WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   322,431:    75,933     97,574     50,786    166,518    130,979    293,237    279,339:    29,194     43,092
Old  :   274,238:    66,911     87,011     34,515    145,899    117,004    247,325    238,530:    26,913     35,708
Other:    48,193:    22,222     23,763      3,071     20,619     13,975     45,912     40,809:     2,281      7,384
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :      -787:       413        -38     -3,480        977      5,573     -2,090      2,055:     1,303     -2,842
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       30.3       15.8       51.6       40.6       90.9       86.6:       9.1       13.4
Old  :     100.0:      24.4       31.7       12.6       53.2       42.7       90.2       87.0:       9.8       13.0
Other:     100.0:      46.1       49.3        6.4       42.8       29.0       95.3       84.7:       4.7       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       355:        94        127        119         60         98        243        282:
Old  :       351:       116        118         97         57         90        229        260:
Other:       151:        21         52         20         26         66         61        129:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.4       14.1       41.6       21.5       26.2       13.8       40.8       20.6
Old  :                 29.4       15.7       42.8       24.2       29.2       15.4       42.5       23.4
Other:                 66.9       27.6       74.4       40.7       64.6       27.5       71.9       39.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   871,875:   221,135    156,032     94,186    448,658    422,455    763,979    672,673:   107,896    199,202
Old  :   225,011:    66,566     81,829      1,005    122,935    108,241    190,506    191,075:    34,505     33,936
Other:   646,864:   209,909    129,543     37,841    325,723    314,214    573,473    481,598:    73,391    165,266
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :    -8,456:     4,291    -19,489     -2,882    -10,273     11,061     -8,864    -11,310:       408      2,854
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       17.9       10.8       51.5       48.5       87.6       77.2:      12.4       22.8
Old  :     100.0:      29.6       36.4        0.4       54.6       48.1       84.7       84.9:      15.3       15.1
Other:     100.0:      32.5       20.0        5.8       50.4       48.6       88.7       74.5:      11.3       25.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       635:       134        153        155        196        260        439        496:
Old  :       475:       104         96          7        130        169        238        268:
Other:       605:       145        149         98        139        246        344        443:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       12.1       28.8       18.0       17.1       11.9       26.3       16.8
Old  :                 29.7       17.3       37.9       27.0       29.7       17.1       37.9       26.8
Other:                 19.7       13.6       30.7       18.6       19.3       13.6       29.9       18.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    13,853:     1,810      2,388        919      9,101      8,543     11,830     11,850:     2,023      2,003
Old  :    13,850:     1,811      2,388        918      9,101      8,543     11,830     11,849:     2,020      2,001
Other:         3:         0          1          0          0          0          0          1:         3          2
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :      -621:         3         86        795     -1,167     -1,280       -369       -399:      -252       -222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       17.2        6.6       65.7       61.7       85.4       85.5:      14.6       14.5
Old  :     100.0:      13.1       17.2        6.6       65.7       61.7       85.4       85.6:      14.6       14.4
Other:     100.0:       0.0       33.3        0.0        0.0        0.0        0.0       33.3:     100.0       66.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        10         14          8         14         11         30         32:
Old  :        50:        11         14          8         14         11         30         32:
Other:         1:         0          1          0          0          0          0          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  :                 38.3       51.9       53.5       63.3       37.8       44.3       51.5       55.7
Old  :                 38.3       51.9       53.5       63.3       37.8       44.3       51.5       55.7
Other:                  0.0       33.3        0.0       33.3        0.0       33.3        0.0       33.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   396,717:   115,785     34,237     55,382    181,565    232,681    352,732    322,300:    43,985     74,417
Old  :   376,617:   113,268     36,907     47,386    174,171    220,990    334,825    305,283:    41,792     71,334
Other:    20,100:    10,489      5,302         24      7,394     11,691     17,907     17,017:     2,193      3,083
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :     4,690:    13,844        -20      4,291    -14,204      5,625      3,931      9,896:       759     -5,206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        8.6       14.0       45.8       58.7       88.9       81.2:      11.1       18.8
Old  :     100.0:      30.1        9.8       12.6       46.2       58.7       88.9       81.1:      11.1       18.9
Other:     100.0:      52.2       26.4        0.1       36.8       58.2       89.1       84.7:      10.9       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       439:       139        104        109         99        155        300        330:
Old  :       438:       142        107        102         98        154        293        327:
Other:       156:        26         28          2         21         87         48        116:
     :----------------------------------------------------------------------------------------------------
     :             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       24.4       29.3       32.4       16.4       19.7       25.8       26.2
Old  :                 18.5       24.4       29.8       32.5       17.1       19.8       27.0       26.3
Other:                 53.9       53.1       66.7       68.2       53.9       53.1       66.7       67.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    23,315:    19,542      2,385        490         10      3,804     20,042      6,679:     3,273     16,636
Old  :    22,327:    18,698      2,373        490         10      3,544     19,198      6,407:     3,129     15,920
Other:       988:       844         12          0          0        260        844        272:       144        716
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :     1,587:     1,767       -319         57          4        532      1,828        270:      -241      1,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.8       10.2        2.1        0.0       16.3       86.0       28.6:      14.0       71.4
Old  :     100.0:      83.7       10.6        2.2        0.0       15.9       86.0       28.7:      14.0       71.3
Other:     100.0:      85.4        1.2        0.0        0.0       26.3       85.4       27.5:      14.6       72.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        15          7          7          1         12         17         25:
Old  :        34:        15          7          7          1         12         17         25:
Other:        18:         8          2          0          0          8          8         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.0       10.3       78.0       16.8       56.3       10.3       76.2       16.5
Old  :                 57.5        9.8       77.8       16.5       55.7        9.8       76.0       16.2
Other:                 77.2       24.4       85.4       27.2       77.2       24.4       85.4       27.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   248,508:    40,593     40,811     53,557    128,141    132,628    222,291    226,996:    26,217     21,512
Old  :    59,148:    26,194      8,155      3,327     24,376     42,016     53,897     53,498:     5,251      5,650
Other:   189,360:    34,327     52,584     30,302    103,765     90,612    168,394    173,498:    20,966     15,862
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :     6,925:     4,609    -10,350      7,006     -7,112     15,078      4,503     11,734:     2,422     -4,809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       16.4       21.6       51.6       53.4       89.5       91.3:      10.5        8.7
Old  :     100.0:      44.3       13.8        5.6       41.2       71.0       91.1       90.4:       8.9        9.6
Other:     100.0:      18.1       27.8       16.0       54.8       47.9       88.9       91.6:      11.1        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:        53         72         80         64         63        178        179:
Old  :       145:        45         35         19         32         48         88         91:
Other:       212:        49         79         49         57         53        146        148:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.0       18.6       28.1       27.2       13.7       14.3       23.0       21.9
Old  :                 27.2       24.3       42.3       41.5       26.6       24.3       41.6       41.5
Other:                 19.7       22.0       31.7       32.3       19.2       19.5       29.7       28.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   683,393:    68,975    177,073      2,693    517,014    410,151    588,682    589,917:    94,711     93,476
Old  :   683,393:    68,975    177,073      2,693    517,014    410,151    588,682    589,917:    94,711     93,476
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :     3,674:    -2,306     27,672        229     11,542     14,711      9,465     42,612:    -5,791    -38,938
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       25.9        0.4       75.7       60.0       86.1       86.3:      13.9       13.7
Old  :     100.0:      10.1       25.9        0.4       75.7       60.0       86.1       86.3:      13.9       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  :       147:        27         28          9         71         69        104        100:
Old  :       147:        27         28          9         71         69        104        100:
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  :                 24.9       29.6       33.8       40.5       20.7       28.9       28.6       39.7
Old  :                 24.9       29.6       33.8       40.5       20.7       28.9       28.6       39.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   175,032:    49,494      5,659     26,279     70,592    123,177    146,365    155,115:    28,667     19,917
Old  :    46,086:    16,832      4,511          1     21,458     36,538     38,291     41,050:     7,795      5,036
Other:   128,946:    42,833     11,319     16,107     49,134     86,639    108,074    114,065:    20,872     14,881
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :     1,365:     7,372       -213      4,638     -9,727        177      2,283      4,602:      -918     -3,237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3        3.2       15.0       40.3       70.4       83.6       88.6:      16.4       11.4
