```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   454,067:    81,977    117,194     53,824    285,335    223,567    421,136    394,585:    32,931     59,482
Old  :   371,525:    75,901     90,299     43,383    223,194    194,178    342,478    327,860:    29,047     43,665
Other:    82,542:    12,240     33,059      4,277     62,141     29,389     78,658     66,725:     3,884     15,817
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :      -944:    -1,494    -13,396     -1,317      1,918     11,029       -893     -3,684:       -51      2,740
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       25.8       11.9       62.8       49.2       92.7       86.9:       7.3       13.1
Old  :     100.0:      20.4       24.3       11.7       60.1       52.3       92.2       88.2:       7.8       11.8
Other:     100.0:      14.8       40.1        5.2       75.3       35.6       95.3       80.8:       4.7       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       391:       105        149        126         65        104        265        302:
Old  :       382:       111        140        116         58         96        253        285:
Other:       162:        16         51         23         34         70         71        132:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       18.8       41.5       29.4       23.9       14.0       38.5       21.7
Old  :                 29.4       22.8       43.8       34.0       28.7       21.3       41.5       31.1
Other:                 50.4       23.9       67.0       37.8       50.1       22.1       65.8       35.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,100,697:   256,303    182,986    149,424    580,121    513,847    985,848    846,257:   114,849    254,440
Old  :   397,480:    96,622    108,405     10,017    245,785    204,804    352,424    323,226:    45,056     74,254
Other:   703,217:   206,889    121,789     92,199    334,336    309,043    633,424    523,031:    69,793    180,186
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :   -32,504:    13,833    -49,656    -15,265    -29,915     23,200    -31,347    -41,721:    -1,157      9,217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       16.6       13.6       52.7       46.7       89.6       76.9:      10.4       23.1
Old  :     100.0:      24.3       27.3        2.5       61.8       51.5       88.7       81.3:      11.3       18.7
Other:     100.0:      29.4       17.3       13.1       47.5       43.9       90.1       74.4:       9.9       25.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       687:       166        164        160        154        285        418        543:
Old  :       540:       111        119         29         91        231        222        368:
Other:       629:       164        146         91        124        266        336        462:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       12.0       28.1       17.6       18.0       10.7       27.8       14.9
Old  :                 34.4       13.9       46.8       21.9       34.3       13.6       46.7       21.2
Other:                 18.1       14.1       26.8       19.9       17.9       12.7       26.2       16.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    11,614:     1,886        862        443      6,721      8,810      9,050     10,115:     2,564      1,499
Old  :    11,614:     1,886        862        443      6,721      8,810      9,050     10,115:     2,564      1,499
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :    -3,134:      -243        -90        -78     -2,690     -2,743     -3,011     -2,911:      -123       -223
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        7.4        3.8       57.9       75.9       77.9       87.1:      22.1       12.9
Old  :     100.0:      16.2        7.4        3.8       57.9       75.9       77.9       87.1:      22.1       12.9
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  :        41:        13          3          6         16         11         32         20:
Old  :        41:        13          3          6         16         11         32         20:
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  :                 35.6       52.2       52.4       71.1       33.1       40.7       45.9       58.6
Old  :                 35.6       52.2       52.4       71.1       33.1       40.7       45.9       58.6
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   450,536:    96,870     83,847     64,765    247,140    218,022    408,775    366,634:    41,761     83,902
Old  :    73,443:    27,186      3,612        762     35,915     59,481     63,863     63,855:     9,580      9,588
Other:   377,093:    83,509     94,060     50,178    211,225    158,541    344,912    302,779:    32,181     74,314
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :    10,083:     1,553     12,981     -1,030      7,398      1,467      7,921     13,418:     2,162     -3,335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       18.6       14.4       54.9       48.4       90.7       81.4:       9.3       18.6
Old  :     100.0:      37.0        4.9        1.0       48.9       81.0       87.0       86.9:      13.0       13.1
Other:     100.0:      22.1       24.9       13.3       56.0       42.0       91.5       80.3:       8.5       19.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       449:       135        119        121        103        163        303        357:
Old  :       256:        84         36         11         62         97        151        140:
Other:       443:       128        127         96         74        152        253        338:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.4       19.5       31.1       25.9       19.5       18.0       30.2       22.3
Old  :                 37.8       43.5       45.6       56.0       37.1       43.5       44.0       52.7
Other:                 20.7       16.7       32.4       23.3       20.3       15.5       32.0       20.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    17,282:    13,690        730        297          9      3,855     13,996      4,882:     3,286     12,400
Old  :     1,015:       237         62        105          9         56        351        223:       664        792
