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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, June 29, 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  :   455,011:    83,471    130,590     55,141    283,417    212,538    422,029    398,269:    32,982     56,742
Old  :   377,801:    79,024    105,138     45,161    224,552    185,425    348,737    335,724:    29,064     42,077
Other:    77,210:    11,315     32,320      3,112     58,865     27,113     73,292     62,545:     3,918     14,665
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :   -24,124:    -3,555     -5,319     -8,354     -7,298     -8,564    -19,207    -22,237:    -4,917     -1,887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       28.7       12.1       62.3       46.7       92.8       87.5:       7.2       12.5
Old  :     100.0:      20.9       27.8       12.0       59.4       49.1       92.3       88.9:       7.7       11.1
Other:     100.0:      14.7       41.9        4.0       76.2       35.1       94.9       81.0:       5.1       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       387:       110        139        126         73         96        269        300:
Old  :       378:       122        128        118         69         89        261        286:
Other:       159:        19         48         18         36         67         71        125:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.0       19.8       41.3       30.0       23.9       15.8       39.4       23.2
Old  :                 28.8       23.8       43.3       35.0       28.1       22.8       41.8       32.7
Other:                 52.0       24.5       68.9       38.6       51.7       23.2       68.0       37.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, June 29, 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  : 1,133,201:   242,470    232,642    164,689    610,036    490,647  1,017,195    887,978:   116,006    245,223
Old  :   429,404:    94,625    133,889     21,585    262,822    197,866    379,032    353,340:    50,372     76,064
Other:   703,797:   203,663    154,571     87,286    347,214    292,781    638,163    534,638:    65,634    169,159
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :   -68,294:   -41,574     43,595    -27,642      5,070    -71,640    -64,146    -55,687:    -4,148    -12,607
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       20.5       14.5       53.8       43.3       89.8       78.4:      10.2       21.6
Old  :     100.0:      22.0       31.2        5.0       61.2       46.1       88.3       82.3:      11.7       17.7
Other:     100.0:      28.9       22.0       12.4       49.3       41.6       90.7       76.0:       9.3       24.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       712:       173        162        188        181        280        469        571:
Old  :       581:       124        138         66        128        229        299        404:
Other:       637:       175        152        100        130        254        350        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  :                 17.8       12.0       27.6       17.5       17.5       10.3       27.1       14.7
Old  :                 31.6       12.4       42.9       20.9       31.6       12.1       42.9       20.3
Other:                 18.6       15.0       27.1       21.1       18.3       14.1       26.7       18.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, June 29, 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  :    14,748:     2,129        952        521      9,411     11,553     12,061     13,026:     2,687      1,722
Old  :    14,748:     2,129        952        521      9,411     11,553     12,061     13,026:     2,687      1,722
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :      -912:        68        -68       -651       -460          9     -1,043       -710:       131       -202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        6.5        3.5       63.8       78.3       81.8       88.3:      18.2       11.7
Old  :     100.0:      14.4        6.5        3.5       63.8       78.3       81.8       88.3:      18.2       11.7
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  :        42:        14          4          7         17         13         34         22:
Old  :        42:        14          4          7         17         13         34         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  :                 36.2       56.1       56.8       71.9       32.0       43.4       46.1       56.7
Old  :                 36.2       56.1       56.8       71.9       32.0       43.4       46.1       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, June 29, 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  :   440,453:    95,317     70,866     65,795    239,742    216,555    400,854    353,216:    39,599     87,237
Old  :    81,523:    28,980      4,231        846     40,531     64,739     70,357     69,816:    11,166     11,707
Other:   358,930:    80,168     80,466     51,118    199,211    151,816    330,497    283,400:    28,433     75,530
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :   -18,643:   -17,027      2,443        194      4,242    -19,831    -12,591    -17,194:    -6,052     -1,449
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       16.1       14.9       54.4       49.2       91.0       80.2:       9.0       19.8
Old  :     100.0:      35.5        5.2        1.0       49.7       79.4       86.3       85.6:      13.7       14.4
Other:     100.0:      22.3       22.4       14.2       55.5       42.3       92.1       79.0:       7.9       21.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       448:       137        113        123        109        161        311        352:
Old  :       266:        89         34         20         74        104        171        153:
Other:       436:       126        125         96         71        149        249        329:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       18.8       32.0       24.9       19.7       17.4       31.0       21.3
Old  :                 34.1       40.8       42.3       52.9       34.0       40.8       41.2       49.6
Other:                 21.8       15.9       34.6       21.9       21.3       14.1       34.0       18.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, June 29, 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  :    16,929:    13,621        485        200          9      3,822     13,830      4,507:     3,099     12,422
Old  :     1,073:       408         79        109          9         51        526        239:       547        834
Other:    15,856:    13,277        470         27          0      3,771     13,304      4,268:     2,552     11,588
