```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      656,550
COMMITMENTS
  99,458   78,491  197,828  312,053  312,924  609,339  589,243   47,211   67,307

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     -9,970)
   7,908    2,967   -7,394   -7,927    1,909   -7,413   -2,518   -2,557   -7,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     12.0     30.1     47.5     47.7     92.8     89.7      7.2     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      490)
     173      148      212      103      136      399      400
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,877,911
COMMITMENTS
 447,473  100,360  559,783  706,497  905,474  1713753  1565616  164,158  312,295

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:    114,279)
  32,280   -4,379   72,814   -2,214   53,916  102,881  122,351   11,398   -8,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8      5.3     29.8     37.6     48.2     91.3     83.4      8.7     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      885)
     267      161      285      249      398      643      747
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       12,529
COMMITMENTS
   1,945      413    1,400    5,988    9,148    9,334   10,961    3,195    1,569

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:        354)
     421       37     -104       96      407      412      340      -58       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      3.3     11.2     47.8     73.0     74.5     87.5     25.5     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      16        4        8       15       13       35       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      676,855
COMMITMENTS
 170,740   31,746  177,761  272,851  377,980  621,353  587,487   55,502   89,368

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     23,799)
   8,334     -812   11,114    3,669   16,144   23,117   26,446      682   -2,647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2      4.7     26.3     40.3     55.8     91.8     86.8      8.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      561)
     207      121      179      113      206      403      437
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      378,961
COMMITMENTS
  87,211   39,333   91,950  162,784  226,277  341,945  357,560   37,016   21,401

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:      5,777)
   5,481   -5,867    3,731   -4,700    9,423    4,513    7,287    1,264   -1,510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0     10.4     24.3     43.0     59.7     90.2     94.4      9.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      99       58       94       65       61      227      178
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      850,636
COMMITMENTS
  74,215   91,918   71,339  509,278  530,963  654,832  694,220  195,804  156,416

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     31,334)
 -14,067   -9,563   27,160    8,842    7,042   21,936   24,640    9,398    6,694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     10.8      8.4     59.9     62.4     77.0     81.6     23.0     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      32       32       38       86       85      139      134
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED 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:      197,737
COMMITMENTS
  21,879   30,594      125  126,622  132,899  148,627  163,618   49,111   34,119

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     25,471)
   1,449      372       32   21,410   13,826   22,891   14,229    2,580   11,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     15.5      0.1     64.0     67.2     75.2     82.7     24.8     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        6        1       21       22       26       28
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:      233,051
COMMITMENTS
  82,382   11,180   33,272   76,057  164,689  191,711  209,141   41,340   23,910

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     10,246)
   5,254      816    3,512    2,132    4,989   10,898    9,317     -652      929

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.3      4.8     14.3     32.6     70.7     82.3     89.7     17.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      88       21       46       63       59      172      112
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       20,548
COMMITMENTS
   4,778    3,078    3,941    7,016   11,381   15,735   18,399    4,813    2,149

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:        359)
     413     -501      310     -421      670      301      478       58     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3     15.0     19.2     34.1     55.4     76.6     89.5     23.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      38       16       15       24       24       74       47
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:      885,472
COMMITMENTS
 179,427  169,465   83,884  507,937  516,932  771,248  770,281  114,224  115,191

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     -5,852)
  -4,852    4,097    8,431   -5,520  -12,934   -1,941     -407   -3,910   -5,444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     19.1      9.5     57.4     58.4     87.1     87.0     12.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      35       56       35       83      117      143      184
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    2,718,710
COMMITMENTS
 215,198  186,953  361,427  1818009  1840541  2394634  2388921  324,076  329,789

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     65,745)
   1,373    7,531   32,095   37,072   30,622   70,539   70,248   -4,794   -4,503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      6.9     13.3     66.9     67.7     88.1     87.9     11.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      44       46       62      143      159      213      241
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    1,211,603
COMMITMENTS
 184,136   98,494   83,148  723,015  771,232  990,298  952,873  221,304  258,730

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     15,827)
 -29,463   19,818    7,693   37,108   -3,883   15,338   23,629      489   -7,802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      8.1      6.9     59.7     63.7     81.7     78.6     18.3     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      24       32       30       80       95      123      138
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:    1,273,804
COMMITMENTS
 141,794   10,158  665,873  417,252  536,486  1224919  1212517   48,885   61,287

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:      4,808)
   1,412     -637    2,290      593    5,184    4,294    6,837      513   -2,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      0.8     52.3     32.8     42.1     96.2     95.2      3.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      32       16       39       61       59      108      100
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       49,239
COMMITMENTS
  13,653    4,491      393   27,597   38,875   41,643   43,758    7,596    5,481

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:      2,099)
   4,025      460     -412   -1,957    3,219    1,656    3,267      443   -1,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7      9.1      0.8     56.0     79.0     84.6     88.9     15.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      35        8       11       32       37       71       52
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:       98,478
COMMITMENTS
  27,307    8,982      785   55,195   77,749   83,287   87,516   15,191   10,962

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:      4,199)
   8,051      921     -824   -3,913    6,439    3,313    6,535      886   -2,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7      9.1      0.8     56.0     79.0     84.6     88.9     15.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      35        8       11       32       37       71       52
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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