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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 2, 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  :   662,361:   101,350    104,082    184,536    322,151    309,052    608,038    597,670:    54,323     64,690
Old  :   480,237:    85,120     93,457    128,654    220,863    220,394    434,637    442,505:    45,600     37,733
Other:   182,123:    38,758     33,154     33,354    101,288     88,657    173,401    155,166:     8,722     26,957
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :     2,352:     8,599        780      9,559    -18,174     -3,764        -16      6,575:     2,368     -4,224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       15.7       27.9       48.6       46.7       91.8       90.2:       8.2        9.8
Old  :     100.0:      17.7       19.5       26.8       46.0       45.9       90.5       92.1:       9.5        7.9
Other:     100.0:      21.3       18.2       18.3       55.6       48.7       95.2       85.2:       4.8       14.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       509:       181        157        217        103        140        410        411:
Old  :       488:       184        156        190         94        135        377        386:
Other:       291:        81         83         78         62        111        191        232:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.0       17.2       26.4       23.6       15.8       13.4       24.6       17.1
Old  :                 18.5       20.3       26.6       26.8       18.0       17.7       25.1       22.3
Other:                 31.8       20.3       43.8       28.4       29.4       18.0       39.7       23.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 2, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 2,491,349:   557,569    123,776    853,808    844,294  1,208,314  2,255,671  2,185,899:   235,678    305,450
Old  : 2,143,225:   477,032    131,703    734,840    728,711  1,027,558  1,940,583  1,894,101:   202,642    249,124
Other:   348,124:   131,303     42,838     68,203    115,583    180,757    315,088    291,798:    33,036     56,327
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :    60,068:    12,342     10,406     25,836     20,261     27,311     58,439     63,553:     1,629     -3,485
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4        5.0       34.3       33.9       48.5       90.5       87.7:       9.5       12.3
Old  :     100.0:      22.3        6.1       34.3       34.0       47.9       90.5       88.4:       9.5       11.6
Other:     100.0:      37.7       12.3       19.6       33.2       51.9       90.5       83.8:       9.5       16.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       981:       326        160        328        301        439        745        827:
Old  :       967:       304        181        304        288        433        712        805:
Other:       659:       134        135         86        133        346        313        524:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.7        8.7       16.4       14.4        8.7        6.3       13.2       10.1
Old  :                 10.0        8.7       16.8       14.4        9.2        7.0       14.0       10.2
Other:                 15.3       14.1       23.8       21.0       13.9       10.5       20.9       15.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 2, 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  :    15,288:     3,330        251      1,241      7,382     12,117     11,953     13,610:     3,335      1,679
Old  :    14,123:     3,335        251        978      6,534     11,316     10,847     12,546:     3,276      1,577
Other:     1,165:        16         21        242        848        801      1,106      1,064:        59        101
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :      -212:       -33         -2       -231        124        122       -140       -111:       -72       -101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        1.6        8.1       48.3       79.3       78.2       89.0:      21.8       11.0
Old  :     100.0:      23.6        1.8        6.9       46.3       80.1       76.8       88.8:      23.2       11.2
Other:     100.0:       1.3        1.8       20.8       72.8       68.7       94.9       91.3:       5.1        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        18          5          7         16         13         36         23:
Old  :        42:        16          6          6         16         13         35         22:
Other:        14:         3          3          6          5          3         11          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       59.7       42.2       75.7       24.7       46.6       38.3       60.3
Old  :                 27.1       62.3       43.4       75.5       26.0       51.2       40.7       63.2
Other:                 76.0       82.8       92.3       90.7       72.6       70.4       74.2       70.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 2, 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  :   809,479:   214,660     22,179    208,657    320,214    486,035    743,531    716,871:    65,948     92,608
Old  :   711,714:   186,920     24,268    178,981    286,301    432,397    652,202    635,646:    59,512     76,068
Other:    97,765:    43,753     13,925     13,662     33,914     53,638     91,329     81,225:     6,436     16,540
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :   -15,386:     1,210     -2,399      1,228    -13,497     -6,842    -11,060     -8,013:    -4,326     -7,373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        2.7       25.8       39.6       60.0       91.9       88.6:       8.1       11.4
Old  :     100.0:      26.3        3.4       25.1       40.2       60.8       91.6       89.3:       8.4       10.7
Other:     100.0:      44.8       14.2       14.0       34.7       54.9       93.4       83.1:       6.6       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       586:       222         90        170        132        239        426        452:
Old  :       576:       218         94        160        124        233        407        439:
Other:       327:        68         70         44         44        175        136        266:
     :----------------------------------------------------------------------------------------------------
     :             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       22.0       19.8       30.2       11.2       17.5       17.6       23.7
Old  :                 13.0       24.0       21.3       32.5       12.2       19.0       19.4       25.9
