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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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  :   660,009:    92,751    103,302    174,977    340,326    312,816    608,054    591,095:    51,955     68,914
Old  :   490,767:    81,537     93,306    124,238    241,097    230,812    446,871    448,356:    43,896     42,411
Other:   169,242:    32,003     30,785     29,950     99,229     82,003    161,183    142,739:     8,059     26,503
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :     7,240:     5,046       -687      2,084     -4,121      4,648      3,008      6,045:     4,232      1,195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       15.7       26.5       51.6       47.4       92.1       89.6:       7.9       10.4
Old  :     100.0:      16.6       19.0       25.3       49.1       47.0       91.1       91.4:       8.9        8.6
Other:     100.0:      18.9       18.2       17.7       58.6       48.5       95.2       84.3:       4.8       15.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       486:       157        167        209        103        138        394        397:
Old  :       465:       157        163        184         93        133        359        375:
Other:       272:        69         80         73         62        107        179        220:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.8       17.3       28.0       23.6       15.7       12.2       25.1       16.0
Old  :                 18.4       20.4       28.2       26.8       18.1       17.3       25.8       21.8
Other:                 32.6       20.9       45.3       28.8       30.2       18.0       40.6       22.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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  : 2,431,281:   545,227    113,370    827,972    824,032  1,181,003  2,197,232  2,122,346:   234,049    308,936
Old  : 2,102,831:   466,854    122,773    716,699    716,783  1,008,331  1,900,336  1,847,802:   202,495    255,028
Other:   328,451:   124,667     36,891     64,980    107,249    172,672    296,896    274,543:    31,555     53,907
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :    51,209:     3,576      5,731      9,118     29,131     34,811     41,825     49,661:     9,384      1,549
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4        4.7       34.1       33.9       48.6       90.4       87.3:       9.6       12.7
Old  :     100.0:      22.2        5.8       34.1       34.1       48.0       90.4       87.9:       9.6       12.1
Other:     100.0:      38.0       11.2       19.8       32.7       52.6       90.4       83.6:       9.6       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       973:       321        166        318        285        433        724        812:
Old  :       959:       287        195        294        272        429        691        792:
Other:       647:       130        132         85        125        345        301        520:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.0        8.7       16.5       14.8        9.0        6.4       13.4       10.8
Old  :                 10.3        9.0       17.1       14.8        9.4        7.5       14.5       11.0
Other:                 15.4       14.7       24.2       21.5       13.4       10.5       20.2       14.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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  :    15,501:     3,363        253      1,472      7,259     11,996     12,093     13,721:     3,407      1,780
Old  :    14,591:     3,369        256      1,278      6,582     11,355     11,230     12,889:     3,361      1,702
Other:       909:        20         23        167        676        641        863        832:        46         77
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :       502:       186        -20        374       -365         29        195        383:       307        119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        1.6        9.5       46.8       77.4       78.0       88.5:      22.0       11.5
Old  :     100.0:      23.1        1.8        8.8       45.1       77.8       77.0       88.3:      23.0       11.7
Other:     100.0:       2.2        2.6       18.4       74.4       70.5       94.9       91.5:       5.1        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        20          5          8         16         13         39         24:
Old  :        45:        18          6          7         16         13         38         23:
Other:        14:         4          2          6          4          4         10         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.8       56.3       39.8       72.8       22.3       44.8       35.1       58.2
Old  :                 24.9       58.7       39.8       72.9       24.5       49.7       38.1       61.5
Other:                 86.7       76.6       94.3       90.3       75.1       70.5       76.5       73.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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  :   824,864:   213,451     24,578    207,429    333,712    492,876    754,591    724,883:    70,274     99,981
Old  :   735,631:   188,730     30,595    181,466    300,913    439,665    671,110    651,725:    64,521     83,906
Other:    89,233:    38,351      7,615     12,331     32,798     53,212     83,481     73,158:     5,753     16,075
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :   -79,495:     4,756       -234    -72,780    -19,023     -4,863    -87,048    -77,878:     7,553     -1,617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9        3.0       25.1       40.5       59.8       91.5       87.9:       8.5       12.1
Old  :     100.0:      25.7        4.2       24.7       40.9       59.8       91.2       88.6:       8.8       11.4
Other:     100.0:      43.0        8.5       13.8       36.8       59.6       93.6       82.0:       6.4       18.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       594:       214         97        180        140        226        455        444:
Old  :       585:       205        106        168        132        222        435        433:
Other:       311:        73         57         41         45        165        133        249:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.6       23.0       18.8       31.2       10.9       17.7       17.4       24.4
Old  :                 12.2       23.4       20.2       32.0       11.7       18.5       18.5       25.0
Other:                 33.7       26.7       46.6       34.1       32.1       26.5       44.6       33.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    21,838:    17,550      1,339      1,543          0      2,945     19,093      5,827:     2,745     16,011