Other:    16,267:    13,510        725        135          0      3,799     13,645      4,659:     2,622     11,608
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :       353:        69        245         97          0         33        166        375:       187        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.2        4.2        1.7        0.1       22.3       81.0       28.2:      19.0       71.8
Old  :     100.0:      23.3        6.1       10.3        0.9        5.5       34.6       22.0:      65.4       78.0
Other:     100.0:      83.1        4.5        0.8        0.0       23.4       83.9       28.6:      16.1       71.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        13          3          7          2         11         16         20:
Old  :        15:         5          4          2          2          5          9          9:
Other:        27:        13          3          5          0         11         14         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.7       12.9       74.6       19.9       60.1       12.9       73.1       19.8
Old  :                 24.9       19.0       34.2       21.9       21.1        8.7       23.7       11.0
Other:                 63.3       13.6       77.4       20.9       62.7       13.6       76.8       20.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   292,809:    53,673     79,123     35,179    179,585    147,191    268,437    261,493:    24,372     31,316
Old  :   109,726:    16,550     19,966     15,997     69,427     61,331    101,974     97,294:     7,752     12,432
Other:   183,083:    47,258     69,292      9,047    110,158     85,860    166,463    164,199:    16,620     18,884
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :       633:     2,964      8,877     -6,033      2,098     -5,087       -971     -2,243:     1,604      2,876
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       27.0       12.0       61.3       50.3       91.7       89.3:       8.3       10.7
Old  :     100.0:      15.1       18.2       14.6       63.3       55.9       92.9       88.7:       7.1       11.3
Other:     100.0:      25.8       37.8        4.9       60.2       46.9       90.9       89.7:       9.1       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:        63         84         58         65         53        167        170:
Old  :       150:        38         38         23         55         45        106         95:
Other:       218:        66         76         37         55         42        141        139:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       23.1       32.0       32.3       16.0       21.0       26.1       27.7
Old  :                 38.9       27.1       51.8       40.1       32.1       21.7       42.2       32.2
Other:                 23.0       27.5       37.1       36.4       22.7       26.9       36.5       35.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   662,203:    77,501    133,016      8,840    430,214    396,488    516,555    538,344:   145,648    123,859
Old  :   662,203:    77,501    133,016      8,840    430,214    396,488    516,555    538,344:   145,648    123,859
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :     9,770:     5,156      3,787     -2,069     -5,989      4,461     -2,902      6,179:    12,672      3,591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       20.1        1.3       65.0       59.9       78.0       81.3:      22.0       18.7
Old  :     100.0:      11.7       20.1        1.3       65.0       59.9       78.0       81.3:      22.0       18.7
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  :       156:        30         26         11         62         74        101        102:
Old  :       156:        30         26         11         62         74        101        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       22.0       34.0       34.8       20.9       20.3       31.7       32.8
Old  :                 23.2       22.0       34.0       34.8       20.9       20.3       31.7       32.8
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   151,699:    13,323     24,738         84    101,101    110,253    114,508    135,075:    37,191     16,624
Old  :   151,699:    13,323     24,738         84    101,101    110,253    114,508    135,075:    37,191     16,624
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :     6,253:     5,161        777        -18      2,085      5,164      7,228      5,923:      -975        330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       16.3        0.1       66.6       72.7       75.5       89.0:      24.5       11.0
Old  :     100.0:       8.8       16.3        0.1       66.6       72.7       75.5       89.0:      24.5       11.0
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  :        37:         4          6          1         17         19         22         25:
Old  :        37:         4          6          1         17         19         22         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.2       57.8       58.3       68.8       40.8       57.3       55.9       68.3
Old  :                 43.2       57.8       58.3       68.8       40.8       57.3       55.9       68.3
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 - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    12,160:     1,565        355        734      9,489     10,924     11,788     12,013:       372        147
Old  :    12,160:     1,565        355        734      9,489     10,924     11,788     12,013:       372        147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :       609:         8         11        125        548        578        681        714:       -72       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        2.9        6.0       78.0       89.8       96.9       98.8:       3.1        1.2
Old  :     100.0:      12.9        2.9        6.0       78.0       89.8       96.9       98.8:       3.1        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         8          5          4         17         20         29         25:
