```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  :   611,821:    82,909    136,712    149,897    333,690    262,474    566,495    549,083:    45,326     62,738
Old  :   538,251:    84,197    118,770    134,337    277,412    235,267    495,947    488,374:    42,305     49,878
Other:    73,570:    10,792     30,024      3,479     56,278     27,207     70,549     60,709:     3,021     12,860
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :     6,240:      -717      8,425      4,904        644     -6,982      4,831      6,348:     1,408       -108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       22.3       24.5       54.5       42.9       92.6       89.7:       7.4       10.3
Old  :     100.0:      15.6       22.1       25.0       51.5       43.7       92.1       90.7:       7.9        9.3
Other:     100.0:      14.7       40.8        4.7       76.5       37.0       95.9       82.5:       4.1       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       431:       128        158        176         87        107        320        359:
Old  :       422:       146        148        169         83         99        313        345:
Other:       171:        23         60         32         35         64         83        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  :                 20.3       15.7       32.7       24.6       18.6       12.1       30.3       18.3
Old  :                 21.8       17.5       33.5       26.8       20.5       15.6       31.2       23.1
Other:                 51.5       25.9       66.6       41.5       51.5       24.9       66.0       36.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  : 1,626,988:   279,381    217,861    471,550    725,549    630,450  1,476,480  1,319,862:   150,507    307,126
Old  :   821,473:   135,699    197,375    213,080    384,311    295,065    733,089    705,520:    88,384    115,954
Other:   805,514:   201,963     78,767    200,190    341,238    335,385    743,391    614,342:    62,123    191,172
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :   -26,974:    10,467        773      1,142    -34,497    -23,486    -22,888    -21,570:    -4,086     -5,404
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       13.4       29.0       44.6       38.7       90.7       81.1:       9.3       18.9
Old  :     100.0:      16.5       24.0       25.9       46.8       35.9       89.2       85.9:      10.8       14.1
Other:     100.0:      25.1        9.8       24.9       42.4       41.6       92.3       76.3:       7.7       23.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       721:       162        201        258        242        296        561        630:
Old  :       665:       160        187        187        209        262        457        553:
Other:       608:       162        135        169        162        262        403        494:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       10.2       21.0       15.2       13.2        7.9       19.3       11.3
Old  :                 18.7        8.8       26.0       14.8       18.3        7.5       24.6       12.5
Other:                 16.7       13.9       24.8       19.9       16.3       12.6       23.9       16.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  :    17,783:     1,141      1,740      2,063     11,267     11,545     14,472     15,348:     3,311      2,435
Old  :    17,783:     1,141      1,740      2,063     11,267     11,545     14,472     15,348:     3,311      2,435
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :    -2,781:      -293     -2,710       -300     -1,646        134     -2,240     -2,876:      -541         96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4        9.8       11.6       63.4       64.9       81.4       86.3:      18.6       13.7
Old  :     100.0:       6.4        9.8       11.6       63.4       64.9       81.4       86.3:      18.6       13.7
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  :        46:        13         11          8         18         16         34         32:
Old  :        46:        13         11          8         18         16         34         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       49.8       52.7       66.3       28.7       38.5       42.8       49.2
Old  :                 32.3       49.8       52.7       66.3       28.7       38.5       42.8       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  :   600,485:    81,225     70,568    170,626    298,193    256,641    550,044    497,835:    50,442    102,650
Old  :   206,926:    41,794     28,229     54,615     86,078     96,903    182,486    179,747:    24,440     27,179
Other:   393,559:    61,535     64,443     93,908    212,115    159,738    367,557    318,088:    26,002     75,471
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :   -19,194:     5,404    -13,841     -9,652    -18,101      6,006    -22,349    -17,487:     3,154     -1,707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       11.8       28.4       49.7       42.7       91.6       82.9:       8.4       17.1
Old  :     100.0:      20.2       13.6       26.4       41.6       46.8       88.2       86.9:      11.8       13.1
Other:     100.0:      15.6       16.4       23.9       53.9       40.6       93.4       80.8:       6.6       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       488:       137        150        196        131        172        378        424:
Old  :       408:       122        114        125        113        141        297        318:
Other:       422:       103        137        136         86        163        268        361:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.5       17.1       27.0       23.5       15.8       11.4       23.5       14.9
Old  :                 24.6       23.8       33.2       30.8       17.8       14.4       23.1       19.7