Old  :    15,511:    12,023      1,714      1,138          0      1,859     13,161      4,711:     2,350     10,800
Other:     6,327:     5,927         25          5          0      1,086      5,932      1,116:       395      5,211
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :    -1,604:    -1,569        616        322          0       -934     -1,247          4:      -357     -1,608
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.4        6.1        7.1        0.0       13.5       87.4       26.7:      12.6       73.3
Old  :     100.0:      77.5       11.1        7.3        0.0       12.0       84.8       30.4:      15.2       69.6
Other:     100.0:      93.7        0.4        0.1        0.0       17.2       93.8       17.6:       6.2       82.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        14          4          7          0          5         17         13:
Old  :        22:        12          5          7          0          5         16         13:
Other:        18:        12          1          1          0          5         12          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 60.5       17.1       79.7       24.1       58.3       14.3       73.2       18.9
Old  :                 59.4       19.2       79.1       27.2       59.3       14.2       74.6       21.0
Other:                 68.5       16.4       87.6       17.6       68.5       16.4       87.6       17.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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  :   447,561:   104,140     26,093    105,769    195,208    296,439    405,117    428,300:    42,444     19,261
Old  :   434,870:   106,079     27,594    101,113    185,816    287,623    393,008    416,329:    41,862     18,541
Other:    12,691:     2,587      3,025        130      9,392      8,816     12,109     11,971:       582        720
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :    23,362:      -338      1,453      8,251     13,623     16,373     21,537     26,077:     1,826     -2,715
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        5.8       23.6       43.6       66.2       90.5       95.7:       9.5        4.3
Old  :     100.0:      24.4        6.3       23.3       42.7       66.1       90.4       95.7:       9.6        4.3
Other:     100.0:      20.4       23.8        1.0       74.0       69.5       95.4       94.3:       4.6        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:       121         47         85         63         74        229        181:
Old  :       271:       125         51         84         63         74        227        181:
Other:        48:        17          9          5         15          8         35         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.1       34.1       25.9       45.3       10.5       26.3       16.6       34.0
Old  :                 15.4       33.4       25.4       44.5       10.6       27.0       17.0       34.5
Other:                 62.0       72.6       75.4       89.7       62.0       70.5       75.4       87.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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  :   750,223:    76,031    103,488     48,536    463,110    445,496    587,677    597,520:   162,546    152,703
Old  :   750,223:    76,031    103,488     48,536    463,110    445,496    587,677    597,520:   162,546    152,703
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :   -43,113:   -22,143      5,268     -2,645    -19,257    -54,471    -44,045    -51,848:       932      8,735
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       13.8        6.5       61.7       59.4       78.3       79.6:      21.7       20.4
Old  :     100.0:      10.1       13.8        6.5       61.7       59.4       78.3       79.6:      21.7       20.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        32         27         36         89         81        139        126:
Old  :       164:        32         27         36         89         81        139        126:
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  :                 17.6       21.2       26.0       33.0       16.0       18.7       23.9       29.1
Old  :                 17.6       21.2       26.0       33.0       16.0       18.7       23.9       29.1
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, October 26, 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  :   240,557:    39,098     31,814        567    155,735    171,066    195,400    203,447:    45,157     37,110
Old  :   240,557:    39,098     31,814        567    155,735    171,066    195,400    203,447:    45,157     37,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :    -1,071:       154      3,133         17        452     -3,040        622        110:    -1,693     -1,180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       13.2        0.2       64.7       71.1       81.2       84.6:      18.8       15.4
Old  :     100.0:      16.3       13.2        0.2       64.7       71.1       81.2       84.6:      18.8       15.4
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  :        49:         7          7          1         23         28         31         35:
Old  :        49:         7          7          1         23         28         31         35:
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  :                 31.9       52.6       51.4       66.1       29.5       50.6       49.0       63.3
Old  :                 31.9       52.6       51.4       66.1       29.5       50.6       49.0       63.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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  :     8,580:       886      1,030        733      6,625      6,616      8,244      8,379:       336        201
Old  :     8,580:       886      1,030        733      6,625      6,616      8,244      8,379:       336        201
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :      -596:        39       -161        124       -805       -573       -642       -610:        46         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       12.0        8.5       77.2       77.1       96.1       97.7:       3.9        2.3
Old  :     100.0:      10.3       12.0        8.5       77.2       77.1       96.1       97.7:       3.9        2.3
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  :        34:         6          6          6         19         17         30         24:
Old  :        34:         6          6          6         19         17         30         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  :                 59.4       52.5       73.8       77.9       27.8       27.2       35.4       38.4
