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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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  :   596,686:    90,657     83,908    146,471    318,529    297,320    555,657    527,699:    41,029     68,987
Old  :   492,704:    83,047     59,700    126,219    247,785    256,282    457,051    442,201:    35,653     50,503
Other:   103,981:    17,024     33,622     10,838     70,744     41,039     98,606     85,498:     5,376     18,483
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :    12,795:     3,482     -3,001      3,386      5,161     11,579     12,028     11,964:       766        831
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       14.1       24.5       53.4       49.8       93.1       88.4:       6.9       11.6
Old  :     100.0:      16.9       12.1       25.6       50.3       52.0       92.8       89.7:       7.2       10.3
Other:     100.0:      16.4       32.3       10.4       68.0       39.5       94.8       82.2:       5.2       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       436:       144        147        182         83        117        342        349:
Old  :       425:       144        143        170         78        111        328        334:
Other:       196:        42         49         40         47         81        114        152:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.2       17.7       31.9       26.4       18.0       13.7       28.9       18.9
Old  :                 21.1       20.7       32.6       31.1       20.4       18.2       30.3       25.2
Other:                 35.3       19.5       52.5       33.4       33.8       17.3       48.9       29.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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  : 1,591,725:   334,835    134,295    430,574    697,441    718,530  1,462,850  1,283,399:   128,874    308,326
Old  :   482,526:    99,793     94,563     80,573    267,177    246,690    447,544    421,825:    34,983     60,701
Other: 1,109,198:   305,883    110,574    279,159    430,264    471,840  1,015,307    861,574:    93,892    247,625
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :    32,081:    11,093     18,311      8,983     13,911      3,216     33,987     30,510:    -1,906      1,571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        8.4       27.1       43.8       45.1       91.9       80.6:       8.1       19.4
Old  :     100.0:      20.7       19.6       16.7       55.4       51.1       92.8       87.4:       7.2       12.6
Other:     100.0:      27.6       10.0       25.2       38.8       42.5       91.5       77.7:       8.5       22.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       788:       219        171        267        212        341        567        670:
Old  :       623:       125        156        117        141        274        332        481:
Other:       743:       229        146        208        170        328        482        605:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.1       11.1       22.3       16.2       14.6        9.1       21.5       12.6
Old  :                 27.1       14.0       37.3       20.9       27.0       12.1       37.1       18.8
Other:                 14.1       11.5       20.6       16.4       13.7        9.6       19.7       12.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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  :    11,561:     1,129        781      1,416      6,007      7,833      8,551     10,029:     3,010      1,532
Old  :    11,561:     1,129        781      1,416      6,007      7,833      8,551     10,029:     3,010      1,532
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :       490:       262          9        233        -21         46        475        287:        16        203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8        6.8       12.2       52.0       67.7       74.0       86.7:      26.0       13.3
Old  :     100.0:       9.8        6.8       12.2       52.0       67.7       74.0       86.7:      26.0       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         9          6          5         17         14         30         21:
Old  :        36:         9          6          5         17         14         30         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       53.5       48.9       72.0       29.4       44.9       39.4       57.7
Old  :                 33.5       53.5       48.9       72.0       29.4       44.9       39.4       57.7
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, July 27, 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  :   584,787:   126,655     35,860    149,020    257,696    305,585    533,371    490,465:    51,417     94,323
Old  :    27,473:     9,118      1,730          0     14,072     20,185     23,190     21,915:     4,283      5,558
Other:   557,314:   123,107     39,700    143,450    243,624    285,400    510,181    468,550:    47,134     88,765
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :   -32,603:    -5,740       -639    -28,395      3,088     -3,499    -31,048    -32,533:    -1,556        -71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        6.1       25.5       44.1       52.3       91.2       83.9:       8.8       16.1
Old  :     100.0:      33.2        6.3        0.0       51.2       73.5       84.4       79.8:      15.6       20.2
Other:     100.0:      22.1        7.1       25.7       43.7       51.2       91.5       84.1:       8.5       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       513:       171        129        189        109        184        379        421:
Old  :       180:        40         30          0         44         70         84        100:
Other:       511:       166        139        181         94        182        355        418:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.3       18.4       24.9       24.4       15.0       16.1       23.3       20.1
Old  :                 21.9       35.9       34.5       48.5       21.2       35.9       33.6       48.5
Other:                 16.8       17.9       25.9       23.9       15.5       15.2       24.1       20.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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  :    21,158:    18,119      1,296        217         12      4,224     18,348      5,737:     2,810     15,421