Other:                 19.8       14.7       31.2       22.6       18.6       11.9       29.7       16.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  :    17,880:    14,386        745        278         37      3,606     14,701      4,629:     3,179     13,251
Old  :     3,551:     1,907        537         44         37        308      1,988        889:     1,563      2,662
Other:    14,329:    12,676        405         37          0      3,298     12,713      3,740:     1,616     10,589
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :      -734:        90       -315         90         -7        130        173        -95:      -907       -639
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.5        4.2        1.6        0.2       20.2       82.2       25.9:      17.8       74.1
Old  :     100.0:      53.7       15.1        1.2        1.0        8.7       56.0       25.0:      44.0       75.0
Other:     100.0:      88.5        2.8        0.3        0.0       23.0       88.7       26.1:      11.3       73.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        14          4          9          2          9         18         20:
Old  :        25:        11          6          4          2          7         13         17:
Other:        24:        13          2          6          0          9         14         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.4       13.0       74.1       19.3       60.3       13.0       73.9       19.1
Old  :                 45.3       15.0       54.4       22.0       45.2       15.0       53.4       21.8
Other:                 64.9       14.7       81.3       22.3       64.9       14.7       81.3       22.2
 
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE                                                         Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  :     7,172:     3,118      3,921      1,831      1,825      1,214      6,774      6,966:       398        207
Old  :     7,171:     3,118      3,921      1,830      1,825      1,214      6,773      6,965:       398        207
Other:         1:         1          1          0          0          0          1          1:        -0         -0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :       -24:      -580        491       -188        726       -278        -43         25:        19        -49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5       54.7       25.5       25.4       16.9       94.4       97.1:       5.6        2.9
Old  :     100.0:      43.5       54.7       25.5       25.5       16.9       94.4       97.1:       5.6        2.9
Other:     100.0:     100.0      100.0        0.0        0.0        0.0      100.0      100.0:      -0.0       -0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         7          7         11          2          6         16         17:
Old  :        20:         7          7         11          2          6         16         17:
Other:         2:         1          1          0          0          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.0       56.6       85.8       84.3       56.7       44.4       61.3       61.5
Old  :                 73.0       56.5       85.8       84.3       56.7       44.4       61.4       61.6
Other:                100.0      100.0      100.0      100.0      100.0      100.0      100.0      100.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  :   381,437:    53,546     69,742     81,869    216,576    196,622    351,992    348,233:    29,445     33,203
Old  :   206,002:    38,654     45,423     43,896    104,392     93,621    186,943    182,941:    19,059     23,061
Other:   175,435:    30,384     39,811     22,481    112,184    103,001    165,049    165,293:    10,386     10,142
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :    -4,865:     2,935     -3,012      1,953    -13,332     -3,235     -8,444     -4,295:     3,579       -570
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       18.3       21.5       56.8       51.5       92.3       91.3:       7.7        8.7
Old  :     100.0:      18.8       22.0       21.3       50.7       45.4       90.7       88.8:       9.3       11.2
Other:     100.0:      17.3       22.7       12.8       63.9       58.7       94.1       94.2:       5.9        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        62         87         95         74         64        209        203:
Old  :       237:        82         69         67         68         57        180        169:
Other:       186:        41         71         46         60         45        133        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  :                 16.8       27.3       27.5       36.7       13.6       20.4       21.0       25.1
Old  :                 20.8       23.0       30.9       31.4       14.5       17.8       21.8       23.6
Other:                 26.2       42.0       40.7       51.2       24.1       39.5       38.3       47.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  :   754,933:    83,802    135,644     57,531    465,265    435,888    606,597    629,063:   148,336    125,870
Old  :   754,933:    83,802    135,644     57,531    465,265    435,888    606,597    629,063:   148,336    125,870
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :   -23,028:    12,705     -3,004     -2,890    -27,612     -7,963    -17,798    -13,858:    -5,230     -9,170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       18.0        7.6       61.6       57.7       80.4       83.3:      19.6       16.7
Old  :     100.0:      11.1       18.0        7.6       61.6       57.7       80.4       83.3:      19.6       16.7
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  :       157:        34         28         32         69         79        116        126:
