```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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  :   666,905:   102,719     80,201    203,207    315,834    314,427    621,760    597,835:    45,146     69,070
Old  :   554,409:    92,075     69,766    178,748    244,929    259,249    515,752    507,764:    38,657     46,645
Other:   112,497:    17,805     17,596     17,297     70,906     55,178    106,008     90,071:     6,489     22,425
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :    10,355:     3,261      1,710      5,378      3,781      1,503     12,421      8,592:    -2,065      1,763
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       12.0       30.5       47.4       47.1       93.2       89.6:       6.8       10.4
Old  :     100.0:      16.6       12.6       32.2       44.2       46.8       93.0       91.6:       7.0        8.4
Other:     100.0:      15.8       15.6       15.4       63.0       49.0       94.2       80.1:       5.8       19.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       476:       164        152        206        104        131        391        388:
Old  :       466:       161        155        194         97        128        374        376:
Other:       216:        47         53         43         54        101        130        174:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.6       15.2       27.0       23.5       15.1       11.3       23.9       15.8
Old  :                 17.2       17.7       27.6       27.2       16.8       14.4       23.5       18.8
Other:                 38.0       17.5       53.8       25.9       34.2       12.8       44.7       17.7

CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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  : 1,874,004:   455,776     99,298    559,314    701,370    908,316  1,716,460  1,566,929:   157,543    307,075
Old  :   232,029:    47,661     11,489    101,535     60,890     97,805    210,086    210,829:    21,942     21,200
Other: 1,641,975:   439,166    118,861    426,728    640,480    810,512  1,506,374  1,356,100:   135,601    285,875
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :    -3,907:     8,303     -1,061       -468     -5,127      2,842      2,708      1,312:    -6,615     -5,220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        5.3       29.8       37.4       48.5       91.6       83.6:       8.4       16.4
Old  :     100.0:      20.5        5.0       43.8       26.2       42.2       90.5       90.9:       9.5        9.1
Other:     100.0:      26.7        7.2       26.0       39.0       49.4       91.7       82.6:       8.3       17.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       899:       270        170        290        254        402        648        767:
Old  :       554:       132         87        108        146        249        322        401:
Other:       897:       247        212        258        208        398        574        757:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.0       11.2       19.8       17.0       12.3        9.4       18.2       13.6
Old  :                 18.6       20.9       26.8       29.5        6.8        8.5       11.3       12.2
Other:                 14.4       11.5       21.3       16.8       14.0        9.9       20.5       14.4

OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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  :    12,448:     1,903        401      1,132      6,461      9,516      9,496     11,050:     2,951      1,398
Old  :    12,448:     1,903        401      1,132      6,461      9,516      9,496     11,050:     2,951      1,398
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :       -81:       -42        -11       -268        472        368        163         89:      -244       -170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3        3.2        9.1       51.9       76.4       76.3       88.8:      23.7       11.2
Old  :     100.0:      15.3        3.2        9.1       51.9       76.4       76.3       88.8:      23.7       11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        14          6          5         15         13         33         20:
Old  :        40:        14          6          5         15         13         33         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  :                 30.2       61.5       47.6       74.0       26.7       51.9       39.0       61.3
Old  :                 30.2       61.5       47.6       74.0       26.7       51.9       39.0       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0

SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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  :   672,089:   157,973     27,008    180,592    280,055    373,752    618,620    581,352:    53,469     90,737
Old  :   638,552:   153,766     35,779    164,111    269,577    354,646    587,454    554,535:    51,099     84,017
Other:    33,537:    17,579      4,601      3,110     10,478     19,106     31,167     26,817:     2,370      6,719
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :    -4,766:   -12,767     -4,738      2,831      7,204     -4,227     -2,732     -6,134:    -2,033      1,369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        4.0       26.9       41.7       55.6       92.0       86.5:       8.0       13.5
Old  :     100.0:      24.1        5.6       25.7       42.2       55.5       92.0       86.8:       8.0       13.2
Other:     100.0:      52.4       13.7        9.3       31.2       57.0       92.9       80.0:       7.1       20.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       554:       195        121        174        122        212        406        432:
Old  :       554:       191        128        170        122        211        402        431:
Other:       220:        31         45         24         32        131         76        187:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.0       18.8       20.7       26.7       12.4       14.9       19.3       21.0
Old  :                 13.3       19.0       21.1       26.7       12.7       15.0       19.7       21.0
Other:                 47.0       25.0       62.7       37.1       46.8       24.6       60.6       36.3

MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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  :    26,469:    23,810      1,866        211          9      5,817     24,030      7,894:     2,439     18,575
Old  :    24,177:    21,880      1,875        192          9      5,140     22,081      7,207:     2,096     16,970
Other:     2,292:     1,944          5          5          0        677      1,949        687:       343      1,605
