```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      479,135
COMMITMENTS
  87,026  135,909   63,495  290,715  221,102  441,236  420,506   37,899   58,629

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    -27,920)
  -1,402   -8,136   -8,711  -15,354  -10,806  -25,467  -27,653   -2,453     -267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     28.4     13.3     60.7     46.1     92.1     87.8      7.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
     124      155      140       72       94      283      314
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,201,495
COMMITMENTS
 284,044  189,047  192,331  604,966  562,287  1081341  943,665  120,154  257,830

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     -8,115)
 -19,776  -38,025   15,149    1,903   21,011   -2,724   -1,865   -5,391   -6,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     15.7     16.0     50.4     46.8     90.0     78.5     10.0     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      693)
     162      168      203      196      287      484      574
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,660
COMMITMENTS
   2,061    1,020    1,172    9,871   11,544   13,104   13,736    2,556    1,924

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:       -709)
    -167     -718      396     -718       88     -489     -234     -220     -475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      6.5      7.5     63.0     73.7     83.7     87.7     16.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      14        5        8       17       13       34       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      459,096
COMMITMENTS
 112,344   68,423   65,601  235,500  236,386  413,445  370,410   45,651   88,686

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     -1,418)
  11,135   -1,426   -2,919  -10,734    5,425   -2,518    1,080    1,100   -2,498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     14.9     14.3     51.3     51.5     90.1     80.7      9.9     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      468)
     148      116      135      122      168      345      368
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       17,970
COMMITMENTS
  14,680      510      138       11    4,014   14,829    4,662    3,141   13,308

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:         90)
     294     -235     -140      -26      408      128       33      -38       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.7      2.8      0.8      0.1     22.3     82.5     25.9     17.5     74.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      13        2        7        2       11       16       19
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      308,085
COMMITMENTS
  54,223   55,841   45,489  180,588  175,314  280,300  276,644   27,785   31,441

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    -18,100)
  -3,725  -10,370   -7,313   -6,243      758  -17,281  -16,925     -819   -1,175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     18.1     14.8     58.6     56.9     91.0     89.8      9.0     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      60       72       80       64       54      182      176
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      633,174
COMMITMENTS
  78,091  125,109   10,870  407,034  384,531  495,995  520,510  137,179  112,664

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    -29,683)
  -7,444   -9,441   -4,829  -17,891  -16,202  -30,164  -30,472      481      789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     19.8      1.7     64.3     60.7     78.3     82.2     21.7     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      33       22       12       61       71      104       95
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      142,914
COMMITMENTS
   7,762   19,658       59   98,106  105,958  105,927  125,675   36,987   17,239

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      1,933)
   1,841    1,692       11     -179      568    1,673    2,271      260     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     13.8      0.0     68.6     74.1     74.1     87.9     25.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        6        1       17       14       21       20
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,648
COMMITMENTS
   1,413      715      548    9,306   10,164   11,267   11,427      381      221

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        148)
     112     -114       32       87      296      231      214      -83      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      6.1      4.7     79.9     87.3     96.7     98.1      3.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        5        4       16       20       28       26
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      201,431
COMMITMENTS
  64,944   17,205   17,117   76,817  140,448  158,878  174,770   42,553   26,661

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     10,656)
   4,812    3,349   -1,746    2,037    6,007    5,103    7,610    5,553    3,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2      8.5      8.5     38.1     69.7     78.9     86.8     21.1     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      61       38       47       63       65      157      129
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,982
COMMITMENTS
   3,817    3,680      920    7,382    7,673   12,119   12,273    2,863    2,709

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:       -171)
      24     -167        3     -346     -186     -319     -350      148      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     24.6      6.1     49.3     51.2     80.9     81.9     19.1     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      22       17       12       23       21       50       48
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      908,750
COMMITMENTS
 238,136  187,638   23,143  548,462  575,688  809,741  786,469   99,009  122,281

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     24,294)
  24,909   15,330   -6,634    8,602   17,815   26,877   26,511   -2,583   -2,217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     20.6      2.5     60.4     63.3     89.1     86.5     10.9     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      25       53       16       70      119      107      177
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,706,634
COMMITMENTS
 151,048  287,860   39,263  1251950  1068810  1442261  1395933  264,373  310,701

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    -58,166)
  13,373   -7,402   -4,734  -15,056     -959   -6,417  -13,095  -51,749  -45,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     16.9      2.3     73.4     62.6     84.5     81.8     15.5     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      30       57       21       94      132      139      195
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      955,823
COMMITMENTS
 166,900  103,455   17,333  570,627  612,167  754,860  732,955  200,963  222,868

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     15,603)
  22,169   -7,776   -8,880  -12,258   39,816    1,031   23,160   14,572   -7,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     10.8      1.8     59.7     64.0     79.0     76.7     21.0     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      27       26       14       66       83       99      117
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      664,629
COMMITMENTS
 175,983   18,907   63,571  385,257  522,370  624,811  604,848   39,818   59,781

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     15,305)
  11,119       31    5,042   -4,370    9,235   11,791   14,308    3,514      997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5      2.8      9.6     58.0     78.6     94.0     91.0      6.0      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      26       15       31       51       56       90       96
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       37,543
COMMITMENTS
   5,705    3,993      443   26,734   27,162   32,882   31,598    4,661    5,946

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    -24,627)
     337     -628   -3,706  -15,412  -13,512  -18,781  -17,845   -5,846   -6,782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     10.6      1.2     71.2     72.3     87.6     84.2     12.4     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      18       14        5       29       26       50       42
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       75,086
COMMITMENTS
  11,410    7,986      886   53,468   54,323   65,764   63,195    9,322   11,891

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    -17,261)
     373   -2,910   -1,759  -12,614   -6,001  -14,000  -10,670   -3,261   -6,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     10.6      1.2     71.2     72.3     87.6     84.2     12.4     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      18       14        5       29       26       50       42
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,350
COMMITMENTS
   3,672      746       53   10,376   13,359   14,101   14,158      249      192

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        451)
     663       -2       53     -230      429      486      480      -35      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6      5.2      0.4     72.3     93.1     98.3     98.7      1.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        7        1        8       18       12       26
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       31,402
COMMITMENTS
   4,233    2,740        0   26,914   28,579   31,147   31,319      255       83

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        626)
     437      695        0      238      -19      675      676      -49      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      8.7      0.0     85.7     91.0     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9        3        0        7       17       16       20
```

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Updated June 25, 2010