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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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  :   639,659:    91,383     79,032    179,437    330,970    313,954    601,791    572,424:    37,868     67,235
Old  :   531,669:    83,143     61,480    158,167    257,950    265,713    499,260    485,359:    32,409     46,310
Other:   107,990:    17,272     26,585     12,238     73,021     48,241    102,531     87,064:     5,459     20,925
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :    42,973:       726     -4,876     32,966     12,441     16,634     46,134     44,725:    -3,161     -1,752
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       12.4       28.1       51.7       49.1       94.1       89.5:       5.9       10.5
Old  :     100.0:      15.6       11.6       29.7       48.5       50.0       93.9       91.3:       6.1        8.7
Other:     100.0:      16.0       24.6       11.3       67.6       44.7       94.9       80.6:       5.1       19.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       449:       145        165        183         85        122        346        363:
Old  :       437:       144        160        169         78        116        327        348:
Other:       204:        42         49         47         48         89        121        165:
     :----------------------------------------------------------------------------------------------------
     :             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       16.1       30.3       25.3       16.5       12.1       26.6       17.0
Old  :                 19.7       18.9       31.4       29.6       18.3       16.6       27.2       21.8
Other:                 36.2       17.8       52.9       28.4       33.2       16.9       48.0       25.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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  : 1,671,881:   380,952    119,098    449,936    696,306    785,890  1,527,194  1,354,924:   144,687    316,957
Old  :   462,751:    91,404     77,302     88,327    245,605    239,669    425,336    405,298:    37,414     57,452
Other: 1,209,130:   345,864     98,113    305,292    450,701    546,220  1,101,858    949,626:   107,272    259,504
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :    80,156:    46,117    -15,197     19,362     -1,135     67,360     64,344     71,525:    15,812      8,631
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8        7.1       26.9       41.6       47.0       91.3       81.0:       8.7       19.0
Old  :     100.0:      19.8       16.7       19.1       53.1       51.8       91.9       87.6:       8.1       12.4
Other:     100.0:      28.6        8.1       25.2       37.3       45.2       91.1       78.5:       8.9       21.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       811:       232        162        268        220        359        588        682:
Old  :       627:       144        131        116        143        284        339        479:
Other:       781:       240        153        215        181        350        516        629:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.7       11.5       21.6       16.6       14.3        9.8       21.0       13.4
Old  :                 25.1       16.2       36.5       24.2       25.1       14.7       35.8       21.8
Other:                 13.3       11.2       20.2       15.7       12.8        9.5       19.3       12.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    12,311:     1,222        425      1,521      6,255      8,640      8,999     10,586:     3,311      1,724
Old  :    12,311:     1,222        425      1,521      6,255      8,640      8,999     10,586:     3,311      1,724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :       749:        93       -356        105        249        808        448        557:       302        192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        3.5       12.4       50.8       70.2       73.1       86.0:      26.9       14.0
Old  :     100.0:       9.9        3.5       12.4       50.8       70.2       73.1       86.0:      26.9       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  :        37:        11          4          9         16         16         32         26:
Old  :        37:        11          4          9         16         16         32         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  :                 29.7       54.8       45.3       69.4       28.2       45.7       37.3       56.6
Old  :                 29.7       54.8       45.3       69.4       28.2       45.7       37.3       56.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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  :   620,755:   148,913     35,251    156,333    262,136    337,032    567,383    528,616:    53,372     92,140
Old  :   594,932:   147,689     42,469    142,318    253,356    323,909    543,362    508,696:    51,570     86,235
Other:    25,823:    13,377      4,933      1,863      8,781     13,123     24,021     19,919:     1,803      5,904
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :    35,968:    22,258       -609      7,313      4,441     31,447     34,012     38,151:     1,956     -2,183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        5.7       25.2       42.2       54.3       91.4       85.2:       8.6       14.8
Old  :     100.0:      24.8        7.1       23.9       42.6       54.4       91.3       85.5:       8.7       14.5
Other:     100.0:      51.8       19.1        7.2       34.0       50.8       93.0       77.1:       7.0       22.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       543:       190        124        175        108        198        390        422:
Old  :       543:       188        130        172        107        197        387        420:
Other:       197:        31         40         22         27        118         66        172:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.2       19.2       23.7       26.2       13.9       17.1       21.6       22.8
Old  :                 15.6       19.5       24.1       26.5       14.3       17.4       22.2       22.9
Other:                 49.0       27.7       67.6       37.5       48.6       26.8       64.9       36.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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  :    24,010:    20,568      1,681        190         11      5,264     20,769      7,135:     3,241     16,875
