.2       35.9       33.6       48.5
Other:                 19.4       20.9       30.3       28.2       18.9       19.7       29.8       25.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, July 27, 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  :    21,158:    18,119      1,296        217         12      4,224     18,348      5,737:     2,810     15,421
Old  :       429:       237        157          0          5         53        242        210:       187        219
Other:    20,729:    18,036      1,293         63          7      4,171     18,106      5,527:     2,623     15,202
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :        62:       384        451       -140          0         19        244        330:      -182       -268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      85.6        6.1        1.0        0.1       20.0       86.7       27.1:      13.3       72.9
Old  :     100.0:      55.2       36.6        0.0        1.2       12.4       56.4       49.0:      43.6       51.0
Other:     100.0:      87.0        6.2        0.3        0.0       20.1       87.3       26.7:      12.7       73.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        19          5         10          2         10         21         25:
Old  :        13:         5          5          0          1          3          6          8:
Other:        34:        19          5          7          1         10         20         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 55.8       12.4       72.7       19.0       55.8       12.4       72.4       19.0
Old  :                 54.1       44.3       56.4       49.0       54.1       44.3       55.2       47.8
Other:                 56.1       12.4       73.1       19.2       56.1       12.4       72.8       19.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 27, 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  :   280,340:    55,041     49,831     44,464    151,989    161,881    251,494    256,176:    28,846     24,164
Old  :    79,660:    20,934      8,476     12,727     38,551     49,836     72,212     71,039:     7,448      8,621
Other:   200,680:    49,315     56,563     16,529    113,438    112,045    179,282    185,137:    21,398     15,543
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :      -542:     2,773     -7,945        -72     -4,423      6,892     -1,722     -1,125:     1,180        583
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       17.8       15.9       54.2       57.7       89.7       91.4:      10.3        8.6
Old  :     100.0:      26.3       10.6       16.0       48.4       62.6       90.7       89.2:       9.3       10.8
Other:     100.0:      24.6       28.2        8.2       56.5       55.8       89.3       92.3:      10.7        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:        67         66         79         64         52        192        168:
Old  :       156:        57         31         20         45         42        113         85:
Other:       225:        65         85         47         54         43        150        147:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       27.4       30.4       39.5       17.1       24.5       28.0       33.3
Old  :                 36.6       37.1       45.8       49.0       26.1       27.3       33.7       38.4
Other:                 20.6       30.9       33.4       39.9       20.3       30.2       32.8       38.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 27, 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  :   691,590:    88,317    138,840      7,920    446,956    422,395    543,193    569,155:   148,397    122,435
Old  :   691,590:    88,317    138,840      7,920    446,956    422,395    543,193    569,155:   148,397    122,435
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :     9,073:     5,917      8,731        379        403      7,532      6,699     16,642:     2,374     -7,569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       20.1        1.1       64.6       61.1       78.5       82.3:      21.5       17.7
Old  :     100.0:      12.8       20.1        1.1       64.6       61.1       78.5       82.3:      21.5       17.7
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  :       151:        29         23         10         68         70        104         96:
Old  :       151:        29         23         10         68         70        104         96:
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       20.8       32.8       36.4       19.7       19.9       30.7       34.4
Old  :                 21.5       20.8       32.8       36.4       19.7       19.9       30.7       34.4
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 - Futures Only, July 27, 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  :   158,482:    16,828     31,760         28     98,251    108,123    115,107    139,911:    43,375     18,571
Old  :   158,482:    16,828     31,760         28     98,251    108,123    115,107    139,911:    43,375     18,571
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :    -1,173:      -227     -1,074          0     -3,928     -1,426     -4,155     -2,500:     2,982      1,327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       20.0        0.0       62.0       68.2       72.6       88.3:      27.4       11.7
Old  :     100.0:      10.6       20.0        0.0       62.0       68.2       72.6       88.3:      27.4       11.7
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  :        38:         5          7          1         17         19         23         26:
Old  :        38:         5          7          1         17         19         23         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  :                 41.4       52.3       54.6       66.8       38.8       50.9       52.1       65.4
Old  :                 41.4       52.3       54.6       66.8       38.8       50.9       52.1       65.4
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 - Futures Only, July 27, 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  :    11,805:     2,205        752        448      8,801     10,477     11,454     11,677:       351        128
Old  :    11,805:     2,205        752        448      8,801     10,477     11,454     11,677:       351        128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :      -359:       156        275        -31       -502       -505       -377       -261:        18        -98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7        6.4        3.8       74.6       88.8       97.0       98.9:       3.0        1.1
Old  :     100.0:      18.7        6.4        3.8       74.6       88.8       97.0       98.9:       3.0        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  :        37:         9          4          3         20         21         32         25:
Old  :        37:         9          4          3         20         21         32         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  :                 61.7       64.7       76.0       81.5       20.4       21.2       27.9       31.6
Old  :                 61.7       64.7       76.0       81.5       20.4       21.2       27.9       31.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, July 27, 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  :   195,151:    73,431     14,431     13,662     69,498    143,022    156,591    171,115:    38,560     24,036
Old  :    50,412:    13,952      3,592        684     25,446     36,291     40,082     40,567:    10,330      9,845
Other:   144,739:    64,153     15,513      8,304     44,052    106,731    116,509    130,548:    28,230     14,191
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :    -7,996:       107     -3,422       -539     -4,573     -4,083     -5,005     -8,044:    -2,991         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6        7.4        7.0       35.6       73.3       80.2       87.7:      19.8       12.3
Old  :     100.0:      27.7        7.1        1.4       50.5       72.0       79.5       80.5:      20.5       19.5
Other:     100.0:      44.3       10.7        5.7       30.4       73.7       80.5       90.2:      19.5        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        75         31         36         65         57        163        109:
Old  :       118:        29         18          7         48         46         81         68:
Other:       174:        69         35         29         56         44        145         91:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       48.1       20.8       58.6        9.9       40.6       17.8       48.4
Old  :                 28.2       33.2       43.0       45.9       26.2       27.2       37.7       39.3
Other:                 12.4       57.1       22.8       66.8       12.4       52.7       22.7       61.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 27, 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  :    15,866:     3,694      4,063      1,467      7,171      8,180     12,332     13,710:     3,534      2,156
Old  :    15,866:     3,694      4,063      1,467      7,171      8,180     12,332     13,710:     3,534      2,156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :       558:       471         36       -342         59        897        188        591:       370        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       25.6        9.2       45.2       51.6       77.7       86.4:      22.3       13.6
Old  :     100.0:      23.3       25.6        9.2       45.2       51.6       77.7       86.4:      22.3       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  :        79:        25         19         13         19         22         54         46:
Old  :        79:        25         19         13         19         22         54         46:
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  :                 35.1       28.2       46.8       46.4       35.1       28.2       46.7       46.4
Old  :                 35.1       28.2       46.8       46.4       35.1       28.2       46.7       46.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, July 27, 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  :   801,340:   167,993    192,293     15,015    515,392    481,164    698,400    688,472:   102,940    112,868
Old  :   801,340:   167,993    192,293     15,015    515,392    481,164    698,400    688,472:   102,940    112,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :   -60,582:    -7,632    -11,490      5,312    -60,603    -45,927    -62,923    -52,105:     2,341     -8,477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       24.0        1.9       64.3       60.0       87.2       85.9:      12.8       14.1
Old  :     100.0:      21.0       24.0        1.9       64.3       60.0       87.2       85.9:      12.8       14.1
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  :       225:        29         59         21         72        115        115        181:
Old  :       225:        29         59         21         72        115        115        181:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       12.6       43.8       20.8       30.7       10.4       40.7       17.2
Old  :                 32.1       12.6       43.8       20.8       30.7       10.4       40.7       17.2
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 - Futures Only, July 27, 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  : 1,831,973:   167,919    308,470     31,982  1,347,055  1,179,000  1,546,956  1,519,452:   285,017    312,521
Old  : 1,831,973:   167,919    308,470     31,982  1,347,055  1,179,000  1,546,956  1,519,452:   285,017    312,521
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :   -11,877:   -10,337    -14,315     -1,438     -5,462     10,372    -17,237     -5,381:     5,360     -6,496
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       16.8        1.7       73.5       64.4       84.4       82.9:      15.6       17.1
Old  :     100.0:       9.2       16.8        1.7       73.5       64.4       84.4       82.9:      15.6       17.1
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  :       248:        26         54         31        103        131        153        192:
Old  :       248:        26         54         31        103        131        153        192:
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  :                 45.1       18.7       51.7       28.7       42.3       17.8       48.2       25.4
Old  :                 45.1       18.7       51.7       28.7       42.3       17.8       48.2       25.4
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 - Futures Only, July 27, 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  :   938,142:   207,234    101,012     10,029    514,815    581,896    732,078    692,937:   206,064    245,205
Old  :   938,142:   207,234    101,012     10,029    514,815    581,896    732,078    692,937:   206,064    245,205
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :     5,100:    43,727      5,286     -2,507    -32,143     -5,017      9,077     -2,238:    -3,977      7,338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       10.8        1.1       54.9       62.0       78.0       73.9:      22.0       26.1
Old  :     100.0:      22.1       10.8        1.1       54.9       62.0       78.0       73.9:      22.0       26.1
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  :       157:        27         32         14         63         79         95        120:
Old  :       157:        27         32         14         63         79         95        120:
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  :                 24.6       20.1       35.9       28.5       23.6       15.8       32.5       22.3
Old  :                 24.6       20.1       35.9       28.5       23.6       15.8       32.5       22.3
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 - Futures Only, July 27, 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  :   632,595:   177,230      9,470     50,692    357,611    504,903    585,533    565,065:    47,062     67,530
Old  :   632,595:   177,230      9,470     50,692    357,611    504,903    585,533    565,065:    47,062     67,530
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :    15,817:     3,997     -2,482       -308      5,820     13,494      9,509     10,704:     6,308      5,113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        1.5        8.0       56.5       79.8       92.6       89.3:       7.4       10.7
Old  :     100.0:      28.0        1.5        8.0       56.5       79.8       92.6       89.3:       7.4       10.7
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  :       108:        30         10         31         54         53         95         87:
Old  :       108:        30         10         31         54         53         95         87:
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  :                 30.6       41.7       48.5       54.0       25.2       25.1       33.3       33.7
Old  :                 30.6       41.7       48.5       54.0       25.2       25.1       33.3       33.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, July 27, 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  :    43,524:     7,542      4,986        401     29,085     29,793     37,028     35,179:     6,496      8,345
Old  :    43,524:     7,542      4,986        401     29,085     29,793     37,028     35,179:     6,496      8,345
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :     2,279:     1,061        286        -48         19      1,580      1,032      1,819:     1,247        461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       11.5        0.9       66.8       68.5       85.1       80.8:      14.9       19.2
Old  :     100.0:      17.3       11.5        0.9       66.8       68.5       85.1       80.8:      14.9       19.2
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  :        82:        22          9          2         26         31         49         41:
Old  :        82:        22          9          2         26         31         49         41:
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  :                 38.7       35.5       50.3       55.8       38.2       35.5       49.9       55.8
Old  :                 38.7       35.5       50.3       55.8       38.2       35.5       49.9       55.8
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 - Futures Only, July 27, 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  :    87,047:    15,084      9,971        802     58,169     59,585     74,055     70,358:    12,992     16,689
Old  :    87,047:    15,084      9,971        802     58,169     59,585     74,055     70,358:    12,992     16,689
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :     4,558:     2,121        572        -95         38      3,160      2,064      3,637:     2,494        921
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       11.5        0.9       66.8       68.5       85.1       80.8:      14.9       19.2
Old  :     100.0:      17.3       11.5        0.9       66.8       68.5       85.1       80.8:      14.9       19.2
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  :        82:        22          9          2         26         31         49         41:
Old  :        82:        22          9          2         26         31         49         41:
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  :                 38.7       35.5       50.3       55.8       38.2       35.5       49.9       55.8
Old  :                 38.7       35.5       50.3       55.8       38.2       35.5       49.9       55.8
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 - Futures Only, July 27, 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  :    12,620:       885        910        156     11,337     11,388     12,378     12,454:       242        166
Old  :    12,620:       885        910        156     11,337     11,388     12,378     12,454:       242        166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :      -315:    -1,248        184          0        941       -509       -307       -325:        -8         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        7.2        1.2       89.8       90.2       98.1       98.7:       1.9        1.3
Old  :     100.0:       7.0        7.2        1.2       89.8       90.2       98.1       98.7:       1.9        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  :        35:         5          7          1          9         16         14         24:
Old  :        35:         5          7          1          9         16         14         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  :                 75.8       66.2       92.3       80.0       74.7       66.2       88.8       79.3
Old  :                 75.8       66.2       92.3       80.0       74.7       66.2       88.8       79.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, July 27, 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  :    34,982:     3,469      2,743         20     31,210     32,137     34,699     34,900:       283         82
Old  :    34,982:     3,469      2,743         20     31,210     32,137     34,699     34,900:       283         82
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :     1,655:       724       -335          0        920      2,018      1,644      1,683:        11        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        7.8        0.1       89.2       91.9       99.2       99.8:       0.8        0.2
Old  :     100.0:       9.9        7.8        0.1       89.2       91.9       99.2       99.8:       0.8        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  :        31:         8          2          1          6         16         15         18:
Old  :        31:         8          2          1          6         16         15         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 90.7       76.2       97.6       89.7       90.7       76.1       97.6       89.7
Old  :                 90.7       76.2       97.6       89.7       90.7       76.1       97.6       89.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 30, 2010