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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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  :   578,381:   100,129     83,001    140,155    294,108    290,110    534,392    513,265:    43,988     65,115
Old  :   460,818:    88,410     72,818    114,107    220,801    231,019    423,318    417,944:    37,501     42,874
Other:   117,562:    19,259     17,723     18,508     73,307     59,091    111,075     95,322:     6,488     22,241
     :          :                                                                            :
     :          :          Changes in Commitments from: August 24, 2010                      :
     :   -88,525:    -2,590      2,800    -63,052    -21,726    -24,318    -87,367    -84,570:    -1,157     -3,955
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       14.4       24.2       50.9       50.2       92.4       88.7:       7.6       11.3
Old  :     100.0:      19.2       15.8       24.8       47.9       50.1       91.9       90.7:       8.1        9.3
Other:     100.0:      16.4       15.1       15.7       62.4       50.3       94.5       81.1:       5.5       18.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       450:       153        143        176         92        132        349        363:
Old  :       440:       149        147        166         86        129        334        352:
Other:       220:        51         52         43         51        102        128        176:
     :----------------------------------------------------------------------------------------------------
     :             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       17.0       29.9       24.4       17.3       12.3       27.3       17.4
Old  :                 20.1       20.3       30.3       28.0       19.7       16.3       27.9       22.1
Other:                 37.8       17.2       53.0       26.1       34.5       12.4       44.6       17.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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  : 1,822,805:   479,948     98,313    514,744    666,703    908,106  1,661,395  1,521,164:   161,410    301,642
Old  :    25,838:    17,851      1,133          0        743     17,746     18,594     18,879:     7,244      6,959
Other: 1,796,967:   480,027    115,110    496,814    665,960    890,360  1,642,801  1,502,285:   154,166    294,683
     :          :                                                                            :
     :          :          Changes in Commitments from: August 24, 2010                      :
     :   -51,198:    24,172       -985    -44,570    -34,667       -210    -55,065    -45,765:     3,867     -5,433
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        5.4       28.2       36.6       49.8       91.1       83.5:       8.9       16.5
Old  :     100.0:      69.1        4.4        0.0        2.9       68.7       72.0       73.1:      28.0       26.9
Other:     100.0:      26.7        6.4       27.6       37.1       49.5       91.4       83.6:       8.6       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       938:       275        184        304        225        410        645        790:
Old  :       190:        53         15          0         13        111         66        126:
Other:       938:       269        218        281        219        408        616        788:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       11.5       19.7       17.1       12.6       10.1       18.7       14.6
Old  :                  9.3       20.9       18.6       30.2        9.3       20.9       18.6       30.2
Other:                 13.2       11.5       20.0       17.1       12.8       10.0       18.9       14.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    11,101:     1,768        330        601      6,306      8,891      8,675      9,822:     2,426      1,279
Old  :    11,076:     1,768        355        576      6,306      8,866      8,650      9,797:     2,426      1,279
Other:        25:        25          0          0          0         25         25         25:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 24, 2010                      :
     :    -1,347:      -136        -72       -531       -155       -625       -822     -1,228:      -525       -119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        3.0        5.4       56.8       80.1       78.1       88.5:      21.9       11.5
Old  :     100.0:      16.0        3.2        5.2       56.9       80.0       78.1       88.5:      21.9       11.5
Other:     100.0:     100.0        0.0        0.0        0.0      100.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        13          5          7         16         13         33         21:
Old  :        39:        13          5          7         16         13         33         21:
Other:         2:         1          0          0          0          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 36.2       65.8       49.6       77.6       33.9       58.7       45.6       69.4
Old  :                 36.3       65.9       49.7       77.7       33.9       58.9       45.7       69.4
Other:                100.0      100.0      100.0      100.0      100.0      100.0      100.0      100.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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  :   659,521:   158,479     26,004    172,342    275,278    371,044    606,100    569,390:    53,421     90,130
Old  :   623,678:   154,197     35,820    154,190    264,195    351,109    572,582    541,119:    51,096     82,559
