```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, July 20, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   478,436:    99,665     97,330     55,853    286,723    263,432    442,241    416,615:    36,195     61,821
Old  :   386,622:    93,016     74,853     40,215    221,835    226,895    355,066    341,963:    31,556     44,659
Other:    91,814:    14,616     30,444      7,671     64,888     36,537     87,175     74,652:     4,639     17,162
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :    11,992:    12,171     -7,091     -4,354      1,829     23,418      9,646     11,973:     2,346         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       20.3       11.7       59.9       55.1       92.4       87.1:       7.6       12.9
Old  :     100.0:      24.1       19.4       10.4       57.4       58.7       91.8       88.4:       8.2       11.6
Other:     100.0:      15.9       33.2        8.4       70.7       39.8       94.9       81.3:       5.1       18.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       398:       141        115        135         75        114        303        293:
Old  :       388:       140        112        125         67        107        288        278:
Other:       184:        24         53         27         42         79         91        144:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       19.9       39.4       30.5       22.6       15.9       35.7       23.8
Old  :                 27.6       23.7       41.0       36.7       26.3       20.9       38.2       32.0
Other:                 39.5       19.4       57.7       32.4       38.6       16.8       53.7       28.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 20, 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  : 1,179,329:   325,530    130,157    168,065    578,873    623,319  1,072,468    921,541:   106,861    257,788
Old  :   398,501:   112,213     95,036      4,526    250,223    237,797    366,962    337,359:    31,539     61,142
Other:   780,828:   277,807     99,611     99,049    328,650    385,522    705,506    584,182:    75,322    196,646
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :    60,530:    28,139    -16,661     16,378     21,588     60,200     66,105     59,917:    -5,575        613
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       11.0       14.3       49.1       52.9       90.9       78.1:       9.1       21.9
Old  :     100.0:      28.2       23.8        1.1       62.8       59.7       92.1       84.7:       7.9       15.3
Other:     100.0:      35.6       12.8       12.7       42.1       49.4       90.4       74.8:       9.6       25.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       726:       193        152        166        154        320        445        567:
Old  :       578:       123        126         13         83        260        213        392:
Other:       676:       193        135         90        126        299        360        489:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.3       12.7       27.3       18.7       18.0       11.9       26.8       16.5
Old  :                 34.5       15.6       47.1       24.2       34.4       15.6       47.0       24.0
Other:                 18.3       13.2       26.1       19.7       17.9       12.7       25.4       16.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 20, 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  :     9,724:     1,812        773         33      5,279      7,645      7,124      8,451:     2,600      1,273
Old  :     9,724:     1,812        773         33      5,279      7,645      7,124      8,451:     2,600      1,273
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :      -285:       -42        -84        -91       -409        -77       -542       -252:       257        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6        7.9        0.3       54.3       78.6       73.3       86.9:      26.7       13.1
Old  :     100.0:      18.6        7.9        0.3       54.3       78.6       73.3       86.9:      26.7       13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        11          3          3         15         11         27         16:
Old  :        35:        11          3          3         15         11         27         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       59.3       52.4       75.9       37.1       52.6       50.6       69.2
Old  :                 37.3       59.3       52.4       75.9       37.1       52.6       50.6       69.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, July 20, 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  :   485,478:   140,075     44,580     76,896    221,187    280,409    438,158    401,885:    47,320     83,593
Old  :    54,397:    23,721      6,140        500     22,736     41,069     46,957     47,709:     7,440      6,688
Other:   431,081:   127,943     50,029     64,807    198,451    239,340    391,201    354,176:    39,880     76,905
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :    16,922:    23,621     -8,338      1,762     -8,036     25,057     17,347     18,481:      -425     -1,559
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9        9.2       15.8       45.6       57.8       90.3       82.8:       9.7       17.2
Old  :     100.0:      43.6       11.3        0.9       41.8       75.5       86.3       87.7:      13.7       12.3
Other:     100.0:      29.7       11.6       15.0       46.0       55.5       90.7       82.2:       9.3       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       497:       182        103        137        109        180        361        368:
Old  :       265:        87         41          5         63         84        152        128:
Other:       492:       175        114        118         80        177        314        360:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       21.4       28.0       28.0       17.2       20.6       27.4       26.0
Old  :                 27.8       38.7       40.3       53.9       27.8       38.1       40.3       52.5
Other:                 18.0       19.8       29.1       26.3       17.9       18.9       28.5       23.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, July 20, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    21,096:    17,735        845        357         12      4,205     18,104      5,407:     2,992     15,689
Old  :     1,187:       658        325          0          5        106        663        431:       524        756
