```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      507,278
COMMITMENTS
 123,830   90,387   68,839  271,729  288,142  464,398  447,368   42,880   59,910

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     -2,525)
   7,377      891   -1,121   -6,459    4,242     -203    4,012   -2,322   -6,537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     17.8     13.6     53.6     56.8     91.5     88.2      8.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      452)
     172      117      154       92      127      361      328
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,342,765
COMMITMENTS
 459,690  112,455  182,278  567,978  787,479  1209946  1082212  132,819  260,553

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     46,155)
  34,883   -1,886   15,472  -11,174   39,985   39,181   53,571    6,974   -7,416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2      8.4     13.6     42.3     58.6     90.1     80.6      9.9     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      832)
     253      142      190      191      364      540      633
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,141
COMMITMENTS
   2,547      457      340    5,424    8,837    8,311    9,634    2,830    1,507

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:        362)
     404       35      -92      122      410      434      353      -72        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9      4.1      3.1     48.7     79.3     74.6     86.5     25.4     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      16        4        6       14       11       33       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      525,866
COMMITMENTS
 175,528   39,734   67,347  233,267  340,369  476,142  447,450   49,724   78,416

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     17,097)
   9,005    1,285    4,393    3,163   14,372   16,561   20,050      536   -2,953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4      7.6     12.8     44.4     64.7     90.5     85.1      9.5     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      529)
     197      100      116       99      193      354      370
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       26,637
COMMITMENTS
  23,740    1,908      205        5    5,782   23,950    7,895    2,687   18,742

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:        701)
     616      196      -22        0      368      594      542      107      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    89.1      7.2      0.8      0.0     21.7     89.9     29.6     10.1     70.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      21        7        6        1       14       22       27
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      313,294
COMMITMENTS
  89,543   40,060   51,300  136,216  201,262  277,059  292,622   36,235   20,672

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:      4,820)
   5,154   -7,233    4,137   -5,588    9,420    3,703    6,324    1,117   -1,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     12.8     16.4     43.5     64.2     88.4     93.4     11.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      96       54       82       58       55      211      163
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      715,278
COMMITMENTS
  81,336   92,935    7,372  453,834  485,445  542,542  585,752  172,736  129,526

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:    -14,303)
 -11,099   -8,026    3,119  -11,582  -12,126  -19,562  -17,033    5,259    2,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     13.0      1.0     63.4     67.9     75.9     81.9     24.1     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      34       26       17       71       74      113      109
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      197,029
COMMITMENTS
  21,879   30,536       47  126,616  132,899  148,542  163,482   48,487   33,547

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     25,251)
   1,449      365      -10   21,420   13,826   22,859   14,181    2,392   11,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     15.5      0.0     64.3     67.5     75.4     83.0     24.6     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        6        1       21       22       26       28
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,941
COMMITMENTS
   1,081      316      659    8,905    9,769   10,645   10,744      296      197

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:       -401)
  -1,029     -106      215      497     -469     -317     -360      -84      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      2.9      6.0     81.4     89.3     97.3     98.2      2.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        4        4       18       18       29       24
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      203,643
COMMITMENTS
  82,648   13,951   15,264   67,377  153,517  165,289  182,732   38,354   20,911

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:      6,166)
   4,465    1,128      746    1,454    3,427    6,665    5,301     -499      865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6      6.9      7.5     33.1     75.4     81.2     89.7     18.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      81       25       37       61       53      164      100
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,704
COMMITMENTS
   4,709    3,644    2,799    6,591   10,311   14,099   16,754    4,605    1,950

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:        181)
     410     -435      194     -454      571      150      330       31     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     19.5     15.0     35.2     55.1     75.4     89.6     24.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      34       17       13       18       22       63       45
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      822,184
COMMITMENTS
 197,600  189,921   16,303  497,434  505,026  711,337  711,250  110,847  110,934

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     -7,763)
  -1,285    6,330    1,401   -4,336  -10,780   -4,220   -3,049   -3,543   -4,714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     23.1      2.0     60.5     61.4     86.5     86.5     13.5     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      31       54       20       77      109      123      169
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,992,026
COMMITMENTS
 196,506  244,083   52,488  1449496  1392685  1698490  1689256  293,536  302,770

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:      9,023)
   9,313    5,002    1,682    8,718   10,362   19,713   17,046  -10,690   -8,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     12.3      2.6     72.8     69.9     85.3     84.8     14.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      32       52       43      113      137      172      205
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,093,081
COMMITMENTS
 183,490  123,546   26,466  680,196  700,909  890,152  850,921  202,929  242,160

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     19,262)
 -26,966   20,378    4,310   41,063    3,224   18,407   27,912      855   -8,650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     11.3      2.4     62.2     64.1     81.4     77.8     18.6     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      21       33       23       71       86      108      126
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      597,316
COMMITMENTS
 153,034    8,297   54,434  345,347  477,465  552,815  540,196   44,501   57,120

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:      3,615)
   4,097      580     -718     -991    5,289    2,388    5,151    1,227   -1,536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6      1.4      9.1     57.8     79.9     92.5     90.4      7.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      33        9       28       54       51       95       83
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       48,402
COMMITMENTS
  13,638    4,416      206   27,064   38,455   40,907   43,076    7,496    5,326

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:      2,126)
   4,009      482     -422   -1,909    3,205    1,679    3,266      447   -1,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2      9.1      0.4     55.9     79.4     84.5     89.0     15.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      35        7        6       30       35       67       46
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       96,804
COMMITMENTS
  27,275    8,832      411   54,127   76,909   81,813   86,152   14,991   10,652

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:      4,251)
   8,018      964     -843   -3,817    6,410    3,358    6,531      893   -2,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2      9.1      0.4     55.9     79.4     84.5     89.0     15.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      35        7        6       30       35       67       46
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        5,155
COMMITMENTS
   3,248    1,454        0    1,819    3,664    5,067    5,118       88       37

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:          4)
      -7     -414        0        0      418       -7        4       11        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.0     28.2      0.0     35.3     71.1     98.3     99.3      1.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        5        0        3        2       13        7
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,857
COMMITMENTS
   1,563      899      156    9,906   10,622   11,625   11,677      232      180

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     -2,916)
     -34       -2        0   -2,845   -2,959   -2,879   -2,961      -37       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      7.6      1.3     83.5     89.6     98.0     98.5      2.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        7        1        9       17       14       25
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       40,560
COMMITMENTS
   1,657    3,505      250   38,408   36,723   40,315   40,478      245       82

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:       -793)
    -355    1,152      230     -554   -2,142     -679     -760     -114      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      8.6      0.6     94.7     90.5     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        2        1        6       19       14       21
```

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Updated August 20, 2010