Other:    35,843:    18,877      4,779      3,557     11,084     19,935     33,518     28,271:     2,325      7,572
     :          :                                                                            :
     :          :          Changes in Commitments from: August 24, 2010                      :
     :   -12,568:       506     -1,004     -8,250     -4,777     -2,708    -12,521    -11,962:       -48       -606
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        3.9       26.1       41.7       56.3       91.9       86.3:       8.1       13.7
Old  :     100.0:      24.7        5.7       24.7       42.4       56.3       91.8       86.8:       8.2       13.2
Other:     100.0:      52.7       13.3        9.9       30.9       55.6       93.5       78.9:       6.5       21.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       542:       202        101        172        116        208        391        426:
Old  :       542:       201        108        167        115        206        385        424:
Other:       220:        37         41         26         33        129         81        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  :                 13.4       19.5       21.2       27.5       12.8       15.9       20.0       22.0
Old  :                 13.7       20.1       21.9       27.8       13.2       16.4       20.5       22.2
Other:                 48.1       22.9       62.6       36.1       47.9       22.6       60.5       35.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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  :    26,390:    23,465      1,693        212         19      5,558     23,696      7,463:     2,694     18,927
Old  :    24,046:    21,507      1,709        187         19      4,896     21,713      6,792:     2,333     17,254
Other:     2,344:     1,978          4          5          0        662      1,983        671:       361      1,673
     :          :                                                                            :
     :          :          Changes in Commitments from: August 24, 2010                      :
     :       -79:      -345       -173          1         10       -259       -334       -431:       255        352
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.9        6.4        0.8        0.1       21.1       89.8       28.3:      10.2       71.7
Old  :     100.0:      89.4        7.1        0.8        0.1       20.4       90.3       28.2:       9.7       71.8
Other:     100.0:      84.4        0.2        0.2        0.0       28.2       84.6       28.6:      15.4       71.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        21          5          8          1         12         22         25:
Old  :        38:        20          6          8          1         12         22         25:
Other:        23:        10          1          1          0         12         10         14:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.4       11.7       73.6       18.6       58.2       11.7       73.3       18.6
Old  :                 60.4       10.8       75.1       18.1       60.2       10.8       74.8       18.1
Other:                 67.9       22.9       81.6       27.3       67.9       22.9       81.4       27.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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  :   313,603:    60,663     43,131     60,517    160,625    192,000    281,805    295,647:    31,798     17,955
Old  :     7,189:     5,287      1,719          0        586      4,419      5,873      6,138:     1,316      1,051
Other:   306,414:    60,986     47,022     54,907    160,039    187,581    275,932    289,509:    30,482     16,904
     :          :                                                                            :
     :          :          Changes in Commitments from: August 24, 2010                      :
     :   -19,990:    -9,324      4,803    -12,226      2,960     -9,500    -18,590    -16,923:    -1,400     -3,067
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       13.8       19.3       51.2       61.2       89.9       94.3:      10.1        5.7
Old  :     100.0:      73.5       23.9        0.0        8.2       61.5       81.7       85.4:      18.3       14.6
Other:     100.0:      19.9       15.3       17.9       52.2       61.2       90.1       94.5:       9.9        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:        78         63         94         65         63        198        181:
Old  :        51:        20          8          0          5         19         25         27:
Other:       240:        76         71         81         64         61        186        177:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       30.3       25.3       41.8       13.4       26.5       22.0       32.9
Old  :                 26.5       38.8       47.9       65.8       26.5       37.9       47.9       64.9
Other:                 15.7       30.2       25.9       41.8       13.8       26.8       22.6       32.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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  :   887,913:    94,808    110,745     95,100    504,572    508,625    694,480    714,471:   193,433    173,442
Old  :   887,913:    94,808    110,745     95,100    504,572    508,625    694,480    714,471:   193,433    173,442
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 24, 2010                      :
     :   -35,498:    10,715     11,857     -6,007    -47,167    -48,722    -42,459    -42,873:     6,962      7,375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       12.5       10.7       56.8       57.3       78.2       80.5:      21.8       19.5
