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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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  :   583,891:    87,176     86,909    143,085    313,368    285,741    543,629    515,735:    40,262     68,156
Old  :   490,064:    79,262     63,396    126,911    248,351    249,115    454,524    439,422:    35,540     50,642
Other:    93,827:    14,759     30,359      9,328     65,017     36,626     89,105     76,313:     4,723     17,514
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :    28,660:     4,607     -9,812     14,555      5,922     22,616     25,084     27,360:     3,575      1,300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       14.9       24.5       53.7       48.9       93.1       88.3:       6.9       11.7
Old  :     100.0:      16.2       12.9       25.9       50.7       50.8       92.7       89.7:       7.3       10.3
Other:     100.0:      15.7       32.4        9.9       69.3       39.0       95.0       81.3:       5.0       18.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       420:       135        139        169         87        121        330        337:
Old  :       410:       133        137        162         81        115        317        326:
Other:       185:        36         42         39         42         80        103        146:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.3       16.6       33.0       26.1       18.6       12.6       29.5       17.9
Old  :                 22.0       19.1       33.2       30.3       20.9       16.0       30.4       23.2
Other:                 38.7       20.0       56.5       32.9       37.7       17.5       52.6       29.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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  : 1,559,644:   323,742    115,984    421,591    683,530    715,314  1,428,863  1,252,889:   130,781    306,755
Old  :   526,284:   106,877     85,142    101,246    278,768    271,719    486,891    458,108:    39,393     68,177
Other: 1,033,359:   275,895     89,872    261,315    404,762    443,595    941,972    794,781:    91,388    238,578
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :    77,367:    23,707    -14,425     27,660     32,467     60,731     83,834     73,966:    -6,467      3,401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        7.4       27.0       43.8       45.9       91.6       80.3:       8.4       19.7
Old  :     100.0:      20.3       16.2       19.2       53.0       51.6       92.5       87.0:       7.5       13.0
Other:     100.0:      26.7        8.7       25.3       39.2       42.9       91.2       76.9:       8.8       23.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       767:       215        162        259        206        340        547        657:
Old  :       616:       129        149        122        132        283        328        487:
Other:       716:       211        142        197        169        324        462        586:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       10.3       22.3       15.8       14.5        8.3       21.4       11.8
Old  :                 26.6       12.9       36.4       20.0       26.5       11.4       36.0       17.7
Other:                 14.8       10.7       21.5       16.2       14.3        8.8       20.5       11.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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  :    11,071:       867        772      1,183      6,027      7,787      8,077      9,742:     2,994      1,329
Old  :    11,071:       867        772      1,183      6,027      7,787      8,077      9,742:     2,994      1,329
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :      -130:       -60        -85          6       -340        -11       -395        -91:       265        -39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8        7.0       10.7       54.4       70.3       73.0       88.0:      27.0       12.0
Old  :     100.0:       7.8        7.0       10.7       54.4       70.3       73.0       88.0:      27.0       12.0
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:        10          4          5         17         14         29         21:
Old  :        36:        10          4          5         17         14         29         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       52.1       49.4       70.3       31.3       43.8       41.5       58.5
Old  :                 33.1       52.1       49.4       70.3       31.3       43.8       41.5       58.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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  :   617,391:   132,396     36,499    177,415    254,608    309,084    564,418    522,997:    52,972     94,394
Old  :    76,931:    19,162      3,288     21,796     27,962     44,348     68,920     69,432:     8,011      7,498
Other:   540,460:   123,528     43,505    145,324    226,646    264,736    495,499    453,565:    44,961     86,895
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :    21,241:    26,691     -9,417      4,365     -9,505     28,566     21,550     23,514:      -309     -2,273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        5.9       28.7       41.2       50.1       91.4       84.7:       8.6       15.3
Old  :     100.0:      24.9        4.3       28.3       36.3       57.6       89.6       90.3:      10.4        9.7
Other:     100.0:      22.9        8.0       26.9       41.9       49.0       91.7       83.9:       8.3       16.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       528:       180        135        195        122        186        404        428:
Old  :       281:        69         71         72         73         92        184        193:
Other:       523:       172        145        180         97        182        367        418:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       18.0       23.6       23.5       14.0       15.9       21.9       19.8
Old  :                 24.1       28.8       34.1       39.9       21.7       26.4       30.0       36.5
Other:                 15.4       16.8       24.6       22.4       14.9       14.8       23.0       18.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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  :    21,096:    17,735        845        357         12      4,205     18,104      5,407:     2,992     15,689
Old  :     1,187:       658        325          0          5        106        663        431:       524        756
