```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      575,689
COMMITMENTS
  79,650  121,091  133,528  324,991  262,092  538,169  516,712   37,520   58,977

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     21,225)
   1,035    8,135    8,234   11,036    5,021   20,305   21,390      921     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     21.0     23.2     56.5     45.5     93.5     89.8      6.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      426)
     128      159      168       83      104      312      351
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,595,631
COMMITMENTS
 274,160  163,371  423,552  754,158  710,731  1451869  1297653  143,762  297,978

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     -7,493)
  -6,901  -15,352    2,295   -5,214    3,429   -9,820   -9,628    2,327    2,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     10.2     26.5     47.3     44.5     91.0     81.3      9.0     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      726)
     201      154      243      227      306      553      611
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       19,377
COMMITMENTS
   1,541    4,591    1,382   12,665   11,155   15,588   17,128    3,789    2,249

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        745)
    -144     -315     -169      849    1,094      536      609      209      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     23.7      7.1     65.4     57.6     80.4     88.4     19.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      13       18        6       16       13       30       36
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      592,187
COMMITMENTS
  80,822   75,138  161,691  303,828  248,594  546,341  485,423   45,846  106,764

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:    -11,505)
  -9,882       59   -4,352    3,786   -5,570  -10,448   -9,864   -1,057   -1,641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     12.7     27.3     51.3     42.0     92.3     82.0      7.7     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      502)
     141      151      183      128      170      369      426
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       18,774
COMMITMENTS
  14,689      785      373       45    3,405   15,107    4,563    3,667   14,211

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        202)
    -179      395      -22       -1        5     -202      378      404     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.2      4.2      2.0      0.2     18.1     80.5     24.3     19.5     75.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      14        4        9        2        9       18       20
 
 
SOYBEAN CAL SPR OPT OLD NEW CY - CHICAGO BOARD OF TRADE              Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,426
COMMITMENTS
   2,814    2,807    1,761    1,540    1,445    6,115    6,013      311      413

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        -68)
    -133      229     -198       34     -394     -297     -364      228      295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.8     43.7     27.4     24.0     22.5     95.2     93.6      4.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        9       12        2        6       16       19
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      360,102
COMMITMENTS
  52,079   75,268   69,911  209,542  182,869  331,532  328,048   28,570   32,053

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     19,362)
   2,019    9,143    5,204    9,184    1,563   16,407   15,910    2,955    3,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     20.9     19.4     58.2     50.8     92.1     91.1      7.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      60       91       81       74       66      192      201
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      828,931
COMMITMENTS
  72,161  154,403   53,237  553,319  471,070  678,717  678,709  150,214  150,221

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:    -41,417)
  -4,416   -5,875  -16,070   -7,336  -22,556  -27,823  -44,501  -13,595    3,084

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     18.6      6.4     66.8     56.8     81.9     81.9     18.1     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      26       29       29       73       78      114      121
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      137,411
COMMITMENTS
   3,519   15,495    2,647   91,803  100,229   97,969  118,371   39,442   19,040

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      1,990)
      70   -8,789     -311   -2,248   11,783   -2,489    2,683    4,479     -693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     11.3      1.9     66.8     72.9     71.3     86.1     28.7     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        4        2       16       18       20       22
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,305
COMMITMENTS
   1,107      680      322    8,164    9,059    9,593   10,061      712      244

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      1,009)
     126      194      137      624      749      887    1,080      122      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      6.6      3.1     79.2     87.9     93.1     97.6      6.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        6        3       15       17       23       23
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      195,487
COMMITMENTS
  43,594   15,920   34,815   82,114  118,464  160,523  169,200   34,965   26,287

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     -5,423)
  -7,263   -4,283     -661    1,018   -1,806   -6,906   -6,749    1,483    1,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      8.1     17.8     42.0     60.6     82.1     86.6     17.9     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      49       48       59       64       64      153      139
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,644
COMMITMENTS
   3,679    4,426    1,452    8,842    8,202   13,974   14,079    2,670    2,565

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:         66)
     101       55     -131      147      301      117      225      -51     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1     26.6      8.7     53.1     49.3     84.0     84.6     16.0     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      25       23       14       25       23       56       57
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,018,539
COMMITMENTS
 233,575  184,854   86,853  585,579  615,533  906,007  887,240  112,532  131,299

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:    -72,623)
 -26,592   12,963  -14,824  -35,775  -67,579  -77,191  -69,440    4,568   -3,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9     18.1      8.5     57.5     60.4     89.0     87.1     11.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      28       50       30       77      119      122      182
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,178,068
COMMITMENTS
 148,505  343,225  175,076  1570351  1342897  1893931  1861197  284,137  316,871

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:   -312,865)
   4,615   -7,449 -148,297 -129,119 -157,095 -272,801 -312,840  -40,065      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     15.8      8.0     72.1     61.7     87.0     85.5     13.0     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      40       42       52      131      152      196      221
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,103,652
COMMITMENTS
 171,236  119,202   47,103  657,564  651,921  875,903  818,226  227,749  285,426

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:    -71,698)
  22,598  -24,833  -15,858  -91,175  -52,098  -84,434  -92,789   12,737   21,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     10.8      4.3     59.6     59.1     79.4     74.1     20.6     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      24       24       22       70       94      101      133
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,197,613
COMMITMENTS
 170,804   33,298  498,035  486,202  605,447  1155041  1136779   42,572   60,834

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     33,990)
   4,195    2,494   26,574    8,393    6,325   39,162   35,392   -5,173   -1,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3      2.8     41.6     40.6     50.6     96.4     94.9      3.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      27       25       43       63       67      111      118
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       12,668
COMMITMENTS
   2,134      411        0    7,684    9,305    9,818    9,716    2,850    2,952

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      3.2      0.0     60.7     73.5     77.5     76.7     22.5     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        0       10        9       13       11
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       77,929
COMMITMENTS
  13,987   10,874    1,112   48,743   54,420   63,842   66,407   14,087   11,523

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        907)
  -3,016     -304   -1,526    4,105    4,347     -437    2,517    1,344   -1,610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     14.0      1.4     62.5     69.8     81.9     85.2     18.1     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      26       11       10       30       32       59       51
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       15,398
COMMITMENTS
   2,642      657      204   12,134   14,152   14,980   15,013      418      385

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      1,513)
  -1,001      -35      198    2,344    1,342    1,541    1,505      -28        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      4.3      1.3     78.8     91.9     97.3     97.5      2.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        7        1       10       20       14       28
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       38,971
COMMITMENTS
   4,166    1,472        0   33,728   36,664   37,894   38,136    1,077      835

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      6,416)
     367      646     -154    6,831    6,634    7,044    7,126     -628     -710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      3.8      0.0     86.5     94.1     97.2     97.9      2.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       9        4        0        7       14       16       18
```

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Updated May 28, 2010