```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 06/01/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      500,642
COMMITMENTS
  77,147  132,024   76,662  308,203  234,379  462,012  443,065   38,630   57,577

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     11,814)
    -506    1,494    2,960    4,410    5,224    6,864    9,678    4,950    2,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     26.4     15.3     61.6     46.8     92.3     88.5      7.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      414)
     110      154      143       75      101      282      328
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/01/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,216,030
COMMITMENTS
 293,831  169,957  177,075  624,942  604,287  1095848  951,319  120,182  264,711

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:      8,790)
   3,312    2,286    9,971   -6,081  -12,403    7,202     -146    1,588    8,936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     14.0     14.6     51.4     49.7     90.1     78.2      9.9     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      686)
     179      147      189      181      277      468      548
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/01/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       18,648
COMMITMENTS
   2,602    4,338      531   11,844   11,633   14,977   16,502    3,671    2,146

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:        721)
      47     -240      404      253      625      704      789       17      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     23.3      2.8     63.5     62.4     80.3     88.5     19.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      16       17        6       18       11       35       33
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/01/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      459,804
COMMITMENTS
  95,394   72,327   67,915  254,104  224,515  417,413  364,757   42,391   95,047

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:      4,359)
    -877      762    2,958      290      732    2,371    4,452    1,988      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     15.7     14.8     55.3     48.8     90.8     79.3      9.2     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      454)
     130      114      131      104      162      308      361
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 06/01/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       18,329
COMMITMENTS
  14,103    1,280      184       45    3,453   14,332    4,917    3,997   13,412

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:       -445)
    -586      495     -189        0       48     -775      354      330     -799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.9      7.0      1.0      0.2     18.8     78.2     26.8     21.8     73.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      13        6        7        2        9       17       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/01/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      325,394
COMMITMENTS
  59,263   63,491   53,184  186,436  179,094  298,883  295,769   26,511   29,625

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:      6,894)
   1,664   -8,725    4,747    1,343   12,436    7,754    8,458     -860   -1,564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     19.5     16.3     57.3     55.0     91.9     90.9      8.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      60       79       78       64       56      181      183
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/01/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      712,278
COMMITMENTS
  72,899  133,767   32,560  462,117  431,115  567,576  597,442  144,702  114,836

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:    -44,902)
     581  -21,108   12,323  -61,490  -14,507  -48,586  -23,292    3,684  -21,610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     18.8      4.6     64.9     60.5     79.7     83.9     20.3     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      25       27       14       65       72       99      104
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 06/01/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      145,185
COMMITMENTS
   3,921   17,709        0  105,941  104,672  109,862  122,381   35,323   22,804

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:      7,774)
     402    2,214   -2,647   14,138    4,443   11,893    4,010   -4,119    3,764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     12.2      0.0     73.0     72.1     75.7     84.3     24.3     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        5        0       18       14       20       19
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 06/01/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,385
COMMITMENTS
   1,267      720      352    8,166    9,032    9,785   10,104      600      281

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:         80)
     160       40       30        2      -27      192       43     -112       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      6.9      3.4     78.6     87.0     94.2     97.3      5.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        6        3       15       16       25       22
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/01/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      167,756
COMMITMENTS
  44,030   16,637   21,155   72,126  105,635  137,311  143,427   30,445   24,329

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -3,695)
     484   -1,336      693   -2,116   -2,416     -939   -3,059   -2,756     -636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2      9.9     12.6     43.0     63.0     81.9     85.5     18.1     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      54       36       50       62       62      146      128
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/01/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,417
COMMITMENTS
   3,557    4,227      902    8,041    7,520   12,500   12,649    2,917    2,768

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:       -119)
    -182     -233       21     -324     -252     -485     -464      366      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     27.4      5.9     52.2     48.8     81.1     82.0     18.9     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      17       20       14       25       23       49       54
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/01/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      928,154
COMMITMENTS
 241,751  186,354   21,803  552,627  590,183  816,181  798,340  111,973  129,814

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:    -57,764)
   7,285     -118  -42,599  -24,033  -17,173  -59,347  -59,890    1,583    2,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     20.1      2.3     59.5     63.6     87.9     86.0     12.1     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      27       47       14       69      110      106      161
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/01/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,899,808
COMMITMENTS
 161,106  313,698   88,289  1347932  1187933  1597327  1589920  302,481  309,888

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     59,911)
  23,597  -19,817   58,887  -56,249   10,294   26,235   49,364   33,676   10,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     16.5      4.6     71.0     62.5     84.1     83.7     15.9     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      26       53       28      101      129      148      189
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/01/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      926,263
COMMITMENTS
 157,282  106,810   23,371  543,920  560,701  724,573  690,882  201,690  235,381

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:   -138,051)
 -15,267  -11,714   -9,831  -99,836  -80,191 -124,934 -101,736  -13,117  -36,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     11.5      2.5     58.7     60.5     78.2     74.6     21.8     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      23       23       15       59       83       89      114
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/01/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      608,644
COMMITMENTS
 149,660   20,159   50,400  375,466  489,821  575,526  560,380   33,118   48,264

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:    -57,622)
   4,702   -5,079   -8,471  -50,511  -37,876  -54,280  -51,426   -3,342   -6,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6      3.3      8.3     61.7     80.5     94.6     92.1      5.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      23       15       29       54       54       90       92
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 06/01/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       12,762
COMMITMENTS
   1,207      663        0    7,683    9,305    8,890    9,968    3,872    2,794

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:        182)
    -927      252        0        0        0     -927      252    1,109      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      5.2      0.0     60.2     72.9     69.7     78.1     30.3     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        0       10        8       12       11
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/01/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       75,042
COMMITMENTS
  12,947   10,743      252   48,651   47,955   61,850   58,950   13,192   16,092

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:         27)
    -957     -170     -294    1,867   -4,374      616   -4,838     -589    4,865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     14.3      0.3     64.8     63.9     82.4     78.6     17.6     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      20       15        5       30       31       52       49
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 06/01/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       15,216
COMMITMENTS
   3,199      751        6   11,617   14,100   14,822   14,857      394      359

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:       -182)
     557       94     -198     -517      -52     -158     -156      -24      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      4.9      0.0     76.3     92.7     97.4     97.6      2.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        7        1       11       18       15       26
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 06/01/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       40,021
COMMITMENTS
   4,000    2,311        0   35,228   37,156   39,228   39,467      793      554

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:      1,050)
    -166      839        0    1,500      492    1,334    1,331     -284     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      5.8      0.0     88.0     92.8     98.0     98.6      2.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        6        0        8       15       14       21
```

----

Updated June 4, 2010