Other:    19,909:    17,402        845         32          7      4,099     17,441      4,976:     2,468     14,933
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :     1,840:     2,062         50         94         -4        186      2,152        330:      -312      1,510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.1        4.0        1.7        0.1       19.9       85.8       25.6:      14.2       74.4
Old  :     100.0:      55.4       27.4        0.0        0.4        8.9       55.9       36.3:      44.1       63.7
Other:     100.0:      87.4        4.2        0.2        0.0       20.6       87.6       25.0:      12.4       75.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        18          3          7          2         10         20         20:
Old  :        14:         6          5          0          1          3          7          8:
Other:        31:        18          3          4          1         10         19         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 55.7       12.5       72.5       19.0       55.7       12.5       71.4       18.9
Old  :                 52.9       30.9       55.9       36.3       52.9       30.9       55.4       35.9
Other:                 56.4       12.7       73.5       19.6       56.4       12.7       73.4       19.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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  :   330,238:    47,827     58,482     74,746    179,391    172,758    301,964    305,986:    28,273     24,252
Old  :   104,993:    20,261     10,156     27,292     48,385     58,931     95,937     96,379:     9,055      8,614
Other:   225,245:    41,634     62,394     33,386    131,007    113,827    206,027    209,607:    19,218     15,638
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :    -2,872:    -2,558    -10,011      5,046     -6,826      4,386     -4,338       -579:     1,465     -2,293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       17.7       22.6       54.3       52.3       91.4       92.7:       8.6        7.3
Old  :     100.0:      19.3        9.7       26.0       46.1       56.1       91.4       91.8:       8.6        8.2
Other:     100.0:      18.5       27.7       14.8       58.2       50.5       91.5       93.1:       8.5        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       251:        72         77         84         69         64        193        191:
Old  :       161:        59         27         46         52         52        126        112:
Other:       225:        57         88         57         62         53        156        164:
     :----------------------------------------------------------------------------------------------------
     :             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       25.5       29.0       35.4       15.3       21.1       24.4       26.9
Old  :                 28.1       29.5       37.7       42.1       18.6       20.9       24.4       29.4
Other:                 20.8       28.6       32.5       36.6       19.4       25.1       30.8       32.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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  :   771,853:    77,190    133,530     49,333    484,283    441,969    610,806    624,832:   161,047    147,021
Old  :   771,853:    77,190    133,530     49,333    484,283    441,969    610,806    624,832:   161,047    147,021
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :    24,080:   -10,312      2,957      6,360     18,678     -2,023     14,726      7,294:     9,353     16,786
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       17.3        6.4       62.7       57.3       79.1       81.0:      20.9       19.0
Old  :     100.0:      10.0       17.3        6.4       62.7       57.3       79.1       81.0:      20.9       19.0
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  :       163:        32         30         34         78         76        126        124:
Old  :       163:        32         30         34         78         76        126        124:
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  :                 19.4       18.8       28.7       32.1       17.5       17.6       26.6       30.1
Old  :                 19.4       18.8       28.7       32.1       17.5       17.6       26.6       30.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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  :   160,213:    17,055     32,858         75    102,196    109,549    119,326    142,482:    40,887     17,731
Old  :   160,213:    17,055     32,858         75    102,196    109,549    119,326    142,482:    40,887     17,731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :     4,708:     3,732      2,468        -76       -934      2,534      2,722      4,926:     1,986       -217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       20.5        0.0       63.8       68.4       74.5       88.9:      25.5       11.1
Old  :     100.0:      10.6       20.5        0.0       63.8       68.4       74.5       88.9:      25.5       11.1
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  :        38:         5          7          1         17         19         23         26:
Old  :        38:         5          7          1         17         19         23         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  :                 41.8       54.9       55.4       68.7       39.4       52.5       53.0       66.2
Old  :                 41.8       54.9       55.4       68.7       39.4       52.5       53.0       66.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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  :    12,164:     2,049        477        479      9,303     10,982     11,831     11,938:       333        226
Old  :    12,164:     2,049        477        479      9,303     10,982     11,831     11,938:       333        226
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :       172:       354        238        -48         18        -10        324        180:      -152         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8        3.9        3.9       76.5       90.3       97.3       98.1:       2.7        1.9
Old  :     100.0:      16.8        3.9        3.9       76.5       90.3       97.3       98.1:       2.7        1.9
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  :        39:         9          3          2         22         23         33         26:
Old  :        39:         9          3          2         22         23         33         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  :                 60.4       65.3       74.3       81.7       21.0       23.7       28.3       33.5
Old  :                 60.4       65.3       74.3       81.7       21.0       23.7       28.3       33.5
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 with Delta-adjusted Options and Futures Combined, July 20, 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  :   229,129:    72,903     13,903     29,485     81,603    158,936    183,992    202,324:    45,138     26,805
Old  :    69,346:    14,433      3,694      7,339     32,237     45,783     54,008     56,816:    15,338     12,530
Other:   159,784:    63,960     15,700     16,657     49,367    113,152    129,984    145,508:    29,800     14,275
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :     9,984:     2,667      3,852       -381      3,633      5,678      5,919      9,149:     4,065        835
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8        6.1       12.9       35.6       69.4       80.3       88.3:      19.7       11.7
Old  :     100.0:      20.8        5.3       10.6       46.5       66.0       77.9       81.9:      22.1       18.1
Other:     100.0:      40.0        9.8       10.4       30.9       70.8       81.3       91.1:      18.7        8.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        73         35         45         71         67        174        124:
Old  :       129:        32         20         25         61         51        105         85:
Other:       178:        67         33         35         62         52        151        102:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.4       44.8       18.4       55.0        8.4       38.0       15.2       44.7
Old  :                 20.5       31.2       32.4       42.6       18.1       25.8       28.6       36.1
Other:                 11.2       52.8       20.6       64.2       11.1       48.3       20.5       56.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    16,554:     3,268      3,908      2,478      7,557      7,845     13,303     14,231:     3,251      2,323
Old  :    16,554:     3,268      3,908      2,478      7,557      7,845     13,303     14,231:     3,251      2,323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :       678:       194        119        519       -534        172        180        810:       499       -132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       23.6       15.0       45.6       47.4       80.4       86.0:      19.6       14.0
Old  :     100.0:      19.7       23.6       15.0       45.6       47.4       80.4       86.0:      19.6       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  :        77:        25         15         15         22         24         55         50:
Old  :        77:        25         15         15         22         24         55         50:
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  :                 35.7       25.4       48.1       42.4       35.7       24.7       47.1       41.4
Old  :                 35.7       25.4       48.1       42.4       35.7       24.7       47.1       41.4
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 with Delta-adjusted Options and Futures Combined, July 20, 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  :   917,064:   173,741    196,179     51,736    589,533    545,245    815,010    793,159:   102,054    123,904
Old  :   917,064:   173,741    196,179     51,736    589,533    545,245    815,010    793,159:   102,054    123,904
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :    28,923:    10,986       -402        -69     19,472     30,787     30,389     30,315:    -1,465     -1,392
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       21.4        5.6       64.3       59.5       88.9       86.5:      11.1       13.5
Old  :     100.0:      18.9       21.4        5.6       64.3       59.5       88.9       86.5:      11.1       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        31         64         37         76        126        137        197:
Old  :       236:        31         64         37         76        126        137        197:
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  :                 36.8       15.6       46.1       23.2       36.5       12.3       45.5       19.6
Old  :                 36.8       15.6       46.1       23.2       36.5       12.3       45.5       19.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,399,993:   192,343    294,324    270,107  1,637,404  1,498,583  2,099,853  2,063,013:   300,140    336,980
Old  : 2,399,993:   192,343    294,324    270,107  1,637,404  1,498,583  2,099,853  2,063,013:   300,140    336,980
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :   209,416:    -2,979     30,296     51,937    167,923    132,456    216,880    214,689:    -7,464     -5,273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       12.3       11.3       68.2       62.4       87.5       86.0:      12.5       14.0
Old  :     100.0:       8.0       12.3       11.3       68.2       62.4       87.5       86.0:      12.5       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       267:        47         49         59        134        157        208        238:
Old  :       267:        47         49         59        134        157        208        238:
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  :                 35.3       15.8       40.8       24.3       31.4       14.1       36.0       20.6
Old  :                 35.3       15.8       40.8       24.3       31.4       14.1       36.0       20.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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  : 1,001,230:   164,982     78,738     50,564    562,552    624,708    778,099    754,011:   223,132    247,219
Old  : 1,001,230:   164,982     78,738     50,564    562,552    624,708    778,099    754,011:   223,132    247,219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :    55,407:    -2,354         26     19,101     39,399     37,286     56,146     56,413:      -740     -1,006
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        7.9        5.1       56.2       62.4       77.7       75.3:      22.3       24.7
Old  :     100.0:      16.5        7.9        5.1       56.2       62.4       77.7       75.3:      22.3       24.7
