```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, June 1, 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  :   500,642:    77,147    132,024     76,662    308,203    234,379    462,012    443,065:    38,630     57,577
Old  :   451,387:    77,882    122,010     64,720    273,679    216,206    416,281    402,936:    35,106     48,451
Other:    49,255:     8,232     18,981      2,975     34,524     18,173     45,731     40,129:     3,524      9,126
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    11,814:      -506      1,494      2,960      4,410      5,224      6,864      9,678:     4,950      2,136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       26.4       15.3       61.6       46.8       92.3       88.5:       7.7       11.5
Old  :     100.0:      17.3       27.0       14.3       60.6       47.9       92.2       89.3:       7.8       10.7
Other:     100.0:      16.7       38.5        6.0       70.1       36.9       92.8       81.5:       7.2       18.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       414:       110        154        143         75        101        282        328:
Old  :       407:       112        161        135         71         95        272        318:
Other:       156:        35         36         16         35         57         84        103:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.2       16.3       40.5       26.5       23.6       13.1       38.2       20.4
Old  :                 27.1       17.0       43.1       28.2       25.6       15.5       40.7       25.3
Other:                 35.4       30.9       50.9       45.1       35.0       30.9       48.8       41.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, June 1, 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  : 1,216,030:   293,831    169,957    177,075    624,942    604,287  1,095,848    951,319:   120,182    264,711
Old  :   662,871:   185,850    197,684     34,959    368,886    310,031    589,695    542,674:    73,176    120,197
Other:   553,159:   193,942     58,234     56,155    256,056    294,256    506,153    408,645:    47,006    144,514
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     8,790:     3,312      2,286      9,971     -6,081    -12,403      7,202       -146:     1,588      8,936
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       14.0       14.6       51.4       49.7       90.1       78.2:       9.9       21.8
Old  :     100.0:      28.0       29.8        5.3       55.6       46.8       89.0       81.9:      11.0       18.1
Other:     100.0:      35.1       10.5       10.2       46.3       53.2       91.5       73.9:       8.5       26.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       686:       179        147        189        181        277        468        548:
Old  :       632:       162        159         99        141        239        358        449:
Other:       553:       158        103         77        112        249        301        405:
     :----------------------------------------------------------------------------------------------------
     :             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       14.6       27.7       19.9       16.9       13.1       25.5       17.6
Old  :                 25.4       12.5       35.9       20.0       25.4       12.4       34.1       19.1
Other:                 22.8       20.2       32.4       25.9       22.3       19.2       31.0       24.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, June 1, 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  :    18,648:     2,602      4,338        531     11,844     11,633     14,977     16,502:     3,671      2,146
Old  :    18,648:     2,602      4,338        531     11,844     11,633     14,977     16,502:     3,671      2,146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       721:        47       -240        404        253        625        704        789:        17        -68
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       23.3        2.8       63.5       62.4       80.3       88.5:      19.7       11.5
Old  :     100.0:      14.0       23.3        2.8       63.5       62.4       80.3       88.5:      19.7       11.5
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  :        54:        16         17          6         18         11         35         33:
Old  :        54:        16         17          6         18         11         35         33:
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  :                 33.3       47.5       52.6       66.1       26.7       37.2       40.7       52.5
Old  :                 33.3       47.5       52.6       66.1       26.7       37.2       40.7       52.5
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, June 1, 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  :   459,804:    95,394     72,327     67,915    254,104    224,515    417,413    364,757:    42,391     95,047
Old  :   228,724:    68,014     60,150      8,535    127,990    124,354    204,539    193,039:    24,185     35,685
Other:   231,080:    58,719     43,516     28,041    126,114    100,161    212,874    171,718:    18,206     59,362
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     4,359:      -877        762      2,958        290        732      2,371      4,452:     1,988        -93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       15.7       14.8       55.3       48.8       90.8       79.3:       9.2       20.7
Old  :     100.0:      29.7       26.3        3.7       56.0       54.4       89.4       84.4:      10.6       15.6
Other:     100.0:      25.4       18.8       12.1       54.6       43.3       92.1       74.3:       7.9       25.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       454:       130        114        131        104        162        308        361:
Old  :       410:       129        104         52         72        130        225        266:
Other:       372:        87        104         69         74        142        208        279:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       19.6       31.7       24.7       19.5       18.3       29.8       22.7
Old  :                 28.8       28.3       39.0       36.3       28.7       28.1       38.7       35.4
Other:                 22.0       13.5       34.4       21.1       21.1       11.3       33.0       16.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, June 1, 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  :    18,329:    14,103      1,280        184         45      3,453     14,332      4,917:     3,997     13,412
Old  :     4,377:     2,003        992         27         45        221      2,075      1,240:     2,302      3,137