Old  :                 59.4       52.5       73.8       77.9       27.8       27.2       35.4       38.4
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, October 26, 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  :   244,638:    60,563     10,788     47,497     94,170    167,848    202,231    226,133:    42,406     18,504
Old  :   233,209:    60,174     12,395     43,242     88,832    159,884    192,248    215,522:    40,961     17,687
Other:    11,428:     3,452      1,456      1,192      5,338      7,963      9,983     10,611:     1,445        817
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :     2,915:    -2,855     -1,815      3,663       -702      1,231        107      3,079:     2,808       -165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8        4.4       19.4       38.5       68.6       82.7       92.4:      17.3        7.6
Old  :     100.0:      25.8        5.3       18.5       38.1       68.6       82.4       92.4:      17.6        7.6
Other:     100.0:      30.2       12.7       10.4       46.7       69.7       87.4       92.9:      12.6        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        77         24         53         79         76        178        139:
Old  :       203:        77         28         52         79         76        176        139:
Other:        50:        14          7          9         24         14         43         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       37.1       19.1       48.6        8.3       29.7       14.3       36.9
Old  :                 12.4       36.5       19.6       47.8        8.7       29.8       14.9       37.7
Other:                 36.8       65.6       52.5       80.6       36.8       60.5       50.4       70.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    21,464:     5,132      2,138      3,119      7,438     14,712     15,688     19,968:     5,776      1,496
Old  :    20,983:     5,253      2,139      2,993      7,021     14,479     15,266     19,611:     5,717      1,373
Other:       481:         3        124          2        417        232        422        358:        59        123
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :       349:       470       -129       -797        427      1,412        100        485:       249       -136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       10.0       14.5       34.7       68.5       73.1       93.0:      26.9        7.0
Old  :     100.0:      25.0       10.2       14.3       33.5       69.0       72.8       93.5:      27.2        6.5
Other:     100.0:       0.7       25.8        0.4       86.7       48.3       87.8       74.4:      12.2       25.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        48         10         16         31         24         88         46:
Old  :        99:        49         10         16         31         24         88         46:
Other:        15:         4          1          2          6          5         10          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       44.0       27.6       57.9       17.7       42.4       24.6       54.9
Old  :                 18.9       44.4       28.1       58.3       18.0       44.3       25.0       56.8
Other:                 78.4       72.2       87.6       74.4       77.6       72.2       86.5       73.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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  :   766,072:   178,357    121,006     48,252    422,648    483,311    649,258    652,569:   116,814    113,502
Old  :   766,072:   178,357    121,006     48,252    422,648    483,311    649,258    652,569:   116,814    113,502
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :   -11,631:   -27,119      5,477      4,092      5,617    -15,716    -17,410     -6,147:     5,778     -5,484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       15.8        6.3       55.2       63.1       84.8       85.2:      15.2       14.8
Old  :     100.0:      23.3       15.8        6.3       55.2       63.1       84.8       85.2:      15.2       14.8
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  :       207:        32         40         24         83        105        132        153:
Old  :       207:        32         40         24         83        105        132        153:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       22.0       29.8       31.7       15.8       19.6       24.7       27.3
Old  :                 18.7       22.0       29.8       31.7       15.8       19.6       24.7       27.3
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, October 26, 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  : 2,002,858:   199,549    195,297    235,833  1,246,894  1,239,040  1,682,276  1,670,171:   320,582    332,687
Old  : 2,002,858:   199,549    195,297    235,833  1,246,894  1,239,040  1,682,276  1,670,171:   320,582    332,687
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :  -255,486:   -48,890     24,818    -99,966    -80,671   -173,359   -229,527   -248,508:   -25,958     -6,978
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        9.8       11.8       62.3       61.9       84.0       83.4:      16.0       16.6
Old  :     100.0:      10.0        9.8       11.8       62.3       61.9       84.0       83.4:      16.0       16.6
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  :       293:        48         63         76        150        158        241        254:
Old  :       293:        48         63         76        150        158        241        254:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       16.1       24.5       23.4       12.6       12.4       18.4       18.1
Old  :                 15.9       16.1       24.5       23.4       12.6       12.4       18.4       18.1
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 with Delta-adjusted Options and Futures Combined, October 26, 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  : 1,144,907:   215,295     83,734     53,719    649,149    738,714    918,164    876,167:   226,744    268,740
Old  : 1,144,907:   215,295     83,734     53,719    649,149    738,714    918,164    876,167:   226,744    268,740
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :   -64,245:   -64,207      1,172    -33,899     46,106    -52,009    -52,000    -84,736:   -12,245     20,491
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8        7.3        4.7       56.7       64.5       80.2       76.5:      19.8       23.5
Old  :     100.0:      18.8        7.3        4.7       56.7       64.5       80.2       76.5:      19.8       23.5
