```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      496,806
COMMITMENTS
 102,938   95,726   62,754  293,844  275,407  459,536  433,887   37,270   62,919

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     18,370)
   3,273   -1,604    6,901    7,121   11,975   17,295   17,272    1,075    1,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     19.3     12.6     59.1     55.4     92.5     87.3      7.5     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
     145      126      146       73      113      312      309
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,218,788
COMMITMENTS
 339,893  149,061  182,184  590,530  628,921  1112607  960,166  106,181  258,622

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     39,459)
  14,363   18,904   14,119   11,657    5,602   40,139   38,625     -680      834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     12.2     14.9     48.5     51.6     91.3     78.8      8.7     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      743)
     194      159      175      161      323      462      583
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,224
COMMITMENTS
   2,045      768      281    5,165    7,703    7,491    8,752    2,733    1,472

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:        500)
     233       -5      248     -114       58      367      301      133      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0      7.5      2.7     50.5     75.3     73.3     85.6     26.7     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12        3        5       15       12       28       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      478,169
COMMITMENTS
 132,404   42,253   70,856  228,342  280,575  431,602  393,684   46,567   84,485

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     -7,309)
  -7,671   -2,327   -6,040    7,155      166   -6,556   -8,201     -753      892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7      8.8     14.8     47.8     58.7     90.3     82.3      9.7     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      485)
     171      101      138       97      178      335      372
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,158
COMMITMENTS
  18,119    1,296      217       12    4,224   18,348    5,737    2,810   15,421

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:         62)
     384      451     -140        0       19      244      330     -182     -268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.6      6.1      1.0      0.1     20.0     86.7     27.1     13.3     72.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      19        5       10        2       10       21       25
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      280,340
COMMITMENTS
  55,041   49,831   44,464  151,989  161,881  251,494  256,176   28,846   24,164

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:       -542)
   2,773   -7,945      -72   -4,423    6,892   -1,722   -1,125    1,180      583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     17.8     15.9     54.2     57.7     89.7     91.4     10.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      67       66       79       64       52      192      168
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      691,590
COMMITMENTS
  88,317  138,840    7,920  446,956  422,395  543,193  569,155  148,397  122,435

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      9,073)
   5,917    8,731      379      403    7,532    6,699   16,642    2,374   -7,569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     20.1      1.1     64.6     61.1     78.5     82.3     21.5     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      29       23       10       68       70      104       96
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      158,482
COMMITMENTS
  16,828   31,760       28   98,251  108,123  115,107  139,911   43,375   18,571

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     -1,173)
    -227   -1,074        0   -3,928   -1,426   -4,155   -2,500    2,982    1,327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     20.0      0.0     62.0     68.2     72.6     88.3     27.4     11.7

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 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,805
COMMITMENTS
   2,205      752      448    8,801   10,477   11,454   11,677      351      128

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:       -359)
     156      275      -31     -502     -505     -377     -261       18      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7      6.4      3.8     74.6     88.8     97.0     98.9      3.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9        4        3       20       21       32       25
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      195,151
COMMITMENTS
  73,431   14,431   13,662   69,498  143,022  156,591  171,115   38,560   24,036

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     -7,996)
     107   -3,422     -539   -4,573   -4,083   -5,005   -8,044   -2,991       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6      7.4      7.0     35.6     73.3     80.2     87.7     19.8     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      75       31       36       65       57      163      109
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,866
COMMITMENTS
   3,694    4,063    1,467    7,171    8,180   12,332   13,710    3,534    2,156

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:        558)
     471       36     -342       59      897      188      591      370      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     25.6      9.2     45.2     51.6     77.7     86.4     22.3     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      25       19       13       19       22       54       46
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      801,340
COMMITMENTS
 167,993  192,293   15,015  515,392  481,164  698,400  688,472  102,940  112,868

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:    -60,582)
  -7,632  -11,490    5,312  -60,603  -45,927  -62,923  -52,105    2,341   -8,477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     24.0      1.9     64.3     60.0     87.2     85.9     12.8     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      29       59       21       72      115      115      181
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,831,973
COMMITMENTS
 167,919  308,470   31,982  1347055  1179000  1546956  1519452  285,017  312,521

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:    -11,877)
 -10,337  -14,315   -1,438   -5,462   10,372  -17,237   -5,381    5,360   -6,496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     16.8      1.7     73.5     64.4     84.4     82.9     15.6     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      26       54       31      103      131      153      192
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      938,142
COMMITMENTS
 207,234  101,012   10,029  514,815  581,896  732,078  692,937  206,064  245,205

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      5,100)
  43,727    5,286   -2,507  -32,143   -5,017    9,077   -2,238   -3,977    7,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     10.8      1.1     54.9     62.0     78.0     73.9     22.0     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      27       32       14       63       79       95      120
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      632,595
COMMITMENTS
 177,230    9,470   50,692  357,611  504,903  585,533  565,065   47,062   67,530

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     15,817)
   3,997   -2,482     -308    5,820   13,494    9,509   10,704    6,308    5,113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0      1.5      8.0     56.5     79.8     92.6     89.3      7.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      30       10       31       54       53       95       87
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       43,524
COMMITMENTS
   7,542    4,986      401   29,085   29,793   37,028   35,179    6,496    8,345

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      2,279)
   1,061      286      -48       19    1,580    1,032    1,819    1,247      461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     11.5      0.9     66.8     68.5     85.1     80.8     14.9     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      22        9        2       26       31       49       41
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       87,047
COMMITMENTS
  15,084    9,971      802   58,169   59,585   74,055   70,358   12,992   16,689

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      4,558)
   2,121      572      -95       38    3,160    2,064    3,637    2,494      921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     11.5      0.9     66.8     68.5     85.1     80.8     14.9     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      22        9        2       26       31       49       41
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,620
COMMITMENTS
     885      910      156   11,337   11,388   12,378   12,454      242      166

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:       -315)
  -1,248      184        0      941     -509     -307     -325       -8       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      7.2      1.2     89.8     90.2     98.1     98.7      1.9      1.3

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 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       34,982
COMMITMENTS
   3,469    2,743       20   31,210   32,137   34,699   34,900      283       82

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      1,655)
     724     -335        0      920    2,018    1,644    1,683       11      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      7.8      0.1     89.2     91.9     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        2        1        6       16       15       18
```

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Updated July 30, 2010