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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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  :   555,231:    82,569     96,720    128,530    307,446    263,125    518,545    488,376:    36,687     66,856
Old  :   466,304:    75,280     70,486    113,027    245,167    233,166    433,473    416,679:    32,831     49,625
Other:    88,927:    15,233     34,178      7,559     62,279     29,959     85,071     71,696:     3,856     17,230
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :    28,295:     2,706    -13,713     19,731      4,494     18,645     26,931     24,663:     1,364      3,633
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       17.4       23.1       55.4       47.4       93.4       88.0:       6.6       12.0
Old  :     100.0:      16.1       15.1       24.2       52.6       50.0       93.0       89.4:       7.0       10.6
Other:     100.0:      17.1       38.4        8.5       70.0       33.7       95.7       80.6:       4.3       19.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       415:       122        152        170         84        116        321        339:
Old  :       406:       125        147        160         79        110        307        328:
Other:       176:        36         43         40         37         75         97        142:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.6       16.4       35.3       25.9       19.5       11.5       31.3       17.5
Old  :                 23.6       19.4       35.5       29.7       22.5       15.7       32.1       23.1
Other:                 41.0       24.1       58.6       37.6       40.4       21.8       57.6       34.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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  : 1,482,277:   300,035    130,409    393,931    651,064    654,583  1,345,029  1,178,923:   137,248    303,354
Old  :   513,831:    96,947     85,764     99,084    269,437    253,580    465,468    438,428:    48,363     75,403
Other:   968,446:   248,627     90,184    249,308    381,626    401,003    879,562    740,495:    88,884    227,951
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :    39,959:    39,675    -35,375     16,457    -15,053     53,269     41,079     34,351:    -1,120      5,608
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        8.8       26.6       43.9       44.2       90.7       79.5:       9.3       20.5
Old  :     100.0:      18.9       16.7       19.3       52.4       49.4       90.6       85.3:       9.4       14.7
Other:     100.0:      25.7        9.3       25.7       39.4       41.4       90.8       76.5:       9.2       23.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       732:       212        152        250        198        326        518        634:
Old  :       591:       127        133        121        134        275        322        468:
Other:       680:       195        137        199        163        309        439        570:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.2        9.8       22.5       15.4       14.6        8.1       21.6       11.4
Old  :                 26.3       11.3       36.1       17.7       26.1       10.4       35.9       16.2
Other:                 15.0       10.8       22.5       16.5       14.4        9.1       21.4       12.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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  :    11,201:       927        857      1,177      6,367      7,798      8,471      9,832:     2,729      1,368
Old  :    11,201:       927        857      1,177      6,367      7,798      8,471      9,832:     2,729      1,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :    -1,639:         1         -6       -351     -1,057     -1,090     -1,407     -1,447:      -232       -193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3        7.7       10.5       56.8       69.6       75.6       87.8:      24.4       12.2
Old  :     100.0:       8.3        7.7       10.5       56.8       69.6       75.6       87.8:      24.4       12.2
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  :        37:        10          5          6         15         12         28         21:
Old  :        37:        10          5          6         15         12         28         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  :                 33.2       52.2       52.6       69.3       31.4       42.4       43.1       55.9
Old  :                 33.2       52.2       52.6       69.3       31.4       42.4       43.1       55.9
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 13, 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  :   596,150:   105,705     45,916    173,050    264,113    280,517    542,868    499,483:    53,281     96,667
Old  :    90,106:    25,922      4,437     21,884     32,628     53,820     80,435     80,141:     9,671      9,965
Other:   506,043:    95,647     57,344    135,301    231,485    226,697    462,433    419,342:    43,610     86,702
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :    35,792:    22,726    -35,368     27,655    -21,492     41,575     28,889     33,862:     6,903      1,930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        7.7       29.0       44.3       47.1       91.1       83.8:       8.9       16.2
Old  :     100.0:      28.8        4.9       24.3       36.2       59.7       89.3       88.9:      10.7       11.1
Other:     100.0:      18.9       11.3       26.7       45.7       44.8       91.4       82.9:       8.6       17.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       496:       164        133        185        129        179        380        417:
Old  :       290:        77         67         77         72        104        189        209:
Other:       489:       158        136        164        102        172        338        400:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.1       17.3       24.4       23.2       14.6       14.9       22.6       18.3
Old  :                 31.8       29.6       40.0       40.3       30.7       27.9       37.6       37.6
Other:                 16.4       16.4       25.5       22.4       15.6       14.1       24.3       17.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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  :    19,256:    15,673        795        263         16      4,019     15,952      5,077:     3,304     14,179
