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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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  :   526,936:    79,863    110,434    108,799    302,952    244,480    491,614    463,713:    35,322     63,223
Old  :   443,632:    73,067     82,913     98,439    240,728    215,017    412,234    396,369:    31,398     47,263
Other:    83,304:    12,310     33,035      4,847     62,223     29,463     79,379     67,344:     3,924     15,959
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :     8,293:    -4,556    -13,317      6,809      6,580     11,526      8,833      5,018:      -540      3,275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       21.0       20.6       57.5       46.4       93.3       88.0:       6.7       12.0
Old  :     100.0:      16.5       18.7       22.2       54.3       48.5       92.9       89.3:       7.1       10.7
Other:     100.0:      14.8       39.7        5.8       74.7       35.4       95.3       80.8:       4.7       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       407:       109        160        158         76        109        298        330:
Old  :       398:       115        152        152         72        102        289        318:
Other:       162:        26         41         34         34         70         82        132:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.5       16.5       36.3       25.8       20.6       11.6       33.1       18.1
Old  :                 24.8       19.5       37.2       29.3       24.1       17.5       34.8       25.4
Other:                 49.9       24.2       66.4       37.9       49.7       22.4       65.2       36.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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  : 1,442,318:   260,360    165,784    377,474    666,117    601,314  1,303,950  1,144,572:   138,367    297,746
Old  :   517,613:    90,972     97,045    100,616    271,440    238,934    463,028    436,595:    54,585     81,018
Other:   924,705:   210,497    109,849    235,748    394,677    362,379    840,922    707,977:    83,783    216,728
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :   -15,795:    12,165    -45,039      3,271    -31,152     22,435    -15,716    -19,333:       -79      3,538
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       11.5       26.2       46.2       41.7       90.4       79.4:       9.6       20.6
Old  :     100.0:      17.6       18.7       19.4       52.4       46.2       89.5       84.3:      10.5       15.7
Other:     100.0:      22.8       11.9       25.5       42.7       39.2       90.9       76.6:       9.1       23.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       716:       187        168        241        196        303        500        619:
Old  :       578:       121        134        127        137        257        328        457:
Other:       656:       173        154        188        161        285        416        551:
     :----------------------------------------------------------------------------------------------------
     :             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        9.8       23.0       15.2       14.5        8.0       22.1       11.2
Old  :                 26.9       11.2       36.5       17.7       26.7       10.3       36.2       15.9
Other:                 14.8       11.4       22.4       16.9       14.3        9.5       21.3       12.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    12,840:       926        863      1,528      7,424      8,888      9,878     11,279:     2,962      1,561
Old  :    12,840:       926        863      1,528      7,424      8,888      9,878     11,279:     2,962      1,561
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :    -3,138:      -236        -99        -82     -2,719     -2,742     -3,038     -2,923:      -100       -215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2        6.7       11.9       57.8       69.2       76.9       87.8:      23.1       12.2
Old  :     100.0:       7.2        6.7       11.9       57.8       69.2       76.9       87.8:      23.1       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        11          5          9         16         13         32         25:
Old  :        41:        11          5          9         16         13         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  :                 32.6       47.2       51.7       67.1       30.2       35.7       40.7       51.0
Old  :                 32.6       47.2       51.7       67.1       30.2       35.7       40.7       51.0
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 6, 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  :   560,358:    82,979     81,284    145,395    285,605    238,942    513,979    465,621:    46,378     94,737
Old  :    92,628:    21,021      4,053     16,456     44,749     61,636     82,226     82,145:    10,403     10,484
Other:   467,730:    73,520     88,794    117,377    240,857    177,306    431,754    383,476:    35,976     84,253
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :    10,293:      -265     13,771       -409      8,995        110      8,321     13,472:     1,972     -3,179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       14.5       25.9       51.0       42.6       91.7       83.1:       8.3       16.9
Old  :     100.0:      22.7        4.4       17.8       48.3       66.5       88.8       88.7:      11.2       11.3
Other:     100.0:      15.7       19.0       25.1       51.5       37.9       92.3       82.0:       7.7       18.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       480:       132        156        176        119        168        345        417:
Old  :       279:        73         65         74         72        104        185        204:
Other:       472:       127        161        157         94        160        305        400:
     :----------------------------------------------------------------------------------------------------
     :             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       16.5       26.4       22.9       15.8       12.1       24.4       15.3
Old  :                 34.4       34.8       41.8       44.7       30.5       28.5       36.2       35.3
Other:                 17.5       14.2       27.4       21.5       16.4       10.9       25.7       14.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    17,282:    13,690        730        297          9      3,855     13,996      4,882:     3,286     12,400