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  :       161:        34         25         28         75         88        120        130:
Old  :       161:        34         25         28         75         88        120        130:
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  :                 19.0       18.6       28.7       27.6       18.0       15.7       26.2       23.9
Old  :                 19.0       18.6       28.7       27.6       18.0       15.7       26.2       23.9
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, October 26, 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  : 1,325,950:   134,511     21,119    736,657    416,707    516,161  1,287,874  1,273,937:    38,075     52,012
Old  : 1,325,950:   134,511     21,119    736,657    416,707    516,161  1,287,874  1,273,937:    38,075     52,012
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :      -161:     3,319     -1,687     -2,983        930      5,494      1,266        824:    -1,427       -985
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        1.6       55.6       31.4       38.9       97.1       96.1:       2.9        3.9
Old  :     100.0:      10.1        1.6       55.6       31.4       38.9       97.1       96.1:       2.9        3.9
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  :       118:        35         18         43         60         57        109        104:
Old  :       118:        35         18         43         60         57        109        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       38.6       62.3       59.3       11.0       11.2       14.0       15.1
Old  :                 45.6       38.6       62.3       59.3       11.0       11.2       14.0       15.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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  :    49,603:    19,497      3,303        766     21,972     40,650     42,235     44,720:     7,367      4,883
Old  :    49,603:    19,497      3,303        766     21,972     40,650     42,235     44,720:     7,367      4,883
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :     3,010:     2,654       -973         62       -683      4,035      2,033      3,125:       977       -114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3        6.7        1.5       44.3       82.0       85.1       90.2:      14.9        9.8
Old  :     100.0:      39.3        6.7        1.5       44.3       82.0       85.1       90.2:      14.9        9.8
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  :        93:        29         10          8         29         37         62         51:
Old  :        93:        29         10          8         29         37         62         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  :                 23.2       37.8       38.0       57.4       22.4       37.8       37.0       55.6
Old  :                 23.2       37.8       38.0       57.4       22.4       37.8       37.0       55.6
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, October 26, 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  :    99,205:    38,994      6,607      1,533     43,944     81,300     84,470     89,440:    14,735      9,765
Old  :    99,205:    38,994      6,607      1,533     43,944     81,300     84,470     89,440:    14,735      9,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :     6,021:     5,308     -1,946        125     -1,366      8,070      4,066      6,249:     1,954       -228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3        6.7        1.5       44.3       82.0       85.1       90.2:      14.9        9.8
Old  :     100.0:      39.3        6.7        1.5       44.3       82.0       85.1       90.2:      14.9        9.8
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  :        93:        29         10          8         29         37         62         51:
Old  :        93:        29         10          8         29         37         62         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  :                 23.2       37.8       38.0       57.4       22.4       37.8       37.0       55.6
Old  :                 23.2       37.8       38.0       57.4       22.4       37.8       37.0       55.6
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, October 26, 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  :    14,445:     1,276      1,800          0     12,869     12,550     14,145     14,350:       300         95
Old  :    14,445:     1,276      1,800          0     12,869     12,550     14,145     14,350:       300         95
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :     1,932:        74         40          0      1,868      1,873      1,942      1,913:       -10         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       12.5        0.0       89.1       86.9       97.9       99.3:       2.1        0.7
Old  :     100.0:       8.8       12.5        0.0       89.1       86.9       97.9       99.3:       2.1        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         5          8          0         12         12         17         20:
Old  :        34:         5          8          0         12         12         17         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  :                 75.1       79.1       90.3       90.5       71.7       70.1       83.1       79.8
Old  :                 75.1       79.1       90.3       90.5       71.7       70.1       83.1       79.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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  :    44,352:     2,046      2,475          0     42,017     41,647     44,063     44,122:       289        230
Old  :    44,352:     2,046      2,475          0     42,017     41,647     44,063     44,122:       289        230
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :     1,595:        20      1,327          0      1,652        217      1,672      1,544:       -77         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6        5.6        0.0       94.7       93.9       99.3       99.5:       0.7        0.5
Old  :     100.0:       4.6        5.6        0.0       94.7       93.9       99.3       99.5:       0.7        0.5
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  :        30:         4          4          0          6         18         10         22:
Old  :        30:         4          4          0          6         18         10         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 93.7       70.9       98.8       87.1       88.6       70.9       93.7       83.9
Old  :                 93.7       70.9       98.8       87.1       88.6       70.9       93.7       83.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated October 29, 2010