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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, June 22, 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  :   479,135:    87,026    135,909     63,495    290,715    221,102    441,236    420,506:    37,899     58,629
Old  :   404,527:    84,132    111,913     52,239    233,891    195,155    370,262    359,307:    34,265     45,220
Other:    74,608:    10,786     31,888      3,364     56,824     25,947     70,974     61,199:     3,634     13,409
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :   -27,920:    -1,402     -8,136     -8,711    -15,354    -10,806    -25,467    -27,653:    -2,453       -267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       28.4       13.3       60.7       46.1       92.1       87.8:       7.9       12.2
Old  :     100.0:      20.8       27.7       12.9       57.8       48.2       91.5       88.8:       8.5       11.2
Other:     100.0:      14.5       42.7        4.5       76.2       34.8       95.1       82.0:       4.9       18.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       403:       124        155        140         72         94        283        314:
Old  :       393:       135        144        132         67         88        274        300:
Other:       163:        17         59         22         34         62         71        131:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.9       18.9       39.6       28.4       23.7       15.0       38.2       21.8
Old  :                 27.9       22.3       42.0       32.5       27.0       21.2       40.6       29.8
Other:                 52.2       24.6       68.9       39.0       51.9       23.2       68.1       37.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, June 22, 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  : 1,201,495:   284,044    189,047    192,331    604,966    562,287  1,081,341    943,665:   120,154    257,830
Old  :   551,573:   154,049    150,031     41,426    292,546    265,988    488,021    457,445:    63,552     94,128
Other:   649,922:   200,306    109,327     80,594    312,420    296,299    593,320    486,220:    56,602    163,702
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :    -8,115:   -19,776    -38,025     15,149      1,903     21,011     -2,724     -1,865:    -5,391     -6,250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       15.7       16.0       50.4       46.8       90.0       78.5:      10.0       21.5
Old  :     100.0:      27.9       27.2        7.5       53.0       48.2       88.5       82.9:      11.5       17.1
Other:     100.0:      30.8       16.8       12.4       48.1       45.6       91.3       74.8:       8.7       25.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       693:       162        168        203        196        287        484        574:
Old  :       614:       147        153        100        152        245        354        452:
Other:       597:       156        133         84        126        258        329        434:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.3       13.2       26.0       18.3       16.5       11.1       24.8       15.3
Old  :                 26.1       12.4       35.6       19.3       26.0       12.0       35.2       18.8
Other:                 19.7       16.8       29.0       23.3       19.6       15.7       28.4       20.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, June 22, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    15,660:     2,061      1,020      1,172      9,871     11,544     13,104     13,736:     2,556      1,924
Old  :    15,660:     2,061      1,020      1,172      9,871     11,544     13,104     13,736:     2,556      1,924
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :      -709:      -167       -718        396       -718         88       -489       -234:      -220       -475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        6.5        7.5       63.0       73.7       83.7       87.7:      16.3       12.3
Old  :     100.0:      13.2        6.5        7.5       63.0       73.7       83.7       87.7:      16.3       12.3
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  :        41:        14          5          8         17         13         34         24:
Old  :        41:        14          5          8         17         13         34         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  :                 36.4       56.2       56.9       71.3       30.8       44.3       44.6       55.9
Old  :                 36.4       56.2       56.9       71.3       30.8       44.3       44.6       55.9
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 22, 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  :   459,096:   112,344     68,423     65,601    235,500    236,386    413,445    370,410:    45,651     88,686
Old  :   125,271:    49,055     17,445      4,113     52,740     84,999    105,908    106,557:    19,363     18,714
Other:   333,825:    76,973     64,662     47,804    182,760    151,387    307,537    263,853:    26,288     69,972
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :    -1,418:    11,135     -1,426     -2,919    -10,734      5,425     -2,518      1,080:     1,100     -2,498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       14.9       14.3       51.3       51.5       90.1       80.7:       9.9       19.3
Old  :     100.0:      39.2       13.9        3.3       42.1       67.9       84.5       85.1:      15.5       14.9
Other:     100.0:      23.1       19.4       14.3       54.7       45.3       92.1       79.0:       7.9       21.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       468:       148        116        135        122        168        345        368:
Old  :       356:       124         66         41         96        116        238        207:
Other:       419:       113        121         91         68        148        231        321:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       21.7       29.6       27.3       18.8       20.1       28.6       24.5
Old  :                 25.1       38.8       33.5       47.1       24.5       38.2       31.4       45.2
Other:                 22.2       16.8       35.2       23.7       21.7       15.5       34.8       20.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, June 22, 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  :    17,970:    14,680        510        138         11      4,014     14,829      4,662:     3,141     13,308
Old  :     2,544:     1,239        131         76         11        287      1,326        494:     1,218      2,050