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :      -168:        70        -42          6          4         35         80         -1:      -248       -167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      90.0        7.0        0.8        0.0       22.0       90.8       29.8:       9.2       70.2
Old  :     100.0:      90.5        7.8        0.8        0.0       21.3       91.3       29.8:       8.7       70.2
Other:     100.0:      84.8        0.2        0.2        0.0       29.5       85.0       30.0:      15.0       70.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        22          7          7          1         14         23         28:
Old  :        43:        21          8          7          1         14         23         28:
Other:        25:        10          2          1          0         13         10         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       11.6       73.2       17.9       57.5       11.6       73.0       17.9
Old  :                 59.5       10.6       74.8       17.1       59.3       10.6       74.5       17.1
Other:                 68.1       23.2       82.0       27.8       68.1       23.2       81.8       27.8

SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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  :   333,593:    69,987     38,328     72,743    157,665    201,500    300,395    312,571:    33,198     21,022
Old  :    32,467:     9,505      4,782      5,255     14,484     18,785     29,244     28,822:     3,223      3,645
Other:   301,126:    69,895     42,959     58,075    143,181    182,715    271,151    283,749:    29,975     17,377
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :   -45,368:   -17,224     -1,005    -19,208     -5,119    -24,777    -41,550    -44,989:    -3,818       -379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       11.5       21.8       47.3       60.4       90.0       93.7:      10.0        6.3
Old  :     100.0:      29.3       14.7       16.2       44.6       57.9       90.1       88.8:       9.9       11.2
Other:     100.0:      23.2       14.3       19.3       47.5       60.7       90.0       94.2:      10.0        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:        89         61         92         69         64        216        183:
Old  :       145:        50         31         26         41         41        104         86:
Other:       250:        85         77         78         64         60        194        176:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       30.2       23.9       41.3       12.7       26.0       20.3       32.6
Old  :                 21.6       25.7       31.3       36.1       19.8       24.1       29.4       33.9
Other:                 15.2       32.4       24.9       42.6       13.5       28.9       21.3       36.1

U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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  :   923,410:    84,093     98,889    101,107    551,740    557,347    736,939    757,343:   186,471    166,067
Old  :   923,410:    84,093     98,889    101,107    551,740    557,347    736,939    757,343:   186,471    166,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :    72,774:     9,878      6,970     29,768     42,461     26,384     82,107     63,123:    -9,333      9,651
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       10.7       10.9       59.8       60.4       79.8       82.0:      20.2       18.0
Old  :     100.0:       9.1       10.7       10.9       59.8       60.4       79.8       82.0:      20.2       18.0
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  :       183:        36         32         48         94         93        154        149:
Old  :       183:        36         32         48         94         93        154        149:
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  :                 15.7       16.7       24.1       28.8       14.6       15.6       22.7       27.0
Old  :                 15.7       16.7       24.1       28.8       14.6       15.6       22.7       27.0
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, August 24, 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  :   236,454:    31,035     33,740      2,660    147,170    156,280    180,865    192,680:    55,589     43,774
Old  :   236,454:    31,035     33,740      2,660    147,170    156,280    180,865    192,680:    55,589     43,774
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :    38,717:     9,156      3,146      2,535     20,547     23,381     32,238     29,062:     6,479      9,655
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       14.3        1.1       62.2       66.1       76.5       81.5:      23.5       18.5
Old  :     100.0:      13.1       14.3        1.1       62.2       66.1       76.5       81.5:      23.5       18.5
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  :        44:         5          7          3         27         22         34         30:
Old  :        44:         5          7          3         27         22         34         30:
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  :                 32.0       45.9       47.1       64.2       30.3       45.2       45.4       63.1
Old  :                 32.0       45.9       47.1       64.2       30.3       45.2       45.4       63.1
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, August 24, 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  :    11,206:       917        474        536      9,328      9,836     10,781     10,846:       425        360
Old  :    11,206:       917        474        536      9,328      9,836     10,781     10,846:       425        360
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :       265:      -164        158       -123        423         67        136        102:       129        163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        4.2        4.8       83.2       87.8       96.2       96.8:       3.8        3.2
Old  :     100.0:       8.2        4.2        4.8       83.2       87.8       96.2       96.8:       3.8        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  :        34:         6          6          4         16         20         26         26:
Old  :        34:         6          6          4         16         20         26         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  :                 64.5       68.5       78.2       80.5       21.4       22.1       27.5       27.1
Old  :                 64.5       68.5       78.2       80.5       21.4       22.1       27.5       27.1
