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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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  :   619,175:   107,883     86,475    158,044    305,894    306,073    571,821    550,592:    47,355     68,583
Old  :   487,078:    97,326     78,391    122,820    226,620    241,188    446,766    442,400:    40,313     44,679
Other:   132,097:    22,960     20,487     22,821     79,274     64,885    125,055    108,193:     7,042     23,904
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :    17,055:       498      1,129      7,397       -638      2,847      7,257     11,372:     9,799      5,683
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       14.0       25.5       49.4       49.4       92.4       88.9:       7.6       11.1
Old  :     100.0:      20.0       16.1       25.2       46.5       49.5       91.7       90.8:       8.3        9.2
Other:     100.0:      17.4       15.5       17.3       60.0       49.1       94.7       81.9:       5.3       18.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       468:       165        153        180        100        136        369        371:
Old  :       451:       169        142        158         90        131        339        351:
Other:       240:        51         65         51         56        110        143        195:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       16.8       28.6       23.8       16.3       11.8       25.6       16.6
Old  :                 19.2       19.3       29.0       27.0       18.5       15.3       26.0       21.2
Other:                 36.1       18.3       50.3       26.7       33.6       13.0       42.7       18.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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  : 1,999,764:   531,575     99,753    594,300    684,607    994,743  1,810,482  1,688,796:   189,282    310,968
Old  : 1,790,860:   496,729    120,098    510,964    614,647    889,598  1,622,340  1,520,660:   168,520    270,200
Other:   208,904:    77,835     22,644     40,347     69,960    105,145    188,142    168,136:    20,763     40,768
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :    73,586:    21,135      4,214     39,752       -867     21,657     60,020     65,623:    13,566      7,963
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        5.0       29.7       34.2       49.7       90.5       84.4:       9.5       15.6
Old  :     100.0:      27.7        6.7       28.5       34.3       49.7       90.6       84.9:       9.4       15.1
Other:     100.0:      37.3       10.8       19.3       33.5       50.3       90.1       80.5:       9.9       19.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       956:       290        196        299        239        418        669        794:
Old  :       947:       283        202        279        232        415        647        777:
Other:       554:        98        114         61         87        310        215        457:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.9       10.3       18.7       16.5       11.5        8.8       17.1       13.8
Old  :                 12.4       10.2       19.2       16.6       12.0        9.7       17.9       14.6
Other:                 21.0       17.5       31.8       25.6       19.8       13.8       27.5       18.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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  :    12,760:     3,208        252        899      5,606      9,981      9,713     11,132:     3,047      1,628
Old  :    12,364:     3,135        256        713      5,470      9,794      9,318     10,764:     3,046      1,600
Other:       396:        78          0        181        136        187        395        368:         1         28
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :     1,445:       940       -138        318        -64        916      1,194      1,096:       251        349
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        2.0        7.0       43.9       78.2       76.1       87.2:      23.9       12.8
Old  :     100.0:      25.4        2.1        5.8       44.2       79.2       75.4       87.1:      24.6       12.9
Other:     100.0:      19.7        0.0       45.7       34.3       47.2       99.7       92.9:       0.3        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        22          1          7         14         12         37         20:
Old  :        43:        19          4          7         14         12         37         20:
Other:         8:         4          0          4          1          3          5          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       62.4       43.2       76.9       27.3       58.2       40.4       70.8
Old  :                 28.3       64.4       42.3       76.9       28.2       61.2       41.7       72.7
Other:                 98.2       90.2       99.7       92.9       53.5       47.2       54.0       47.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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  :   691,008:   169,259     27,720    181,067    284,415    395,516    634,741    604,303:    56,267     86,705
Old  :   649,894:   165,979     39,362    160,399    270,347    371,096    596,725    570,857:    53,170     79,037
Other:    41,113:    20,182      5,259      3,767     14,068     24,420     38,016     33,445:     3,097      7,668
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :     4,551:       666     -1,384       -561      4,346      8,066      4,450      6,121:       101     -1,570
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5        4.0       26.2       41.2       57.2       91.9       87.5:       8.1       12.5
Old  :     100.0:      25.5        6.1       24.7       41.6       57.1       91.8       87.8:       8.2       12.2
Other:     100.0:      49.1       12.8        9.2       34.2       59.4       92.5       81.3:       7.5       18.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       563:       204        116        177        125        214        418        434:
Old  :       562:       202        122        169        122        212        407        432:
Other:       230:        41         39         23         39        135         92        185:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9       20.3       20.4       28.4       12.4       16.5       19.4       22.6
Old  :                 13.2       21.1       20.9       29.2       12.7       17.1       19.7       23.3
Other:                 39.1       30.0       51.7       40.4       39.0       29.3       50.7       39.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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  :    26,880:    23,934      1,945        291         19      6,002     24,244      8,238:     2,636     18,642