Old  :       157:        34         28         32         69         79        116        126:
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  :                 19.1       19.8       29.2       33.7       17.7       18.4       27.5       29.7
Old  :                 19.1       19.8       29.2       33.7       17.7       18.4       27.5       29.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  :   141,028:     5,921     17,964         56     98,285    105,390    104,262    123,410:    36,766     17,618
Old  :   141,028:     5,921     17,964         56     98,285    105,390    104,262    123,410:    36,766     17,618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :     1,414:     2,000      1,906        -66     -3,073       -967     -1,139        873:     2,553        541
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       12.7        0.0       69.7       74.7       73.9       87.5:      26.1       12.5
Old  :     100.0:       4.2       12.7        0.0       69.7       74.7       73.9       87.5:      26.1       12.5
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  :        32:         3          6          1         17         15         21         21:
Old  :        32:         3          6          1         17         15         21         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  :                 44.1       64.9       57.9       73.4       41.6       61.0       53.6       69.1
Old  :                 44.1       64.9       57.9       73.4       41.6       61.0       53.6       69.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    11,500:     1,301        829        516      9,219      9,868     11,036     11,213:       464        287
Old  :    11,500:     1,301        829        516      9,219      9,868     11,036     11,213:       464        287
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :       447:        29         34         60        247        244        336        338:       111        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        7.2        4.5       80.2       85.8       96.0       97.5:       4.0        2.5
Old  :     100.0:      11.3        7.2        4.5       80.2       85.8       96.0       97.5:       4.0        2.5
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  :        31:         7          6          3         16         17         26         23:
Old  :        31:         7          6          3         16         17         26         23:
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  :                 61.0       65.7       74.5       85.6       14.2       16.8       20.3       23.0
Old  :                 61.0       65.7       74.5       85.6       14.2       16.8       20.3       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  :   214,638:    58,894     12,892     32,722     83,489    143,719    175,106    189,333:    39,533     25,305
Old  :   119,441:    44,475      9,363     11,473     38,190     81,958     94,139    102,794:    25,303     16,647
Other:    95,197:    20,193      9,303     15,475     45,299     61,761     80,967     86,539:    14,230      8,658
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :    16,907:    14,758      3,448     -4,511      2,997     18,508     13,244     17,444:     3,663       -537
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4        6.0       15.2       38.9       67.0       81.6       88.2:      18.4       11.8
Old  :     100.0:      37.2        7.8        9.6       32.0       68.6       78.8       86.1:      21.2       13.9
Other:     100.0:      21.2        9.8       16.3       47.6       64.9       85.1       90.9:      14.9        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        55         41         60         63         70        161        139:
Old  :       172:        50         38         40         56         67        134        121:
Other:       129:        34         24         38         50         42        106         90:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       40.3       20.7       48.5       10.6       33.1       18.1       38.8
Old  :                 15.2       38.6       24.6       47.2       14.5       35.5       23.9       43.8
Other:                 20.4       45.9       31.8       55.7       20.1       43.3       30.1       48.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  :    16,596:     3,600      3,832      1,704      8,466      8,379     13,771     13,915:     2,825      2,681
Old  :     6,044:     1,917      2,809        472      2,132      1,824      4,522      5,105:     1,522        939
Other:    10,551:     1,803      1,143      1,112      6,334      6,555      9,248      8,810:     1,303      1,742
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :      -366:       -18         76       -123       -333         44       -474         -4:       108       -362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       23.1       10.3       51.0       50.5       83.0       83.8:      17.0       16.2
Old  :     100.0:      31.7       46.5        7.8       35.3       30.2       74.8       84.5:      25.2       15.5
Other:     100.0:      17.1       10.8       10.5       60.0       62.1       87.7       83.5:      12.3       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        26         19         14         27         23         59         52:
Old  :        58:        19         14          7         19         13         39         33:
Other:        66:        16         15         10         18         23         42         43:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       27.6       47.7       46.1       31.9       24.7       44.0       39.2
Old  :                 33.0       37.7       44.4       54.0       33.0       36.7       43.7       53.0