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, August 24, 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  :   228,579:    76,765      9,340     32,547     78,222    164,076    187,534    205,963:    41,045     22,616
Old  :    24,678:     1,605      1,246      2,961     13,835     15,966     18,401     20,173:     6,278      4,505
Other:   203,900:    76,537      9,471     28,209     64,387    148,110    169,133    185,790:    34,767     18,111
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :    -4,472:    -5,617     -1,840       -725      2,166       -613     -4,177     -3,178:      -295     -1,294
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        4.1       14.2       34.2       71.8       82.0       90.1:      18.0        9.9
Old  :     100.0:       6.5        5.0       12.0       56.1       64.7       74.6       81.7:      25.4       18.3
Other:     100.0:      37.5        4.6       13.8       31.6       72.6       82.9       91.1:      17.1        8.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        75         25         46         67         60        169        113:
Old  :       102:        21         15         23         40         37         70         66:
Other:       182:        71         30         43         62         56        162        106:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.0       44.2       18.9       56.3        9.2       38.9       16.7       46.5
Old  :                 23.5       35.1       36.3       46.3       20.3       35.1       30.2       45.0
Other:                 11.8       47.7       20.3       60.0       10.2       43.6       18.5       51.1

ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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  :    21,569:     5,591      3,043      4,253      6,706     12,231     16,549     19,527:     5,020      2,042
Old  :    21,566:     5,591      3,043      4,253      6,705     12,231     16,548     19,527:     5,018      2,039
Other:         3:         0          0          0          1          0          1          0:         2          3
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :     1,021:       813        -34        312       -310        850        815      1,128:       207       -106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       14.1       19.7       31.1       56.7       76.7       90.5:      23.3        9.5
Old  :     100.0:      25.9       14.1       19.7       31.1       56.7       76.7       90.5:      23.3        9.5
Other:     100.0:       0.0        0.0        0.0       33.3        0.0       33.3        0.0:      66.7      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       103:        43         17         16         26         25         83         50:
Old  :       103:        43         17         16         26         25         83         50:
Other:         1:         0          0          0          1          0          1          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  :                 19.9       29.0       29.6       46.0       19.9       28.4       27.1       45.4
Old  :                 19.9       29.0       29.6       46.0       19.9       28.4       27.1       45.4
Other:                 33.3        0.0       33.3        0.0       33.3        0.0       33.3        0.0

2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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  :   905,321:   179,885    170,018     98,245    497,520    507,520    775,651    775,784:   129,670    129,537
Old  :   905,321:   179,885    170,018     98,245    497,520    507,520    775,651    775,784:   129,670    129,537
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :    19,849:       458        554     14,361    -10,417     -9,412      4,403      5,503:    15,446     14,346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       18.8       10.9       55.0       56.1       85.7       85.7:      14.3       14.3
Old  :     100.0:      19.9       18.8       10.9       55.0       56.1       85.7       85.7:      14.3       14.3
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  :       232:        35         55         30         85        117        144        178:
Old  :       232:        35         55         30         85        117        144        178:
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  :                 18.1       15.9       30.2       25.6       16.0       12.0       25.4       18.0
Old  :                 18.1       15.9       30.2       25.6       16.0       12.0       25.4       18.0
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, August 24, 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  : 2,901,220:   255,860    167,002    420,648  1,871,824  1,968,721  2,548,333  2,556,371:   352,887    344,849
Old  : 2,901,220:   255,860    167,002    420,648  1,871,824  1,968,721  2,548,333  2,556,371:   352,887    344,849
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :   182,510:    40,662    -19,951     59,221     53,816    128,180    153,699    167,450:    28,811     15,060
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        5.8       14.5       64.5       67.9       87.8       88.1:      12.2       11.9
Old  :     100.0:       8.8        5.8       14.5       64.5       67.9       87.8       88.1:      12.2       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       286:        51         45         66        153        163        234        244:
Old  :       286:        51         45         66        153        163        234        244:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       17.7       35.2       28.1       23.9       14.4       27.8       21.2
Old  :                 28.1       17.7       35.2       28.1       23.9       14.4       27.8       21.2
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, August 24, 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  : 1,310,156:   182,063    124,020     85,814    807,316    833,477  1,075,193  1,043,312:   234,963    266,844
Old  : 1,310,156:   182,063    124,020     85,814    807,316    833,477  1,075,193  1,043,312:   234,963    266,844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :    98,554:    -2,073     25,527      2,667     84,301     62,245     84,895     90,439:    13,659      8,115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9        9.5        6.5       61.6       63.6       82.1       79.6:      17.9       20.4
Old  :     100.0:      13.9        9.5        6.5       61.6       63.6       82.1       79.6:      17.9       20.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        33         27         30         87         98        134        141:
Old  :       174:        33         27         30         87         98        134        141:
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  :                 26.6       19.2       35.0       29.0       22.5       15.1       30.4       22.2
Old  :                 26.6       19.2       35.0       29.0       22.5       15.1       30.4       22.2
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, August 24, 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  : 1,294,733:   136,636     16,225    691,982    419,438    528,717  1,248,056  1,236,924:    46,677     57,810
Old  : 1,294,733:   136,636     16,225    691,982    419,438    528,717  1,248,056  1,236,924:    46,677     57,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :    20,929:    -5,158      6,067     26,109      2,186     -7,769     23,136     24,406:    -2,207     -3,477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        1.3       53.4       32.4       40.8       96.4       95.5:       3.6        4.5
Old  :     100.0:      10.6        1.3       53.4       32.4       40.8       96.4       95.5:       3.6        4.5
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  :       113:        31         18         37         59         56        105         96:
Old  :       113:        31         18         37         59         56        105         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  :                 43.8       38.0       59.9       59.0       12.1       12.3       15.4       15.9
Old  :                 43.8       38.0       59.9       59.0       12.1       12.3       15.4       15.9
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, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    45,422:     9,900      4,633        584     27,637     34,858     38,122     40,075:     7,300      5,347
Old  :    45,422:     9,900      4,633        584     27,637     34,858     38,122     40,075:     7,300      5,347
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :    -3,817:    -3,753        142        191         40     -4,017     -3,522     -3,683:      -296       -134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       10.2        1.3       60.8       76.7       83.9       88.2:      16.1       11.8
Old  :     100.0:      21.8       10.2        1.3       60.8       76.7       83.9       88.2:      16.1       11.8
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  :        99:        30         13         12         31         36         66         56:
Old  :        99:        30         13         12         31         36         66         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  :                 32.2       38.4       44.2       60.4       31.7       38.4       43.6       58.2
Old  :                 32.2       38.4       44.2       60.4       31.7       38.4       43.6       58.2
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, August 24, 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  :    90,843:    19,801      9,266      1,168     55,275     69,716     76,244     80,149:    14,599     10,694
Old  :    90,843:    19,801      9,266      1,168     55,275     69,716     76,244     80,149:    14,599     10,694
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :    -7,635:    -7,506        284        383         80     -8,034     -7,043     -7,367:      -592       -268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       10.2        1.3       60.8       76.7       83.9       88.2:      16.1       11.8
Old  :     100.0:      21.8       10.2        1.3       60.8       76.7       83.9       88.2:      16.1       11.8
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  :        99:        30         13         12         31         36         66         56:
Old  :        99:        30         13         12         31         36         66         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  :                 32.2       38.4       44.2       60.4       31.7       38.4       43.6       58.2
Old  :                 32.2       38.4       44.2       60.4       31.7       38.4       43.6       58.2
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, August 24, 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  :    12,769:       999      1,323        296     11,238     10,953     12,533     12,572:       236        197
Old  :    12,769:       999      1,323        296     11,238     10,953     12,533     12,572:       236        197
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :       912:      -564        424        140      1,332        331        908        895:         4         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       10.4        2.3       88.0       85.8       98.2       98.5:       1.8        1.5
Old  :     100.0:       7.8       10.4        2.3       88.0       85.8       98.2       98.5:       1.8        1.5
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  :        35:         4          8          1         10         17         15         25:
Old  :        35:         4          8          1         10         17         15         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  :                 80.8       52.5       90.9       77.9       67.8       48.0       76.8       63.4
Old  :                 80.8       52.5       90.9       77.9       67.8       48.0       76.8       63.4
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, August 24, 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  :    41,638:     1,888      4,653        340     39,157     36,505     41,385     41,498:       253        140
Old  :    41,638:     1,888      4,653        340     39,157     36,505     41,385     41,498:       253        140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :     1,078:       231      1,148         90        749       -218      1,070      1,020:         8         58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5       11.2        0.8       94.0       87.7       99.4       99.7:       0.6        0.3
Old  :     100.0:       4.5       11.2        0.8       94.0       87.7       99.4       99.7:       0.6        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         5          2          2          5         19         11         22:
Old  :        29:         5          2          2          5         19         11         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.5       69.5       98.9       88.8       91.0       68.9       93.8       86.1
Old  :                 95.5       69.5       98.9       88.8       91.0       68.9       93.8       86.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 27, 2010