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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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  :   590,807:    77,400    123,851    139,193    331,551    266,607    548,145    529,651:    42,662     61,156
Old  :   541,284:    79,883    115,654    125,322    296,949    248,361    502,155    489,338:    39,129     51,947
Other:    49,522:     8,279     18,958      3,109     34,602     18,246     45,989     40,313:     3,533      9,209
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    15,118:    -2,249      2,759      5,665      6,560      4,515      9,976     12,939:     5,142      2,179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       21.0       23.6       56.1       45.1       92.8       89.6:       7.2       10.4
Old  :     100.0:      14.8       21.4       23.2       54.9       45.9       92.8       90.4:       7.2        9.6
Other:     100.0:      16.7       38.3        6.3       69.9       36.8       92.9       81.4:       7.1       18.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       431:       121        160        173         87        111        318        358:
Old  :       424:       120        168        167         84        106        311        349:
Other:       158:        39         34         24         36         57         93        105:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.6       15.1       35.0       24.1       19.8       11.8       32.2       18.1
Old  :                 23.0       15.6       36.7       25.4       21.2       13.8       33.8       22.0
Other:                 35.2       30.7       50.6       44.9       34.8       30.7       48.6       41.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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  : 1,604,392:   274,853    180,132    443,490    739,994    675,043  1,458,337  1,298,666:   146,055    305,727
Old  :   883,165:   146,821    199,638    209,435    438,515    343,937    794,771    753,010:    88,394    130,155
Other:   721,227:   200,298     52,760    161,790    301,479    331,106    663,566    545,656:    57,661    175,572
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     8,761:       694     16,762     19,939    -14,164    -35,688      6,468      1,012:     2,293      7,749
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       11.2       27.6       46.1       42.1       90.9       80.9:       9.1       19.1
Old  :     100.0:      16.6       22.6       23.7       49.7       38.9       90.0       85.3:      10.0       14.7
Other:     100.0:      27.8        7.3       22.4       41.8       45.9       92.0       75.7:       8.0       24.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       716:       180        177        256        227        297        555        614:
Old  :       669:       144        202        190        201        264        465        543:
Other:       580:       176        102        163        143        261        384        467:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       11.6       22.6       16.6       13.7        9.1       20.3       12.7
Old  :                 19.2        9.7       27.4       15.9       18.8        8.6       25.5       13.1
Other:                 18.5       16.3       26.7       21.3       17.8       14.6       25.3       18.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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  :    20,075:     1,573      4,435      1,794     12,896     11,670     16,263     17,898:     3,812      2,177
Old  :    20,075:     1,573      4,435      1,794     12,896     11,670     16,263     17,898:     3,812      2,177
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       698:        32       -156        411        231        515        675        770:        23        -72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       22.1        8.9       64.2       58.1       81.0       89.2:      19.0       10.8
Old  :     100.0:       7.8       22.1        8.9       64.2       58.1       81.0       89.2:      19.0       10.8
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  :        55:        14         20         10         18         12         36         38:
Old  :        55:        14         20         10         18         12         36         38:
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  :                 32.9       44.1       51.4       62.1       26.7       34.2       40.5       47.1
Old  :                 32.9       44.1       51.4       62.1       26.7       34.2       40.5       47.1
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, June 1, 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  :   602,378:    77,059     77,003    170,162    306,880    248,529    554,100    495,694:    48,278    106,684
Old  :   297,635:    49,114     62,628     63,042    158,381    132,998    270,537    258,667:    27,098     38,968
Other:   304,743:    60,077     46,508     74,988    148,499    115,531    283,563    237,026:    21,180     67,716
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    10,191:    -3,763      1,865      8,471      3,052        -65      7,759     10,271:     2,431        -80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       12.8       28.2       50.9       41.3       92.0       82.3:       8.0       17.7
Old  :     100.0:      16.5       21.0       21.2       53.2       44.7       90.9       86.9:       9.1       13.1
Other:     100.0:      19.7       15.3       24.6       48.7       37.9       93.0       77.8:       7.0       22.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       486:       127        154        184        126        169        361        418:
Old  :       439:       123        134        131        102        145        290        348:
Other:       398:        91        125        112         89        152        252        325:
     :----------------------------------------------------------------------------------------------------
     :             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       16.4       27.9       21.8       15.5       10.4       23.5       13.9
Old  :                 25.8       21.9       36.2       28.5       22.9       15.5       31.1       21.1
Other:                 17.3       11.9       27.4       19.6       16.0        8.2       25.1       12.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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  :    18,329:    14,103      1,280        184         45      3,453     14,332      4,917:     3,997     13,412
Old  :     4,377:     2,003        992         27         45        221      2,075      1,240:     2,302      3,137
Other:    13,952:    12,217        405         40          0      3,232     12,257      3,677:     1,695     10,275
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :      -445:      -586        495       -189          0         48       -775        354:       330       -799