Other:                 31.6       20.6       45.2       30.4       30.0       20.2       42.4       27.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 2, 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  :    20,176:    16,211        390      1,572          0      2,584     17,783      4,546:     2,393     15,630
Old  :    13,270:    10,114        747      1,185          0      1,504     11,299      3,436:     1,971      9,834
Other:     6,906:     6,479         25          5          0      1,080      6,484      1,110:       422      5,796
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :    -1,662:    -1,339       -949         29          0       -361     -1,310     -1,281:      -352       -381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.3        1.9        7.8        0.0       12.8       88.1       22.5:      11.9       77.5
Old  :     100.0:      76.2        5.6        8.9        0.0       11.3       85.1       25.9:      14.9       74.1
Other:     100.0:      93.8        0.4        0.1        0.0       15.6       93.9       16.1:       6.1       83.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        18          2          6          0          5         18         13:
Old  :        24:        16          3          6          0          5         17         13:
Other:        18:        12          1          1          0          5         12          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 56.6       16.7       75.8       21.0       52.3       11.8       69.1       14.7
Old  :                 51.5       18.2       72.8       23.7       50.9       11.8       67.6       17.0
Other:                 67.7       14.9       87.0       16.1       67.7       14.9       87.0       16.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 2, 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  :   467,877:   102,444     27,684    114,324    210,918    305,184    427,686    447,191:    40,191     20,685
Old  :   453,504:   103,795     28,482    109,938    200,887    295,256    414,620    433,675:    38,884     19,828
Other:    14,373:     2,906      3,459        129     10,031      9,928     13,066     13,516:     1,307        857
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :    20,315:    -1,696      1,591      8,555     15,709      8,745     22,569     18,891:    -2,253      1,424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        5.9       24.4       45.1       65.2       91.4       95.6:       8.6        4.4
Old  :     100.0:      22.9        6.3       24.2       44.3       65.1       91.4       95.6:       8.6        4.4
Other:     100.0:      20.2       24.1        0.9       69.8       69.1       90.9       94.0:       9.1        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       273:       116         46         95         66         75        233        190:
Old  :       272:       119         53         91         66         75        228        190:
Other:        53:        17          8          6         19          9         41         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       33.8       25.6       44.9       10.3       25.3       16.3       32.4
Old  :                 15.1       33.3       25.1       44.2       10.4       25.7       16.6       32.8
Other:                 56.9       65.2       70.0       89.5       56.9       63.7       70.0       87.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 2, 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  :   770,287:    76,556    101,796     52,800    483,631    468,388    612,987    622,984:   157,300    147,304
Old  :   770,287:    76,556    101,796     52,800    483,631    468,388    612,987    622,984:   157,300    147,304
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :    20,064:       525     -1,692      4,263     20,521     22,892     25,310     25,464:    -5,245     -5,400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       13.2        6.9       62.8       60.8       79.6       80.9:      20.4       19.1
Old  :     100.0:       9.9       13.2        6.9       62.8       60.8       79.6       80.9:      20.4       19.1
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  :       169:        31         31         39         91         86        144        134:
Old  :       169:        31         31         39         91         86        144        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       19.6       25.4       31.8       15.9       16.0       23.0       26.7
Old  :                 17.4       19.6       25.4       31.8       15.9       16.0       23.0       26.7
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, November 2, 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  :   255,785:    34,434     36,351        679    166,809    181,016    201,922    218,046:    53,863     37,739
Old  :   255,785:    34,434     36,351        679    166,809    181,016    201,922    218,046:    53,863     37,739
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :    15,228:    -4,664      4,537        112     11,074      9,951      6,522     14,599:     8,706        628
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       14.2        0.3       65.2       70.8       78.9       85.2:      21.1       14.8
Old  :     100.0:      13.5       14.2        0.3       65.2       70.8       78.9       85.2:      21.1       14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         5          6          1         25         28         31         34:
Old  :        47:         5          6          1         25         28         31         34:
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       51.9       49.3       65.6       28.7       49.3       47.3       62.2
Old  :                 30.6       51.9       49.3       65.6       28.7       49.3       47.3       62.2
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, November 2, 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  :     8,106:       936        725        804      6,001      6,316      7,741      7,845:       365        261
Old  :     8,106:       936        725        804      6,001      6,316      7,741      7,845:       365        261
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :      -474:        50       -305         71       -624       -300       -503       -534:        29         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5        8.9        9.9       74.0       77.9       95.5       96.8:       4.5        3.2
Old  :     100.0:      11.5        8.9        9.9       74.0       77.9       95.5       96.8:       4.5        3.2
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:         8          5          6         17         18         29         25:
Old  :        33:         8          5          6         17         18         29         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  :                 57.9       53.0       73.9       75.1       29.8       28.5       36.9       38.0
Old  :                 57.9       53.0       73.9       75.1       29.8       28.5       36.9       38.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 2, 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  :   248,875:    60,089     11,636     49,948     97,648    170,173    207,685    231,756:    41,189     17,118
Old  :   237,005:    59,134     12,543     45,762     92,238    162,154    197,134    220,458:    39,871     16,547
Other:    11,869:     3,717      1,855      1,424      5,410      8,019     10,551     11,298:     1,318        572
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :     4,237:      -474        847      2,450      3,478      2,325      5,454      5,623:    -1,217     -1,386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        4.7       20.1       39.2       68.4       83.4       93.1:      16.6        6.9
Old  :     100.0:      25.0        5.3       19.3       38.9       68.4       83.2       93.0:      16.8        7.0
Other:     100.0:      31.3       15.6       12.0       45.6       67.6       88.9       95.2:      11.1        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        78         23         55         81         78        187        140:
Old  :       210:        78         27         54         81         78        185        140:
Other:        54:        17          6         11         26         14         48         27:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.3       37.2       18.6       48.2        7.8       28.6       13.6       36.3
Old  :                 11.6       36.5       19.0       47.7        8.2       28.7       14.2       37.0
Other:                 34.6       62.6       49.5       78.6       33.2       56.9       46.2       69.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 2, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    20,588:     5,135      2,084      2,725      6,807     14,329     14,667     19,139:     5,920      1,449
Old  :    20,139:     5,196      2,086      2,660      6,434     14,098     14,290     18,844:     5,849      1,295
Other:       449:         2         62          2        373        231        377        295:        72        154
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :      -876:         3        -54       -393       -631       -382     -1,021       -829:       144        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       10.1       13.2       33.1       69.6       71.2       93.0:      28.8        7.0
Old  :     100.0:      25.8       10.4       13.2       31.9       70.0       71.0       93.6:      29.0        6.4
Other:     100.0:       0.5       13.8        0.4       83.1       51.5       84.0       65.7:      16.0       34.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        44         10         14         29         23         81         42:
Old  :        91:        45         10         14         29         23         81         42:
Other:        14:         4          1          2          5          5          9          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       46.5       28.2       61.1       18.2       44.8       25.1       57.9
Old  :                 19.4       47.0       28.6       61.4       18.5       46.7       25.5       59.9
Other:                 79.7       63.5       84.0       65.7       79.0       63.5       82.9       64.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 2, 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  :   763,082:   173,624    130,404     53,130    416,625    474,947    643,380    658,482:   119,702    104,599
Old  :   763,082:   173,624    130,404     53,130    416,625    474,947    643,380    658,482:   119,702    104,599
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :    -2,990:    -4,733      9,398      4,878     -6,023     -8,364     -5,878      5,913:     2,887     -8,903
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       17.1        7.0       54.6       62.2       84.3       86.3:      15.7       13.7
Old  :     100.0:      22.8       17.1        7.0       54.6       62.2       84.3       86.3:      15.7       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  :       212:        39         38         26         87        105        141        155:
Old  :       212:        39         38         26         87        105        141        155:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       22.9       28.9       31.5       15.5       19.0       23.9       25.5
Old  :                 19.8       22.9       28.9       31.5       15.5       19.0       23.9       25.5
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, November 2, 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  : 2,147,112:   212,492    196,711    300,596  1,317,006  1,306,126  1,830,094  1,803,433:   317,018    343,679
Old  : 2,147,112:   212,492    196,711    300,596  1,317,006  1,306,126  1,830,094  1,803,433:   317,018    343,679
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :   144,254:    12,943      1,414     64,763     70,112     67,086    147,818    133,263:    -3,564     10,991
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        9.2       14.0       61.3       60.8       85.2       84.0:      14.8       16.0
Old  :     100.0:       9.9        9.2       14.0       61.3       60.8       85.2       84.0:      14.8       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:        58         58         81        154        156        251        256:
Old  :       298:        58         58         81        154        156        251        256:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       14.9       22.5       23.1       11.1       11.1       16.7       17.2
Old  :                 14.3       14.9       22.5       23.1       11.1       11.1       16.7       17.2
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, November 2, 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  : 1,191,314:   243,475     75,746     77,470    659,428    779,439    980,373    932,655:   210,942    258,659
Old  : 1,191,314:   243,475     75,746     77,470    659,428    779,439    980,373    932,655:   210,942    258,659
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :    46,407:    28,180     -7,988     23,751     10,278     40,724     62,209     56,488:   -15,802    -10,081
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4        6.4        6.5       55.4       65.4       82.3       78.3:      17.7       21.7
Old  :     100.0:      20.4        6.4        6.5       55.4       65.4       82.3       78.3:      17.7       21.7