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :    -1,041:    -1,059        -25         62         -2       -192       -999       -155:       -42       -886
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.5        2.9        1.2        0.1       22.6       81.7       26.6:      18.3       73.4
Old  :     100.0:      38.0        7.4       10.2        0.8        4.8       49.0       22.3:      51.0       77.7
Other:     100.0:      83.7        3.0        0.2        0.0       23.8       83.9       26.9:      16.1       73.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        11          2          7          2         11         14         19:
Old  :        15:         5          3          3          2          5          9         10:
Other:        24:        11          2          4          0         11         12         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 62.1       13.0       77.2       20.2       62.1       13.0       76.2       20.1
Old  :                 39.8       18.6       48.6       22.0       36.1       10.0       38.4       11.6
Other:                 64.1       13.8       79.4       21.3       64.1       13.8       79.4       21.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, June 29, 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  :   292,176:    50,709     70,246     41,212    177,487    152,278    269,408    263,736:    22,768     28,440
Old  :   114,213:    18,484     21,477     19,617     67,721     60,074    105,822    101,168:     8,391     13,045
Other:   177,963:    45,005     61,549      8,815    109,766     92,204    163,586    162,568:    14,377     15,395
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :   -15,909:    -3,514     14,405     -4,277     -3,101    -23,036    -10,892    -12,908:    -5,017     -3,001
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       24.0       14.1       60.7       52.1       92.2       90.3:       7.8        9.7
Old  :     100.0:      16.2       18.8       17.2       59.3       52.6       92.7       88.6:       7.3       11.4
Other:     100.0:      25.3       34.6        5.0       61.7       51.8       91.9       91.3:       8.1        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        59         82         76         65         51        184        178:
Old  :       167:        46         42         37         55         42        127        105:
Other:       211:        64         75         37         52         41        135        136:
     :----------------------------------------------------------------------------------------------------
     :             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       24.9       32.0       33.5       17.0       21.1       26.9       27.5
Old  :                 33.2       26.1       43.8       36.9       24.5       20.9       33.7       29.7
Other:                 24.6       31.2       38.8       39.3       23.8       30.7       38.0       38.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, June 29, 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  :   652,433:    72,345    129,229     10,909    436,203    392,027    519,457    532,165:   132,976    120,268
Old  :   652,433:    72,345    129,229     10,909    436,203    392,027    519,457    532,165:   132,976    120,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :    19,259:    -5,746      4,120         39     29,169      7,496     23,462     11,655:    -4,203      7,604
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       19.8        1.7       66.9       60.1       79.6       81.6:      20.4       18.4
Old  :     100.0:      11.1       19.8        1.7       66.9       60.1       79.6       81.6:      20.4       18.4
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  :       158:        30         26         13         63         77        104        105:
Old  :       158:        30         26         13         63         77        104        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       21.7       33.9       35.1       21.0       19.9       32.2       32.7
Old  :                 22.5       21.7       33.9       35.1       21.0       19.9       32.2       32.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, June 29, 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  :   145,446:     8,162     23,961        102     99,016    105,089    107,280    129,152:    38,166     16,294
Old  :   145,446:     8,162     23,961        102     99,016    105,089    107,280    129,152:    38,166     16,294
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :     2,532:       400      4,303         43        910       -869      1,353      3,477:     1,179       -945
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       16.5        0.1       68.1       72.3       73.8       88.8:      26.2       11.2
Old  :     100.0:       5.6       16.5        0.1       68.1       72.3       73.8       88.8:      26.2       11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         3          7          1         17         15         21         22:
Old  :        34:         3          7          1         17         15         21         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  :                 43.9       61.6       57.8       71.0       41.5       60.2       55.3       69.5
Old  :                 43.9       61.6       57.8       71.0       41.5       60.2       55.3       69.5
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 - Futures Only, June 29, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    11,551:     1,557        344        609      8,941     10,346     11,107     11,299:       444        252
Old  :    11,551:     1,557        344        609      8,941     10,346     11,107     11,299:       444        252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :       -97:       144       -371         61       -365        182       -160       -128:        63         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        3.0        5.3       77.4       89.6       96.2       97.8:       3.8        2.2
Old  :     100.0:      13.5        3.0        5.3       77.4       89.6       96.2       97.8:       3.8        2.2
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  :        33:         9          4          3         19         19         30         24:
Old  :        33:         9          4          3         19         19         30         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  :                 57.6       66.3       71.5       83.4       16.0       21.3       23.2       27.5
Old  :                 57.6       66.3       71.5       83.4       16.0       21.3       23.2       27.5
