```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      596,686
COMMITMENTS
  90,657   83,908  146,471  318,529  297,320  555,657  527,699   41,029   68,987

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     12,795)
   3,482   -3,001    3,386    5,161   11,579   12,028   11,964      766      831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     14.1     24.5     53.4     49.8     93.1     88.4      6.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      436)
     144      147      182       83      117      342      349
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,591,725
COMMITMENTS
 334,835  134,295  430,574  697,441  718,530  1462850  1283399  128,874  308,326

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     32,081)
  11,093   18,311    8,983   13,911    3,216   33,987   30,510   -1,906    1,571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      8.4     27.1     43.8     45.1     91.9     80.6      8.1     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      788)
     219      171      267      212      341      567      670
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,561
COMMITMENTS
   1,129      781    1,416    6,007    7,833    8,551   10,029    3,010    1,532

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:        490)
     262        9      233      -21       46      475      287       16      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      6.8     12.2     52.0     67.7     74.0     86.7     26.0     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9        6        5       17       14       30       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      584,787
COMMITMENTS
 126,655   35,860  149,020  257,696  305,585  533,371  490,465   51,417   94,323

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:    -32,603)
  -5,740     -639  -28,395    3,088   -3,499  -31,048  -32,533   -1,556      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      6.1     25.5     44.1     52.3     91.2     83.9      8.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      513)
     171      129      189      109      184      379      421
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,158
COMMITMENTS
  18,119    1,296      217       12    4,224   18,348    5,737    2,810   15,421

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:         62)
     384      451     -140        0       19      244      330     -182     -268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    85.6      6.1      1.0      0.1     20.0     86.7     27.1     13.3     72.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      19        5       10        2       10       21       25
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      327,045
COMMITMENTS
  51,962   48,983   72,335  173,432  180,946  297,729  302,264   29,316   24,781

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     -3,193)
   4,135   -9,499   -2,411   -5,959    8,188   -4,235   -3,722    1,042      529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     15.0     22.1     53.0     55.3     91.0     92.4      9.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      70       68       91       71       61      207      186
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      748,691
COMMITMENTS
  86,326  141,155   32,126  466,931  438,257  585,383  611,539  163,308  137,152

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:    -23,162)
   9,136    7,626  -17,207  -17,352   -3,712  -25,423  -13,293    2,262   -9,869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     18.9      4.3     62.4     58.5     78.2     81.7     21.8     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      28       28       29       75       77      118      119
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      159,294
COMMITMENTS
  16,828   31,781       97   98,251  108,123  115,176  140,001   44,118   19,293

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:       -919)
    -227   -1,077       22   -3,945   -1,426   -4,150   -2,481    3,231    1,562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     20.0      0.1     61.7     67.9     72.3     87.9     27.7     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        7        1       17       19       23       26
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,805
COMMITMENTS
   2,205      752      448    8,801   10,477   11,454   11,677      351      128

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:       -359)
     156      275      -31     -502     -505     -377     -261       18      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      6.4      3.8     74.6     88.8     97.0     98.9      3.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9        4        3       20       21       32       25
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      215,673
COMMITMENTS
  72,599   12,333   24,926   76,721  151,918  174,247  189,177   41,426   26,497

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:    -13,456)
    -303   -1,570   -4,559   -4,882   -7,018   -9,745  -13,147   -3,711     -309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.7      5.7     11.6     35.6     70.4     80.8     87.7     19.2     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      73       35       44       67       63      170      120
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,201
COMMITMENTS
   3,728    3,891    2,213    7,660    8,812   13,600   14,915    3,601    2,286

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:        647)
     459      -17     -266      103      966      297      684      351      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     22.6     12.9     44.5     51.2     79.1     86.7     20.9     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      30       16       15       25       26       64       50
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      847,848
COMMITMENTS
 162,776  181,682   52,465  526,488  497,325  741,729  731,472  106,119  116,376

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:    -69,216)
 -10,965  -14,497      729  -63,045  -47,920  -73,281  -61,687    4,065   -7,529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     21.4      6.2     62.1     58.7     87.5     86.3     12.5     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      32       61       35       79      124      136      195
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,217,370
COMMITMENTS
 170,434  294,417  181,720  1563211  1410167  1915365  1886304  302,005  331,066

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:   -182,624)
 -21,908       93  -88,387  -74,193  -88,416 -184,488 -176,709    1,864   -5,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7     13.3      8.2     70.5     63.6     86.4     85.1     13.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      36       48       53      132      154      196      227
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      994,271
COMMITMENTS
 206,268   88,617   39,818  529,937  614,539  776,023  742,973  218,248  251,298

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     -6,959)
  41,286    9,879  -10,747  -32,615  -10,170   -2,076  -11,038   -4,884    4,079

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      8.9      4.0     53.3     61.8     78.0     74.7     22.0     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      27       32       24       69       82      110      124
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,258,766
COMMITMENTS
 178,870   12,200  611,168  417,679  564,449  1207717  1187818   51,050   70,948

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     26,981)
   1,953   -1,085   16,521    3,564    8,405   22,038   23,841    4,943    3,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      1.0     48.6     33.2     44.8     95.9     94.4      4.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      34       15       42       59       60      107      104
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       44,260
COMMITMENTS
   7,557    5,066      532   29,599   30,182   37,688   35,780    6,571    8,480

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      2,339)
   1,044      315      -30       75    1,568    1,090    1,853    1,249      485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     11.4      1.2     66.9     68.2     85.2     80.8     14.8     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      22       10        7       28       32       53       46
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       88,520
COMMITMENTS
  15,114   10,132    1,065   59,199   60,363   75,377   71,560   13,143   16,960

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      4,677)
   2,088      630      -59      151    3,136    2,179    3,707    2,498      970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     11.4      1.2     66.9     68.2     85.2     80.8     14.8     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      22       10        7       28       32       53       46
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,620
COMMITMENTS
     885      910      156   11,337   11,388   12,378   12,454      242      166

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:       -315)
  -1,248      184        0      941     -509     -307     -325       -8       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      7.2      1.2     89.8     90.2     98.1     98.7      1.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        7        1        9       16       14       24
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       34,982
COMMITMENTS
   3,469    2,743       20   31,210   32,137   34,699   34,900      283       82

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      1,655)
     724     -335        0      920    2,018    1,644    1,683       11      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      7.8      0.1     89.2     91.9     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        2        1        6       16       15       18
```

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Updated July 30, 2010