Other:    15,426:    13,477        415         26          0      3,727     13,503      4,168:     1,923     11,258
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :        90:       294       -235       -140        -26        408        128         33:       -38         57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.7        2.8        0.8        0.1       22.3       82.5       25.9:      17.5       74.1
Old  :     100.0:      48.7        5.1        3.0        0.4       11.3       52.1       19.4:      47.9       80.6
Other:     100.0:      87.4        2.7        0.2        0.0       24.2       87.5       27.0:      12.5       73.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        13          2          7          2         11         16         19:
Old  :        19:         6          4          3          2          7         10         13:
Other:        26:        13          2          4          0         11         14         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.4       13.5       74.6       20.1       60.1       13.5       74.0       20.0
Old  :                 46.1       13.6       51.7       18.1       46.0       12.7       48.9       15.8
Other:                 63.0       14.1       78.8       21.4       63.0       14.1       78.8       21.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, June 22, 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  :   308,085:    54,223     55,841     45,489    180,588    175,314    280,300    276,644:    27,785     31,441
Old  :   141,131:    35,093     23,706     19,963     71,757     77,913    126,813    121,582:    14,318     19,549
Other:   166,954:    33,068     46,073     11,588    108,831     97,401    153,487    155,062:    13,467     11,892
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :   -18,100:    -3,725    -10,370     -7,313     -6,243        758    -17,281    -16,925:      -819     -1,175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       18.1       14.8       58.6       56.9       91.0       89.8:       9.0       10.2
Old  :     100.0:      24.9       16.8       14.1       50.8       55.2       89.9       86.1:      10.1       13.9
Other:     100.0:      19.8       27.6        6.9       65.2       58.3       91.9       92.9:       8.1        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:        60         72         80         64         54        182        176:
Old  :       192:        65         51         46         55         46        144        125:
Other:       187:        48         68         29         52         39        120        118:
     :----------------------------------------------------------------------------------------------------
     :             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       27.4       29.8       37.1       16.2       23.1       25.4       29.1
Old  :                 25.0       27.8       35.2       38.4       19.4       23.3       27.9       30.4
Other:                 26.9       37.2       41.9       46.1       26.0       36.7       41.1       45.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, June 22, 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  :   633,174:    78,091    125,109     10,870    407,034    384,531    495,995    520,510:   137,179    112,664
Old  :   633,174:    78,091    125,109     10,870    407,034    384,531    495,995    520,510:   137,179    112,664
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :   -29,683:    -7,444     -9,441     -4,829    -17,891    -16,202    -30,164    -30,472:       481        789
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       19.8        1.7       64.3       60.7       78.3       82.2:      21.7       17.8
Old  :     100.0:      12.3       19.8        1.7       64.3       60.7       78.3       82.2:      21.7       17.8
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  :       151:        33         22         12         61         71        104         95:
Old  :       151:        33         22         12         61         71        104         95:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       22.2       33.5       35.8       20.8       20.3       31.6       32.8
Old  :                 22.3       22.2       33.5       35.8       20.8       20.3       31.6       32.8
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 22, 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  :   142,914:     7,762     19,658         59     98,106    105,958    105,927    125,675:    36,987     17,239
Old  :   142,914:     7,762     19,658         59     98,106    105,958    105,927    125,675:    36,987     17,239
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :     1,933:     1,841      1,692         11       -179        568      1,673      2,271:       260       -338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4       13.8        0.0       68.6       74.1       74.1       87.9:      25.9       12.1
Old  :     100.0:       5.4       13.8        0.0       68.6       74.1       74.1       87.9:      25.9       12.1
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  :        32:         3          6          1         17         14         21         20:
Old  :        32:         3          6          1         17         14         21         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       64.3       56.6       74.0       41.7       61.1       53.6       70.4
Old  :                 44.1       64.3       56.6       74.0       41.7       61.1       53.6       70.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, June 22, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    11,648:     1,413        715        548      9,306     10,164     11,267     11,427:       381        221
Old  :    11,648:     1,413        715        548      9,306     10,164     11,267     11,427:       381        221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :       148:       112       -114         32         87        296        231        214:       -83        -66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        6.1        4.7       79.9       87.3       96.7       98.1:       3.3        1.9
Old  :     100.0:      12.1        6.1        4.7       79.9       87.3       96.7       98.1:       3.3        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  :        34:         9          5          4         16         20         28         26:
Old  :        34:         9          5          4         16         20         28         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  :                 61.5       65.3       73.0       83.9       21.1       21.6       27.9       29.9
