```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      478,436
COMMITMENTS
  99,665   97,330   55,853  286,723  263,432  442,241  416,615   36,195   61,821

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     11,992)
  12,171   -7,091   -4,354    1,829   23,418    9,646   11,973    2,346       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     20.3     11.7     59.9     55.1     92.4     87.1      7.6     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      398)
     141      115      135       75      114      303      293
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,179,329
COMMITMENTS
 325,530  130,157  168,065  578,873  623,319  1072468  921,541  106,861  257,788

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     60,530)
  28,139  -16,661   16,378   21,588   60,200   66,105   59,917   -5,575      613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     11.0     14.3     49.1     52.9     90.9     78.1      9.1     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      726)
     193      152      166      154      320      445      567
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,724
COMMITMENTS
   1,812      773       33    5,279    7,645    7,124    8,451    2,600    1,273

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:       -285)
     -42      -84      -91     -409      -77     -542     -252      257      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6      7.9      0.3     54.3     78.6     73.3     86.9     26.7     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11        3        3       15       11       27       16
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      485,478
COMMITMENTS
 140,075   44,580   76,896  221,187  280,409  438,158  401,885   47,320   83,593

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     16,922)
  23,621   -8,338    1,762   -8,036   25,057   17,347   18,481     -425   -1,559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9      9.2     15.8     45.6     57.8     90.3     82.8      9.7     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      497)
     182      103      137      109      180      361      368
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,096
COMMITMENTS
  17,735      845      357       12    4,205   18,104    5,407    2,992   15,689

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      1,840)
   2,062       50       94       -4      186    2,152      330     -312    1,510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.1      4.0      1.7      0.1     19.9     85.8     25.6     14.2     74.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      18        3        7        2       10       20       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      280,882
COMMITMENTS
  52,268   57,776   44,536  156,412  154,989  253,216  257,301   27,666   23,581

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     -1,072)
  -2,007   -9,661    5,107   -5,709    5,891   -2,609    1,337    1,537   -2,409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     20.6     15.9     55.7     55.2     90.2     91.6      9.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      71       73       75       61       55      179      174
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      682,517
COMMITMENTS
  82,400  130,109    7,541  446,553  414,863  536,494  552,513  146,023  130,004

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      8,589)
  -7,923      424     -981   11,288   -5,253    2,384   -5,810    6,205   14,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     19.1      1.1     65.4     60.8     78.6     81.0     21.4     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      33       24       13       67       69      106      100
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      159,655
COMMITMENTS
  17,055   32,834       28  102,179  109,549  119,262  142,411   40,393   17,244

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      4,598)
   3,732    2,461      -39     -951    2,534    2,742    4,956    1,856     -358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     20.6      0.0     64.0     68.6     74.7     89.2     25.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        7        1       17       19       23       26
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       12,164
COMMITMENTS
   2,049      477      479    9,303   10,982   11,831   11,938      333      226

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        172)
     354      238      -48       18      -10      324      180     -152       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      3.9      3.9     76.5     90.3     97.3     98.1      2.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       9        3        2       22       23       33       26
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      203,147
COMMITMENTS
  73,324   17,853   14,201   74,071  147,105  161,596  179,159   41,551   23,988

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      7,941)
   2,695    4,983   -1,499    3,319    4,162    4,515    7,646    3,426      295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1      8.8      7.0     36.5     72.4     79.5     88.2     20.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      71       31       37       67       58      163      109
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,308
COMMITMENTS
   3,223    4,027    1,809    7,112    7,283   12,144   13,119    3,164    2,189

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        631)
     184      125      493     -531      129      146      747      485     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     26.3     11.8     46.5     47.6     79.3     85.7     20.7     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      18       19       12       17       21       45       47
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      861,922
COMMITMENTS
 175,625  203,783    9,703  575,995  527,091  761,323  740,577  100,599  121,345

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     24,106)
   8,824   -2,371   -1,952   17,833   29,440   24,705   25,117     -599   -1,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     23.6      1.1     66.8     61.2     88.3     85.9     11.7     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      30       60       20       65      119      109      185
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,843,850
COMMITMENTS
 178,256  322,785   33,420  1352517  1168628  1564193  1524833  279,657  319,017

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     87,200)
  -8,257   30,115    5,571   98,986   53,431   96,300   89,117   -9,100   -1,917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     17.5      1.8     73.4     63.4     84.8     82.7     15.2     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      34       53       32      107      130      165      191
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      933,042
COMMITMENTS
 163,507   95,726   12,536  546,958  586,913  723,001  695,175  210,041  237,867

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     32,546)
  -4,093   10,222    3,373   37,179   19,539   36,459   33,134   -3,913     -588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     10.3      1.3     58.6     62.9     77.5     74.5     22.5     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      26       28       14       59       82       90      119
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      616,778
COMMITMENTS
 173,233   11,952   51,000  351,791  491,409  576,024  554,361   40,754   62,417

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      7,861)
  -3,781   -1,665    2,721    8,076    1,343    7,016    2,399      845    5,462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1      1.9      8.3     57.0     79.7     93.4     89.9      6.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      27       12       32       52       56       94       90
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       41,245
COMMITMENTS
   6,482    4,700      449   29,066   28,213   35,996   33,361    5,249    7,884

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      2,154)
   1,663   -1,557      183       44    2,782    1,890    1,408      265      746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     11.4      1.1     70.5     68.4     87.3     80.9     12.7     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      22       11        5       30       30       54       44
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       82,489
COMMITMENTS
  12,963    9,399      897   58,131   56,425   71,991   66,721   10,498   15,768

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      4,308)
   3,326   -3,113      366       87    5,563    3,779    2,816      529    1,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     11.4      1.1     70.5     68.4     87.3     80.9     12.7     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      22       11        5       30       30       54       44
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,935
COMMITMENTS
   2,133      726      156   10,396   11,897   12,685   12,779      250      156

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     -1,592)
    -396       -5      103   -1,287   -1,713   -1,580   -1,615      -12       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      5.6      1.2     80.4     92.0     98.1     98.8      1.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        7        1        8       16       13       24
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       33,327
COMMITMENTS
   2,745    3,078       20   30,290   30,119   33,055   33,217      272      110

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      1,930)
     778   -1,070       20    1,176    3,007    1,974    1,957      -44      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      9.2      0.1     90.9     90.4     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        2        1        7       16       16       18
```

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Updated July 23, 2010