Other:    13,952:    12,217        405         40          0      3,232     12,257      3,677:     1,695     10,275
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :      -445:      -586        495       -189          0         48       -775        354:       330       -799
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.9        7.0        1.0        0.2       18.8       78.2       26.8:      21.8       73.2
Old  :     100.0:      45.8       22.7        0.6        1.0        5.0       47.4       28.3:      52.6       71.7
Other:     100.0:      87.6        2.9        0.3        0.0       23.2       87.9       26.4:      12.1       73.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:        13          6          7          2          9         17         20:
Old  :        26:        12          7          2          2          6         14         15:
Other:        23:        12          2          5          0          9         13         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 57.0       12.2       70.3       18.4       56.8       12.2       70.0       18.2
Old  :                 36.0       18.6       45.5       25.2       35.5       18.6       44.8       25.2
Other:                 64.3       14.8       81.1       22.5       64.3       14.8       81.0       22.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, June 1, 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  :   325,394:    59,263     63,491     53,184    186,436    179,094    298,883    295,769:    26,511     29,625
Old  :   222,788:    55,019     70,155     18,806    133,190    110,468    207,015    199,429:    15,773     23,359
Other:   102,606:    30,210     19,302      8,412     53,246     68,626     91,868     96,340:    10,738      6,266
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     6,894:     1,664     -8,725      4,747      1,343     12,436      7,754      8,458:      -860     -1,564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       19.5       16.3       57.3       55.0       91.9       90.9:       8.1        9.1
Old  :     100.0:      24.7       31.5        8.4       59.8       49.6       92.9       89.5:       7.1       10.5
Other:     100.0:      29.4       18.8        8.2       51.9       66.9       89.5       93.9:      10.5        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       251:        60         79         78         64         56        181        183:
Old  :       245:        66         90         45         61         53        154        167:
Other:       145:        48         36         21         46         28        108         74:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.4       26.8       30.7       35.3       15.6       22.2       23.3       28.5
Old  :                 22.5       23.4       35.2       32.3       20.1       21.7       30.9       28.7
Other:                 20.6       47.6       33.2       59.6       19.1       47.5       30.9       58.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, June 1, 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  :   712,278:    72,899    133,767     32,560    462,117    431,115    567,576    597,442:   144,702    114,836
Old  :   712,278:    72,899    133,767     32,560    462,117    431,115    567,576    597,442:   144,702    114,836
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :   -44,902:       581    -21,108     12,323    -61,490    -14,507    -48,586    -23,292:     3,684    -21,610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       18.8        4.6       64.9       60.5       79.7       83.9:      20.3       16.1
Old  :     100.0:      10.2       18.8        4.6       64.9       60.5       79.7       83.9:      20.3       16.1
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  :       146:        25         27         14         65         72         99        104:
Old  :       146:        25         27         14         65         72         99        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       25.4       33.1       38.8       19.1       21.4       29.9       31.2
Old  :                 20.5       25.4       33.1       38.8       19.1       21.4       29.9       31.2
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, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   145,185:     3,921     17,709          0    105,941    104,672    109,862    122,381:    35,323     22,804
Old  :   145,185:     3,921     17,709          0    105,941    104,672    109,862    122,381:    35,323     22,804
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     7,774:       402      2,214     -2,647     14,138      4,443     11,893      4,010:    -4,119      3,764
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       12.2        0.0       73.0       72.1       75.7       84.3:      24.3       15.7
Old  :     100.0:       2.7       12.2        0.0       73.0       72.1       75.7       84.3:      24.3       15.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          5          0         18         14         20         19:
Old  :        29:         2          5          0         18         14         20         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       61.5       62.1       71.2       40.4       53.7       54.5       63.3
Old  :                 43.6       61.5       62.1       71.2       40.4       53.7       54.5       63.3
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, June 1, 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  :    10,385:     1,267        720        352      8,166      9,032      9,785     10,104:       600        281
Old  :    10,385:     1,267        720        352      8,166      9,032      9,785     10,104:       600        281
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :        80:       160         40         30          2        -27        192         43:      -112         37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        6.9        3.4       78.6       87.0       94.2       97.3:       5.8        2.7
Old  :     100.0:      12.2        6.9        3.4       78.6       87.0       94.2       97.3:       5.8        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         7          6          3         15         16         25         22:
Old  :        29:         7          6          3         15         16         25         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  :                 56.9       67.2       71.9       84.0       13.6       16.0       19.9       21.0