Old  :                 61.5       65.3       73.0       83.9       21.1       21.6       27.9       29.9
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 22, 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  :   201,431:    64,944     17,205     17,117     76,817    140,448    158,878    174,770:    42,553     26,661
Old  :    95,175:    32,062     10,860      3,987     36,164     63,380     72,213     78,227:    22,962     16,948
Other:   106,256:    38,428     11,891      7,584     40,653     77,068     86,665     96,543:    19,591      9,713
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :    10,656:     4,812      3,349     -1,746      2,037      6,007      5,103      7,610:     5,553      3,046
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2        8.5        8.5       38.1       69.7       78.9       86.8:      21.1       13.2
Old  :     100.0:      33.7       11.4        4.2       38.0       66.6       75.9       82.2:      24.1       17.8
Other:     100.0:      36.2       11.2        7.1       38.3       72.5       81.6       90.9:      18.4        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        61         38         47         63         65        157        129:
Old  :       156:        47         32         25         55         57        119        101:
Other:       141:        47         23         25         49         40        110         82:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       41.8       21.0       50.7       10.2       35.5       18.4       42.8
Old  :                 18.0       30.9       27.1       41.0       18.0       29.2       27.1       36.7
Other:                 16.4       55.0       29.4       64.8       16.1       53.8       29.2       61.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, June 22, 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  :    14,982:     3,817      3,680        920      7,382      7,673     12,119     12,273:     2,863      2,709
Old  :     3,963:     1,359      1,843          0      1,369      1,507      2,728      3,350:     1,235        613
Other:    11,019:     2,636      2,015        742      6,013      6,166      9,391      8,923:     1,628      2,096
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :      -171:        24       -167          3       -346       -186       -319       -350:       148        179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       24.6        6.1       49.3       51.2       80.9       81.9:      19.1       18.1
Old  :     100.0:      34.3       46.5        0.0       34.5       38.0       68.8       84.5:      31.2       15.5
Other:     100.0:      23.9       18.3        6.7       54.6       56.0       85.2       81.0:      14.8       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        22         17         12         23         21         50         48:
Old  :        45:        16          8          0         12          9         28         17:
Other:        64:        18         16          9         17         21         39         43:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.1       28.1       50.0       48.5       35.1       26.3       48.5       42.6
Old  :                 29.4       48.6       43.6       68.4       29.4       48.6       43.6       68.4
Other:                 46.5       31.6       60.9       53.5       46.5       30.0       60.2       48.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, June 22, 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  :   908,750:   238,136    187,638     23,143    548,462    575,688    809,741    786,469:    99,009    122,281
Old  :   908,750:   238,136    187,638     23,143    548,462    575,688    809,741    786,469:    99,009    122,281
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :    24,294:    24,909     15,330     -6,634      8,602     17,815     26,877     26,511:    -2,583     -2,217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       20.6        2.5       60.4       63.3       89.1       86.5:      10.9       13.5
Old  :     100.0:      26.2       20.6        2.5       60.4       63.3       89.1       86.5:      10.9       13.5
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  :       223:        25         53         16         70        119        107        177:
Old  :       223:        25         53         16         70        119        107        177:
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  :                 43.2       16.0       52.8       24.7       42.9       13.6       52.0       21.4
Old  :                 43.2       16.0       52.8       24.7       42.9       13.6       52.0       21.4
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 22, 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  : 1,706,634:   151,048    287,860     39,263  1,251,950  1,068,810  1,442,261  1,395,933:   264,373    310,701
Old  : 1,706,634:   151,048    287,860     39,263  1,251,950  1,068,810  1,442,261  1,395,933:   264,373    310,701
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :   -58,166:    13,373     -7,402     -4,734    -15,056       -959     -6,417    -13,095:   -51,749    -45,071
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       16.9        2.3       73.4       62.6       84.5       81.8:      15.5       18.2
Old  :     100.0:       8.9       16.9        2.3       73.4       62.6       84.5       81.8:      15.5       18.2
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  :       254:        30         57         21         94        132        139        195:
Old  :       254:        30         57         21         94        132        139        195:
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  :                 45.7       19.4       52.2       28.8       43.7       17.7       49.2       25.1
Old  :                 45.7       19.4       52.2       28.8       43.7       17.7       49.2       25.1
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 22, 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  :   955,823:   166,900    103,455     17,333    570,627    612,167    754,860    732,955:   200,963    222,868
Old  :   955,823:   166,900    103,455     17,333    570,627    612,167    754,860    732,955:   200,963    222,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :    15,603:    22,169     -7,776     -8,880    -12,258     39,816      1,031     23,160:    14,572     -7,557
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       10.8        1.8       59.7       64.0       79.0       76.7:      21.0       23.3
Old  :     100.0:      17.5       10.8        1.8       59.7       64.0       79.0       76.7:      21.0       23.3