Old  :    24,230:    21,638      2,055        170         19      5,247     21,827      7,472:     2,403     16,758
Other:     2,650:     2,412          6          5          0        755      2,417        766:       233      1,884
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :      -300:      -446       -107         46          0        100       -400         39:       100       -339
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.0        7.2        1.1        0.1       22.3       90.2       30.6:       9.8       69.4
Old  :     100.0:      89.3        8.5        0.7        0.1       21.7       90.1       30.8:       9.9       69.2
Other:     100.0:      91.0        0.2        0.2        0.0       28.5       91.2       28.9:       8.8       71.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        22          6          8          1         13         24         26:
Old  :        41:        20          8          7          1         13         24         25:
Other:        25:        11          1          1          0         13         11         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.4       11.8       74.8       18.8       60.3       11.8       74.1       18.8
Old  :                 62.6       10.9       75.9       18.4       62.5       10.9       75.7       18.4
Other:                 69.4       22.0       86.4       26.9       69.4       22.0       86.4       26.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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  :   344,716:    73,956     38,393     69,602    165,287    219,252    308,845    327,246:    35,871     17,469
Old  :   338,838:    73,830     39,219     68,272    161,398    214,555    303,500    322,045:    35,338     16,792
Other:     5,878:     1,236        284        220      3,889      4,697      5,345      5,201:       533        677
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :    20,042:     8,005     -6,083      7,566      3,789     19,425     19,360     20,909:       683       -867
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       11.1       20.2       47.9       63.6       89.6       94.9:      10.4        5.1
Old  :     100.0:      21.8       11.6       20.1       47.6       63.3       89.6       95.0:      10.4        5.0
Other:     100.0:      21.0        4.8        3.7       66.2       79.9       90.9       88.5:       9.1       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:        85         60         90         68         73        209        189:
Old  :       259:        88         62         89         68         73        208        189:
Other:        26:         7          4          5          9          7         20         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.0       32.8       24.7       44.6       12.5       27.7       20.3       35.4
Old  :                 15.3       32.3       24.6       44.0       12.6       27.4       20.5       35.2
Other:                 61.7       73.8       79.2       86.9       61.7       70.7       78.9       81.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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  :   780,032:    86,833     89,733     75,131    460,032    482,528    621,996    647,391:   158,036    132,641
Old  :   780,032:    86,833     89,733     75,131    460,032    482,528    621,996    647,391:   158,036    132,641
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :   -20,701:    -3,798    -11,990     -6,425     -7,871      6,666    -18,094    -11,748:    -2,607     -8,952
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       11.5        9.6       59.0       61.9       79.7       83.0:      20.3       17.0
Old  :     100.0:      11.1       11.5        9.6       59.0       61.9       79.7       83.0:      20.3       17.0
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  :       175:        36         31         46         88         84        149        136:
Old  :       175:        36         31         46         88         84        149        136:
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  :                 16.8       20.0       25.4       32.1       15.2       18.8       23.6       29.7
Old  :                 16.8       20.0       25.4       32.1       15.2       18.8       23.6       29.7
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, September 14, 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  :   221,176:    28,098     26,345      5,232    144,687    158,714    178,017    190,291:    43,159     30,885
Old  :   221,176:    28,098     26,345      5,232    144,687    158,714    178,017    190,291:    43,159     30,885
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :     1,551:       394     -2,789     -1,210      1,777      6,939        961      2,940:       590     -1,389
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       11.9        2.4       65.4       71.8       80.5       86.0:      19.5       14.0
Old  :     100.0:      12.7       11.9        2.4       65.4       71.8       80.5       86.0:      19.5       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         6          8          5         25         23         35         33:
Old  :        50:         6          8          5         25         23         35         33:
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  :                 33.2       52.8       49.9       67.9       30.7       51.6       47.4       66.7
Old  :                 33.2       52.8       49.9       67.9       30.7       51.6       47.4       66.7
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, September 14, 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  :     9,495:       984        517        369      7,815      8,390      9,168      9,276:       327        219
Old  :     9,495:       984        517        369      7,815      8,390      9,168      9,276:       327        219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :      -418:       150       -355         -6       -550        -55       -406       -416:       -12         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        5.4        3.9       82.3       88.4       96.6       97.7:       3.4        2.3
Old  :     100.0:      10.4        5.4        3.9       82.3       88.4       96.6       97.7:       3.4        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         5          5          4         21         23         29         29:
Old  :        35:         5          5          4         21         23         29         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       64.1       75.5       78.3       18.1       15.1       23.8       22.7