Other:    19,909:    17,402        845         32          7      4,099     17,441      4,976:     2,468     14,933
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :     1,840:     2,062         50         94         -4        186      2,152        330:      -312      1,510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.1        4.0        1.7        0.1       19.9       85.8       25.6:      14.2       74.4
Old  :     100.0:      55.4       27.4        0.0        0.4        8.9       55.9       36.3:      44.1       63.7
Other:     100.0:      87.4        4.2        0.2        0.0       20.6       87.6       25.0:      12.4       75.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        18          3          7          2         10         20         20:
Old  :        14:         6          5          0          1          3          7          8:
Other:        31:        18          3          4          1         10         19         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.7       12.5       72.5       19.0       55.7       12.5       71.4       18.9
Old  :                 52.9       30.9       55.9       36.3       52.9       30.9       55.4       35.9
Other:                 56.4       12.7       73.5       19.6       56.4       12.7       73.4       19.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 20, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   280,882:    52,268     57,776     44,536    156,412    154,989    253,216    257,301:    27,666     23,581
Old  :    90,422:    24,056      9,230     16,981     40,698     55,911     81,735     82,122:     8,687      8,300
Other:   190,460:    41,891     62,225     13,876    115,714     99,078    171,481    175,179:    18,979     15,281
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :    -1,072:    -2,007     -9,661      5,107     -5,709      5,891     -2,609      1,337:     1,537     -2,409
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       20.6       15.9       55.7       55.2       90.2       91.6:       9.8        8.4
Old  :     100.0:      26.6       10.2       18.8       45.0       61.8       90.4       90.8:       9.6        9.2
Other:     100.0:      22.0       32.7        7.3       60.8       52.0       90.0       92.0:      10.0        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       243:        71         73         75         61         55        179        174:
Old  :       155:        61         22         29         45         44        113         90:
Other:       217:        58         84         42         53         44        140        144:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       26.7       30.7       36.6       17.2       23.8       27.9       31.1
Old  :                 32.2       33.3       41.0       47.9       22.6       28.2       29.3       38.1
Other:                 22.2       28.3       35.9       36.7       21.9       26.9       35.3       34.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 20, 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  :   682,517:    82,400    130,109      7,541    446,553    414,863    536,494    552,513:   146,023    130,004
Old  :   682,517:    82,400    130,109      7,541    446,553    414,863    536,494    552,513:   146,023    130,004
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :     8,589:    -7,923        424       -981     11,288     -5,253      2,384     -5,810:     6,205     14,399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       19.1        1.1       65.4       60.8       78.6       81.0:      21.4       19.0
Old  :     100.0:      12.1       19.1        1.1       65.4       60.8       78.6       81.0:      21.4       19.0
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  :       157:        33         24         13         67         69        106        100:
Old  :       157:        33         24         13         67         69        106        100:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       21.0       32.5       35.8       19.8       19.9       30.1       33.7
Old  :                 21.9       21.0       32.5       35.8       19.8       19.9       30.1       33.7
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 - Futures Only, July 20, 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  :   159,655:    17,055     32,834         28    102,179    109,549    119,262    142,411:    40,393     17,244
Old  :   159,655:    17,055     32,834         28    102,179    109,549    119,262    142,411:    40,393     17,244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :     4,598:     3,732      2,461        -39       -951      2,534      2,742      4,956:     1,856       -358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       20.6        0.0       64.0       68.6       74.7       89.2:      25.3       10.8
Old  :     100.0:      10.7       20.6        0.0       64.0       68.6       74.7       89.2:      25.3       10.8
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  :        38:         5          7          1         17         19         23         26:
Old  :        38:         5          7          1         17         19         23         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.9       55.0       55.6       68.9       39.5       52.7       53.2       66.5
Old  :                 41.9       55.0       55.6       68.9       39.5       52.7       53.2       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, July 20, 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  :    12,164:     2,049        477        479      9,303     10,982     11,831     11,938:       333        226
Old  :    12,164:     2,049        477        479      9,303     10,982     11,831     11,938:       333        226
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :       172:       354        238        -48         18        -10        324        180:      -152         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8        3.9        3.9       76.5       90.3       97.3       98.1:       2.7        1.9
Old  :     100.0:      16.8        3.9        3.9       76.5       90.3       97.3       98.1:       2.7        1.9
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  :        39:         9          3          2         22         23         33         26:
Old  :        39:         9          3          2         22         23         33         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  :                 60.4       65.3       74.3       81.7       21.0       23.7       28.3       33.5