Old  :     100.0:      36.5        9.8        0.0       46.6       79.3       83.1       89.1:      16.9       10.9
Other:     100.0:      33.2        8.8       12.5       38.1       67.2       83.8       88.5:      16.2       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        71         21         54         60         55        160        117:
Old  :       119:        44         15          1         39         39         84         54:
Other:       170:        60         36         38         56         43        141         99:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       38.6       23.5       50.4        8.4       28.4       13.7       35.8
Old  :                 35.8       35.5       46.0       53.7       35.8       34.2       44.9       48.2
Other:                 15.0       44.5       24.1       54.7       10.5       42.9       17.6       48.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :     9,358:     2,925        577        943      3,147      6,813      7,015      8,333:     2,343      1,025
Old  :     9,358:     2,925        577        943      3,147      6,813      7,015      8,333:     2,343      1,025
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :        40:       -24       -477        331        -99        613        208        467:      -168       -427
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        6.2       10.1       33.6       72.8       75.0       89.0:      25.0       11.0
Old  :     100.0:      31.3        6.2       10.1       33.6       72.8       75.0       89.0:      25.0       11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        15          7          9         17         19         39         30:
Old  :        50:        15          7          9         17         19         39         30:
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  :                 28.0       47.1       43.3       61.3       28.0       42.2       40.7       55.2
Old  :                 28.0       47.1       43.3       61.3       28.0       42.2       40.7       55.2
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 - Futures Only, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   657,248:   196,191     61,367      9,807    358,817    485,223    564,815    556,397:    92,433    100,851
Old  :   657,248:   196,191     61,367      9,807    358,817    485,223    564,815    556,397:    92,433    100,851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :    -7,596:   -17,941      4,387      3,670     15,867    -12,844      1,596     -4,787:    -9,192     -2,809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        9.3        1.5       54.6       73.8       85.9       84.7:      14.1       15.3
Old  :     100.0:      29.9        9.3        1.5       54.6       73.8       85.9       84.7:      14.1       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        37         29         13         69         85        113        120:
Old  :       178:        37         29         13         69         85        113        120:
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  :                 27.1       26.6       38.3       37.7       25.6       25.1       35.1       36.2
Old  :                 27.1       26.6       38.3       37.7       25.6       25.1       35.1       36.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,079,309:    78,317    195,503      9,124    762,033    545,914    849,474    750,541:   229,835    328,768
Old  : 1,079,309:    78,317    195,503      9,124    762,033    545,914    849,474    750,541:   229,835    328,768
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :   -13,289:       226      4,678        864    -20,812    -23,964    -19,722    -18,422:     6,433      5,133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       18.1        0.8       70.6       50.6       78.7       69.5:      21.3       30.5
Old  :     100.0:       7.3       18.1        0.8       70.6       50.6       78.7       69.5:      21.3       30.5
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  :       204:        26         49         23         85         94        123        155:
Old  :       204:        26         49         23         85         94        123        155:
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       17.1       29.3       23.5       15.9       10.3       23.6       15.2
Old  :                 19.6       17.1       29.3       23.5       15.9       10.3       23.6       15.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   811,467:   106,881    118,290      7,319    544,129    505,348    658,329    630,957:   153,138    180,510
Old  :   811,467:   106,881    118,290      7,319    544,129    505,348    658,329    630,957:   153,138    180,510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :    51,275:   -26,531     25,273      1,677     83,184     21,683     58,330     48,633:    -7,055      2,642
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       14.6        0.9       67.1       62.3       81.1       77.8:      18.9       22.2
Old  :     100.0:      13.2       14.6        0.9       67.1       62.3       81.1       77.8:      18.9       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  :       137:        18         24         16         68         72         93        105:
Old  :       137:        18         24         16         68         72         93        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  :                 30.3       18.2       40.8       29.2       25.0       17.3       34.8       26.7
Old  :                 30.3       18.2       40.8       29.2       25.0       17.3       34.8       26.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   344,601:   113,442     12,242     29,909    169,065    268,958    312,416    311,109:    32,185     33,492