Old  :                 56.9       67.2       71.9       84.0       13.6       16.0       19.9       21.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, June 1, 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  :   167,756:    44,030     16,637     21,155     72,126    105,635    137,311    143,427:    30,445     24,329
Old  :   106,861:    40,307     13,306      7,351     37,996     68,282     85,654     88,939:    21,207     17,922
Other:    60,895:    11,467     11,075      6,060     34,130     37,353     51,657     54,488:     9,238      6,407
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -3,695:       484     -1,336        693     -2,116     -2,416       -939     -3,059:    -2,756       -636
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        9.9       12.6       43.0       63.0       81.9       85.5:      18.1       14.5
Old  :     100.0:      37.7       12.5        6.9       35.6       63.9       80.2       83.2:      19.8       16.8
Other:     100.0:      18.8       18.2       10.0       56.0       61.3       84.8       89.5:      15.2       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        54         36         50         62         62        146        128:
Old  :       173:        53         38         31         55         55        128        108:
Other:       114:        29         22         24         45         31         89         70:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.4       35.4       22.2       44.4       12.3       31.4       21.4       38.3
Old  :                 14.6       34.7       25.0       44.4       14.4       32.0       23.8       40.7
Other:                 25.3       45.1       38.0       54.2       25.1       44.4       37.8       52.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, June 1, 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  :    15,417:     3,557      4,227        902      8,041      7,520     12,500     12,649:     2,917      2,768
Old  :     7,307:     3,006      4,005          0      2,511      1,952      5,517      5,957:     1,790      1,350
Other:     8,110:       812        483        641      5,530      5,568      6,983      6,692:     1,127      1,418
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :      -119:      -182       -233         21       -324       -252       -485       -464:       366        345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       27.4        5.9       52.2       48.8       81.1       82.0:      18.9       18.0
Old  :     100.0:      41.1       54.8        0.0       34.4       26.7       75.5       81.5:      24.5       18.5
Other:     100.0:      10.0        6.0        7.9       68.2       68.7       86.1       82.5:      13.9       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        17         20         14         25         23         49         54:
Old  :        67:        17         21          0         18         11         35         32:
Other:        51:         9         11          6         17         20         30         34:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.1       26.8       49.2       45.2       33.8       24.5       47.1       40.4
Old  :                 33.7       35.9       48.2       52.1       33.7       35.9       48.2       52.1
Other:                 54.9       39.3       66.5       58.5       53.6       32.9       63.0       50.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, June 1, 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  :   928,154:   241,751    186,354     21,803    552,627    590,183    816,181    798,340:   111,973    129,814
Old  :   928,154:   241,751    186,354     21,803    552,627    590,183    816,181    798,340:   111,973    129,814
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :   -57,764:     7,285       -118    -42,599    -24,033    -17,173    -59,347    -59,890:     1,583      2,126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       20.1        2.3       59.5       63.6       87.9       86.0:      12.1       14.0
Old  :     100.0:      26.0       20.1        2.3       59.5       63.6       87.9       86.0:      12.1       14.0
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  :       204:        27         47         14         69        110        106        161:
Old  :       204:        27         47         14         69        110        106        161:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.9       16.5       54.8       25.2       45.7       14.9       53.6       22.2
Old  :                 45.9       16.5       54.8       25.2       45.7       14.9       53.6       22.2
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, June 1, 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  : 1,899,808:   161,106    313,698     88,289  1,347,932  1,187,933  1,597,327  1,589,920:   302,481    309,888
Old  : 1,899,808:   161,106    313,698     88,289  1,347,932  1,187,933  1,597,327  1,589,920:   302,481    309,888
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    59,911:    23,597    -19,817     58,887    -56,249     10,294     26,235     49,364:    33,676     10,547
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       16.5        4.6       71.0       62.5       84.1       83.7:      15.9       16.3
Old  :     100.0:       8.5       16.5        4.6       71.0       62.5       84.1       83.7:      15.9       16.3
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  :       237:        26         53         28        101        129        148        189:
Old  :       237:        26         53         28        101        129        148        189:
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  :                 39.5       20.3       46.8       32.2       37.1       15.7       42.8       23.6
Old  :                 39.5       20.3       46.8       32.2       37.1       15.7       42.8       23.6
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, June 1, 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  :   926,263:   157,282    106,810     23,371    543,920    560,701    724,573    690,882:   201,690    235,381
Old  :   926,263:   157,282    106,810     23,371    543,920    560,701    724,573    690,882:   201,690    235,381
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :  -138,051:   -15,267    -11,714     -9,831    -99,836    -80,191   -124,934   -101,736:   -13,117    -36,315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       11.5        2.5       58.7       60.5       78.2       74.6:      21.8       25.4
Old  :     100.0:      17.0       11.5        2.5       58.7       60.5       78.2       74.6:      21.8       25.4
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  :       147:        23         23         15         59         83         89        114:
Old  :       147:        23         23         15         59         83         89        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       17.3       34.9       26.6       19.0       13.4       27.2       20.1
Old  :                 24.2       17.3       34.9       26.6       19.0       13.4       27.2       20.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, June 1, 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  :   608,644:   149,660     20,159     50,400    375,466    489,821    575,526    560,380:    33,118     48,264
Old  :   608,644:   149,660     20,159     50,400    375,466    489,821    575,526    560,380:    33,118     48,264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :   -57,622:     4,702     -5,079     -8,471    -50,511    -37,876    -54,280    -51,426:    -3,342     -6,196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        3.3        8.3       61.7       80.5       94.6       92.1:       5.4        7.9
Old  :     100.0:      24.6        3.3        8.3       61.7       80.5       94.6       92.1:       5.4        7.9
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  :       109:        23         15         29         54         54         90         92:
Old  :       109:        23         15         29         54         54         90         92:
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  :                 31.1       41.4       50.7       53.9       25.6       22.9       36.1       30.6
Old  :                 31.1       41.4       50.7       53.9       25.6       22.9       36.1       30.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, June 1, 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  :    12,762:     1,207        663          0      7,683      9,305      8,890      9,968:     3,872      2,794
Old  :    12,762:     1,207        663          0      7,683      9,305      8,890      9,968:     3,872      2,794
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       182:      -927        252          0          0          0       -927        252:     1,109        -70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        5.2        0.0       60.2       72.9       69.7       78.1:      30.3       21.9
Old  :     100.0:       9.5        5.2        0.0       60.2       72.9       69.7       78.1:      30.3       21.9
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  :        20:         2          3          0         10          8         12         11:
Old  :        20:         2          3          0         10          8         12         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       59.2       56.7       74.4       36.5       59.2       56.1       73.0
Old  :                 36.5       59.2       56.7       74.4       36.5       59.2       56.1       73.0
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, June 1, 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  :    75,042:    12,947     10,743        252     48,651     47,955     61,850     58,950:    13,192     16,092
Old  :    75,042:    12,947     10,743        252     48,651     47,955     61,850     58,950:    13,192     16,092
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :        27:      -957       -170       -294      1,867     -4,374        616     -4,838:      -589      4,865
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       14.3        0.3       64.8       63.9       82.4       78.6:      17.6       21.4
Old  :     100.0:      17.3       14.3        0.3       64.8       63.9       82.4       78.6:      17.6       21.4
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  :        86:        20         15          5         30         31         52         49:
Old  :        86:        20         15          5         30         31         52         49:
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  :                 27.4       35.9       42.7       52.2       26.9       35.9       42.0       50.5
Old  :                 27.4       35.9       42.7       52.2       26.9       35.9       42.0       50.5
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, June 1, 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  :    15,216:     3,199        751          6     11,617     14,100     14,822     14,857:       394        359
Old  :    15,216:     3,199        751          6     11,617     14,100     14,822     14,857:       394        359
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :      -182:       557         94       -198       -517        -52       -158       -156:       -24        -26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        4.9        0.0       76.3       92.7       97.4       97.6:       2.6        2.4
Old  :     100.0:      21.0        4.9        0.0       76.3       92.7       97.4       97.6:       2.6        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         4          7          1         11         18         15         26:
Old  :        35:         4          7          1         11         18         15         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  :                 73.6       70.4       90.8       83.1       69.5       68.4       84.0       75.2
Old  :                 73.6       70.4       90.8       83.1       69.5       68.4       84.0       75.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, June 1, 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  :    40,021:     4,000      2,311          0     35,228     37,156     39,228     39,467:       793        554
Old  :    40,021:     4,000      2,311          0     35,228     37,156     39,228     39,467:       793        554
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     1,050:      -166        839          0      1,500        492      1,334      1,331:      -284       -281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        5.8        0.0       88.0       92.8       98.0       98.6:       2.0        1.4
Old  :     100.0:      10.0        5.8        0.0       88.0       92.8       98.0       98.6:       2.0        1.4
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  :        32:         6          6          0          8         15         14         21:
Old  :        32:         6          6          0          8         15         14         21:
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  :                 87.1       72.9       95.9       86.3       69.8       61.7       77.9       70.5
Old  :                 87.1       72.9       95.9       86.3       69.8       61.7       77.9       70.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 4, 2010