Old  :        34:         8          5          4         17         20         29         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.8       66.4       73.0       83.0       16.7       21.6       23.9       28.2
Old  :                 58.8       66.4       73.0       83.0       16.7       21.6       23.9       28.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   192,292:    63,227     14,839     16,305     75,236    135,102    154,768    166,246:    37,524     26,046
Old  :    69,816:    19,532      4,760      3,115     32,278     47,231     54,925     55,106:    14,891     14,710
Other:   122,476:    48,899     15,283      7,986     42,958     87,871     99,843    111,140:    22,633     11,336
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :    -1,952:    -4,505       -336         84      2,530     -2,148     -1,891     -2,400:       -61        448
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9        7.7        8.5       39.1       70.3       80.5       86.5:      19.5       13.5
Old  :     100.0:      28.0        6.8        4.5       46.2       67.7       78.7       78.9:      21.3       21.1
Other:     100.0:      39.9       12.5        6.5       35.1       71.7       81.5       90.7:      18.5        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        65         28         37         60         56        147        109:
Old  :       121:        35         18         18         48         46         92         76:
Other:       150:        56         25         28         52         38        123         83:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.6       46.0       23.5       54.5       10.3       37.6       18.8       44.4
Old  :                 29.5       31.9       40.8       44.3       29.5       29.7       40.5       41.4
Other:                 14.0       57.1       26.0       65.3       13.5       54.3       25.5       61.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    13,608:     2,921      3,689      1,156      7,057      6,461     11,134     11,306:     2,474      2,302
Old  :    13,608:     2,921      3,689      1,156      7,057      6,461     11,134     11,306:     2,474      2,302
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :      -573:      -484         60        -68       -226       -286       -778       -294:       205       -279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       27.1        8.5       51.9       47.5       81.8       83.1:      18.2       16.9
Old  :     100.0:      21.5       27.1        8.5       51.9       47.5       81.8       83.1:      18.2       16.9
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  :        69:        17         19         11         21         20         46         44:
Old  :        69:        17         19         11         21         20         46         44:
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  :                 41.1       29.0       54.6       49.2       41.1       27.1       54.1       46.3
Old  :                 41.1       29.0       54.6       49.2       41.1       27.1       54.1       46.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   870,380:   171,413    205,679     23,527    574,856    521,003    769,796    750,209:   100,584    120,171
Old  :   870,380:   171,413    205,679     23,527    574,856    521,003    769,796    750,209:   100,584    120,171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :   -30,571:   -55,778       -244     -1,070     19,724    -23,606    -37,124    -24,920:     6,553     -5,651
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       23.6        2.7       66.0       59.9       88.4       86.2:      11.6       13.8
Old  :     100.0:      19.7       23.6        2.7       66.0       59.9       88.4       86.2:      11.6       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       226:        29         62         19         64        112        106        181:
Old  :       226:        29         62         19         64        112        106        181:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.8       14.0       48.0       22.0       38.4       11.6       47.2       19.5
Old  :                 38.8       14.0       48.0       22.0       38.4       11.6       47.2       19.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,722,092:   179,284    294,724     24,106  1,223,093  1,087,083  1,426,483  1,405,913:   295,609    316,179
Old  : 1,722,092:   179,284    294,724     24,106  1,223,093  1,087,083  1,426,483  1,405,913:   295,609    316,179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :    22,177:    49,247      3,349     -4,937    -36,327     16,632      7,983     15,044:    14,194      7,133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       17.1        1.4       71.0       63.1       82.8       81.6:      17.2       18.4
Old  :     100.0:      10.4       17.1        1.4       71.0       63.1       82.8       81.6:      17.2       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  :       247:        34         54         19         95        118        142        178:
Old  :       247:        34         54         19         95        118        142        178:
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  :                 43.7       19.7       50.8       29.6       42.6       17.9       49.0       26.1
Old  :                 43.7       19.7       50.8       29.6       42.6       17.9       49.0       26.1
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   932,965:   176,740     97,522      7,940    524,615    594,948    709,295    700,410:   223,670    232,555
Old  :   932,965:   176,740     97,522      7,940    524,615    594,948    709,295    700,410:   223,670    232,555
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :    25,245:    35,057     -2,810     -5,905    -25,784     15,177      3,368      6,462:    21,877     18,783
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       10.5        0.9       56.2       63.8       76.0       75.1:      24.0       24.9
Old  :     100.0:      18.9       10.5        0.9       56.2       63.8       76.0       75.1:      24.0       24.9
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  :       157:        24         27         10         62         83         91        115:
Old  :       157:        24         27         10         62         83         91        115:
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  :                 21.0       21.4       31.5       31.2       18.4       17.2       27.4       24.7
Old  :                 21.0       21.4       31.5       31.2       18.4       17.2       27.4       24.7
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   593,842:   174,587     15,822     43,233    334,063    476,071    551,883    535,126:    41,959     58,716
Old  :   593,842:   174,587     15,822     43,233    334,063    476,071    551,883    535,126:    41,959     58,716
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :   -60,531:    -4,145        481    -16,673    -38,953    -38,942    -59,771    -55,134:      -760     -5,397
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4        2.7        7.3       56.3       80.2       92.9       90.1:       7.1        9.9
Old  :     100.0:      29.4        2.7        7.3       56.3       80.2       92.9       90.1:       7.1        9.9
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  :       108:        24         13         29         48         54         87         88:
Old  :       108:        24         13         29         48         54         87         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  :                 31.7       38.6       51.3       52.3       27.4       21.9       36.8       31.0
Old  :                 31.7       38.6       51.3       52.3       27.4       21.9       36.8       31.0
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    40,783:     6,616      4,764        136     27,977     29,880     34,729     34,780:     6,054      6,003
Old  :    40,783:     6,616      4,764        136     27,977     29,880     34,729     34,780:     6,054      6,003
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :      -666:      -708      1,639       -282         54     -2,387       -936     -1,030:       271        365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       11.7        0.3       68.6       73.3       85.2       85.3:      14.8       14.7
Old  :     100.0:      16.2       11.7        0.3       68.6       73.3       85.2       85.3:      14.8       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        23         12          3         30         24         54         38:
Old  :        82:        23         12          3         30         24         54         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  :                 39.4       43.3       50.4       63.4       38.5       43.3       49.3       62.6
Old  :                 39.4       43.3       50.4       63.4       38.5       43.3       49.3       62.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    81,565:    13,232      9,528        272     55,954     59,760     69,458     69,560:    12,107     12,005
Old  :    81,565:    13,232      9,528        272     55,954     59,760     69,458     69,560:    12,107     12,005
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :    -1,331:    -1,416      3,278       -564        108     -4,774     -1,872     -2,060:       541        729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       11.7        0.3       68.6       73.3       85.2       85.3:      14.8       14.7
Old  :     100.0:      16.2       11.7        0.3       68.6       73.3       85.2       85.3:      14.8       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        23         12          3         30         24         54         38:
Old  :        82:        23         12          3         30         24         54         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  :                 39.4       43.3       50.4       63.4       38.5       43.3       49.3       62.6
Old  :                 39.4       43.3       50.4       63.4       38.5       43.3       49.3       62.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    14,786:     3,283        785         53     11,185     13,797     14,521     14,635:       265        151
Old  :    14,786:     3,283        785         53     11,185     13,797     14,521     14,635:       265        151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :        76:       477         42          0       -410         51         67         93:         9        -17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2        5.3        0.4       75.6       93.3       98.2       99.0:       1.8        1.0
Old  :     100.0:      22.2        5.3        0.4       75.6       93.3       98.2       99.0:       1.8        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         4          8          1          8         18         12         27:
Old  :        36:         4          8          1          8         18         12         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.9       67.1       96.4       82.3       81.5       67.1       93.1       81.1
Old  :                 81.9       67.1       96.4       82.3       81.5       67.1       93.1       81.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    32,698:     3,057      3,155          0     29,336     29,435     32,393     32,590:       305        108
Old  :    32,698:     3,057      3,155          0     29,336     29,435     32,393     32,590:       305        108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :       -86:       338       -955          0       -484        860       -146        -95:        60          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        9.6        0.0       89.7       90.0       99.1       99.7:       0.9        0.3
Old  :     100.0:       9.3        9.6        0.0       89.7       90.0       99.1       99.7:       0.9        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         9          3          0          7         15         16         18:
Old  :        34:         9          3          0          7         15         16         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 88.8       75.4       96.3       89.8       88.8       75.4       96.3       89.8
Old  :                 88.8       75.4       96.3       89.8       88.8       75.4       96.3       89.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 9, 2010