Old  :     100.0:      10.7       12.5       10.7       56.8       57.3       78.2       80.5:      21.8       19.5
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  :       168:        36         28         44         82         79        143        129:
Old  :       168:        36         28         44         82         79        143        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.6       20.0       24.9       34.0       14.4       16.7       22.9       28.0
Old  :                 15.6       20.0       24.9       34.0       14.4       16.7       22.9       28.0
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, August 31, 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  :   244,496:    32,101     30,083      6,426    159,145    171,471    197,671    207,979:    46,824     36,516
Old  :   244,496:    32,101     30,083      6,426    159,145    171,471    197,671    207,979:    46,824     36,516
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 24, 2010                      :
     :     8,041:     1,066     -3,657      3,765     11,975     15,191     16,806     15,299:    -8,765     -7,258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       12.3        2.6       65.1       70.1       80.8       85.1:      19.2       14.9
Old  :     100.0:      13.1       12.3        2.6       65.1       70.1       80.8       85.1:      19.2       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         5          7          4         29         23         38         31:
Old  :        47:         5          7          4         29         23         38         31:
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  :                 31.1       50.7       46.6       67.7       29.2       46.0       44.3       62.3
Old  :                 31.1       50.7       46.6       67.7       29.2       46.0       44.3       62.3
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, August 31, 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  :    10,118:       963        688        436      8,373      8,729      9,772      9,853:       346        265
Old  :    10,118:       963        688        436      8,373      8,729      9,772      9,853:       346        265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 24, 2010                      :
     :    -1,088:        46        214       -100       -955     -1,107     -1,009       -993:       -79        -95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        6.8        4.3       82.8       86.3       96.6       97.4:       3.4        2.6
Old  :     100.0:       9.5        6.8        4.3       82.8       86.3       96.6       97.4:       3.4        2.6
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  :        37:         7          6          4         18         21         29         27:
Old  :        37:         7          6          4         18         21         29         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.4       64.7       76.3       78.4       14.8       16.7       22.1       22.8
Old  :                 62.4       64.7       76.3       78.4       14.8       16.7       22.1       22.8
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, August 31, 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  :   234,433:    84,275     13,885     33,000     78,080    166,038    195,355    212,922:    39,078     21,511
Old  :     6,161:       364        583          0      4,342      3,078      4,706      3,661:     1,455      2,500
Other:   228,272:    84,606     13,997     32,305     73,738    162,960    190,649    209,261:    37,623     19,011
     :          :                                                                            :
     :          :          Changes in Commitments from: August 24, 2010                      :
     :     5,854:     7,510      4,545        453       -142      1,962      7,821      6,960:    -1,967     -1,106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9        5.9       14.1       33.3       70.8       83.3       90.8:      16.7        9.2
Old  :     100.0:       5.9        9.5        0.0       70.5       50.0       76.4       59.4:      23.6       40.6
Other:     100.0:      37.1        6.1       14.2       32.3       71.4       83.5       91.7:      16.5        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        88         29         53         60         58        178        120:
Old  :        42:         4          7          0         13         19         17         26:
Other:       199:        88         31         51         57         55        174        116:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.6       44.6       18.8       56.9        9.4       39.6       17.1       47.2
Old  :                 51.9       25.8       70.6       40.6       51.9       25.8       70.1       40.6
Other:                 10.9       45.6       19.3       57.8        9.6       41.3       17.6       49.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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  :    20,133:     5,783      3,430      4,109      5,641     10,767     15,534     18,307:     4,599      1,826
Old  :    20,130:     5,783      3,430      4,109      5,640     10,767     15,533     18,307:     4,597      1,823
Other:         3:         0          0          0          1          0          1          0:         2          3
     :          :                                                                            :
     :          :          Changes in Commitments from: August 24, 2010                      :