Old  :                 60.4       65.3       74.3       81.7       21.0       23.7       28.3       33.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, July 20, 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  :   203,147:    73,324     17,853     14,201     74,071    147,105    161,596    179,159:    41,551     23,988
Old  :    60,403:    14,879      5,944      1,344     30,468     41,696     46,691     48,984:    13,712     11,419
Other:   142,744:    64,282     17,746      7,020     43,603    105,409    114,905    130,175:    27,839     12,569
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :     7,941:     2,695      4,983     -1,499      3,319      4,162      4,515      7,646:     3,426        295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1        8.8        7.0       36.5       72.4       79.5       88.2:      20.5       11.8
Old  :     100.0:      24.6        9.8        2.2       50.4       69.0       77.3       81.1:      22.7       18.9
Other:     100.0:      45.0       12.4        4.9       30.5       73.8       80.5       91.2:      19.5        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        71         31         37         67         58        163        109:
Old  :       123:        27         22         14         54         46         91         73:
Other:       171:        67         31         26         57         44        141         88:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       46.5       19.5       57.0        9.5       40.1       17.2       48.8
Old  :                 23.3       32.5       36.9       44.5       22.5       28.5       34.6       39.2
Other:                 12.6       55.4       23.1       66.8       12.5       52.3       23.0       62.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 20, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    15,308:     3,223      4,027      1,809      7,112      7,283     12,144     13,119:     3,164      2,189
Old  :    15,308:     3,223      4,027      1,809      7,112      7,283     12,144     13,119:     3,164      2,189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :       631:       184        125        493       -531        129        146        747:       485       -116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       26.3       11.8       46.5       47.6       79.3       85.7:      20.7       14.3
Old  :     100.0:      21.1       26.3       11.8       46.5       47.6       79.3       85.7:      20.7       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  :        73:        18         19         12         17         21         45         47:
Old  :        73:        18         19         12         17         21         45         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       26.5       51.3       44.9       38.6       26.5       51.0       44.6
Old  :                 38.6       26.5       51.3       44.9       38.6       26.5       51.0       44.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, July 20, 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  :   861,922:   175,625    203,783      9,703    575,995    527,091    761,323    740,577:   100,599    121,345
Old  :   861,922:   175,625    203,783      9,703    575,995    527,091    761,323    740,577:   100,599    121,345
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :    24,106:     8,824     -2,371     -1,952     17,833     29,440     24,705     25,117:      -599     -1,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       23.6        1.1       66.8       61.2       88.3       85.9:      11.7       14.1
Old  :     100.0:      20.4       23.6        1.1       66.8       61.2       88.3       85.9:      11.7       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        30         60         20         65        119        109        185:
Old  :       229:        30         60         20         65        119        109        185:
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  :                 39.1       15.1       49.0       23.3       38.7       13.4       48.4       21.2
Old  :                 39.1       15.1       49.0       23.3       38.7       13.4       48.4       21.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, July 20, 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  : 1,843,850:   178,256    322,785     33,420  1,352,517  1,168,628  1,564,193  1,524,833:   279,657    319,017
Old  : 1,843,850:   178,256    322,785     33,420  1,352,517  1,168,628  1,564,193  1,524,833:   279,657    319,017
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :    87,200:    -8,257     30,115      5,571     98,986     53,431     96,300     89,117:    -9,100     -1,917
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       17.5        1.8       73.4       63.4       84.8       82.7:      15.2       17.3
Old  :     100.0:       9.7       17.5        1.8       73.4       63.4       84.8       82.7:      15.2       17.3
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  :       254:        34         53         32        107        130        165        191:
Old  :       254:        34         53         32        107        130        165        191:
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  :                 44.5       20.1       51.1       30.0       42.1       18.8       47.9       26.5
Old  :                 44.5       20.1       51.1       30.0       42.1       18.8       47.9       26.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, July 20, 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  :   933,042:   163,507     95,726     12,536    546,958    586,913    723,001    695,175:   210,041    237,867
Old  :   933,042:   163,507     95,726     12,536    546,958    586,913    723,001    695,175:   210,041    237,867
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :    32,546:    -4,093     10,222      3,373     37,179     19,539     36,459     33,134:    -3,913       -588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       10.3        1.3       58.6       62.9       77.5       74.5:      22.5       25.5
Old  :     100.0:      17.5       10.3        1.3       58.6       62.9       77.5       74.5:      22.5       25.5
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  :       156:        26         28         14         59         82         90        119:
Old  :       156:        26         28         14         59         82         90        119:
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  :                 25.4       19.2       36.2       28.4       23.6       15.3       31.2       21.7
Old  :                 25.4       19.2       36.2       28.4       23.6       15.3       31.2       21.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, July 20, 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  :   616,778:   173,233     11,952     51,000    351,791    491,409    576,024    554,361:    40,754     62,417
Old  :   616,778:   173,233     11,952     51,000    351,791    491,409    576,024    554,361:    40,754     62,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :     7,861:    -3,781     -1,665      2,721      8,076      1,343      7,016      2,399:       845      5,462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        1.9        8.3       57.0       79.7       93.4       89.9:       6.6       10.1
Old  :     100.0:      28.1        1.9        8.3       57.0       79.7       93.4       89.9:       6.6       10.1
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  :       109:        27         12         32         52         56         94         90:
Old  :       109:        27         12         32         52         56         94         90:
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  :                 31.4       39.8       50.4       52.2       26.6       23.3       35.3       32.1
Old  :                 31.4       39.8       50.4       52.2       26.6       23.3       35.3       32.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, July 20, 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  :    41,245:     6,482      4,700        449     29,066     28,213     35,996     33,361:     5,249      7,884
Old  :    41,245:     6,482      4,700        449     29,066     28,213     35,996     33,361:     5,249      7,884
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :     2,154:     1,663     -1,557        183         44      2,782      1,890      1,408:       265        746
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       11.4        1.1       70.5       68.4       87.3       80.9:      12.7       19.1
Old  :     100.0:      15.7       11.4        1.1       70.5       68.4       87.3       80.9:      12.7       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  :        86:        22         11          5         30         30         54         44:
Old  :        86:        22         11          5         30         30         54         44:
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  :                 43.0       34.3       54.0       55.5       41.9       34.3       52.8       55.4
Old  :                 43.0       34.3       54.0       55.5       41.9       34.3       52.8       55.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, July 20, 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  :    82,489:    12,963      9,399        897     58,131     56,425     71,991     66,721:    10,498     15,768
Old  :    82,489:    12,963      9,399        897     58,131     56,425     71,991     66,721:    10,498     15,768
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :     4,308:     3,326     -3,113        366         87      5,563      3,779      2,816:       529      1,492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       11.4        1.1       70.5       68.4       87.3       80.9:      12.7       19.1
Old  :     100.0:      15.7       11.4        1.1       70.5       68.4       87.3       80.9:      12.7       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  :        86:        22         11          5         30         30         54         44:
Old  :        86:        22         11          5         30         30         54         44:
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  :                 43.0       34.3       54.0       55.5       41.9       34.3       52.8       55.4
Old  :                 43.0       34.3       54.0       55.5       41.9       34.3       52.8       55.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, July 20, 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  :    12,935:     2,133        726        156     10,396     11,897     12,685     12,779:       250        156
Old  :    12,935:     2,133        726        156     10,396     11,897     12,685     12,779:       250        156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :    -1,592:      -396         -5        103     -1,287     -1,713     -1,580     -1,615:       -12         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        5.6        1.2       80.4       92.0       98.1       98.8:       1.9        1.2
Old  :     100.0:      16.5        5.6        1.2       80.4       92.0       98.1       98.8:       1.9        1.2
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  :        35:         5          7          1          8         16         13         24:
Old  :        35:         5          7          1          8         16         13         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.4       64.5       94.0       80.6       76.2       64.5       90.7       79.8
Old  :                 77.4       64.5       94.0       80.6       76.2       64.5       90.7       79.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, July 20, 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  :    33,327:     2,745      3,078         20     30,290     30,119     33,055     33,217:       272        110
Old  :    33,327:     2,745      3,078         20     30,290     30,119     33,055     33,217:       272        110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :     1,930:       778     -1,070         20      1,176      3,007      1,974      1,957:       -44        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        9.2        0.1       90.9       90.4       99.2       99.7:       0.8        0.3
Old  :     100.0:       8.2        9.2        0.1       90.9       90.4       99.2       99.7:       0.8        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  :        32:         8          2          1          7         16         16         18:
Old  :        32:         8          2          1          7         16         16         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 89.8       77.0       97.1       90.6       89.8       77.0       97.1       90.5
Old  :                 89.8       77.0       97.1       90.6       89.8       77.0       97.1       90.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 23, 2010