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  :       172:        41         23         33         79         94        131        139:
Old  :       172:        41         23         33         79         94        131        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       17.7       31.4       26.2       18.7       14.5       26.4       20.9
Old  :                 20.0       17.7       31.4       26.2       18.7       14.5       26.4       20.9
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, November 2, 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  : 1,192,799:   116,209     19,242    654,731    385,388    468,353  1,156,328  1,142,326:    36,470     50,473
Old  : 1,192,799:   116,209     19,242    654,731    385,388    468,353  1,156,328  1,142,326:    36,470     50,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :  -133,151:   -18,302     -1,878    -81,926    -31,319    -47,808   -131,546   -131,611:    -1,605     -1,540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7        1.6       54.9       32.3       39.3       96.9       95.8:       3.1        4.2
Old  :     100.0:       9.7        1.6       54.9       32.3       39.3       96.9       95.8:       3.1        4.2
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  :       111:        32         16         39         56         53        101         96:
Old  :       111:        32         16         39         56         53        101         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  :                 44.3       37.1       60.9       57.7       10.2       10.7       13.1       14.6
Old  :                 44.3       37.1       60.9       57.7       10.2       10.7       13.1       14.6
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, November 2, 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  :    50,130:    19,961      4,153        598     21,990     39,704     42,549     44,454:     7,581      5,676
Old  :    50,130:    19,961      4,153        598     21,990     39,704     42,549     44,454:     7,581      5,676
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :       528:       464        849       -168         18       -946        313       -266:       214        793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8        8.3        1.2       43.9       79.2       84.9       88.7:      15.1       11.3
Old  :     100.0:      39.8        8.3        1.2       43.9       79.2       84.9       88.7:      15.1       11.3
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  :        96:        30         14          9         28         36         61         56:
Old  :        96:        30         14          9         28         36         61         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       36.7       37.4       56.1       21.8       36.7       36.4       54.8
Old  :                 22.8       36.7       37.4       56.1       21.8       36.7       36.4       54.8
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, November 2, 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  :   100,260:    39,922      8,305      1,196     43,979     79,407     85,097     88,909:    15,163     11,352
Old  :   100,260:    39,922      8,305      1,196     43,979     79,407     85,097     88,909:    15,163     11,352
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :     1,055:       928      1,698       -337         35     -1,893        627       -531:       428      1,586
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8        8.3        1.2       43.9       79.2       84.9       88.7:      15.1       11.3
Old  :     100.0:      39.8        8.3        1.2       43.9       79.2       84.9       88.7:      15.1       11.3
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  :        96:        30         14          9         28         36         61         56:
Old  :        96:        30         14          9         28         36         61         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       36.7       37.4       56.1       21.8       36.7       36.4       54.8
Old  :                 22.8       36.7       37.4       56.1       21.8       36.7       36.4       54.8
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, November 2, 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  :    14,434:       924      1,854          0     13,265     12,478     14,189     14,332:       245        102
Old  :    14,434:       924      1,854          0     13,265     12,478     14,189     14,332:       245        102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :       -11:      -352         54          0        396        -72         44        -18:       -55          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       12.8        0.0       91.9       86.4       98.3       99.3:       1.7        0.7
Old  :     100.0:       6.4       12.8        0.0       91.9       86.4       98.3       99.3:       1.7        0.7
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  :        33:         4          8          0         12         12         16         20:
Old  :        33:         4          8          0         12         12         16         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.8       78.6       93.1       90.0       73.7       69.6       85.6       79.3
Old  :                 75.8       78.6       93.1       90.0       73.7       69.6       85.6       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 with Delta-adjusted Options and Futures Combined, November 2, 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  :    46,000:     1,800      3,981          0     43,747     41,770     45,547     45,751:       453        249
Old  :    46,000:     1,800      3,981          0     43,747     41,770     45,547     45,751:       453        249
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :     1,648:      -246      1,506          0      1,730        123      1,484      1,629:       164         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9        8.7        0.0       95.1       90.8       99.0       99.5:       1.0        0.5
Old  :     100.0:       3.9        8.7        0.0       95.1       90.8       99.0       99.5:       1.0        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         4          5          0          6         18         10         23:
Old  :        31:         4          5          0          6         18         10         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 94.2       67.3       98.7       87.3       87.6       67.3       92.0       82.7
Old  :                 94.2       67.3       98.7       87.3       87.6       67.3       92.0       82.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated November 5, 2010