```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      383,387
COMMITMENTS
  80,569   80,043   97,271  176,016  156,932  353,855  334,246   29,532   49,142

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:    -62,674)
   4,570    9,824  -43,049  -16,829  -27,578  -55,308  -60,802   -7,366   -1,872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0     20.9     25.4     45.9     40.9     92.3     87.2      7.7     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
      94      130      136       75      105      265      293
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,277,177
COMMITMENTS
 235,436  117,252  340,741  580,193  573,702  1156370  1031695  120,807  245,482

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:   -110,983)
  -2,707    3,477  -69,878  -29,030  -34,366 -101,614 -100,766   -9,369  -10,217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4      9.2     26.7     45.4     44.9     90.5     80.8      9.5     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      649)
     185      117      208      215      290      493      549
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,713
COMMITMENTS
   1,314    1,045    1,276   10,137   10,330   12,727   12,651    1,986    2,063

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:     -1,076)
     -26      389     -542     -357   -1,022     -925   -1,175     -152       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      7.1      8.7     68.9     70.2     86.5     86.0     13.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7       11        9       16       13       30       29
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      578,217
COMMITMENTS
 126,660   21,848  169,390  228,316  297,035  524,366  488,272   53,851   89,945

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:    -83,680)
    -487      641  -54,702  -22,323  -29,184  -77,513  -83,245   -6,168     -436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      3.8     29.3     39.5     51.4     90.7     84.4      9.3     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      453)
     165       94      168      129      176      370      373
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       21,241
COMMITMENTS
  17,596    2,506      265       10    3,235   17,871    6,006    3,370   15,235

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:     -2,116)
  -1,697   -1,065     -685       -3      370   -2,385   -1,380      269     -736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    82.8     11.8      1.2      0.0     15.2     84.1     28.3     15.9     71.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      15       10       12        2       11       20       30
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      283,193
COMMITMENTS
  30,941   48,479   70,081  153,139  135,524  254,161  254,083   29,032   29,110

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:    -23,551)
  -4,696    6,549  -15,620   -4,876  -18,282  -25,192  -27,352    1,641    3,801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     17.1     24.7     54.1     47.9     89.7     89.7     10.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      45       80       84       65       67      177      183
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      771,428
COMMITMENTS
  72,146  151,156   31,188  553,743  447,391  657,077  629,735  114,352  141,693

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:    -39,342)
   3,124    2,373  -16,333  -12,822  -21,516  -26,032  -35,477  -13,310   -3,865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4     19.6      4.0     71.8     58.0     85.2     81.6     14.8     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      25       39       31       78       77      124      126
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      207,297
COMMITMENTS
  53,861    7,809   42,743   77,288  134,777  173,892  185,329   33,405   21,967

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:    -12,523)
   1,342    1,153   -6,998     -281   -3,051   -5,937   -8,895   -6,586   -3,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0      3.8     20.6     37.3     65.0     83.9     89.4     16.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      58       27       53       67       62      154      123
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,446
COMMITMENTS
   2,411    1,505      693    3,766    4,682    6,870    6,881    1,575    1,565

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:       -487)
    -156       94      -33     -169     -529     -358     -468     -129      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6     17.8      8.2     44.6     55.4     81.3     81.5     18.7     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      14       13        6       19       16       35       34
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      594,456
COMMITMENTS
 137,133   54,338   35,128  335,556  405,777  507,818  495,242   86,638   99,213

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:    -17,056)
   2,402     -264   -8,006  -10,304   -4,293  -15,908  -12,563   -1,148   -4,493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1      9.1      5.9     56.4     68.3     85.4     83.3     14.6     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      37       31       25       65       74      112      120
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,296,246
COMMITMENTS
  92,326  194,935  130,668  821,809  664,934  1044803  990,538  251,443  305,709

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:   -177,966)
  12,372   27,531  -79,009  -84,968 -112,417 -151,606 -163,896  -26,360  -14,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     15.0     10.1     63.4     51.3     80.6     76.4     19.4     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      38       38       50      107       99      165      168
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      815,543
COMMITMENTS
  75,703  116,360   28,183  524,144  476,163  628,030  620,706  187,513  194,837

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:    -77,346)
  -9,863   -4,772  -43,713  -36,746  -24,239  -90,323  -72,724   12,977   -4,621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     14.3      3.5     64.3     58.4     77.0     76.1     23.0     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      20       22       19       61       67       87      102
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      565,015
COMMITMENTS
 128,770   16,774  138,883  255,958  368,609  523,611  524,265   41,404   40,750

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:      5,965)
 -11,586    5,475    1,013   19,979   -1,684    9,405    4,804   -3,440    1,161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8      3.0     24.6     45.3     65.2     92.7     92.8      7.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      33        9       35       40       37       84       74
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       47,881
COMMITMENTS
  13,822    6,959      719   24,897   29,733   39,438   37,411    8,443   10,470

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:     -3,617)
  -1,404   -1,651      304    1,057   -2,923      -43   -4,269   -3,574      652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9     14.5      1.5     52.0     62.1     82.4     78.1     17.6     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      18       17        4       23       22       44       40
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       30,919
COMMITMENTS
   4,644    2,417      522   24,729   26,628   29,895   29,567    1,024    1,352

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:      6,304)
   4,092   -1,785      436      763    6,689    5,291    5,340    1,013      964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      7.8      1.7     80.0     86.1     96.7     95.6      3.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3       11        2       13       12       17       24
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       32,319
COMMITMENTS
   8,685      266      141   23,389   31,691   32,215   32,098      104      221

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:     -7,746)
   5,999     -863      141  -13,917   -6,968   -7,777   -7,690       31      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9      0.8      0.4     72.4     98.1     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        4        1       11        8       16       13
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Updated July 6, 2009