Old  :   344,601:   113,442     12,242     29,909    169,065    268,958    312,416    311,109:    32,185     33,492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :   -41,490:    -5,519     -2,122      2,056    -36,632    -41,695    -40,095    -41,761:    -1,395        271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9        3.6        8.7       49.1       78.0       90.7       90.3:       9.3        9.7
Old  :     100.0:      32.9        3.6        8.7       49.1       78.0       90.7       90.3:       9.3        9.7
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  :        88:        30          5         22         36         38         73         63:
Old  :        88:        30          5         22         36         38         73         63:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       48.4       39.6       62.8       17.4       33.8       28.2       44.3
Old  :                 23.3       48.4       39.6       62.8       17.4       33.8       28.2       44.3
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 - Futures Only, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    12,011:     2,223      1,195          3      6,391      7,771      8,617      8,969:     3,394      3,042
Old  :    12,011:     2,223      1,195          3      6,391      7,771      8,617      8,969:     3,394      3,042
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :       400:        54         33          0         60         -7        114         26:       286        374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5        9.9        0.0       53.2       64.7       71.7       74.7:      28.3       25.3
Old  :     100.0:      18.5        9.9        0.0       53.2       64.7       71.7       74.7:      28.3       25.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          2          1          9          7         14          9:
Old  :        20:         4          2          1          9          7         14          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.3       60.3       59.1       74.7       42.5       55.3       57.8       69.6
Old  :                 43.3       60.3       59.1       74.7       42.5       55.3       57.8       69.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    65,434:    19,180     13,572        333     36,235     34,224     55,748     48,129:     9,686     17,305
Old  :    65,434:    19,180     13,572        333     36,235     34,224     55,748     48,129:     9,686     17,305
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :        89:     1,251      1,840        166     -1,533      1,010       -116      3,016:       205     -2,927
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       20.7        0.5       55.4       52.3       85.2       73.6:      14.8       26.4
Old  :     100.0:      29.3       20.7        0.5       55.4       52.3       85.2       73.6:      14.8       26.4
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  :        85:        24         21          8         25         24         52         51:
Old  :        85:        24         21          8         25         24         52         51:
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  :                 32.9       35.0       44.8       47.1       31.8       31.6       42.7       41.7
Old  :                 32.9       35.0       44.8       47.1       31.8       31.6       42.7       41.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    23,268:     2,563      1,963         90     20,556     20,875     23,209     22,928:        59        340
Old  :    23,268:     2,563      1,963         90     20,556     20,875     23,209     22,928:        59        340
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :    -1,646:      -475        -56          2     -1,166     -1,589     -1,639     -1,643:        -7         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        8.4        0.4       88.3       89.7       99.7       98.5:       0.3        1.5
Old  :     100.0:      11.0        8.4        0.4       88.3       89.7       99.7       98.5:       0.3        1.5
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  :        40:         5         12          1         11         14         17         26:
Old  :        40:         5         12          1         11         14         17         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.2       84.5       94.3       91.9       79.2       83.4       94.3       90.8
Old  :                 79.2       84.5       94.3       91.9       79.2       83.4       94.3       90.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    30,843:     7,424        781        849     22,350     29,031     30,623     30,661:       220        182
Old  :    30,843:     7,424        781        849     22,350     29,031     30,623     30,661:       220        182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :       507:      -607        557       -214      1,334        168        513        511:        -6         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        2.5        2.8       72.5       94.1       99.3       99.4:       0.7        0.6
Old  :     100.0:      24.1        2.5        2.8       72.5       94.1       99.3       99.4:       0.7        0.6
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:         9          8          1          9          8         18         17:
Old  :        32:         9          8          1          9          8         18         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  :                 85.2       85.7       96.1       97.0       55.9       63.7       66.3       67.9
Old  :                 85.2       85.7       96.1       97.0       55.9       63.7       66.3       67.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 7, 2009