```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      507,055
COMMITMENTS
  88,428  144,045   72,206  306,069  231,908  466,703  448,159   40,352   58,896

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      4,223)
     927    9,207    1,016      802   -6,035    2,745    4,188    1,478       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     28.4     14.2     60.4     45.7     92.0     88.4      8.0     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      416)
     121      151      144       79       98      291      327
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,209,610
COMMITMENTS
 303,820  227,072  177,182  603,063  541,276  1084065  945,530  125,545  264,080

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -29,633)
  10,826   15,027   -7,203  -31,485  -35,701  -27,862  -27,877   -1,771   -1,756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     18.8     14.6     49.9     44.7     89.6     78.2     10.4     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      692)
     175      167      190      192      275      471      564
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       16,369
COMMITMENTS
   2,228    1,738      776   10,589   11,456   13,593   13,970    2,776    2,399

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     -2,713)
    -360   -2,645     -234   -1,180       79   -1,774   -2,800     -939       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     10.6      4.7     64.7     70.0     83.0     85.3     17.0     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      14       10        6       17       13       33       27
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      460,514
COMMITMENTS
 101,209   69,849   68,520  246,234  230,961  415,963  369,330   44,551   91,184

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -15,348)
     965  -12,928   -5,878  -14,128    4,845  -19,041  -13,961    3,693   -1,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     15.2     14.9     53.5     50.2     90.3     80.2      9.7     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      454)
     149      108      135      113      164      331      356
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       17,880
COMMITMENTS
  14,386      745      278       37    3,606   14,701    4,629    3,179   13,251

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:       -734)
      90     -315       90       -7      130      173      -95     -907     -639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.5      4.2      1.6      0.2     20.2     82.2     25.9     17.8     74.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      14        4        9        2        9       18       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      326,185
COMMITMENTS
  57,948   66,211   52,802  186,831  174,556  297,581  293,569   28,604   32,616

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -10,289)
     185   -3,615   -1,400  -12,820   -5,288  -14,035  -10,303    3,746       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     20.3     16.2     57.3     53.5     91.2     90.0      8.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      66       74       84       67       56      193      184
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      662,857
COMMITMENTS
  85,535  134,550   15,699  424,925  400,733  526,159  550,982  136,698  111,875

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -14,724)
  13,460   -2,595   -3,720  -21,481   -3,909  -11,741  -10,224   -2,983   -4,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     20.3      2.4     64.1     60.5     79.4     83.1     20.6     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      32       25       14       61       71      104       99
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      140,981
COMMITMENTS
   5,921   17,966       48   98,285  105,390  104,254  123,404   36,727   17,577

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      1,367)
   2,000    1,908      -74   -3,073     -967   -1,147      867    2,514      500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     12.7      0.0     69.7     74.8     73.9     87.5     26.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        6        1       17       15       21       21
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,500
COMMITMENTS
   1,301      829      516    9,219    9,868   11,036   11,213      464      287

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        447)
      29       34       60      247      244      336      338      111      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      7.2      4.5     80.2     85.8     96.0     97.5      4.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        6        3       16       17       26       23
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      190,775
COMMITMENTS
  60,132   13,856   18,863   74,780  134,441  153,775  167,160   37,000   23,615

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     16,005)
  13,767    3,400   -4,225    2,869   17,694   12,411   16,869    3,594     -864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5      7.3      9.9     39.2     70.5     80.6     87.6     19.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      61       29       51       59       64      150      125
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,153
COMMITMENTS
   3,793    3,847      917    7,728    7,859   12,438   12,623    2,715    2,530

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:       -577)
     -14       80     -215     -424      -97     -653     -232       76     -345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     25.4      6.1     51.0     51.9     82.1     83.3     17.9     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      22       19       14       24       22       53       51
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      884,456
COMMITMENTS
 213,227  172,308   29,777  539,860  557,873  782,864  759,958  101,592  124,498

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     -2,996)
  -4,335   -6,373      -29     -536    1,826   -4,900   -4,576    1,904    1,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     19.5      3.4     61.0     63.1     88.5     85.9     11.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      21       55       17       65      117       99      177
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,764,800
COMMITMENTS
 137,675  295,262   43,997  1267006  1069769  1448678  1409028  316,122  355,772

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -42,596)
   3,143  -31,504  -16,088  -76,669  -38,455  -89,614  -86,047   47,018   43,451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     16.7      2.5     71.8     60.6     82.1     79.8     17.9     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      29       48       20       99      131      144      183
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      940,220
COMMITMENTS
 144,731  111,231   26,213  582,885  572,351  753,829  709,795  186,391  230,425

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     11,755)
  -1,386   15,789   -5,117   29,131   -2,823   22,628    7,849  -10,873    3,906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     11.8      2.8     62.0     60.9     80.2     75.5     19.8     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      22       26       15       62       82       92      115
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      649,324
COMMITMENTS
 164,864   18,876   58,529  389,627  513,135  613,020  590,540   36,304   58,784

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     18,301)
  13,622      715    2,845   -1,580    6,083   14,887    9,643    3,414    8,658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      2.9      9.0     60.0     79.0     94.4     90.9      5.6      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      25       13       29       51       54       89       91
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       62,170
COMMITMENTS
   5,369    4,621    4,149   42,146   40,673   51,663   49,443   10,507   12,727

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      7.4      6.7     67.8     65.4     83.1     79.5     16.9     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      22       12       14       39       41       69       63
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       15,996
COMMITMENTS
   1,599      922    1,077    9,105   10,511   11,781   12,510    4,215    3,486

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      3,070)
      68      451    1,077    1,422    1,206    2,567    2,734      503      336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      5.8      6.7     56.9     65.7     73.6     78.2     26.4     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        5        5        9       12       16       20
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       92,347
COMMITMENTS
  11,037   10,896    2,645   66,082   60,324   79,764   73,865   12,583   18,482

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     17,275)
    -425   -1,753    1,851   16,347   13,862   17,773   13,960     -498    3,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     11.8      2.9     71.6     65.3     86.4     80.0     13.6     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      23       13       10       38       39       65       58
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       11,407
COMMITMENTS
   4,484    1,561      741    4,594    8,024    9,819   10,326    1,588    1,081

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3     13.7      6.5     40.3     70.3     86.1     90.5     13.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        5        2        4        2       15        8
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,899
COMMITMENTS
   3,009      748        0   10,606   12,930   13,615   13,678      284      221

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     -2,877)
    -981       -3       -6   -1,362   -2,438   -2,349   -2,447     -528     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6      5.4      0.0     76.3     93.0     98.0     98.4      2.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        7        0       10       15       13       22
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 06/15/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       30,776
COMMITMENTS
   3,796    2,045        0   26,676   28,598   30,472   30,643      304      133

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -14,379)
    -709     -515        0  -13,043  -13,377  -13,752  -13,892     -627     -487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      6.6      0.0     86.7     92.9     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        3        0        6       14       12       17
```

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Updated June 18, 2010