     :    -1,436:       193        387       -144     -1,065     -1,464     -1,016     -1,220:      -420       -216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       17.0       20.4       28.0       53.5       77.2       90.9:      22.8        9.1
Old  :     100.0:      28.7       17.0       20.4       28.0       53.5       77.2       90.9:      22.8        9.1
Other:     100.0:       0.0        0.0        0.0       33.3        0.0       33.3        0.0:      66.7      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        48         16         18         24         22         86         48:
Old  :       106:        48         16         18         24         22         86         48:
Other:         1:         0          0          0          1          0          1          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  :                 21.4       30.7       31.7       47.9       21.4       30.4       28.9       47.6
Old  :                 21.4       30.7       31.7       47.9       21.4       30.4       28.9       47.6
Other:                 33.3        0.0       33.3        0.0       33.3        0.0       33.3        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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  :   740,938:   144,147    152,545     28,852    448,333    442,032    621,332    623,430:   119,606    117,508
Old  :   740,938:   144,147    152,545     28,852    448,333    442,032    621,332    623,430:   119,606    117,508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 24, 2010                      :
     :  -164,383:   -35,739    -17,473    -69,393    -49,187    -65,488   -154,319   -152,354:   -10,064    -12,029
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       20.6        3.9       60.5       59.7       83.9       84.1:      16.1       15.9
Old  :     100.0:      19.5       20.6        3.9       60.5       59.7       83.9       84.1:      16.1       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       201:        33         46         24         72         97        120        152:
Old  :       201:        33         46         24         72         97        120        152:
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  :                 21.4       18.2       32.3       26.5       16.8       16.5       26.5       23.8
Old  :                 21.4       18.2       32.3       26.5       16.8       16.5       26.5       23.8
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, August 31, 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  : 2,460,535:   203,144    156,981    330,535  1,581,064  1,624,652  2,114,744  2,112,168:   345,791    348,367
Old  : 2,460,535:   203,144    156,981    330,535  1,581,064  1,624,652  2,114,744  2,112,168:   345,791    348,367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 24, 2010                      :
     :  -440,685:   -52,716    -10,020    -90,113   -290,760   -344,069   -433,589   -444,203:    -7,096      3,518
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3        6.4       13.4       64.3       66.0       85.9       85.8:      14.1       14.2
Old  :     100.0:       8.3        6.4       13.4       64.3       66.0       85.9       85.8:      14.1       14.2
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  :       254:        51         41         65        136        135        216        212:
Old  :       254:        51         41         65        136        135        216        212:
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  :                 27.7       20.2       34.0       30.1       23.7       15.6       28.6       22.5
Old  :                 27.7       20.2       34.0       30.1       23.7       15.6       28.6       22.5
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, August 31, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,109,994:   156,249    116,879     53,425    675,532    691,889    885,207    862,193:   224,788    247,801
Old  : 1,109,994:   156,249    116,879     53,425    675,532    691,889    885,207    862,193:   224,788    247,801
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 24, 2010                      :
     :  -200,162:   -25,813     -7,141    -32,389   -131,784   -141,588   -189,987   -181,119:   -10,175    -19,043
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       10.5        4.8       60.9       62.3       79.7       77.7:      20.3       22.3
Old  :     100.0:      14.1       10.5        4.8       60.9       62.3       79.7       77.7:      20.3       22.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       157:        32         25         30         73         87        116        131:
Old  :       157:        32         25         30         73         87        116        131:
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  :                 26.6       19.6       37.0       28.0       21.4       15.9       29.9       22.5
Old  :                 26.6       19.6       37.0       28.0       21.4       15.9       29.9       22.5
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, August 31, 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  : 1,307,899:   150,377     17,829    687,492    429,812    547,499  1,267,681  1,252,821:    40,218     55,078
Old  : 1,307,899:   150,377     17,829    687,492    429,812    547,499  1,267,681  1,252,821:    40,218     55,078
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 24, 2010                      :
     :    13,166:    13,741      1,605     -4,489     10,374     18,782     19,626     15,897:    -6,460     -2,731
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5        1.4       52.6       32.9       41.9       96.9       95.8:       3.1        4.2