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.9        7.0        1.0        0.2       18.8       78.2       26.8:      21.8       73.2
Old  :     100.0:      45.8       22.7        0.6        1.0        5.0       47.4       28.3:      52.6       71.7
Other:     100.0:      87.6        2.9        0.3        0.0       23.2       87.9       26.4:      12.1       73.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:        13          6          7          2          9         17         20:
Old  :        26:        12          7          2          2          6         14         15:
Other:        23:        12          2          5          0          9         13         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  :                 57.0       12.2       70.3       18.4       56.8       12.2       70.0       18.2
Old  :                 36.0       18.6       45.5       25.2       35.5       18.6       44.8       25.2
Other:                 64.3       14.8       81.1       22.5       64.3       14.8       81.0       22.4
 
SOYBEAN CAL SPR OPT OLD NEW CY - CHICAGO BOARD OF TRADE                                                 Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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  :     6,476:     3,029      3,413      1,619      1,589      1,044      6,237      6,076:       240        400
Old  :     6,476:     3,029      3,413      1,619      1,589      1,044      6,237      6,076:       240        400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :        51:       215        606       -142         49       -401        122         63:       -71        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.8       52.7       25.0       24.5       16.1       96.3       93.8:       3.7        6.2
Old  :     100.0:      46.8       52.7       25.0       24.5       16.1       96.3       93.8:       3.7        6.2
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  :        20:         6          9         12          2          5         16         18:
Old  :        20:         6          9         12          2          5         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  :                 72.9       54.0       86.5       78.0       59.5       43.3       61.9       56.3
Old  :                 72.9       54.0       86.5       78.0       59.5       43.3       61.9       56.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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  :   370,047:    53,494     66,302     76,417    212,548    196,933    342,459    339,652:    27,588     30,395
Old  :   250,781:    47,785     72,189     35,419    150,961    119,149    234,166    226,757:    16,615     24,023
Other:   119,266:    29,183     17,587     17,524     61,586     77,784    108,293    112,895:    10,973      6,371
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     9,945:     1,416     -8,966      6,506      3,005     14,064     10,927     11,604:      -981     -1,658
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       17.9       20.7       57.4       53.2       92.5       91.8:       7.5        8.2
Old  :     100.0:      19.1       28.8       14.1       60.2       47.5       93.4       90.4:       6.6        9.6
Other:     100.0:      24.5       14.7       14.7       51.6       65.2       90.8       94.7:       9.2        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        60         85         86         73         65        196        200:
Old  :       255:        64         98         62         70         62        170        192:
Other:       151:        49         35         31         53         33        122         82:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       26.8       28.6       35.6       13.7       19.6       20.5       24.8
Old  :                 20.4       21.8       32.4       30.0       17.5       19.1       27.0       25.0
Other:                 19.0       47.6       32.6       59.4       16.4       43.2       26.7       52.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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  :   780,776:    71,893    134,066     64,724    489,111    453,319    625,728    652,108:   155,048    128,667
Old  :   780,776:    71,893    134,066     64,724    489,111    453,319    625,728    652,108:   155,048    128,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :   -48,155:      -268    -20,337     11,487    -64,208    -17,751    -52,989    -26,601:     4,834    -21,554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       17.2        8.3       62.6       58.1       80.1       83.5:      19.9       16.5
Old  :     100.0:       9.2       17.2        8.3       62.6       58.1       80.1       83.5:      19.9       16.5
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  :       151:        26         31         32         69         78        111        125:
Old  :       151:        26         31         32         69         78        111        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  :                 18.7       23.3       30.2       35.8       17.4       19.8       27.3       28.4
Old  :                 18.7       23.3       30.2       35.8       17.4       19.8       27.3       28.4
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, June 1, 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  :   145,185:     3,921     17,709          0    105,941    104,672    109,862    122,381:    35,323     22,804
Old  :   145,185:     3,921     17,709          0    105,941    104,672    109,862    122,381:    35,323     22,804
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     7,774:       402      2,214     -2,647     14,138      4,443     11,893      4,010:    -4,119      3,764
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       12.2        0.0       73.0       72.1       75.7       84.3:      24.3       15.7
Old  :     100.0:       2.7       12.2        0.0       73.0       72.1       75.7       84.3:      24.3       15.7
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  :        29:         2          5          0         18         14         20         19:
Old  :        29:         2          5          0         18         14         20         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       61.5       62.1       71.2       40.4       53.7       54.5       63.3
Old  :                 43.6       61.5       62.1       71.2       40.4       53.7       54.5       63.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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  :    10,385:     1,267        720        352      8,166      9,032      9,785     10,104:       600        281
Old  :    10,385:     1,267        720        352      8,166      9,032      9,785     10,104:       600        281
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :        80:       160         40         30          2        -27        192         43:      -112         37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        6.9        3.4       78.6       87.0       94.2       97.3:       5.8        2.7
