```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      518,643
COMMITMENTS
  84,419  123,751  101,990  296,372  232,955  482,781  458,695   35,863   59,948

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:    -59,032)
   1,089   -2,755  -35,653  -17,774  -17,727  -52,339  -56,135   -6,693   -2,897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     23.9     19.7     57.1     44.9     93.1     88.4      6.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      406)
     119      146      156       83      101      302      326
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,458,113
COMMITMENTS
 248,195  210,824  374,202  697,269  578,879  1319667  1163905  138,447  294,208

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:   -156,538)
 -18,930   32,966 -103,145  -29,133  -77,639 -151,207 -147,818   -5,330   -8,719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0     14.5     25.7     47.8     39.7     90.5     79.8      9.5     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      739)
     193      171      259      222      294      548      634
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,978
COMMITMENTS
   1,162      962    1,611   10,144   11,629   12,916   14,201    3,061    1,776

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:       -914)
     -30      -61     -648     -193       -1     -871     -710      -43     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      6.0     10.1     63.5     72.8     80.8     88.9     19.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12        6        9       17       14       34       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      550,065
COMMITMENTS
  83,244   67,513  145,804  276,610  238,832  505,659  452,149   44,406   97,916

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:    -51,201)
  -6,960    2,224  -26,740  -10,581  -24,074  -44,281  -48,591   -6,920   -2,610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     12.3     26.5     50.3     43.4     91.9     82.2      8.1     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      483)
     123      159      180      120      170      351      416
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       16,929
COMMITMENTS
  13,621      485      200        9    3,822   13,830    4,507    3,099   12,422

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     -1,041)
  -1,059      -25       62       -2     -192     -999     -155      -42     -886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.5      2.9      1.2      0.1     22.6     81.7     26.6     18.3     73.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      11        2        7        2       11       14       19
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      335,813
COMMITMENTS
  43,686   72,810   65,354  203,418  168,658  312,458  306,822   23,355   28,991

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:    -28,060)
  -5,382   13,325  -10,087   -7,205  -28,319  -22,674  -25,082   -5,386   -2,978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     21.7     19.5     60.6     50.2     93.0     91.4      7.0      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      58       93       89       68       59      197      199
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      732,926
COMMITMENTS
  72,133  129,272   49,600  467,684  419,448  589,417  598,320  143,509  134,606

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      3,375)
  -4,757    1,520   -4,248   17,716       29    8,711   -2,699   -5,336    6,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8     17.6      6.8     63.8     57.2     80.4     81.6     19.6     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      30       30       33       74       80      121      126
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      145,494
COMMITMENTS
   8,162   23,967      106   99,016  105,089  107,284  129,162   38,209   16,332

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      2,531)
     400    4,306       41      910     -869    1,351    3,478    1,180     -948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6     16.5      0.1     68.1     72.2     73.7     88.8     26.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        7        1       17       15       21       22
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,551
COMMITMENTS
   1,557      344      609    8,941   10,346   11,107   11,299      444      252

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        -97)
     144     -371       61     -365      182     -160     -128       63       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      3.0      5.3     77.4     89.6     96.2     97.8      3.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       9        4        3       19       19       30       24
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      212,042
COMMITMENTS
  66,819   14,306   26,134   79,148  144,186  172,102  184,626   39,940   27,416

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:    -15,050)
   2,547   -1,441   -5,207   -6,995   -7,055   -9,655  -13,703   -5,395   -1,347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5      6.7     12.3     37.3     68.0     81.2     87.1     18.8     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      65       35       47       62       63      159      125
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,023
COMMITMENTS
   3,419    3,544    1,670    7,589    7,099   12,679   12,313    2,345    2,711

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     -1,330)
    -101     -132      -53     -535   -1,008     -689   -1,192     -640     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8     23.6     11.1     50.5     47.3     84.4     82.0     15.6     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      27       17       14       24       20       57       47
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      943,583
COMMITMENTS
 226,899  200,923   54,520  565,094  558,931  846,514  814,375   97,069  129,207

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:    -15,301)
 -11,240   21,552   -4,608    4,272  -36,835  -11,575  -19,891   -3,726    4,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     21.3      5.8     59.9     59.2     89.7     86.3     10.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      29       60       29       70      117      120      186
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,146,514
COMMITMENTS
 151,185  277,670  213,147  1484665  1329603  1848997  1820420  297,517  326,094

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:    -16,517)
  -1,434   16,093  -36,787    7,206    9,175  -31,015  -11,519   14,499   -4,998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0     12.9      9.9     69.2     61.9     86.1     84.8     13.9     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      43       39       53      131      149      198      217
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      944,652
COMMITMENTS
 144,356   94,356   31,904  558,795  597,965  735,054  724,225  209,598  220,427

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:    -61,579)
 -25,570   -4,835   -8,412  -26,560  -35,537  -60,542  -48,784   -1,037  -12,795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     10.0      3.4     59.2     63.3     77.8     76.7     22.2     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      29       24       24       69       85      110      121
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,225,828
COMMITMENTS
 188,728   18,115  554,310  435,333  584,789  1178371  1157214   47,457   68,614

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     39,466)
     125   -4,385   43,191   -7,042   -3,869   36,275   34,937    3,192    4,529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      1.5     45.2     35.5     47.7     96.1     94.4      3.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      28       20       41       55       60      102      107
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       42,169
COMMITMENTS
   7,380    3,110      559   28,327   32,762   36,266   36,431    5,903    5,739

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      4,009)
   1,645     -891       16    1,196    5,194    2,857    4,318    1,152     -309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5      7.4      1.3     67.2     77.7     86.0     86.4     14.0     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      22       11        8       35       27       61       42
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       84,338
COMMITMENTS
  14,760    6,220    1,117   56,654   65,523   72,531   72,861   11,807   11,477

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      8,018)
   3,290   -1,783       33    2,391   10,387    5,714    8,637    2,305     -619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5      7.4      1.3     67.2     77.7     86.0     86.4     14.0     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      22       11        8       35       27       61       42
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,710
COMMITMENTS
   2,806      743       53   11,595   13,746   14,454   14,542      256      168

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        360)
    -866       -3        0    1,219      387      353      384        7      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      5.1      0.4     78.8     93.4     98.3     98.9      1.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        7        1        8       18       12       26
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       32,784
COMMITMENTS
   2,719    4,110        0   29,820   28,575   32,539   32,685      245       99

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      1,382)
  -1,514    1,370        0    2,906       -4    1,392    1,366      -10       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3     12.5      0.0     91.0     87.2     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       8        4        0        7       15       15       19
```

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Updated July 2, 2010