Old  :     100.0:      11.5        1.4       52.6       32.9       41.9       96.9       95.8:       3.1        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:        38         17         43         59         55        111        101:
Old  :       119:        38         17         43         59         55        111        101:
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  :                 43.5       38.0       59.8       58.1       12.3       11.3       15.6       15.6
Old  :                 43.5       38.0       59.8       58.1       12.3       11.3       15.6       15.6
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, August 31, 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  :    43,975:     9,249      5,360        456     27,739     32,975     37,444     38,791:     6,531      5,184
Old  :    43,975:     9,249      5,360        456     27,739     32,975     37,444     38,791:     6,531      5,184
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 24, 2010                      :
     :    -1,447:      -652        727       -128        102     -1,883       -678     -1,284:      -768       -163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       12.2        1.0       63.1       75.0       85.1       88.2:      14.9       11.8
Old  :     100.0:      21.0       12.2        1.0       63.1       75.0       85.1       88.2:      14.9       11.8
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  :        99:        32         13         11         31         33         67         53:
Old  :        99:        32         13         11         31         33         67         53:
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       35.6       45.0       57.9       32.2       35.6       44.2       55.7
Old  :                 32.9       35.6       45.0       57.9       32.2       35.6       44.2       55.7
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, August 31, 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  :    87,950:    18,497     10,720        911     55,479     65,951     74,887     77,582:    13,062     10,368
Old  :    87,950:    18,497     10,720        911     55,479     65,951     74,887     77,582:    13,062     10,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 24, 2010                      :
     :    -2,894:    -1,304      1,454       -257        204     -3,765     -1,357     -2,568:    -1,537       -326
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       12.2        1.0       63.1       75.0       85.1       88.2:      14.9       11.8
Old  :     100.0:      21.0       12.2        1.0       63.1       75.0       85.1       88.2:      14.9       11.8
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  :        99:        32         13         11         31         33         67         53:
Old  :        99:        32         13         11         31         33         67         53:
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       35.6       45.0       57.9       32.2       35.6       44.2       55.7
Old  :                 32.9       35.6       45.0       57.9       32.2       35.6       44.2       55.7
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, August 31, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    14,715:       946      1,654      1,270     12,242     11,649     14,458     14,573:       257        142
Old  :    14,715:       946      1,654      1,270     12,242     11,649     14,458     14,573:       257        142
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 24, 2010                      :
     :     1,946:       -53        331        974      1,004        696      1,925      2,001:        21        -55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       11.2        8.6       83.2       79.2       98.3       99.0:       1.7        1.0
Old  :     100.0:       6.4       11.2        8.6       83.2       79.2       98.3       99.0:       1.7        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         4          7          1          9         17         14         24:
Old  :        33:         4          7          1          9         17         14         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.2       59.0       93.2       81.3       55.5       39.2       65.5       54.6
Old  :                 77.2       59.0       93.2       81.3       55.5       39.2       65.5       54.6
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, August 31, 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  :    41,078:     2,054      4,050        250     38,492     36,632     40,796     40,932:       282        146
Old  :    41,078:     2,054      4,050        250     38,492     36,632     40,796     40,932:       282        146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 24, 2010                      :
     :      -560:       166       -603        -90       -665        127       -589       -566:        29          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        9.9        0.6       93.7       89.2       99.3       99.6:       0.7        0.4
Old  :     100.0:       5.0        9.9        0.6       93.7       89.2       99.3       99.6:       0.7        0.4
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  :        28:         4          2          1          5         19         10         21:
Old  :        28:         4          2          1          5         19         10         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  :                 95.0       69.8       98.9       89.1       90.7       69.2       94.2       86.6
Old  :                 95.0       69.8       98.9       89.1       90.7       69.2       94.2       86.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 3, 2010