Old  :     100.0:      12.2        6.9        3.4       78.6       87.0       94.2       97.3:       5.8        2.7
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  :        29:         7          6          3         15         16         25         22:
Old  :        29:         7          6          3         15         16         25         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  :                 56.9       67.2       71.9       84.0       13.6       16.0       19.9       21.0
Old  :                 56.9       67.2       71.9       84.0       13.6       16.0       19.9       21.0
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, June 1, 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  :   192,248:    43,248     14,772     35,819     80,633    115,893    159,700    166,484:    32,548     25,764
Old  :   120,328:    39,911     11,605     15,837     42,143     73,931     97,891    101,373:    22,437     18,955
Other:    71,920:    11,146     10,976     12,174     38,490     41,962     61,809     65,111:    10,111      6,810
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -3,239:      -346     -1,148      1,004     -1,481     -2,571       -823     -2,716:    -2,416       -523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5        7.7       18.6       41.9       60.3       83.1       86.6:      16.9       13.4
Old  :     100.0:      33.2        9.6       13.2       35.0       61.4       81.4       84.2:      18.6       15.8
Other:     100.0:      15.5       15.3       16.9       53.5       58.3       85.9       90.5:      14.1        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        52         43         62         64         66        155        142:
Old  :       177:        55         38         44         58         61        137        123:
Other:       120:        27         30         37         47         36         97         87:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.0       34.4       20.0       42.9       10.7       28.2       18.5       33.3
Old  :                 12.9       33.6       22.4       43.5       12.8       29.0       21.2       36.4
Other:                 21.7       39.6       35.0       50.5       21.5       36.7       32.1       43.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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  :    16,557:     3,471      4,186      1,507      8,543      7,934     13,520     13,627:     3,037      2,931
Old  :     7,978:     2,869      3,970        394      2,885      2,219      6,149      6,583:     1,829      1,395
Other:     8,579:       844        458        870      5,657      5,715      7,371      7,043:     1,208      1,536
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       -86:      -208       -240         54       -300       -267       -453       -453:       367        366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       25.3        9.1       51.6       47.9       81.7       82.3:      18.3       17.7
Old  :     100.0:      36.0       49.8        4.9       36.2       27.8       77.1       82.5:      22.9       17.5
Other:     100.0:       9.8        5.3       10.1       65.9       66.6       85.9       82.1:      14.1       17.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        22         19         14         26         23         53         54:
Old  :        69:        16         23          5         20         16         40         40:
Other:        54:        14          8          7         18         21         34         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.7       25.9       47.1       43.4       31.5       23.1       43.9       38.6
Old  :                 30.9       32.9       47.3       47.7       30.9       32.9       47.3       47.7
Other:                 52.3       37.3       63.8       55.5       50.6       30.9       59.6       47.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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  :   966,310:   241,234    183,512     49,748    561,531    599,668    852,512    832,927:   113,798    133,383
Old  :   966,310:   241,234    183,512     49,748    561,531    599,668    852,512    832,927:   113,798    133,383
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :   -52,229:     7,659     -1,342    -37,106    -24,048    -15,865    -53,495    -54,313:     1,266      2,084
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       19.0        5.1       58.1       62.1       88.2       86.2:      11.8       13.8
Old  :     100.0:      25.0       19.0        5.1       58.1       62.1       88.2       86.2:      11.8       13.8
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  :       210:        30         48         25         76        115        124        170:
Old  :       210:        30         48         25         76        115        124        170:
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  :                 44.1       15.9       52.6       24.3       43.9       14.4       51.5       21.4
Old  :                 44.1       15.9       52.6       24.3       43.9       14.4       51.5       21.4
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, June 1, 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  : 2,230,975:   163,709    317,116    235,092  1,514,507  1,350,824  1,913,308  1,903,032:   317,667    327,944
Old  : 2,230,975:   163,709    317,116    235,092  1,514,507  1,350,824  1,913,308  1,903,032:   317,667    327,944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    52,907:    15,204    -26,109     60,017    -55,844      7,927     19,377     41,835:    33,530     11,072
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       14.2       10.5       67.9       60.5       85.8       85.3:      14.2       14.7
Old  :     100.0:       7.3       14.2       10.5       67.9       60.5       85.8       85.3:      14.2       14.7
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  :       245:        37         48         60        126        142        198        215:
Old  :       245:        37         48         60        126        142        198        215:
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  :                 34.0       17.7       40.4       27.8       31.4       13.1       36.3       19.8
Old  :                 34.0       17.7       40.4       27.8       31.4       13.1       36.3       19.8
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, June 1, 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  :   963,536:   157,414    104,624     39,410    553,553    572,039    750,377    716,073:   213,159    247,464
Old  :   963,536:   157,414    104,624     39,410    553,553    572,039    750,377    716,073:   213,159    247,464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :  -140,116:   -13,822    -14,578     -7,693   -104,011    -79,882   -125,526   -102,153:   -14,590    -37,962