Other:                 47.1       32.5       60.4       51.8       47.1       29.9       57.8       46.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  :   932,359:   213,461    165,599     62,297    552,274    576,413    828,033    804,309:   104,326    128,050
Old  :   932,359:   213,461    165,599     62,297    552,274    576,413    828,033    804,309:   104,326    128,050
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :    -1,312:    -4,051     -7,771        810        106      4,103     -3,135     -2,859:     1,823      1,547
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       17.8        6.7       59.2       61.8       88.8       86.3:      11.2       13.7
Old  :     100.0:      22.9       17.8        6.7       59.2       61.8       88.8       86.3:      11.2       13.7
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  :       219:        25         55         29         75        122        122        185:
Old  :       219:        25         55         29         75        122        122        185:
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  :                 42.1       14.3       51.5       22.6       41.8       11.5       50.5       18.8
Old  :                 42.1       14.3       51.5       22.6       41.8       11.5       50.5       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  : 2,189,676:   137,947    280,986    229,809  1,487,587  1,301,783  1,855,343  1,812,577:   334,334    377,099
Old  : 2,189,676:   137,947    280,986    229,809  1,487,587  1,301,783  1,855,343  1,812,577:   334,334    377,099
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :   -51,205:    -1,353    -24,760    -22,228    -72,732    -45,945    -96,314    -92,933:    45,109     41,728
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       12.8       10.5       67.9       59.5       84.7       82.8:      15.3       17.2
Old  :     100.0:       6.3       12.8       10.5       67.9       59.5       84.7       82.8:      15.3       17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:        44         43         60        132        151        203        227:
Old  :       254:        44         43         60        132        151        203        227:
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       15.7       40.8       24.1       33.6       13.4       38.5       19.8
Old  :                 35.6       15.7       40.8       24.1       33.6       13.4       38.5       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  :   981,332:   145,113    107,738     45,649    594,857    587,923    785,620    741,311:   195,712    240,021
Old  :   981,332:   145,113    107,738     45,649    594,857    587,923    785,620    741,311:   195,712    240,021
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :     8,799:    -2,490     16,070     -4,819     30,160     -3,116     22,852      8,135:   -14,052        664
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       11.0        4.7       60.6       59.9       80.1       75.5:      19.9       24.5
Old  :     100.0:      14.8       11.0        4.7       60.6       59.9       80.1       75.5:      19.9       24.5
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  :       158:        23         27         27         71         87        107        128:
Old  :       158:        23         27         27         71         87        107        128:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       19.4       34.1       28.2       19.2       14.2       27.6       20.4
Old  :                 22.8       19.4       34.1       28.2       19.2       14.2       27.6       20.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  : 1,153,518:   179,234     23,618    488,388    445,451    578,665  1,113,073  1,090,671:    40,445     62,847
Old  : 1,153,518:   179,234     23,618    488,388    445,451    578,665  1,113,073  1,090,671:    40,445     62,847
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :    45,296:    13,303        -15     24,848      3,795     11,805     41,947     36,639:     3,350      8,658
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        2.0       42.3       38.6       50.2       96.5       94.6:       3.5        5.4
Old  :     100.0:      15.5        2.0       42.3       38.6       50.2       96.5       94.6:       3.5        5.4
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  :       123:        26         22         40         56         61        102        108:
Old  :       123:        26         22         40         56         61        102        108:
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  :                 39.2       30.7       57.0       49.6       18.1       12.2       21.6       16.6
Old  :                 39.2       30.7       57.0       49.6       18.1       12.2       21.6       16.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  :    63,634:     5,374      4,612      4,401     43,141     41,574     52,916     50,587:    10,718     13,047
Old  :    63,634:     5,374      4,612      4,401     43,141     41,574     52,916     50,587:    10,718     13,047
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        7.2        6.9       67.8       65.3       83.2       79.5:      16.8       20.5
Old  :     100.0:       8.4        7.2        6.9       67.8       65.3       83.2       79.5:      16.8       20.5
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  :        95:        22         13         16         40         41         71         65:
Old  :        95:        22         13         16         40         41         71         65:
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  :                 29.3       28.7       43.6       45.1       22.2       24.8       34.1       36.1
