```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      392,282
COMMITMENTS
  70,384   87,482  108,281  181,388  148,980  360,053  344,743   32,229   47,539

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     -1,373)
  -4,221     -161    4,993   -1,303   -4,517     -531      315     -842   -1,688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     22.3     27.6     46.2     38.0     91.8     87.9      8.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
      96      127      140       77      105      265      302
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,298,664
COMMITMENTS
 218,171  140,841  366,415  588,967  544,654  1173554  1051911  125,111  246,753

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:      6,899)
 -11,728   11,606   11,943    4,925   -7,823    5,140   15,726    1,760   -8,826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     10.8     28.2     45.4     41.9     90.4     81.0      9.6     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      655)
     149      157      208      229      291      499      557
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,424
COMMITMENTS
     958    1,094      854   10,519   10,355   12,332   12,304    2,092    2,120

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:       -184)
    -376       79     -170      301       28     -245      -63       62     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      7.6      5.9     72.9     71.8     85.5     85.3     14.5     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6       11        4       15       13       24       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      575,545
COMMITMENTS
  98,390   31,473  174,281  248,500  276,114  521,171  481,868   54,375   93,677

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     -1,138)
 -12,185    8,427    1,647    9,107  -15,872   -1,431   -5,798      293    4,660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      5.5     30.3     43.2     48.0     90.6     83.7      9.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      459)
     148      118      187      124      171      363      398
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       21,726
COMMITMENTS
  17,626    2,433      712        8    3,215   18,346    6,360    3,380   15,366

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:         43)
    -289     -167      338       -2       36       47      207       -4     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    81.1     11.2      3.3      0.0     14.8     84.4     29.3     15.6     70.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      16        8        9        2       11       20       26
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      299,717
COMMITMENTS
  26,577   60,099   77,335  170,209  133,694  274,121  271,128   25,596   28,589

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     12,452)
     460    2,474    4,096    7,797    5,816   12,352   12,385      100       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9     20.1     25.8     56.8     44.6     91.5     90.5      8.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      43       75       75       69       70      172      182
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      793,534
COMMITMENTS
  73,399  143,139   36,383  562,358  473,383  672,140  652,905  121,394  140,630

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     -6,425)
 -15,999     -881      235    5,201    4,137  -10,563    3,492    4,138   -9,917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     18.0      4.6     70.9     59.7     84.7     82.3     15.3     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      34       33       35       79       78      132      127
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      197,483
COMMITMENTS
  38,555   11,291   38,373   87,831  123,999  164,759  173,664   32,724   23,819

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     -6,157)
  -6,383     -401   -2,894    3,116   -4,471   -6,161   -7,766        3    1,609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5      5.7     19.4     44.5     62.8     83.4     87.9     16.6     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      64       26       58       64       61      156      128
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,780
COMMITMENTS
   2,399    1,267      697    3,723    5,509    6,818    7,473    1,962    1,307

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        419)
     -57     -207      110      -54      633       -2      536      421     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3     14.4      7.9     42.4     62.7     77.7     85.1     22.3     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      14       12        6       20       16       39       30
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      688,386
COMMITMENTS
 172,278   45,770   46,599  360,873  500,363  579,750  592,732  108,636   95,654

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     47,547)
  14,776   -1,319    7,182   25,598   51,530   47,557   57,393      -10   -9,847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      6.6      6.8     52.4     72.7     84.2     86.1     15.8     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      42       24       26       70       78      120      120
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,394,046
COMMITMENTS
  63,832  145,598  176,906  881,864  759,334  1122603  1081837  271,443  312,208

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     45,731)
 -28,237  -57,637   29,068   47,533   83,076   48,365   54,507   -2,633   -8,776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6     10.4     12.7     63.3     54.5     80.5     77.6     19.5     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      33       45       57      118      116      185      185
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      844,221
COMMITMENTS
  97,415   84,060   42,696  518,990  544,712  659,101  671,468  185,120  172,753

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:       -714)
  23,839  -24,854    3,760  -27,439   33,953      159   12,859     -873  -13,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     10.0      5.1     61.5     64.5     78.1     79.5     21.9     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      32       23       26       69       74      107      117
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      521,146
COMMITMENTS
 119,447   15,431  130,373  231,580  338,133  481,400  483,936   39,746   37,210

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:      5,102)
    -180    3,129    4,511    2,077   -2,947    6,408    4,693   -1,306      409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      3.0     25.0     44.4     64.9     92.4     92.9      7.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      29       10       30       38       39       76       72
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       12,394
COMMITMENTS
   1,681    2,333        3    7,418    7,239    9,102    9,575    3,292    2,819

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     18.8      0.0     59.9     58.4     73.4     77.3     26.6     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        4        1        9        5       13        9
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       62,003
COMMITMENTS
  16,273   13,883      655   35,571   27,682   52,499   42,220    9,504   19,783

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:      3,279)
   2,624      260     -176    1,273    1,643    3,722    1,728     -442    1,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2     22.4      1.1     57.4     44.6     84.7     68.1     15.3     31.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      18       22        7       24       26       46       51
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       29,367
COMMITMENTS
     694    3,492      935   27,694   24,693   29,323   29,120       44      247

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     -4,946)
  -1,770    1,460      847   -1,964   -5,073   -2,887   -2,766   -2,059   -2,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     11.9      3.2     94.3     84.1     99.9     99.2      0.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4       12        2       11       13       17       25
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       34,255
COMMITMENTS
   7,779      910    1,005   25,259   32,244   34,043   34,159      212       96

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        489)
    -115      535      174      412     -222      471      487       18        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7      2.7      2.9     73.7     94.1     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        8        1       10        9       17       18
```

----

Updated July 17, 2009