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 - Futures Only, June 29, 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  :   194,244:    67,732     15,175     16,221     72,706    137,250    156,659    168,646:    37,585     25,598
Old  :    71,251:    19,319      5,120      2,434     33,773     48,551     55,526     56,105:    15,725     15,146
Other:   122,993:    54,195     15,837      8,005     38,933     88,699    101,133    112,541:    21,860     10,452
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :    -7,187:     2,788     -2,030       -896     -4,111     -3,198     -2,219     -6,124:    -4,968     -1,063
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9        7.8        8.4       37.4       70.7       80.7       86.8:      19.3       13.2
Old  :     100.0:      27.1        7.2        3.4       47.4       68.1       77.9       78.7:      22.1       21.3
Other:     100.0:      44.1       12.9        6.5       31.7       72.1       82.2       91.5:      17.8        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        69         28         41         58         58        154        112:
Old  :       122:        35         21         16         48         47         92         78:
Other:       155:        58         29         28         50         41        127         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  :                 13.2       45.1       22.0       54.1       10.2       38.0       18.4       44.8
Old  :                 27.3       30.1       37.8       42.2       27.3       29.3       36.8       38.5
Other:                 14.0       56.4       24.3       65.9       13.9       54.9       24.2       62.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, June 29, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    14,181:     3,405      3,629      1,224      7,283      6,747     11,912     11,600:     2,269      2,581
Old  :     1,048:       366        348          0        461        393        827        741:       221        307
Other:    13,133:     3,295      3,537        968      6,822      6,354     11,085     10,859:     2,048      2,274
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :      -801:      -412        -51        304        -99       -926       -207       -673:      -594       -128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       25.6        8.6       51.4       47.6       84.0       81.8:      16.0       18.2
Old  :     100.0:      34.9       33.2        0.0       44.0       37.5       78.9       70.7:      21.1       29.3
Other:     100.0:      25.1       26.9        7.4       51.9       48.4       84.4       82.7:      15.6       17.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        23         19         13         23         18         53         45:
Old  :        20:         9          3          0          5          3         14          6:
Other:        70:        19         21         10         21         18         48         43:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 39.2       29.0       52.6       47.3       39.2       27.0       51.6       43.2
Old  :                 55.1       68.3       73.1       70.7       55.1       68.3       73.1       70.7
Other:                 42.3       28.8       56.2       48.2       42.3       26.8       55.3       44.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, June 29, 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  :   900,951:   227,191    205,923     24,597    555,132    544,609    806,920    775,129:    94,031    125,822
Old  :   900,951:   227,191    205,923     24,597    555,132    544,609    806,920    775,129:    94,031    125,822
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :    -7,799:   -10,945     18,285      1,454      6,670    -31,079     -2,821    -11,340:    -4,978      3,541
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       22.9        2.7       61.6       60.4       89.6       86.0:      10.4       14.0
Old  :     100.0:      25.2       22.9        2.7       61.6       60.4       89.6       86.0:      10.4       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        25         60         17         63        112        102        176:
Old  :       219:        25         60         17         63        112        102        176:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.0       14.6       51.7       22.7       42.7       12.0       51.3       19.4
Old  :                 43.0       14.6       51.7       22.7       42.7       12.0       51.3       19.4
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 - Futures Only, June 29, 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  : 1,699,915:   130,037    291,375     29,043  1,259,420  1,070,451  1,418,500  1,390,869:   281,415    309,046
Old  : 1,699,915:   130,037    291,375     29,043  1,259,420  1,070,451  1,418,500  1,390,869:   281,415    309,046
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :    -6,719:   -21,011      3,515    -10,220      7,470      1,641    -23,761     -5,064:    17,042     -1,655
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       17.1        1.7       74.1       63.0       83.4       81.8:      16.6       18.2
Old  :     100.0:       7.6       17.1        1.7       74.1       63.0       83.4       81.8:      16.6       18.2
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  :       251:        28         52         21         99        126        142        184:
Old  :       251:        28         52         21         99        126        142        184:
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  :                 44.6       20.3       51.9       30.7       42.6       18.7       48.8       27.5
Old  :                 44.6       20.3       51.9       30.7       42.6       18.7       48.8       27.5
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 - Futures Only, June 29, 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  :   907,720:   141,683    100,332     13,845    550,399    579,771    705,927    693,948:   201,793    213,772
Old  :   907,720:   141,683    100,332     13,845    550,399    579,771    705,927    693,948:   201,793    213,772
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :   -48,103:   -25,217     -3,123     -3,488    -20,228    -32,396    -48,933    -39,007:       830     -9,096
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       11.1        1.5       60.6       63.9       77.8       76.4:      22.2       23.6
Old  :     100.0:      15.6       11.1        1.5       60.6       63.9       77.8       76.4:      22.2       23.6
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  :       157:        27         26         12         64         80         97        112:
Old  :       157:        27         26         12         64         80         97        112:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       21.3       32.6       31.9       17.6       16.1       24.7       24.1
Old  :                 22.4       21.3       32.6       31.9       17.6       16.1       24.7       24.1
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 - Futures Only, June 29, 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  :   654,373:   178,732     15,341     59,906    373,016    515,013    611,654    590,260:    42,719     64,113
Old  :   654,373:   178,732     15,341     59,906    373,016    515,013    611,654    590,260:    42,719     64,113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :   -10,256:     2,749     -3,566     -3,665    -12,241     -7,357    -13,157    -14,588:     2,901      4,332
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        2.3        9.2       57.0       78.7       93.5       90.2:       6.5        9.8
Old  :     100.0:      27.3        2.3        9.2       57.0       78.7       93.5       90.2:       6.5        9.8
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  :       110:        27         13         30         50         52         90         88:
Old  :       110:        27         13         30         50         52         90         88:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       38.2       51.0       52.2       26.8       20.7       35.6       29.3
Old  :                 31.0       38.2       51.0       52.2       26.8       20.7       35.6       29.3
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 - Futures Only, June 29, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    41,448:     7,324      3,125        418     27,923     32,267     35,665     35,810:     5,783      5,638
Old  :    41,448:     7,324      3,125        418     27,923     32,267     35,665     35,810:     5,783      5,638
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :     3,905:     1,619       -868        -25      1,189      5,106      2,783      4,213:     1,122       -308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        7.5        1.0       67.4       77.8       86.0       86.4:      14.0       13.6
Old  :     100.0:      17.7        7.5        1.0       67.4       77.8       86.0       86.4:      14.0       13.6
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  :        86:        21         11          5         34         25         58         38:
Old  :        86:        21         11          5         34         25         58         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  :                 37.7       47.0       49.6       66.5       36.9       47.0       48.5       65.2
Old  :                 37.7       47.0       49.6       66.5       36.9       47.0       48.5       65.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, June 29, 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  :    82,896:    14,648      6,250        836     55,846     64,534     71,330     71,620:    11,566     11,276
Old  :    82,896:    14,648      6,250        836     55,846     64,534     71,330     71,620:    11,566     11,276
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :     7,810:     3,238     -1,736        -50      2,378     10,211      5,566      8,425:     2,244       -615
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        7.5        1.0       67.4       77.8       86.0       86.4:      14.0       13.6
Old  :     100.0:      17.7        7.5        1.0       67.4       77.8       86.0       86.4:      14.0       13.6
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  :        86:        21         11          5         34         25         58         38:
Old  :        86:        21         11          5         34         25         58         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  :                 37.7       47.0       49.6       66.5       36.9       47.0       48.5       65.2
Old  :                 37.7       47.0       49.6       66.5       36.9       47.0       48.5       65.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, June 29, 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  :    14,710:     2,806        743         53     11,595     13,746     14,454     14,542:       256        168
Old  :    14,710:     2,806        743         53     11,595     13,746     14,454     14,542:       256        168
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :       360:      -866         -3          0      1,219        387        353        384:         7        -24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        5.1        0.4       78.8       93.4       98.3       98.9:       1.7        1.1
Old  :     100.0:      19.1        5.1        0.4       78.8       93.4       98.3       98.9:       1.7        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         4          7          1          8         18         12         26:
Old  :        35:         4          7          1          8         18         12         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  :                 77.4       69.5       96.2       82.9       77.1       69.5       91.9       81.2
Old  :                 77.4       69.5       96.2       82.9       77.1       69.5       91.9       81.2
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 - Futures Only, June 29, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    32,784:     2,719      4,110          0     29,820     28,575     32,539     32,685:       245         99
Old  :    32,784:     2,719      4,110          0     29,820     28,575     32,539     32,685:       245         99
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :     1,382:    -1,514      1,370          0      2,906         -4      1,392      1,366:       -10         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       12.5        0.0       91.0       87.2       99.3       99.7:       0.7        0.3
Old  :     100.0:       8.3       12.5        0.0       91.0       87.2       99.3       99.7:       0.7        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         8          4          0          7         15         15         19:
Old  :        34:         8          4          0          7         15         15         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  :                 90.0       74.4       97.2       89.1       90.0       74.4       97.2       89.1
Old  :                 90.0       74.4       97.2       89.1       90.0       74.4       97.2       89.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 2, 2010