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  :       159:        27         26         14         66         83         99        117:
Old  :       159:        27         26         14         66         83         99        117:
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  :                 23.0       21.4       33.6       30.5       18.9       16.3       27.8       23.1
Old  :                 23.0       21.4       33.6       30.5       18.9       16.3       27.8       23.1
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 22, 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  :   664,629:   175,983     18,907     63,571    385,257    522,370    624,811    604,848:    39,818     59,781
Old  :   664,629:   175,983     18,907     63,571    385,257    522,370    624,811    604,848:    39,818     59,781
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :    15,305:    11,119         31      5,042     -4,370      9,235     11,791     14,308:     3,514        997
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        2.8        9.6       58.0       78.6       94.0       91.0:       6.0        9.0
Old  :     100.0:      26.5        2.8        9.6       58.0       78.6       94.0       91.0:       6.0        9.0
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  :       113:        26         15         31         51         56         90         96:
Old  :       113:        26         15         31         51         56         90         96:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       38.2       50.8       52.0       26.1       20.6       34.9       28.8
Old  :                 31.2       38.2       50.8       52.0       26.1       20.6       34.9       28.8
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, June 22, 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  :    37,543:     5,705      3,993        443     26,734     27,162     32,882     31,598:     4,661      5,946
Old  :    37,543:     5,705      3,993        443     26,734     27,162     32,882     31,598:     4,661      5,946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :   -24,627:       337       -628     -3,706    -15,412    -13,512    -18,781    -17,845:    -5,846     -6,782
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       10.6        1.2       71.2       72.3       87.6       84.2:      12.4       15.8
Old  :     100.0:      15.2       10.6        1.2       71.2       72.3       87.6       84.2:      12.4       15.8
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  :        83:        18         14          5         29         26         50         42:
Old  :        83:        18         14          5         29         26         50         42:
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  :                 40.2       40.8       52.4       60.3       40.0       40.8       52.2       59.4
Old  :                 40.2       40.8       52.4       60.3       40.0       40.8       52.2       59.4
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, June 22, 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  :    75,086:    11,410      7,986        886     53,468     54,323     65,764     63,195:     9,322     11,891
Old  :    75,086:    11,410      7,986        886     53,468     54,323     65,764     63,195:     9,322     11,891
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :   -17,261:       373     -2,910     -1,759    -12,614     -6,001    -14,000    -10,670:    -3,261     -6,591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       10.6        1.2       71.2       72.3       87.6       84.2:      12.4       15.8
Old  :     100.0:      15.2       10.6        1.2       71.2       72.3       87.6       84.2:      12.4       15.8
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  :        83:        18         14          5         29         26         50         42:
Old  :        83:        18         14          5         29         26         50         42:
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  :                 40.2       40.8       52.4       60.3       40.0       40.8       52.2       59.4
Old  :                 40.2       40.8       52.4       60.3       40.0       40.8       52.2       59.4
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, June 22, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    14,350:     3,672        746         53     10,376     13,359     14,101     14,158:       249        192
Old  :    14,350:     3,672        746         53     10,376     13,359     14,101     14,158:       249        192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :       451:       663         -2         53       -230        429        486        480:       -35        -29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        5.2        0.4       72.3       93.1       98.3       98.7:       1.7        1.3
Old  :     100.0:      25.6        5.2        0.4       72.3       93.1       98.3       98.7:       1.7        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         4          7          1          8         18         12         26:
Old  :        36:         4          7          1          8         18         12         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  :                 74.5       70.7       94.2       83.2       74.1       69.9       91.1       80.7
Old  :                 74.5       70.7       94.2       83.2       74.1       69.9       91.1       80.7
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 22, 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  :    31,402:     4,233      2,740          0     26,914     28,579     31,147     31,319:       255         83
Old  :    31,402:     4,233      2,740          0     26,914     28,579     31,147     31,319:       255         83
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :       626:       437        695          0        238        -19        675        676:       -49        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        8.7        0.0       85.7       91.0       99.2       99.7:       0.8        0.3
Old  :     100.0:      13.5        8.7        0.0       85.7       91.0       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  :        35:         9          3          0          7         17         16         20:
Old  :        35:         9          3          0          7         17         16         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 91.4       72.5       96.5       88.5       90.9       72.5       96.0       88.5
Old  :                 91.4       72.5       96.5       88.5       90.9       72.5       96.0       88.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 25, 2010