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       10.9        4.1       57.5       59.4       77.9       74.3:      22.1       25.7
Old  :     100.0:      16.3       10.9        4.1       57.5       59.4       77.9       74.3:      22.1       25.7
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  :       150:        25         23         24         66         86        102        122:
Old  :       150:        25         23         24         66         86        102        122:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       16.7       33.5       25.6       18.3       12.9       26.1       19.3
Old  :                 23.3       16.7       33.5       25.6       18.3       12.9       26.1       19.3
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, June 1, 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  : 1,075,425:   165,747     25,074    446,323    426,387    551,879  1,038,458  1,023,276:    36,968     52,149
Old  : 1,075,425:   165,747     25,074    446,323    426,387    551,879  1,038,458  1,023,276:    36,968     52,149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :  -122,188:    -5,057     -8,223    -51,712    -59,815    -53,568   -116,583   -113,503:    -5,605     -8,685
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        2.3       41.5       39.6       51.3       96.6       95.2:       3.4        4.8
Old  :     100.0:      15.4        2.3       41.5       39.6       51.3       96.6       95.2:       3.4        4.8
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  :       126:        28         24         41         62         62        109        111:
Old  :       126:        28         24         41         62         62        109        111:
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  :                 39.3       30.4       56.7       49.8       19.5       12.9       22.3       17.5
Old  :                 39.3       30.4       56.7       49.8       19.5       12.9       22.3       17.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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  :    12,840:     1,207        663          0      7,684      9,305      8,891      9,968:     3,949      2,872
Old  :    12,840:     1,207        663          0      7,684      9,305      8,891      9,968:     3,949      2,872
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       172:      -927        252          0         -0         -0       -927        252:     1,099        -80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        5.2        0.0       59.8       72.5       69.2       77.6:      30.8       22.4
Old  :     100.0:       9.4        5.2        0.0       59.8       72.5       69.2       77.6:      30.8       22.4
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  :        20:         2          3          0         10          9         12         12:
Old  :        20:         2          3          0         10          9         12         12:
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  :                 36.3       58.8       56.3       73.9       36.3       58.8       55.8       72.6
Old  :                 36.3       58.8       56.3       73.9       36.3       58.8       55.8       72.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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  :    77,836:    13,021     10,706        788     50,520     49,914     64,329     61,408:    13,508     16,429
Old  :    77,836:    13,021     10,706        788     50,520     49,914     64,329     61,408:    13,508     16,429
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       -93:      -966       -168       -324      1,777     -4,506        486     -4,999:      -579      4,906
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       13.8        1.0       64.9       64.1       82.6       78.9:      17.4       21.1
Old  :     100.0:      16.7       13.8        1.0       64.9       64.1       82.6       78.9:      17.4       21.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        21         15          9         32         31         57         51:
Old  :        87:        21         15          9         32         31         57         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       34.6       41.3       51.5       25.9       34.6       40.5       48.6
Old  :                 26.4       34.6       41.3       51.5       25.9       34.6       40.5       48.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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  :    15,216:     3,199        751          6     11,617     14,100     14,822     14,857:       394        359
Old  :    15,216:     3,199        751          6     11,617     14,100     14,822     14,857:       394        359
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :      -182:       557         94       -198       -517        -52       -158       -156:       -24        -26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        4.9        0.0       76.3       92.7       97.4       97.6:       2.6        2.4
Old  :     100.0:      21.0        4.9        0.0       76.3       92.7       97.4       97.6:       2.6        2.4
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  :        35:         4          7          1         11         18         15         26:
Old  :        35:         4          7          1         11         18         15         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.6       70.4       90.8       83.1       69.5       68.4       84.0       75.2
Old  :                 73.6       70.4       90.8       83.1       69.5       68.4       84.0       75.2
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, June 1, 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  :    40,021:     4,000      2,311          0     35,228     37,156     39,228     39,467:       793        554
Old  :    40,021:     4,000      2,311          0     35,228     37,156     39,228     39,467:       793        554
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     1,050:      -166        839          0      1,500        492      1,334      1,331:      -284       -281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        5.8        0.0       88.0       92.8       98.0       98.6:       2.0        1.4
Old  :     100.0:      10.0        5.8        0.0       88.0       92.8       98.0       98.6:       2.0        1.4
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  :        32:         6          6          0          8         15         14         21:
Old  :        32:         6          6          0          8         15         14         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.1       72.9       95.9       86.3       69.8       61.7       77.9       70.5
Old  :                 87.1       72.9       95.9       86.3       69.8       61.7       77.9       70.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated June 4, 2010