Old  :     1,224:       742        247          5          9        125        756        377:       468        847
Other:    18,032:    15,133        750         56          7      3,894     15,196      4,700:     2,836     13,332
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :     1,974:     1,983         65        -34          7        164      1,956        195:        18      1,779
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.4        4.1        1.4        0.1       20.9       82.8       26.4:      17.2       73.6
Old  :     100.0:      60.6       20.2        0.4        0.7       10.2       61.8       30.8:      38.2       69.2
Other:     100.0:      83.9        4.2        0.3        0.0       21.6       84.3       26.1:      15.7       73.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:        16          3          8          2         10         19         20:
Old  :        17:         8          4          1          2          4         11          8:
Other:        29:        16          3          6          1         10         18         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.0       12.6       72.9       19.2       59.0       12.6       72.0       19.2
Old  :                 51.9       23.4       60.6       30.8       51.9       23.0       60.6       30.0
Other:                 60.1       13.1       74.2       20.1       60.1       13.1       74.1       20.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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  :   333,110:    50,385     68,493     69,700    186,217    168,372    306,302    306,565:    26,808     26,545
Old  :   113,452:    18,380     11,246     25,288     60,283     68,084    103,950    104,617:     9,502      8,835
Other:   219,658:    44,280     69,522     32,138    125,934    100,289    202,352    201,948:    17,306     17,710
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :    -6,939:     5,482    -12,692      7,804    -22,023      3,519     -8,736     -1,369:     1,797     -5,570
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       20.6       20.9       55.9       50.5       92.0       92.0:       8.0        8.0
Old  :     100.0:      16.2        9.9       22.3       53.1       60.0       91.6       92.2:       8.4        7.8
Other:     100.0:      20.2       31.7       14.6       57.3       45.7       92.1       91.9:       7.9        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:        67         87         81         67         61        191        190:
Old  :       161:        53         32         45         57         49        128        110:
Other:       229:        54         96         62         57         49        158        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       24.6       29.2       34.5       14.8       20.7       24.4       26.4
Old  :                 27.4       29.4       41.1       43.0       19.6       22.0       28.0       30.7
Other:                 20.7       27.8       32.8       35.6       19.4       24.6       30.9       31.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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  :   747,773:    87,502    130,573     42,973    465,605    443,992    596,080    617,538:   151,693    130,235
Old  :   747,773:    87,502    130,573     42,973    465,605    443,992    596,080    617,538:   151,693    130,235
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :     1,543:    12,607     -1,212     -6,370        683     16,601      6,920      9,018:    -5,376     -7,475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       17.5        5.7       62.3       59.4       79.7       82.6:      20.3       17.4
Old  :     100.0:      11.7       17.5        5.7       62.3       59.4       79.7       82.6:      20.3       17.4
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  :       164:        34         28         36         76         79        126        127:
Old  :       164:        34         28         36         76         79        126        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  :                 19.6       19.8       30.5       33.5       17.9       17.9       28.2       30.9
Old  :                 19.6       19.8       30.5       33.5       17.9       17.9       28.2       30.9
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 13, 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  :   155,505:    13,323     30,391        151    103,130    107,015    116,604    137,557:    38,901     17,948
Old  :   155,505:    13,323     30,391        151    103,130    107,015    116,604    137,557:    38,901     17,948
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :     3,248:         0      5,656        -10      2,029     -3,238      2,019      2,408:     1,229        840
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       19.5        0.1       66.3       68.8       75.0       88.5:      25.0       11.5
Old  :     100.0:       8.6       19.5        0.1       66.3       68.8       75.0       88.5:      25.0       11.5
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  :        36:         4          7          1         17         17         22         24:
Old  :        36:         4          7          1         17         17         22         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  :                 42.6       56.1       56.5       69.4       40.4       54.0       54.2       67.4
Old  :                 42.6       56.1       56.5       69.4       40.4       54.0       54.2       67.4
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 13, 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  :    11,992:     1,695        239        527      9,285     10,992     11,507     11,758:       485        234
Old  :    11,992:     1,695        239        527      9,285     10,992     11,507     11,758:       485        234
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :      -168:       130       -116       -207       -204         68       -281       -255:       113         87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        2.0        4.4       77.4       91.7       96.0       98.0:       4.0        2.0
Old  :     100.0:      14.1        2.0        4.4       77.4       91.7       96.0       98.0:       4.0        2.0
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  :        35:         9          2          2         19         21         29         24:
Old  :        35:         9          2          2         19         21         29         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  :                 59.6       66.4       74.6       83.2       13.5       20.5       20.8       27.2
Old  :                 59.6       66.4       74.6       83.2       13.5       20.5       20.8       27.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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  :   219,145:    70,236     10,051     29,866     77,971    153,258    178,073    193,175:    41,072     25,970
Old  :    71,569:    16,854      3,721      7,428     31,900     47,803     56,181     58,952:    15,388     12,617
Other:   147,577:    59,854     12,802     15,967     46,071    105,454    121,892    134,223:    25,685     13,353
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :     8,633:     8,103     -4,108      3,793     -4,289     10,920      7,607     10,605:     1,026     -1,971
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0        4.6       13.6       35.6       69.9       81.3       88.1:      18.7       11.9
Old  :     100.0:      23.5        5.2       10.4       44.6       66.8       78.5       82.4:      21.5       17.6
Other:     100.0:      40.6        8.7       10.8       31.2       71.5       82.6       91.0:      17.4        9.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        77         31         50         70         69        173        130:
Old  :       139:        34         27         29         59         52        109         93:
Other:       173:        65         29         38         62         50        148        101:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       44.5       19.4       55.0        8.5       37.9       15.4       44.9
Old  :                 23.0       31.0       33.8       42.5       21.0       28.9       30.6       39.3
Other:                 11.9       54.0       21.4       64.1       11.9       49.1       21.3       57.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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  :    15,876:     3,074      3,788      1,959      8,091      7,674     13,124     13,421:     2,752      2,454
Old  :    15,876:     3,074      3,788      1,959      8,091      7,674     13,124     13,421:     2,752      2,454
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :     1,114:       157        209        172        588        724        918      1,105:       196          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       23.9       12.3       51.0       48.3       82.7       84.5:      17.3       15.5
Old  :     100.0:      19.4       23.9       12.3       51.0       48.3       82.7       84.5:      17.3       15.5
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  :        76:        23         17         13         24         24         54         50:
Old  :        76:        23         17         13         24         24         54         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  :                 39.5       27.7       52.6       44.8       39.5       24.9       50.9       41.2
Old  :                 39.5       27.7       52.6       44.8       39.5       24.9       50.9       41.2
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 13, 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  :   888,141:   162,755    196,581     51,805    570,061    514,458    784,621    762,844:   103,519    125,297
Old  :   888,141:   162,755    196,581     51,805    570,061    514,458    784,621    762,844:   103,519    125,297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :   -31,993:    -8,658     -5,568     -6,512    -17,155    -21,804    -32,325    -33,885:       332      1,892
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       22.1        5.8       64.2       57.9       88.3       85.9:      11.7       14.1
Old  :     100.0:      18.3       22.1        5.8       64.2       57.9       88.3       85.9:      11.7       14.1
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  :       226:        30         63         33         72        118        128        188:
Old  :       226:        30         63         33         72        118        128        188:
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  :                 38.2       15.2       47.4       23.1       37.8       12.2       46.5       20.0
Old  :                 38.2       15.2       47.4       23.1       37.8       12.2       46.5       20.0
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 13, 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  : 2,190,577:   195,322    264,028    218,170  1,469,481  1,366,126  1,882,973  1,848,324:   307,604    342,253
Old  : 2,190,577:   195,322    264,028    218,170  1,469,481  1,366,126  1,882,973  1,848,324:   307,604    342,253
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :    -6,226:    -2,977     -4,248     -7,965     12,177      2,695      1,236     -9,518:    -7,462      3,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       12.1       10.0       67.1       62.4       86.0       84.4:      14.0       15.6
Old  :     100.0:       8.9       12.1       10.0       67.1       62.4       86.0       84.4:      14.0       15.6
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  :       256:        42         46         57        131        156        203        229:
Old  :       256:        42         46         57        131        156        203        229:
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  :                 35.2       15.8       40.9       25.0       33.2       14.0       38.1       20.6
Old  :                 35.2       15.8       40.9       25.0       33.2       14.0       38.1       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 13, 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  :   945,824:   167,336     78,713     31,463    523,153    587,422    721,952    697,598:   223,871    248,225
Old  :   945,824:   167,336     78,713     31,463    523,153    587,422    721,952    697,598:   223,871    248,225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :   -27,284:    -9,622     -9,345      1,203    -11,425    -27,200    -19,844    -35,343:    -7,439      8,059
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        8.3        3.3       55.3       62.1       76.3       73.8:      23.7       26.2
Old  :     100.0:      17.7        8.3        3.3       55.3       62.1       76.3       73.8:      23.7       26.2
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  :       145:        25         22         21         70         78        104        112:
Old  :       145:        25         22         21         70         78        104        112:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       19.5       32.1       30.0       18.9       14.5       26.7       21.8
Old  :                 21.4       19.5       32.1       30.0       18.9       14.5       26.7       21.8
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 13, 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  : 1,189,854:   188,618     15,498    558,311    398,398    554,705  1,145,326  1,128,514:    44,527     61,339
Old  : 1,189,854:   188,618     15,498    558,311    398,398    554,705  1,145,326  1,128,514:    44,527     61,339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :    37,671:     2,507     -2,507     26,267     11,271     15,720     40,045     39,480:    -2,374     -1,809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        1.3       46.9       33.5       46.6       96.3       94.8:       3.7        5.2
Old  :     100.0:      15.9        1.3       46.9       33.5       46.6       96.3       94.8:       3.7        5.2
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  :       120:        29         20         42         55         61        104        105:
Old  :       120:        29         20         42         55         61        104        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       34.9       59.0       51.8       15.2       11.4       19.3       16.2
Old  :                 42.1       34.9       59.0       51.8       15.2       11.4       19.3       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 13, 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  :    39,861:     4,836      6,336        363     29,553     25,818     34,753     32,518:     5,108      7,343
Old  :    39,861:     4,836      6,336        363     29,553     25,818     34,753     32,518:     5,108      7,343
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :    -1,667:    -1,828      1,547        110      1,152     -4,531       -566     -2,874:    -1,101      1,207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       15.9        0.9       74.1       64.8       87.2       81.6:      12.8       18.4
Old  :     100.0:      12.1       15.9        0.9       74.1       64.8       87.2       81.6:      12.8       18.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        14         13          7         30         32         46         50:
Old  :        77:        14         13          7         30         32         46         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  :                 44.0       34.0       56.0       51.5       43.7       34.0       55.7       49.8
Old  :                 44.0       34.0       56.0       51.5       43.7       34.0       55.7       49.8
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 13, 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  :    79,722:     9,673     12,672        727     59,107     51,637     69,507     65,036:    10,215     14,686
Old  :    79,722:     9,673     12,672        727     59,107     51,637     69,507     65,036:    10,215     14,686
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :    -3,334:    -3,655      3,094        220      2,304     -9,062     -1,131     -5,748:    -2,202      2,415
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       15.9        0.9       74.1       64.8       87.2       81.6:      12.8       18.4
Old  :     100.0:      12.1       15.9        0.9       74.1       64.8       87.2       81.6:      12.8       18.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        14         13          7         30         32         46         50:
Old  :        77:        14         13          7         30         32         46         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  :                 44.0       34.0       56.0       51.5       43.7       34.0       55.7       49.8
Old  :                 44.0       34.0       56.0       51.5       43.7       34.0       55.7       49.8
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 13, 2010                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    14,527:     2,529        731         53     11,683     13,610     14,265     14,394:       262        133
Old  :    14,527:     2,529        731         53     11,683     13,610     14,265     14,394:       262        133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :      -259:      -754        -54          0        498       -187       -256       -241:        -3        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        5.0        0.4       80.4       93.7       98.2       99.1:       1.8        0.9
Old  :     100.0:      17.4        5.0        0.4       80.4       93.7       98.2       99.1:       1.8        0.9
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  :        35:         4          7          1          8         17         12         25:
Old  :        35:         4          7          1          8         17         12         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.3       68.2       96.0       83.0       80.9       68.2       92.5       81.6
Old  :                 81.3       68.2       96.0       83.0       80.9       68.2       92.5       81.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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  :    31,397:     1,967      4,148          0     29,114     27,112     31,081     31,260:       316        137
Old  :    31,397:     1,967      4,148          0     29,114     27,112     31,081     31,260:       316        137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :    -1,301:    -1,090        993          0       -222     -2,323     -1,312     -1,330:        11         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       13.2        0.0       92.7       86.4       99.0       99.6:       1.0        0.4
Old  :     100.0:       6.3       13.2        0.0       92.7       86.4       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  :        30:         5          3          0          8         15         13         18:
Old  :        30:         5          3          0          8         15         13         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  :                 91.4       73.7       97.9       88.8       91.4       73.7       97.9       88.8
Old  :                 91.4       73.7       97.9       88.8       91.4       73.7       97.9       88.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 16, 2010