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WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      446,062
COMMITMENTS
  75,999   70,220  140,319  192,845  184,509  409,163  395,048   36,898   51,014

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:     -5,651)
  -7,612     -324    1,588      717   -6,927   -5,307   -5,663     -344       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0     15.7     31.5     43.2     41.4     91.7     88.6      8.3     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      377)
      92      125      167       91      112      303      326
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,388,160
COMMITMENTS
 238,142  113,775  410,619  609,223  608,067  1257984  1132461  130,176  255,699

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:     -7,761)
 -18,306   27,700  -16,507   28,829  -16,308   -5,985   -5,115   -1,776   -2,645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      8.2     29.6     43.9     43.8     90.6     81.6      9.4     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      673)
     189      127      234      241      295      547      571
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,790
COMMITMENTS
   1,340      656    1,818   10,494   11,352   13,652   13,826    2,138    1,964

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:       -235)
    -279       42      143    1,730      734    1,595      920   -1,830   -1,155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      4.2     11.5     66.5     71.9     86.5     87.6     13.5     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       9        7       10       19       13       34       28
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      661,897
COMMITMENTS
 127,148   21,207  224,092  250,639  326,218  601,879  571,517   60,019   90,380

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:      2,610)
  -8,853     -892    2,906   10,053     -247    4,105    1,767   -1,495      844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2      3.2     33.9     37.9     49.3     90.9     86.3      9.1     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      477)
     170      111      210      133      174      409      406
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       23,357
COMMITMENTS
  19,293    3,571      950       13    2,865   20,256    7,386    3,101   15,971

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:       -873)
    -419     -812     -238       -1     -113     -658   -1,163     -215      290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    82.6     15.3      4.1      0.1     12.3     86.7     31.6     13.3     68.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      18       13       14        2        9       24       32
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      306,744
COMMITMENTS
  35,638   41,929   85,701  158,015  153,806  279,353  281,435   27,391   25,309

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:     -6,895)
    -853    2,039   -2,255    4,144   -2,274    1,035   -2,490   -7,931   -4,405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     13.7     27.9     51.5     50.1     91.1     91.7      8.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      53       58       85       67       70      184      182
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      810,770
COMMITMENTS
  69,022  148,783   47,521  566,565  468,907  683,108  665,212  127,662  145,558

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:     14,904)
      83   -5,302     -609   14,292   19,825   13,765   13,913    1,139      991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     18.4      5.9     69.9     57.8     84.3     82.0     15.7     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      25       41       36       84       82      134      134
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      219,819
COMMITMENTS
  52,519    6,656   49,741   77,570  137,828  179,829  194,225   39,990   25,595

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:    -10,543)
  -8,142      395      374      -29  -13,302   -7,797  -12,533   -2,746    1,990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      3.0     22.6     35.3     62.7     81.8     88.4     18.2     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      65       24       55       68       66      158      127
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,933
COMMITMENTS
   2,567    1,411      726    3,935    5,211    7,228    7,348    1,705    1,585

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:       -474)
      25      197      -10       -0     -188       14       -1     -489     -473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7     15.8      8.1     44.1     58.3     80.9     82.3     19.1     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      17       13        8       20       19       40       38
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      611,512
COMMITMENTS
 134,732   54,601   43,134  345,860  410,070  523,725  507,805   87,786  103,706

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:     28,658)
  16,043   -6,893     -814    8,114   37,494   23,343   29,786    5,315   -1,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0      8.9      7.1     56.6     67.1     85.6     83.0     14.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      35       32       23       69       74      114      119
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,474,212
COMMITMENTS
  79,954  167,404  209,678  906,777  777,351  1196409  1154433  277,803  319,779

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:    -74,747)
  -9,828  -20,955  -27,875  -26,009  -34,020  -63,712  -82,850  -11,035    8,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4     11.4     14.2     61.5     52.7     81.2     78.3     18.8     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      39       45       63      127      118      198      195
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      892,889
COMMITMENTS
  85,566  121,132   71,896  560,890  500,402  718,353  693,430  174,536  199,459

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:     -9,514)
 -16,925    4,939   -8,538   14,823    1,854  -10,640   -1,745    1,126   -7,769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     13.6      8.1     62.8     56.0     80.5     77.7     19.5     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      25       25       26       68       70      103      111
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      559,050
COMMITMENTS
 140,356   11,298  137,870  235,980  370,293  514,206  519,462   44,844   39,588

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:     51,635)
   8,461    1,442   31,863   10,001   15,532   50,324   48,837    1,311    2,798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      2.0     24.7     42.2     66.2     92.0     92.9      8.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      35        6       35       41       38       85       75
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       51,498
COMMITMENTS
  15,226    8,609      416   23,839   32,655   39,481   41,680   12,017    9,817

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:    -25,852)
  -3,627  -12,264   -2,677  -18,928   -3,164  -25,232  -18,104     -620   -7,748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6     16.7      0.8     46.3     63.4     76.7     80.9     23.3     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      20       13        4       27       25       49       40
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       24,615
COMMITMENTS
     552    4,202       86   23,966   19,939   24,604   24,227       11      388

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:       -631)
  -3,648       29        0    3,016     -715     -632     -686        1       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2     17.1      0.3     97.4     81.0    100.0     98.4      0.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3       14        1       13       13       17       27
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       40,065
COMMITMENTS
   2,686    1,129        0   37,306   38,659   39,992   39,788       73      277

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:       -295)
    -686      180        0      389     -496     -297     -316        2       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      2.8      0.0     93.1     96.5     99.8     99.3      0.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        6        0       11        8       14       14
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Updated June 26, 2009