Old  :       429:       237        157          0          5         53        242        210:       187        219
Other:    20,729:    18,036      1,293         63          7      4,171     18,106      5,527:     2,623     15,202
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :        62:       384        451       -140          0         19        244        330:      -182       -268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      85.6        6.1        1.0        0.1       20.0       86.7       27.1:      13.3       72.9
Old  :     100.0:      55.2       36.6        0.0        1.2       12.4       56.4       49.0:      43.6       51.0
Other:     100.0:      87.0        6.2        0.3        0.0       20.1       87.3       26.7:      12.7       73.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        19          5         10          2         10         21         25:
Old  :        13:         5          5          0          1          3          6          8:
Other:        34:        19          5          7          1         10         20         22:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.8       12.4       72.7       19.0       55.8       12.4       72.4       19.0
Old  :                 54.1       44.3       56.4       49.0       54.1       44.3       55.2       47.8
Other:                 56.1       12.4       73.1       19.2       56.1       12.4       72.8       19.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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  :   327,045:    51,962     48,983     72,335    173,432    180,946    297,729    302,264:    29,316     24,781
Old  :    89,666:    19,583      8,432     19,137     43,242     53,262     81,962     80,831:     7,704      8,835
Other:   237,379:    48,598     56,770     36,979    130,190    127,684    215,767    221,433:    21,612     15,946
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :    -3,193:     4,135     -9,499     -2,411     -5,959      8,188     -4,235     -3,722:     1,042        529
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       15.0       22.1       53.0       55.3       91.0       92.4:       9.0        7.6
Old  :     100.0:      21.8        9.4       21.3       48.2       59.4       91.4       90.1:       8.6        9.9
Other:     100.0:      20.5       23.9       15.6       54.8       53.8       90.9       93.3:       9.1        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       253:        70         68         91         71         61        207        186:
Old  :       163:        57         35         39         49         49        128        104:
Other:       233:        66         86         62         64         52        166        167:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       26.6       28.9       38.2       15.4       22.7       24.7       29.3
Old  :                 32.9       33.2       42.6       44.6       21.9       22.6       28.6       32.5
Other:                 19.5       30.2       30.4       39.1       18.1       27.4       28.7       34.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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  :   748,691:    86,326    141,155     32,126    466,931    438,257    585,383    611,539:   163,308    137,152
Old  :   748,691:    86,326    141,155     32,126    466,931    438,257    585,383    611,539:   163,308    137,152
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :   -23,162:     9,136      7,626    -17,207    -17,352     -3,712    -25,423    -13,293:     2,262     -9,869
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       18.9        4.3       62.4       58.5       78.2       81.7:      21.8       18.3
Old  :     100.0:      11.5       18.9        4.3       62.4       58.5       78.2       81.7:      21.8       18.3
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  :       157:        28         28         29         75         77        118        119:
Old  :       157:        28         28         29         75         77        118        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       19.2       30.3       33.6       18.2       18.4       28.4       31.7
Old  :                 19.9       19.2       30.3       33.6       18.2       18.4       28.4       31.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   159,294:    16,828     31,781         97     98,251    108,123    115,176    140,001:    44,118     19,293
Old  :   159,294:    16,828     31,781         97     98,251    108,123    115,176    140,001:    44,118     19,293
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :      -919:      -227     -1,077         22     -3,945     -1,426     -4,150     -2,481:     3,231      1,562
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       20.0        0.1       61.7       67.9       72.3       87.9:      27.7       12.1
Old  :     100.0:      10.6       20.0        0.1       61.7       67.9       72.3       87.9:      27.7       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         5          7          1         17         19         23         26:
Old  :        38:         5          7          1         17         19         23         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.2       52.1       54.4       66.5       38.7       50.7       51.8       65.1
Old  :                 41.2       52.1       54.4       66.5       38.7       50.7       51.8       65.1
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, July 27, 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  :    11,805:     2,205        752        448      8,801     10,477     11,454     11,677:       351        128
Old  :    11,805:     2,205        752        448      8,801     10,477     11,454     11,677:       351        128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :      -359:       156        275        -31       -502       -505       -377       -261:        18        -98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7        6.4        3.8       74.6       88.8       97.0       98.9:       3.0        1.1
Old  :     100.0:      18.7        6.4        3.8       74.6       88.8       97.0       98.9:       3.0        1.1
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  :        37:         9          4          3         20         21         32         25:
Old  :        37:         9          4          3         20         21         32         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  :                 61.7       64.7       76.0       81.5       20.4       21.2       27.9       31.6
Old  :                 61.7       64.7       76.0       81.5       20.4       21.2       27.9       31.6
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, July 27, 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  :   215,673:    72,599     12,333     24,926     76,721    151,918    174,247    189,177:    41,426     26,497
Old  :    54,416:    13,208      3,002      3,120     26,916     37,694     43,244     43,816:    11,172     10,600
Other:   161,258:    63,715     13,654     17,483     49,806    114,224    131,003    145,361:    30,255     15,897
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :   -13,456:      -303     -1,570     -4,559     -4,882     -7,018     -9,745    -13,147:    -3,711       -309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7        5.7       11.6       35.6       70.4       80.8       87.7:      19.2       12.3
Old  :     100.0:      24.3        5.5        5.7       49.5       69.3       79.5       80.5:      20.5       19.5
Other:     100.0:      39.5        8.5       10.8       30.9       70.8       81.2       90.1:      18.8        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        73         35         44         67         63        170        120:
Old  :       120:        31         16         23         52         50         92         81:
Other:       180:        65         41         38         60         49        155        101:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.2       46.4       20.6       56.8        8.9       38.2       16.1       44.9
Old  :                 26.4       30.9       40.6       44.4       23.7       24.0       34.7       37.0
Other:                 11.2       54.5       20.7       64.4       11.1       48.4       20.4       56.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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  :    17,201:     3,728      3,891      2,213      7,660      8,812     13,600     14,915:     3,601      2,286
Old  :    17,201:     3,728      3,891      2,213      7,660      8,812     13,600     14,915:     3,601      2,286
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :       647:       459        -17       -266        103        966        297        684:       351        -36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       22.6       12.9       44.5       51.2       79.1       86.7:      20.9       13.3
Old  :     100.0:      21.7       22.6       12.9       44.5       51.2       79.1       86.7:      20.9       13.3
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  :        84:        30         16         15         25         26         64         50:
Old  :        84:        30         16         15         25         26         64         50:
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  :                 32.3       26.9       43.8       43.7       32.3       26.2       43.1       43.0
Old  :                 32.3       26.9       43.8       43.7       32.3       26.2       43.1       43.0
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, July 27, 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  :   847,848:   162,776    181,682     52,465    526,488    497,325    741,729    731,472:   106,119    116,376
Old  :   847,848:   162,776    181,682     52,465    526,488    497,325    741,729    731,472:   106,119    116,376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :   -69,216:   -10,965    -14,497        729    -63,045    -47,920    -73,281    -61,687:     4,065     -7,529
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       21.4        6.2       62.1       58.7       87.5       86.3:      12.5       13.7
Old  :     100.0:      19.2       21.4        6.2       62.1       58.7       87.5       86.3:      12.5       13.7
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  :       234:        32         61         35         79        124        136        195:
Old  :       234:        32         61         35         79        124        136        195:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       12.8       41.5       20.9       29.0        9.8       38.6       16.2
Old  :                 30.3       12.8       41.5       20.9       29.0        9.8       38.6       16.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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  : 2,217,370:   170,434    294,417    181,720  1,563,211  1,410,167  1,915,365  1,886,304:   302,005    331,066
Old  : 2,217,370:   170,434    294,417    181,720  1,563,211  1,410,167  1,915,365  1,886,304:   302,005    331,066
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :  -182,624:   -21,908         93    -88,387    -74,193    -88,416   -184,488   -176,709:     1,864     -5,915
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7       13.3        8.2       70.5       63.6       86.4       85.1:      13.6       14.9
Old  :     100.0:       7.7       13.3        8.2       70.5       63.6       86.4       85.1:      13.6       14.9
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  :       254:        36         48         53        132        154        196        227:
Old  :       254:        36         48         53        132        154        196        227:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.0       15.9       43.7       24.6       34.2       14.4       39.1       21.1
Old  :                 38.0       15.9       43.7       24.6       34.2       14.4       39.1       21.1
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, July 27, 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  :   994,271:   206,268     88,617     39,818    529,937    614,539    776,023    742,973:   218,248    251,298
Old  :   994,271:   206,268     88,617     39,818    529,937    614,539    776,023    742,973:   218,248    251,298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :    -6,959:    41,286      9,879    -10,747    -32,615    -10,170     -2,076    -11,038:    -4,884      4,079
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        8.9        4.0       53.3       61.8       78.0       74.7:      22.0       25.3
Old  :     100.0:      20.7        8.9        4.0       53.3       61.8       78.0       74.7:      22.0       25.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        27         32         24         69         82        110        124:
Old  :       159:        27         32         24         69         82        110        124:
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  :                 23.3       19.1       34.0       27.5       22.2       15.1       30.7       21.4
Old  :                 23.3       19.1       34.0       27.5       22.2       15.1       30.7       21.4
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, July 27, 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  : 1,258,766:   178,870     12,200    611,168    417,679    564,449  1,207,717  1,187,818:    51,050     70,948
Old  : 1,258,766:   178,870     12,200    611,168    417,679    564,449  1,207,717  1,187,818:    51,050     70,948
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :    26,981:     1,953     -1,085     16,521      3,564      8,405     22,038     23,841:     4,943      3,140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        1.0       48.6       33.2       44.8       95.9       94.4:       4.1        5.6
Old  :     100.0:      14.2        1.0       48.6       33.2       44.8       95.9       94.4:       4.1        5.6
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  :       119:        34         15         42         59         60        107        104:
Old  :       119:        34         15         42         59         60        107        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  :                 42.0       35.5       58.2       54.3       13.8       12.7       17.5       17.0
Old  :                 42.0       35.5       58.2       54.3       13.8       12.7       17.5       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, July 27, 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  :    44,260:     7,557      5,066        532     29,599     30,182     37,688     35,780:     6,571      8,480
Old  :    44,260:     7,557      5,066        532     29,599     30,182     37,688     35,780:     6,571      8,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :     2,339:     1,044        315        -30         75      1,568      1,090      1,853:     1,249        485
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       11.4        1.2       66.9       68.2       85.2       80.8:      14.8       19.2
Old  :     100.0:      17.1       11.4        1.2       66.9       68.2       85.2       80.8:      14.8       19.2
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  :        83:        22         10          7         28         32         53         46:
Old  :        83:        22         10          7         28         32         53         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       34.9       49.5       55.1       37.6       34.9       49.0       54.0
Old  :                 38.1       34.9       49.5       55.1       37.6       34.9       49.0       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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  :    88,520:    15,114     10,132      1,065     59,199     60,363     75,377     71,560:    13,143     16,960
Old  :    88,520:    15,114     10,132      1,065     59,199     60,363     75,377     71,560:    13,143     16,960
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :     4,677:     2,088        630        -59        151      3,136      2,179      3,707:     2,498        970
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       11.4        1.2       66.9       68.2       85.2       80.8:      14.8       19.2
Old  :     100.0:      17.1       11.4        1.2       66.9       68.2       85.2       80.8:      14.8       19.2
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  :        83:        22         10          7         28         32         53         46:
Old  :        83:        22         10          7         28         32         53         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       34.9       49.5       55.1       37.6       34.9       49.0       54.0
Old  :                 38.1       34.9       49.5       55.1       37.6       34.9       49.0       54.0
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, July 27, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    12,620:       885        910        156     11,337     11,388     12,378     12,454:       242        166
Old  :    12,620:       885        910        156     11,337     11,388     12,378     12,454:       242        166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :      -315:    -1,248        184          0        941       -509       -307       -325:        -8         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        7.2        1.2       89.8       90.2       98.1       98.7:       1.9        1.3
Old  :     100.0:       7.0        7.2        1.2       89.8       90.2       98.1       98.7:       1.9        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        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  :                 75.8       66.2       92.3       80.0       74.7       66.2       88.8       79.3
Old  :                 75.8       66.2       92.3       80.0       74.7       66.2       88.8       79.3
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, July 27, 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  :    34,982:     3,469      2,743         20     31,210     32,137     34,699     34,900:       283         82
Old  :    34,982:     3,469      2,743         20     31,210     32,137     34,699     34,900:       283         82
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :     1,655:       724       -335          0        920      2,018      1,644      1,683:        11        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        7.8        0.1       89.2       91.9       99.2       99.8:       0.8        0.2
Old  :     100.0:       9.9        7.8        0.1       89.2       91.9       99.2       99.8:       0.8        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  :        31:         8          2          1          6         16         15         18:
Old  :        31:         8          2          1          6         16         15         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 90.7       76.2       97.6       89.7       90.7       76.1       97.6       89.7
Old  :                 90.7       76.2       97.6       89.7       90.7       76.1       97.6       89.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 30, 2010