Old  :     1,015:       237         62        105          9         56        351        223:       664        792
Other:    16,267:    13,510        725        135          0      3,799     13,645      4,659:     2,622     11,608
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :       353:        69        245         97          0         33        166        375:       187        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.2        4.2        1.7        0.1       22.3       81.0       28.2:      19.0       71.8
Old  :     100.0:      23.3        6.1       10.3        0.9        5.5       34.6       22.0:      65.4       78.0
Other:     100.0:      83.1        4.5        0.8        0.0       23.4       83.9       28.6:      16.1       71.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        13          3          7          2         11         16         20:
Old  :        15:         5          4          2          2          5          9          9:
Other:        27:        13          3          5          0         11         14         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.7       12.9       74.6       19.9       60.1       12.9       73.1       19.8
Old  :                 24.9       19.0       34.2       21.9       21.1        8.7       23.7       11.0
Other:                 63.3       13.6       77.4       20.9       62.7       13.6       76.8       20.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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  :   340,049:    44,903     81,185     61,896    208,240    164,853    315,038    307,934:    25,011     32,115
Old  :   128,614:     9,779     20,613     27,713     82,992     67,379    120,484    115,706:     8,130     12,908
Other:   211,436:    45,137     70,584     24,170    125,248     97,474    194,555    192,228:    16,881     19,207
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :     4,236:     1,216      8,375     -3,458      4,822     -3,804      2,581      1,113:     1,656      3,124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       23.9       18.2       61.2       48.5       92.6       90.6:       7.4        9.4
Old  :     100.0:       7.6       16.0       21.5       64.5       52.4       93.7       90.0:       6.3       10.0
Other:     100.0:      21.3       33.4       11.4       59.2       46.1       92.0       90.9:       8.0        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       253:        61         95         73         70         62        183        192:
Old  :       160:        29         53         38         62         51        122        113:
Other:       225:        66         80         55         59         48        151        161:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       22.9       29.7       32.5       13.8       18.1       22.8       23.7
Old  :                 34.3       24.8       49.6       36.9       27.4       17.1       35.7       24.9
Other:                 21.3       28.1       34.4       36.3       19.7       25.1       31.7       32.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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  :   746,230:    74,895    131,786     49,343    464,922    427,391    589,160    608,520:   157,070    137,710
Old  :   746,230:    74,895    131,786     49,343    464,922    427,391    589,160    608,520:   157,070    137,710
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :    13,304:     2,762      2,513       -257     -2,762      7,943       -257     10,200:    13,561      3,104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       17.7        6.6       62.3       57.3       79.0       81.5:      21.0       18.5
Old  :     100.0:      10.0       17.7        6.6       62.3       57.3       79.0       81.5:      21.0       18.5
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  :       160:        31         28         33         75         79        121        125:
Old  :       160:        31         28         33         75         79        121        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       19.8       30.2       31.4       18.6       18.2       28.1       29.5
Old  :                 20.6       19.8       30.2       31.4       18.6       18.2       28.1       29.5
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 6, 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  :   152,257:    13,323     24,735        161    101,101    110,253    114,585    135,149:    37,672     17,108
Old  :   152,257:    13,323     24,735        161    101,101    110,253    114,585    135,149:    37,672     17,108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :     6,763:     5,161        768         55      2,085      5,164      7,301      5,987:      -537        777
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       16.2        0.1       66.4       72.4       75.3       88.8:      24.7       11.2
Old  :     100.0:       8.8       16.2        0.1       66.4       72.4       75.3       88.8:      24.7       11.2
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  :        37:         4          6          1         17         19         22         25:
Old  :        37:         4          6          1         17         19         22         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  :                 43.0       57.6       58.1       68.6       40.7       57.1       55.7       68.1
Old  :                 43.0       57.6       58.1       68.6       40.7       57.1       55.7       68.1
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 6, 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  :    12,160:     1,565        355        734      9,489     10,924     11,788     12,013:       372        147
Old  :    12,160:     1,565        355        734      9,489     10,924     11,788     12,013:       372        147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :       609:         8         11        125        548        578        681        714:       -72       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        2.9        6.0       78.0       89.8       96.9       98.8:       3.1        1.2
Old  :     100.0:      12.9        2.9        6.0       78.0       89.8       96.9       98.8:       3.1        1.2
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  :        34:         8          5          4         17         20         29         25:
Old  :        34:         8          5          4         17         20         29         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  :                 58.8       66.4       73.0       83.0       16.7       21.6       23.9       28.2
Old  :                 58.8       66.4       73.0       83.0       16.7       21.6       23.9       28.2
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 6, 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  :   210,512:    62,133     14,160     26,074     82,260    142,337    170,466    182,571:    40,046     27,941
Old  :    75,396:    19,074      4,556      6,161     34,149     49,279     59,384     59,996:    16,012     15,400
Other:   135,116:    48,005     14,551     14,966     48,111     93,058    111,082    122,575:    24,034     12,541
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :    -1,530:    -4,687       -146        -60      3,111     -1,849     -1,636     -2,056:       106        526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5        6.7       12.4       39.1       67.6       81.0       86.7:      19.0       13.3
Old  :     100.0:      25.3        6.0        8.2       45.3       65.4       78.8       79.6:      21.2       20.4
Other:     100.0:      35.5       10.8       11.1       35.6       68.9       82.2       90.7:      17.8        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        65         32         43         63         62        153        122:
Old  :       126:        32         23         23         50         52         96         87:
Other:       158:        51         32         37         58         44        132         97:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.0       43.8       22.1       53.0        9.5       35.1       17.2       41.5
Old  :                 27.7       31.1       38.1       42.7       27.0       28.1       37.2       38.9
Other:                 12.8       54.5       23.7       62.5       12.4       50.2       23.3       56.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    14,762:     2,916      3,579      1,787      7,502      6,950     12,206     12,316:     2,556      2,446
Old  :    14,762:     2,916      3,579      1,787      7,502      6,950     12,206     12,316:     2,556      2,446
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :      -261:      -503         35        117        -87       -148       -473          4:       212       -265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       24.2       12.1       50.8       47.1       82.7       83.4:      17.3       16.6
Old  :     100.0:      19.8       24.2       12.1       50.8       47.1       82.7       83.4:      17.3       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  :        73:        19         19         13         25         23         54         47:
Old  :        73:        19         19         13         25         23         54         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       27.7       51.5       46.3       37.9       25.3       50.0       42.9
Old  :                 37.9       27.7       51.5       46.3       37.9       25.3       50.0       42.9
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 6, 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  :   920,133:   171,413    202,149     58,317    587,216    536,263    816,946    796,729:   103,187    123,404
Old  :   920,133:   171,413    202,149     58,317    587,216    536,263    816,946    796,729:   103,187    123,404
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :   -23,449:   -55,487      1,226      3,797     22,122    -22,669    -29,568    -17,646:     6,118     -5,803
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       22.0        6.3       63.8       58.3       88.8       86.6:      11.2       13.4
Old  :     100.0:      18.6       22.0        6.3       63.8       58.3       88.8       86.6:      11.2       13.4
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  :       233:        34         62         34         72        120        129        194:
Old  :       233:        34         62         34         72        120        129        194:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       14.5       45.4       22.1       36.3       11.0       44.6       18.5
Old  :                 36.7       14.5       45.4       22.1       36.3       11.0       44.6       18.5
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 6, 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  : 2,196,803:   198,298    268,276    226,135  1,457,304  1,363,431  1,881,737  1,857,842:   315,066    338,961
Old  : 2,196,803:   198,298    268,276    226,135  1,457,304  1,363,431  1,881,737  1,857,842:   315,066    338,961
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :    50,289:    47,113     -9,394     12,988    -27,361     33,828     32,740     37,422:    17,549     12,867
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       12.2       10.3       66.3       62.1       85.7       84.6:      14.3       15.4
Old  :     100.0:       9.0       12.2       10.3       66.3       62.1       85.7       84.6:      14.3       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  :       257:        48         45         53        126        146        201        217:
Old  :       257:        48         45         53        126        146        201        217:
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  :                 34.9       15.9       40.9       24.1       32.4       13.6       37.4       20.8
Old  :                 34.9       15.9       40.9       24.1       32.4       13.6       37.4       20.8
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 6, 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  :   973,108:   176,958     88,058     30,260    534,578    614,623    741,797    732,941:   231,311    240,167
Old  :   973,108:   176,958     88,058     30,260    534,578    614,623    741,797    732,941:   231,311    240,167
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :    28,456:    32,603     -6,298     -1,643    -24,217     16,657      6,742      8,716:    21,713     19,740
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2        9.0        3.1       54.9       63.2       76.2       75.3:      23.8       24.7
Old  :     100.0:      18.2        9.0        3.1       54.9       63.2       76.2       75.3:      23.8       24.7
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  :       159:        28         23         22         70         87        107        123:
Old  :       159:        28         23         22         70         87        107        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       20.5       30.4       30.1       17.8       16.5       26.4       23.8
Old  :                 20.2       20.5       30.4       30.1       17.8       16.5       26.4       23.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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  : 1,152,183:   186,111     18,005    532,044    387,126    538,986  1,105,282  1,089,035:    46,901     63,148
Old  : 1,152,183:   186,111     18,005    532,044    387,126    538,986  1,105,282  1,089,035:    46,901     63,148
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :   -73,645:    -2,617       -110    -22,266    -48,206    -45,803    -73,089    -68,179:      -557     -5,466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        1.6       46.2       33.6       46.8       95.9       94.5:       4.1        5.5
Old  :     100.0:      16.2        1.6       46.2       33.6       46.8       95.9       94.5:       4.1        5.5
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  :       119:        27         20         41         52         60         99        105:
Old  :       119:        27         20         41         52         60         99        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       34.9       59.5       51.4       16.4       11.4       20.3       16.4
Old  :                 42.3       34.9       59.5       51.4       16.4       11.4       20.3       16.4
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 6, 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  :    41,528:     6,664      4,789        254     28,401     30,349     35,319     35,392:     6,209      6,135
Old  :    41,528:     6,664      4,789        254     28,401     30,349     35,319     35,392:     6,209      6,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :      -641:      -716      1,679       -305         74     -2,412       -947     -1,038:       305        397
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       11.5        0.6       68.4       73.1       85.0       85.2:      15.0       14.8
Old  :     100.0:      16.0       11.5        0.6       68.4       73.1       85.0       85.2:      15.0       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  :        83:        23         13          7         31         25         57         42:
Old  :        83:        23         13          7         31         25         57         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.7       42.5       49.5       62.8       37.8       42.5       48.5       61.2
Old  :                 38.7       42.5       49.5       62.8       37.8       42.5       48.5       61.2
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 6, 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  :    83,055:    13,328      9,579        507     56,802     60,699     70,638     70,784:    12,418     12,271
Old  :    83,055:    13,328      9,579        507     56,802     60,699     70,638     70,784:    12,418     12,271
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :    -1,283:    -1,432      3,358       -610        149     -4,825     -1,893     -2,077:       611        794
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       11.5        0.6       68.4       73.1       85.0       85.2:      15.0       14.8
Old  :     100.0:      16.0       11.5        0.6       68.4       73.1       85.0       85.2:      15.0       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  :        83:        23         13          7         31         25         57         42:
Old  :        83:        23         13          7         31         25         57         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.7       42.5       49.5       62.8       37.8       42.5       48.5       61.2
Old  :                 38.7       42.5       49.5       62.8       37.8       42.5       48.5       61.2
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 6, 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  :    14,786:     3,283        785         53     11,185     13,797     14,521     14,635:       265        151
Old  :    14,786:     3,283        785         53     11,185     13,797     14,521     14,635:       265        151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :        76:       477         42          0       -410         51         67         93:         9        -17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2        5.3        0.4       75.6       93.3       98.2       99.0:       1.8        1.0
Old  :     100.0:      22.2        5.3        0.4       75.6       93.3       98.2       99.0:       1.8        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         4          8          1          8         18         12         27:
Old  :        36:         4          8          1          8         18         12         27:
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  :                 81.9       67.1       96.4       82.3       81.5       67.1       93.1       81.1
Old  :                 81.9       67.1       96.4       82.3       81.5       67.1       93.1       81.1
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 6, 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  :    32,698:     3,057      3,155          0     29,336     29,435     32,393     32,590:       305        108
Old  :    32,698:     3,057      3,155          0     29,336     29,435     32,393     32,590:       305        108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :       -86:       338       -955          0       -484        860       -146        -95:        60          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        9.6        0.0       89.7       90.0       99.1       99.7:       0.9        0.3
Old  :     100.0:       9.3        9.6        0.0       89.7       90.0       99.1       99.7:       0.9        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         9          3          0          7         15         16         18:
Old  :        34:         9          3          0          7         15         16         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  :                 88.8       75.4       96.3       89.8       88.8       75.4       96.3       89.8
Old  :                 88.8       75.4       96.3       89.8       88.8       75.4       96.3       89.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 9, 2010