```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      499,114
COMMITMENTS
 113,260   92,718   57,110  295,329  289,944  465,699  439,772   33,415   59,342

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      2,308)
  10,322   -3,008   -5,644    1,485   14,537    6,163    5,885   -3,855   -3,577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     18.6     11.4     59.2     58.1     93.3     88.1      6.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      413)
     157      121      131       74      115      312      297
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,244,111
COMMITMENTS
 387,305  127,654  162,423  576,225  688,633  1125953  978,710  118,158  265,401

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     25,323)
  47,412  -21,407  -19,761  -14,305   59,712   13,346   18,544   11,977    6,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     10.3     13.1     46.3     55.4     90.5     78.7      9.5     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      758)
     208      144      183      168      336      487      588
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,925
COMMITMENTS
   1,849      431      468    5,664    8,368    7,981    9,267    2,944    1,658

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:        701)
    -196     -337      187      499      665      490      515      211      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9      3.9      4.3     51.8     76.6     73.1     84.8     26.9     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      11        4        8       15       14       31       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      490,303
COMMITMENTS
 152,315   40,660   62,957  227,481  305,271  442,753  408,888   47,550   81,415

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     12,134)
  19,911   -1,593   -7,899     -861   24,696   11,151   15,204      983   -3,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1      8.3     12.8     46.4     62.3     90.3     83.4      9.7     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      505)
     188       93      119       89      188      335      361
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       24,010
COMMITMENTS
  20,568    1,681      190       11    5,264   20,769    7,135    3,241   16,875

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      2,852)
   2,449      385      -27       -1    1,040    2,421    1,398      431    1,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.7      7.0      0.8      0.0     21.9     86.5     29.7     13.5     70.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      19        7        8        2       13       21       28
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      290,442
COMMITMENTS
  69,050   44,499   45,784  144,242  178,942  259,076  269,225   31,366   21,217

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     10,102)
  14,009   -5,332    1,320   -7,747   17,061    7,582   13,049    2,520   -2,947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     15.3     15.8     49.7     61.6     89.2     92.7     10.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      81       60       80       58       56      194      160
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      692,587
COMMITMENTS
  96,349  138,072    6,972  452,489  447,006  555,810  592,050  136,777  100,537

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:        997)
   8,032     -768     -948    5,533   24,611   12,617   22,895  -11,620  -21,898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     19.9      1.0     65.3     64.5     80.3     85.5     19.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      29       22       12       70       72      106       99
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      165,684
COMMITMENTS
  20,902   38,342      135  102,345  110,057  123,382  148,534   42,302   17,150

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      7,202)
   4,074    6,582      107    4,094    1,934    8,275    8,623   -1,073   -1,421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     23.1      0.1     61.8     66.4     74.5     89.6     25.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        7        2       17       18       24       25
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,675
COMMITMENTS
   2,133      444      517    8,628   10,477   11,278   11,438      397      237

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:       -130)
     -72     -308       69     -173        0     -176     -239       46      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3      3.8      4.4     73.9     89.7     96.6     98.0      3.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9        4        2       19       19       30       23
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      192,396
COMMITMENTS
  76,682   13,893   14,125   64,344  143,134  155,151  171,152   37,245   21,244

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -2,755)
   3,251     -538      463   -5,154      112   -1,440       37   -1,315   -2,792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9      7.2      7.3     33.4     74.4     80.6     89.0     19.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      76       28       41       55       53      155      107
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,717
COMMITMENTS
   4,149    4,230    2,194    7,151    9,203   13,494   15,627    4,223    2,090

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      1,851)
     455      167      727      -20    1,023    1,162    1,917      689      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     23.9     12.4     40.4     51.9     76.2     88.2     23.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      30       20       14       18       21       59       47
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      800,398
COMMITMENTS
 183,800  193,886   22,432  510,345  501,060  716,577  717,378   83,821   83,020

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:       -942)
  15,807    1,593    7,417   -5,047   19,896   18,177   28,906  -19,119  -29,848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     24.2      2.8     63.8     62.6     89.5     89.6     10.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      29       55       18       72      113      114      173
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,807,891
COMMITMENTS
 159,205  350,357   35,399  1394564  1182599  1589168  1568355  218,723  239,536

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:    -24,082)
  -8,714   41,887    3,417   47,509    3,599   42,212   48,903  -66,294  -72,985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     19.4      2.0     77.1     65.4     87.9     86.8     12.1     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      31       55       37      102      130      159      196
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,017,266
COMMITMENTS
 264,964  100,619   22,329  554,625  667,328  841,918  790,276  175,348  226,990

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     79,124)
  57,730     -393   12,300   39,810   85,432  109,840   97,339  -30,716  -18,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      9.9      2.2     54.5     65.6     82.8     77.7     17.2     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      30       28       20       62       86      100      126
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      588,561
COMMITMENTS
 164,244    9,203   50,063  332,369  469,606  546,676  528,872   41,885   59,689

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:    -44,034)
 -12,986     -267     -629  -25,242  -35,297  -38,857  -36,193   -5,177   -7,841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9      1.6      8.5     56.5     79.8     92.9     89.9      7.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      29       12       31       55       54       96       88
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       44,759
COMMITMENTS
  10,430    4,278      462   27,907   34,615   38,798   39,354    5,961    5,405

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      1,236)
   2,888     -708       61   -1,178    4,823    1,771    4,175     -535   -2,940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3      9.6      1.0     62.3     77.3     86.7     87.9     13.3     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      30        7        3       25       33       58       40
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       89,518
COMMITMENTS
  20,860    8,555      923   55,813   69,230   77,596   78,708   11,922   10,810

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      2,471)
   5,776   -1,416      121   -2,356    9,645    3,541    8,350   -1,070   -5,879

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3      9.6      1.0     62.3     77.3     86.7     87.9     13.3     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      30        7        3       25       33       58       40
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,831
COMMITMENTS
   1,319      910      156   12,212   12,742   13,687   13,808      144       23

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      1,211)
     434        0        0      875    1,354    1,309    1,354      -98     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      6.6      1.1     88.3     92.1     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        7        1        9       16       14       24
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       38,591
COMMITMENTS
   1,850      995       20   36,468   37,515   38,338   38,530      253       61

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      3,609)
  -1,619   -1,748        0    5,258    5,378    3,639    3,630      -30      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      2.6      0.1     94.5     97.2     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        2        1        6       17       13       19
```

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Updated August 6, 2010