Old  :                 59.5       64.1       75.5       78.3       18.1       15.1       23.8       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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  :   233,291:    75,694     10,652     35,334     85,088    169,666    196,116    215,652:    37,174     17,639
Old  :   227,461:    74,963     11,590     33,415     82,623    165,082    191,001    210,086:    36,460     17,375
Other:     5,830:     1,916        248        734      2,465      4,584      5,116      5,566:       714        264
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :    -7,797:   -10,309     -3,399      1,111      5,850     -4,167     -3,348     -6,455:    -4,449     -1,342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4        4.6       15.1       36.5       72.7       84.1       92.4:      15.9        7.6
Old  :     100.0:      33.0        5.1       14.7       36.3       72.6       84.0       92.4:      16.0        7.6
Other:     100.0:      32.9        4.3       12.6       42.3       78.6       87.7       95.5:      12.3        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        87         25         56         64         59        176        126:
Old  :       202:        86         29         55         64         59        175        126:
Other:        32:         7          5          9         14         10         27         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.7       46.1       19.9       56.4       10.1       41.5       17.4       48.6
Old  :                 11.7       45.7       20.0       56.1       10.3       41.5       17.9       48.5
Other:                 44.2       72.7       66.5       86.3       41.1       69.5       62.0       78.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    19,981:     6,313      3,670      2,854      5,662     11,430     14,829     17,954:     5,152      2,027
Old  :    19,968:     6,305      3,670      2,854      5,661     11,420     14,820     17,944:     5,148      2,024
Other:        13:         8          0          0          1         10          9         10:         4          3
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :       533:       292        -81         -6        195        470        481        382:        52        151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       18.4       14.3       28.3       57.2       74.2       89.9:      25.8       10.1
Old  :     100.0:      31.6       18.4       14.3       28.3       57.2       74.2       89.9:      25.8       10.1
Other:     100.0:      61.9        0.8        0.0        7.6       76.3       69.5       77.1:      30.5       22.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        51         16         16         23         23         85         48:
Old  :       105:        51         16         16         23         23         85         48:
Other:         4:         1          1          0          1          1          2          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.1       32.5       30.5       50.8       21.1       32.1       29.0       50.3
Old  :                 21.1       32.5       30.5       50.8       21.1       32.1       29.0       50.4
Other:                 69.5       77.1       69.5       77.1       69.5       77.1       69.5       77.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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  :   727,502:   120,213    174,605     26,184    471,699    408,012    618,095    608,801:   109,407    118,701
Old  :   727,502:   120,213    174,605     26,184    471,699    408,012    618,095    608,801:   109,407    118,701
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :    33,067:    -4,075     24,691        936     42,160     -5,459     39,021     20,168:    -5,954     12,899
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       24.0        3.6       64.8       56.1       85.0       83.7:      15.0       16.3
Old  :     100.0:      16.5       24.0        3.6       64.8       56.1       85.0       83.7:      15.0       16.3
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  :       208:        33         46         23         81        101        127        157:
Old  :       208:        33         46         23         81        101        127        157:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       17.2       33.1       26.0       18.1       17.1       29.0       25.4
Old  :                 22.0       17.2       33.1       26.0       18.1       17.1       29.0       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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  : 2,135,969:   185,279    181,146    262,500  1,387,272  1,359,010  1,835,050  1,802,656:   300,918    333,313
Old  : 2,135,969:   185,279    181,146    262,500  1,387,272  1,359,010  1,835,050  1,802,656:   300,918    333,313
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :  -100,889:    -3,016     -2,637    -17,682    -75,084    -61,224    -95,782    -81,543:    -5,107    -19,346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        8.5       12.3       64.9       63.6       85.9       84.4:      14.1       15.6
Old  :     100.0:       8.7        8.5       12.3       64.9       63.6       85.9       84.4:      14.1       15.6
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  :       273:        50         46         67        147        149        226        233:
Old  :       273:        50         46         67        147        149        226        233:
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  :                 26.9       17.9       34.4       26.9       24.6       14.8       29.7       21.4
Old  :                 26.9       17.9       34.4       26.9       24.6       14.8       29.7       21.4
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, September 14, 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  :   980,481:   163,753     72,968     55,775    545,877    613,088    765,405    741,831:   215,076    238,650
Old  :   980,481:   163,753     72,968     55,775    545,877    613,088    765,405    741,831:   215,076    238,650
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :   -53,698:   -27,395    -20,214      6,511    -25,239    -31,011    -46,123    -44,714:    -7,575     -8,984
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        7.4        5.7       55.7       62.5       78.1       75.7:      21.9       24.3
Old  :     100.0:      16.7        7.4        5.7       55.7       62.5       78.1       75.7:      21.9       24.3
