```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      402,826
COMMITMENTS
  74,759   89,089  113,803  180,767  149,938  369,330  352,831   33,496   49,995

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     10,544)
   4,375    1,607    5,523     -621      958    9,277    8,088    1,267    2,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     22.1     28.3     44.9     37.2     91.7     87.6      8.3     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
      92      131      146       76      102      271      301
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,356,748
COMMITMENTS
 213,684  151,348  408,131  605,322  540,158  1227137  1099637  129,611  257,111

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     58,084)
  -4,487   10,507   41,715   16,355   -4,496   53,584   47,726    4,500   10,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     11.2     30.1     44.6     39.8     90.4     81.0      9.6     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      681)
     166      158      220      241      292      534      573
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,434
COMMITMENTS
   1,086    1,087      785   10,236   10,175   12,108   12,048    2,326    2,386

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:         11)
     128       -8      -69     -283     -180     -224     -256      234      267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      7.5      5.4     70.9     70.5     83.9     83.5     16.1     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8       10        4       16       13       26       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      571,460
COMMITMENTS
  92,461   30,399  182,247  250,349  268,208  525,057  480,854   46,403   90,605

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     -4,086)
  -5,928   -1,073    7,966    1,849   -7,906    3,886   -1,014   -7,972   -3,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      5.3     31.9     43.8     46.9     91.9     84.1      8.1     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      458)
     144      127      180      124      167      359      392
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       21,981
COMMITMENTS
  17,640    2,710      539        4    3,300   18,183    6,549    3,798   15,432

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        255)
      14      277     -173       -4       85     -163      189      418       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.3     12.3      2.5      0.0     15.0     82.7     29.8     17.3     70.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      14       10        7        1       11       18       25
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      299,095
COMMITMENTS
  25,720   57,001   82,920  168,337  133,718  276,977  273,639   22,118   25,455

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:       -623)
    -857   -3,098    5,585   -1,872       23    2,856    2,511   -3,479   -3,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6     19.1     27.7     56.3     44.7     92.6     91.5      7.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      39       73       80       72       74      174      193
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      759,340
COMMITMENTS
  65,966  137,571   36,537  539,231  445,903  641,734  620,010  117,606  139,330

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:    -34,194)
  -7,433   -5,568      154  -23,127  -27,480  -30,407  -32,894   -3,788   -1,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     18.1      4.8     71.0     58.7     84.5     81.7     15.5     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      31       35       38       78       77      132      127
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      195,806
COMMITMENTS
  35,695   10,052   38,925   90,241  122,044  164,861  171,022   30,945   24,784

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     -1,677)
  -2,860   -1,239      552    2,410   -1,955      102   -2,642   -1,779      965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      5.1     19.9     46.1     62.3     84.2     87.3     15.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      53       30       53       68       62      149      126
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,905
COMMITMENTS
   2,531    1,014      705    3,578    5,861    6,815    7,580    2,090    1,325

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        125)
     133     -254        9     -145      352       -3      107      129       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4     11.4      7.9     40.2     65.8     76.5     85.1     23.5     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      14       10        6       21       17       40       29
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      733,635
COMMITMENTS
 211,188   56,838   51,886  365,839  517,265  628,913  625,989  104,722  107,646

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     45,249)
  38,910   11,068    5,287    4,966   16,903   49,163   33,257   -3,914   11,992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8      7.7      7.1     49.9     70.5     85.7     85.3     14.3     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      42       29       27       73       84      127      128
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,416,015
COMMITMENTS
  81,704  131,659  165,628  899,945  785,141  1147277  1082428  268,738  333,587

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     21,970)
  17,871  -13,939  -11,278   18,082   25,808   24,675      591   -2,705   21,379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      9.3     11.7     63.6     55.4     81.0     76.4     19.0     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      39       40       58      122      118      190      188
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      839,453
COMMITMENTS
 114,819   84,119   44,504  498,527  537,014  657,850  665,636  181,603  173,817

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     -4,768)
  17,404       59    1,808  -20,463   -7,699   -1,251   -5,832   -3,517    1,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     10.0      5.3     59.4     64.0     78.4     79.3     21.6     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      30       23       24       69       76      107      115
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      534,070
COMMITMENTS
 115,088   14,162  137,829  244,138  345,065  497,055  497,055   37,015   37,015

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     12,924)
  -4,359   -1,269    7,456   12,558    6,932   15,655   13,119   -2,732     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      2.7     25.8     45.7     64.6     93.1     93.1      6.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      28       10       30       40       40       79       73
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       64,416
COMMITMENTS
  15,870   13,822    1,132   38,697   27,368   55,699   42,322    8,718   22,095

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      2,413)
    -403      -61      477    3,126     -314    3,200      102     -786    2,312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6     21.5      1.8     60.1     42.5     86.5     65.7     13.5     34.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      20       20       10       25       28       49       54
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        6,253
COMMITMENTS
   4,390    4,972        0    1,688    1,249    6,078    6,221      175       32

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.2     79.5      0.0     27.0     20.0     97.2     99.5      2.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        7        0        1        2       11        9
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       27,576
COMMITMENTS
     706    2,334      886   25,926   24,099   27,518   27,319       58      257

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     -1,791)
      12   -1,158      -49   -1,768     -594   -1,805   -1,801       14       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      8.5      3.2     94.0     87.4     99.8     99.1      0.2      0.9

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 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       32,772
COMMITMENTS
   7,885      254      982   23,647   31,404   32,514   32,640      258      132

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     -1,483)
     106     -656      -23   -1,612     -840   -1,529   -1,519       46       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1      0.8      3.0     72.2     95.8     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9        6        1       10        8       19       15
```

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Updated July 24, 2009