Old  :                 29.3       28.7       43.6       45.1       22.2       24.8       34.1       36.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  :    16,073:     1,599        922      1,077      9,105     10,511     11,781     12,510:     4,292      3,563
Old  :    16,073:     1,599        922      1,077      9,105     10,511     11,781     12,510:     4,292      3,563
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :     3,061:        68        451      1,077      1,421      1,206      2,566      2,734:       495        328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        5.7        6.7       56.6       65.4       73.3       77.8:      26.7       22.2
Old  :     100.0:       9.9        5.7        6.7       56.6       65.4       73.3       77.8:      26.7       22.2
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  :        26:         5          5          5         10         12         17         20:
Old  :        26:         5          5          5         10         12         17         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  :                 38.4       48.1       56.6       63.4       36.9       47.0       52.0       57.0
Old  :                 38.4       48.1       56.6       63.4       36.9       47.0       52.0       57.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  :    95,123:    11,048     10,877      3,151     68,072     62,126     82,271     76,154:    12,852     18,969
Old  :    95,123:    11,048     10,877      3,151     68,072     62,126     82,271     76,154:    12,852     18,969
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :    16,694:      -491     -1,686      1,678     16,141     13,454     17,328     13,446:      -634      3,248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       11.4        3.3       71.6       65.3       86.5       80.1:      13.5       19.9
Old  :     100.0:      11.6       11.4        3.3       71.6       65.3       86.5       80.1:      13.5       19.9
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  :        93:        23         14         13         39         39         68         60:
Old  :        93:        23         14         13         39         39         68         60:
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  :                 33.6       30.1       45.4       44.7       25.5       26.9       36.8       37.9
Old  :                 33.6       30.1       45.4       44.7       25.5       26.9       36.8       37.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    11,407:     4,484      1,561        741      4,594      8,024      9,819     10,326:     1,588      1,081
Old  :    11,407:     4,484      1,561        741      4,594      8,024      9,819     10,326:     1,588      1,081
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3       13.7        6.5       40.3       70.3       86.1       90.5:      13.9        9.5
Old  :     100.0:      39.3       13.7        6.5       40.3       70.3       86.1       90.5:      13.9        9.5
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  :        20:        10          5          2          4          2         15          8:
Old  :        20:        10          5          2          4          2         15          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       86.7       80.7       90.5       56.4       81.8       75.4       83.6
Old  :                 56.4       86.7       80.7       90.5       56.4       81.8       75.4       83.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  :    13,899:     3,009        748          0     10,606     12,930     13,615     13,678:       284        221
Old  :    13,899:     3,009        748          0     10,606     12,930     13,615     13,678:       284        221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :    -2,877:      -981         -3         -6     -1,362     -2,438     -2,349     -2,447:      -528       -430
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        5.4        0.0       76.3       93.0       98.0       98.4:       2.0        1.6
Old  :     100.0:      21.6        5.4        0.0       76.3       93.0       98.0       98.4:       2.0        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         3          7          0         10         15         13         22:
Old  :        32:         3          7          0         10         15         13         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.5       75.2       92.5       88.0       70.5       71.8       87.5       80.3
Old  :                 70.5       75.2       92.5       88.0       70.5       71.8       87.5       80.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  :    30,776:     3,796      2,045          0     26,676     28,598     30,472     30,643:       304        133
Old  :    30,776:     3,796      2,045          0     26,676     28,598     30,472     30,643:       304        133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :   -14,379:      -709       -515          0    -13,043    -13,377    -13,752    -13,892:      -627       -487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3        6.6        0.0       86.7       92.9       99.0       99.6:       1.0        0.4
Old  :     100.0:      12.3        6.6        0.0       86.7       92.9       99.0       99.6:       1.0        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         6          3          0          6         14         12         17:
Old  :        29:         6          3          0          6         14         12         17:
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  :                 94.2       76.0       98.2       90.3       94.2       76.0       98.2       90.3
Old  :                 94.2       76.0       98.2       90.3       94.2       76.0       98.2       90.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 18, 2010