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  :       151:        34         21         31         71         83        115        125:
Old  :       151:        34         21         31         71         83        115        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  :                 21.7       19.3       32.7       27.2       20.2       16.2       29.5       23.0
Old  :                 21.7       19.3       32.7       27.2       20.2       16.2       29.5       23.0
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, September 14, 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  : 1,261,443:   139,287     19,588    687,550    396,948    501,643  1,223,785  1,208,781:    37,658     52,662
Old  : 1,261,443:   139,287     19,588    687,550    396,948    501,643  1,223,785  1,208,781:    37,658     52,662
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :    17,312:    -1,058      1,851      3,982     16,224      6,883     19,148     12,716:    -1,836      4,596
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        1.6       54.5       31.5       39.8       97.0       95.8:       3.0        4.2
Old  :     100.0:      11.0        1.6       54.5       31.5       39.8       97.0       95.8:       3.0        4.2
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  :       119:        35         19         43         60         59        111        105:
Old  :       119:        35         19         43         60         59        111        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  :                 44.7       39.3       61.2       59.5       11.5       12.1       14.8       15.9
Old  :                 44.7       39.3       61.2       59.5       11.5       12.1       14.8       15.9
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, September 14, 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  :    54,258:    11,190      6,172      2,994     32,321     38,986     46,505     48,152:     7,753      6,106
Old  :    54,258:    11,190      6,172      2,994     32,321     38,986     46,505     48,152:     7,753      6,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :     1,682:     4,510      1,711     -2,239       -495      4,747      1,776      4,219:       -95     -2,538
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       11.4        5.5       59.6       71.9       85.7       88.7:      14.3       11.3
Old  :     100.0:      20.6       11.4        5.5       59.6       71.9       85.7       88.7:      14.3       11.3
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  :       105:        30         17         16         38         43         75         70:
Old  :       105:        30         17         16         38         43         75         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       35.8       43.6       50.5       29.1       30.2       39.8       44.0
Old  :                 31.0       35.8       43.6       50.5       29.1       30.2       39.8       44.0
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, September 14, 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  :   108,515:    22,380     12,344      5,988     64,642     77,972     93,010     96,304:    15,505     12,211
Old  :   108,515:    22,380     12,344      5,988     64,642     77,972     93,010     96,304:    15,505     12,211
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :    23,690:     5,445      1,249      4,046     10,264     15,660     19,755     20,955:     3,935      2,735
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       11.4        5.5       59.6       71.9       85.7       88.7:      14.3       11.3
Old  :     100.0:      20.6       11.4        5.5       59.6       71.9       85.7       88.7:      14.3       11.3
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  :       105:        30         17         16         38         43         75         70:
Old  :       105:        30         17         16         38         43         75         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       35.8       43.6       50.5       29.1       30.2       39.8       44.0
Old  :                 31.0       35.8       43.6       50.5       29.1       30.2       39.8       44.0
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, September 14, 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  :     9,884:       931      1,320          0      8,777      8,538      9,708      9,858:       176         26
Old  :     9,884:       931      1,320          0      8,777      8,538      9,708      9,858:       176         26
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :    -7,388:      -118     -1,303       -426     -6,734     -5,534     -7,278     -7,263:      -110       -125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       13.4        0.0       88.8       86.4       98.2       99.7:       1.8        0.3
Old  :     100.0:       9.4       13.4        0.0       88.8       86.4       98.2       99.7:       1.8        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         3          5          0          8         13         11         18:
Old  :        27:         3          5          0          8         13         11         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  :                 84.3       70.1       96.0       87.4       75.2       57.0       82.3       72.0
Old  :                 84.3       70.1       96.0       87.4       75.2       57.0       82.3       72.0
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, September 14, 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  :    33,802:     1,670      2,819          0     31,982     30,771     33,652     33,590:       150        212
Old  :    33,802:     1,670      2,819          0     31,982     30,771     33,652     33,590:       150        212
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :    -7,104:       333       -656       -260     -7,135     -6,056     -7,062     -6,972:       -42       -132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        8.3        0.0       94.6       91.0       99.6       99.4:       0.4        0.6
Old  :     100.0:       4.9        8.3        0.0       94.6       91.0       99.6       99.4:       0.4        0.6
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  :        30:         4          3          0          6         19         10         22:
Old  :        30:         4          3          0          6         19         10         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 96.3       73.4       99.3       88.2       95.9       73.4       98.8       88.2
Old  :                 96.3       73.4       99.3       88.2       95.9       73.4       98.8       88.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 17, 2010