Old  :    22,213:    19,094      1,678        185         11      4,650     19,290      6,513:     2,923     15,700
Other:     1,797:     1,474          3          5          0        614      1,479        622:       318      1,175
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :     2,852:     2,449        385        -27         -1      1,040      2,421      1,398:       431      1,454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      85.7        7.0        0.8        0.0       21.9       86.5       29.7:      13.5       70.3
Old  :     100.0:      86.0        7.6        0.8        0.0       20.9       86.8       29.3:      13.2       70.7
Other:     100.0:      82.0        0.2        0.3        0.0       34.2       82.3       34.6:      17.7       65.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        19          7          8          2         13         21         28:
Old  :        39:        19          7          8          2         13         21         28:
Other:        24:         9          2          1          0         13          9         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  :                 56.9       11.9       72.7       18.2       56.6       11.9       72.0       18.1
Old  :                 58.4       11.0       74.0       17.4       58.1       11.0       73.3       17.4
Other:                 67.1       25.8       81.2       32.3       67.1       25.8       81.2       32.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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  :   348,204:    68,972     44,769     79,596    167,664    201,858    316,232    326,223:    31,972     21,982
Old  :    75,577:    20,423      5,506     18,154     28,544     44,522     67,122     68,182:     8,455      7,395
Other:   272,627:    63,895     54,610     46,095    139,120    157,335    249,110    258,041:    23,517     14,586
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :    21,159:    17,010     -4,214      7,261     -5,768     20,911     18,503     23,958:     2,656     -2,799
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       12.9       22.9       48.2       58.0       90.8       93.7:       9.2        6.3
Old  :     100.0:      27.0        7.3       24.0       37.8       58.9       88.8       90.2:      11.2        9.8
Other:     100.0:      23.4       20.0       16.9       51.0       57.7       91.4       94.6:       8.6        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:        83         64         89         67         62        210        174:
Old  :       160:        65         26         31         39         49        115         95:
Other:       233:        70         82         66         62         54        177        160:
     :----------------------------------------------------------------------------------------------------
     :             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       29.4       29.1       40.5       15.5       25.3       24.4       32.6
Old  :                 35.5       32.6       45.0       45.7       22.5       22.0       29.3       32.5
Other:                 18.4       33.4       28.8       41.8       17.4       29.4       26.7       36.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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  :   767,347:    92,838    139,405     42,010    478,594    467,292    613,442    648,706:   153,906    118,641
Old  :   767,347:    92,838    139,405     42,010    478,594    467,292    613,442    648,706:   153,906    118,641
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :    18,656:     6,513     -1,751      9,883     11,663     29,035     28,059     37,167:    -9,403    -18,511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       18.2        5.5       62.4       60.9       79.9       84.5:      20.1       15.5
Old  :     100.0:      12.1       18.2        5.5       62.4       60.9       79.9       84.5:      20.1       15.5
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  :       159:        27         28         30         79         80        123        121:
Old  :       159:        27         28         30         79         80        123        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       20.2       30.5       35.1       18.1       19.4       28.3       32.8
Old  :                 19.5       20.2       30.5       35.1       18.1       19.4       28.3       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 with Delta-adjusted Options and Futures Combined, August 3, 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  :   166,255:    20,902     38,377        194    102,345    110,057    123,441    148,629:    42,814     17,626
Old  :   166,255:    20,902     38,377        194    102,345    110,057    123,441    148,629:    42,814     17,626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :     6,961:     4,074      6,596         98      4,094      1,934      8,266      8,628:    -1,305     -1,667
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       23.1        0.1       61.6       66.2       74.2       89.4:      25.8       10.6
Old  :     100.0:      12.6       23.1        0.1       61.6       66.2       74.2       89.4:      25.8       10.6
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  :        37:         5          7          2         17         18         24         25:
Old  :        37:         5          7          2         17         18         24         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.2       52.5       55.0       70.7       37.4       51.3       52.2       69.3
Old  :                 40.2       52.5       55.0       70.7       37.4       51.3       52.2       69.3
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 with Delta-adjusted Options and Futures Combined, August 3, 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  :    11,675:     2,133        444        517      8,628     10,477     11,278     11,438:       397        237
Old  :    11,675:     2,133        444        517      8,628     10,477     11,278     11,438:       397        237
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :      -130:       -72       -308         69       -173          0       -176       -239:        46        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3        3.8        4.4       73.9       89.7       96.6       98.0:       3.4        2.0
Old  :     100.0:      18.3        3.8        4.4       73.9       89.7       96.6       98.0:       3.4        2.0
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  :        36:         9          4          2         19         19         30         23:
Old  :        36:         9          4          2         19         19         30         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.7       67.2       75.8       82.0       19.0       22.2       26.6       30.7
Old  :                 60.7       67.2       75.8       82.0       19.0       22.2       26.6       30.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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  :   215,277:    75,842     11,531     26,960     72,004    152,627    174,805    191,117:    40,472     24,160
Old  :    42,841:    10,969      3,399      2,762     19,725     27,332     33,456     33,494:     9,385      9,347
Other:   172,436:    68,543     11,801     20,528     52,278    125,294    141,349    157,623:    31,087     14,813
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :      -396:     3,243       -802      2,034     -4,718        709        558      1,940:      -954     -2,336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2        5.4       12.5       33.4       70.9       81.2       88.8:      18.8       11.2
Old  :     100.0:      25.6        7.9        6.4       46.0       63.8       78.1       78.2:      21.9       21.8
Other:     100.0:      39.7        6.8       11.9       30.3       72.7       82.0       91.4:      18.0        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        74         31         48         57         61        162        118:
Old  :       114:        29         18         23         39         48         80         78:
Other:       176:        73         29         41         54         48        151         98:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.1       46.3       19.6       56.7        8.9       38.8       16.5       46.2
Old  :                 24.2       27.8       40.1       40.8       23.4       25.5       36.3       38.5
Other:                 10.7       54.5       20.1       64.2       10.5       48.4       19.4       56.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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  :    19,383:     4,195      3,780      3,226      7,588     10,140     15,009     17,146:     4,373      2,237
Old  :    19,383:     4,195      3,780      3,226      7,588     10,140     15,009     17,146:     4,373      2,237
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :     2,181:       468       -111      1,013        -72      1,328      1,409      2,231:       772        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       19.5       16.6       39.1       52.3       77.4       88.5:      22.6       11.5
Old  :     100.0:      21.6       19.5       16.6       39.1       52.3       77.4       88.5:      22.6       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  :        89:        35         17         16         24         25         69         51:
Old  :        89:        35         17         16         24         25         69         51:
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  :                 27.6       27.1       37.8       43.4       27.6       26.6       36.5       42.8
Old  :                 27.6       27.1       37.8       43.4       27.6       26.6       36.5       42.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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  :   860,058:   174,383    180,732     75,335    523,418    517,306    773,136    773,373:    86,922     86,685
Old  :   860,058:   174,383    180,732     75,335    523,418    517,306    773,136    773,373:    86,922     86,685
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :    12,211:    11,607       -950     22,870     -3,070     19,981     31,407     41,901:   -19,197    -29,691
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       21.0        8.8       60.9       60.1       89.9       89.9:      10.1       10.1
Old  :     100.0:      20.3       21.0        8.8       60.9       60.1       89.9       89.9:      10.1       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        30         59         34         77        121        134        187:
Old  :       229:        30         59         34         77        121        134        187:
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  :                 22.7       15.5       37.4       24.0       22.4        9.8       35.0       17.4
Old  :                 22.7       15.5       37.4       24.0       22.4        9.8       35.0       17.4
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 with Delta-adjusted Options and Futures Combined, August 3, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,292,571:   176,866    304,035    239,165  1,634,218  1,485,719  2,050,249  2,028,919:   242,323    263,653
Old  : 2,292,571:   176,866    304,035    239,165  1,634,218  1,485,719  2,050,249  2,028,919:   242,323    263,653
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :    75,201:     6,432      9,618     57,445     71,007     75,552    134,884    142,615:   -59,682    -67,413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7       13.3       10.4       71.3       64.8       89.4       88.5:      10.6       11.5
Old  :     100.0:       7.7       13.3       10.4       71.3       64.8       89.4       88.5:      10.6       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  :       260:        47         44         62        131        151        205        230:
Old  :       260:        47         44         62        131        151        205        230:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       18.1       43.1       28.2       33.0       16.9       37.8       23.7
Old  :                 37.2       18.1       43.1       28.2       33.0       16.9       37.8       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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  : 1,113,518:   266,592     74,740     70,337    584,992    730,234    921,921    875,311:   191,596    238,207
Old  : 1,113,518:   266,592     74,740     70,337    584,992    730,234    921,921    875,311:   191,596    238,207
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :   119,247:    60,324    -13,877     30,520     55,055    115,695    145,899    132,338:   -26,652    -13,091
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        6.7        6.3       52.5       65.6       82.8       78.6:      17.2       21.4
Old  :     100.0:      23.9        6.7        6.3       52.5       65.6       82.8       78.6:      17.2       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  :       162:        33         25         29         73         92        118        134:
Old  :       162:        33         25         29         73         92        118        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       17.6       37.9       26.1       25.5       13.4       34.3       20.8
Old  :                 27.9       17.6       37.9       26.1       25.5       13.4       34.3       20.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,236,408:   162,604     11,764    634,072    393,138    526,957  1,189,813  1,172,793:    46,595     63,616
Old  : 1,236,408:   162,604     11,764    634,072    393,138    526,957  1,189,813  1,172,793:    46,595     63,616
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :   -22,358:   -16,266       -437     22,904    -24,541    -37,492    -17,904    -15,025:    -4,455     -7,333
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        1.0       51.3       31.8       42.6       96.2       94.9:       3.8        5.1
Old  :     100.0:      13.2        1.0       51.3       31.8       42.6       96.2       94.9:       3.8        5.1
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  :       119:        31         19         43         58         60        106        105:
Old  :       119:        31         19         43         58         60        106        105:
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       37.5       59.8       56.6       13.8       13.2       17.3       17.0
Old  :                 43.2       37.5       59.8       56.6       13.8       13.2       17.3       17.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    45,568:    10,433      4,394        606     28,464     35,006     39,503     40,006:     6,066      5,563
Old  :    45,568:    10,433      4,394        606     28,464     35,006     39,503     40,006:     6,066      5,563
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :     1,309:     2,876       -672         74     -1,135      4,824      1,814      4,226:      -506     -2,917
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        9.6        1.3       62.5       76.8       86.7       87.8:      13.3       12.2
Old  :     100.0:      22.9        9.6        1.3       62.5       76.8       86.7       87.8:      13.3       12.2
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  :        89:        30          8          8         27         34         62         45:
Old  :        89:        30          8          8         27         34         62         45:
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  :                 35.3       39.7       47.7       59.7       34.8       39.7       47.1       58.5
Old  :                 35.3       39.7       47.7       59.7       34.8       39.7       47.1       58.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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  :    91,137:    20,865      8,788      1,212     56,928     70,011     79,005     80,011:    12,132     11,126
Old  :    91,137:    20,865      8,788      1,212     56,928     70,011     79,005     80,011:    12,132     11,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :     2,617:     5,752     -1,344        147     -2,270      9,648      3,629      8,452:    -1,011     -5,834
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        9.6        1.3       62.5       76.8       86.7       87.8:      13.3       12.2
Old  :     100.0:      22.9        9.6        1.3       62.5       76.8       86.7       87.8:      13.3       12.2
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  :        89:        30          8          8         27         34         62         45:
Old  :        89:        30          8          8         27         34         62         45:
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  :                 35.3       39.7       47.7       59.7       34.8       39.7       47.1       58.5
Old  :                 35.3       39.7       47.7       59.7       34.8       39.7       47.1       58.5
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 with Delta-adjusted Options and Futures Combined, August 3, 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  :    13,831:     1,319        910        156     12,212     12,742     13,687     13,808:       144         23
Old  :    13,831:     1,319        910        156     12,212     12,742     13,687     13,808:       144         23
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :     1,211:       434          0          0        875      1,354      1,309      1,354:       -98       -143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        6.6        1.1       88.3       92.1       99.0       99.8:       1.0        0.2
Old  :     100.0:       9.5        6.6        1.1       88.3       92.1       99.0       99.8:       1.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         5          7          1          9         16         14         24:
Old  :        35:         5          7          1          9         16         14         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  :                 75.2       68.3       93.0       82.5       71.1       68.3       85.8       80.4
Old  :                 75.2       68.3       93.0       82.5       71.1       68.3       85.8       80.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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  :    38,591:     1,850        995         20     36,468     37,515     38,338     38,530:       253         61
Old  :    38,591:     1,850        995         20     36,468     37,515     38,338     38,530:       253         61
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :     3,609:    -1,619     -1,748          0      5,258      5,378      3,639      3,630:       -30        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8        2.6        0.1       94.5       97.2       99.3       99.8:       0.7        0.2
Old  :     100.0:       4.8        2.6        0.1       94.5       97.2       99.3       99.8:       0.7        0.2
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  :        30:         6          2          1          6         17         13         19:
Old  :        30:         6          2          1          6         17         13         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  :                 95.7       77.5       98.6       89.7       95.7       77.5       98.6       89.6
Old  :                 95.7       77.5       98.6       89.7       95.7       77.5       98.6       89.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated August 6, 2010