```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      393,654
COMMITMENTS
  74,605   87,643  103,288  182,691  153,497  360,584  344,428   33,070   49,227

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     10,267)
  -5,964    7,600    6,017    6,675   -3,435    6,729   10,182    3,539       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     22.3     26.2     46.4     39.0     91.6     87.5      8.4     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      371)
      90      137      143       82      111      275      313
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,291,765
COMMITMENTS
 229,900  129,235  354,472  584,042  552,477  1168414  1036185  123,351  255,580

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     14,588)
  -5,536   11,983   13,731    3,849  -21,224   12,044    4,490    2,544   10,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     10.0     27.4     45.2     42.8     90.5     80.2      9.5     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      653)
     168      140      204      219      290      495      548
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,608
COMMITMENTS
   1,335    1,015    1,024   10,218   10,327   12,577   12,367    2,030    2,241

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:       -106)
      21      -29     -252       81       -3     -150     -284       44      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      6.9      7.0     70.0     70.7     86.1     84.7     13.9     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       9        9        6       15       13       26       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      576,683
COMMITMENTS
 110,575   23,046  172,634  239,393  291,986  522,602  487,666   54,081   89,017

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -1,534)
 -16,086    1,198    3,244   11,077   -5,048   -1,764     -606      230     -928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2      4.0     29.9     41.5     50.6     90.6     84.6      9.4     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      467)
     164      107      182      136      178      378      400
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       21,683
COMMITMENTS
  17,915    2,600      374       10    3,179   18,299    6,153    3,384   15,530

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:        442)
     319       94      109        0      -56      428      147       14      295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    82.6     12.0      1.7      0.0     14.7     84.4     28.4     15.6     71.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      15        9       11        2       11       21       27
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      287,266
COMMITMENTS
  26,117   57,625   73,240  162,412  127,879  261,769  258,743   25,497   28,522

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:      4,073)
  -4,824    9,146    3,159    9,273   -7,645    7,608    4,660   -3,535     -587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     20.1     25.5     56.5     44.5     91.1     90.1      8.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      46       73       78       66       67      170      179
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      799,959
COMMITMENTS
  89,398  144,020   36,147  557,158  469,245  682,703  649,413  117,256  150,547

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     28,531)
  17,252   -7,136    4,960    3,415   21,854   25,626   19,678    2,905    8,853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     18.0      4.5     69.6     58.7     85.3     81.2     14.7     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      33       36       38       79       78      135      129
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      203,640
COMMITMENTS
  44,937   11,693   41,267   84,716  128,470  170,920  181,430   32,720   22,210

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -3,657)
  -8,924    3,883   -1,476    7,428   -6,307   -2,972   -3,900     -685      243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1      5.7     20.3     41.6     63.1     83.9     89.1     16.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      69       24       56       68       61      158      128
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,361
COMMITMENTS
   2,456    1,474      587    3,777    4,876    6,820    6,937    1,541    1,424

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:        -84)
      45      -31     -106       11      193      -50       57      -34     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.4     17.6      7.0     45.2     58.3     81.6     83.0     18.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      12       15        6       19       16       36       33
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      640,839
COMMITMENTS
 157,502   47,089   39,417  335,274  448,832  532,194  535,339  108,646  105,500

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     46,384)
  20,368   -7,248    4,290     -282   43,055   24,376   40,097   22,008    6,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      7.3      6.2     52.3     70.0     83.0     83.5     17.0     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      40       25       23       64       76      111      117
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,348,314
COMMITMENTS
  92,069  203,234  147,838  834,331  676,258  1074238  1027330  274,076  320,984

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     52,068)
    -256    8,299   17,169   12,522   11,324   29,435   36,793   22,633   15,276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     15.1     11.0     61.9     50.2     79.7     76.2     20.3     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      45       43       56      112      109      180      186
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      844,935
COMMITMENTS
  73,576  108,914   38,936  546,430  510,759  658,942  658,609  185,993  186,326

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     29,392)
  -2,127   -7,446   10,753   22,286   34,596   30,912   37,903   -1,520   -8,512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     12.9      4.6     64.7     60.4     78.0     77.9     22.0     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      24       23       21       69       71       99      109
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      516,045
COMMITMENTS
 119,627   12,302  125,862  229,503  341,080  474,992  479,243   41,053   36,801

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:    -48,970)
  -9,143   -4,472  -13,021  -26,455  -27,529  -48,619  -45,022     -351   -3,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2      2.4     24.4     44.5     66.1     92.0     92.9      8.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      32        9       30       38       38       78       70
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       58,723
COMMITMENTS
  13,649   13,623      830   34,298   26,039   48,777   40,492    9,946   18,231

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     10,843)
    -173    6,664      111    9,401   -3,693    9,339    3,081    1,503    7,761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2     23.2      1.4     58.4     44.3     83.1     69.0     16.9     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      18       26        6       25       23       45       53
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       34,313
COMMITMENTS
   2,464    2,032       88   29,658   29,766   32,210   31,886    2,103    2,427

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:      3,394)
  -2,180     -385     -434    4,929    3,138    2,315    2,319    1,079    1,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      5.9      0.3     86.4     86.7     93.9     92.9      6.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5       11        1       11       13       17       24
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       33,766
COMMITMENTS
   7,894      375      831   24,847   32,466   33,572   33,672      194       94

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:      1,447)
    -791      109      690    1,458      775    1,357    1,574       90     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      1.1      2.5     73.6     96.1     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        5        1       11        8       17       14
```

----

Updated July 10, 2009