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  :       158:        29         25         27         66         86        106        127:
Old  :       158:        29         25         27         66         86        106        127:
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  :                 23.6       18.1       33.9       27.0       22.1       14.7       29.3       20.8
Old  :                 23.6       18.1       33.9       27.0       22.1       14.7       29.3       20.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,231,786:   176,917     13,285    594,647    414,115    556,045  1,185,679  1,163,977:    46,107     67,809
Old  : 1,231,786:   176,917     13,285    594,647    414,115    556,045  1,185,679  1,163,977:    46,107     67,809
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :    41,932:   -11,701     -2,213     36,336     15,717      1,339     40,352     35,462:     1,580      6,469
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        1.1       48.3       33.6       45.1       96.3       94.5:       3.7        5.5
Old  :     100.0:      14.4        1.1       48.3       33.6       45.1       96.3       94.5:       3.7        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       121:        32         18         42         57         62        106        106:
Old  :       121:        32         18         42         57         62        106        106:
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  :                 42.0       35.1       58.3       52.9       13.8       11.7       18.2       16.2
Old  :                 42.0       35.1       58.3       52.9       13.8       11.7       18.2       16.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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  :    41,921:     6,513      4,751        562     29,524     28,613     36,599     33,926:     5,323      7,995
Old  :    41,921:     6,513      4,751        562     29,524     28,613     36,599     33,926:     5,323      7,995
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :     2,060:     1,676     -1,585        198        -29      2,795      1,845      1,408:       215        652
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       11.3        1.3       70.4       68.3       87.3       80.9:      12.7       19.1
Old  :     100.0:      15.5       11.3        1.3       70.4       68.3       87.3       80.9:      12.7       19.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        22         12         10         32         31         58         49:
Old  :        87:        22         12         10         32         31         58         49:
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  :                 42.3       33.7       53.1       54.9       41.2       33.7       52.0       53.8
Old  :                 42.3       33.7       53.1       54.9       41.2       33.7       52.0       53.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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  :    83,843:    13,026      9,502      1,124     59,048     57,227     73,197     67,853:    10,645     15,990
Old  :    83,843:    13,026      9,502      1,124     59,048     57,227     73,197     67,853:    10,645     15,990
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :     4,121:     3,353     -3,170        397        -59      5,590      3,691      2,817:       430      1,304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       11.3        1.3       70.4       68.3       87.3       80.9:      12.7       19.1
Old  :     100.0:      15.5       11.3        1.3       70.4       68.3       87.3       80.9:      12.7       19.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        22         12         10         32         31         58         49:
Old  :        87:        22         12         10         32         31         58         49:
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  :                 42.3       33.7       53.1       54.9       41.2       33.7       52.0       53.8
Old  :                 42.3       33.7       53.1       54.9       41.2       33.7       52.0       53.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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  :    12,935:     2,133        726        156     10,396     11,897     12,685     12,779:       250        156
Old  :    12,935:     2,133        726        156     10,396     11,897     12,685     12,779:       250        156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :    -1,592:      -396         -5        103     -1,287     -1,713     -1,580     -1,615:       -12         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        5.6        1.2       80.4       92.0       98.1       98.8:       1.9        1.2
Old  :     100.0:      16.5        5.6        1.2       80.4       92.0       98.1       98.8:       1.9        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  :        35:         5          7          1          8         16         13         24:
Old  :        35:         5          7          1          8         16         13         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.4       64.5       94.0       80.6       76.2       64.5       90.7       79.8
Old  :                 77.4       64.5       94.0       80.6       76.2       64.5       90.7       79.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    33,327:     2,745      3,078         20     30,290     30,119     33,055     33,217:       272        110
Old  :    33,327:     2,745      3,078         20     30,290     30,119     33,055     33,217:       272        110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :     1,930:       778     -1,070         20      1,176      3,007      1,974      1,957:       -44        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        9.2        0.1       90.9       90.4       99.2       99.7:       0.8        0.3
Old  :     100.0:       8.2        9.2        0.1       90.9       90.4       99.2       99.7:       0.8        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         8          2          1          7         16         16         18:
Old  :        32:         8          2          1          7         16         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  :                 89.8       77.0       97.1       90.6       89.8       77.0       97.1       90.5
Old  :                 89.8       77.0       97.1       90.6       89.8       77.0       97.1       90.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 23, 2010