```


WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      666,905
COMMITMENTS
 102,719   80,201  203,207  315,834  314,427  621,760  597,835   45,146   69,070

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     10,355)
   3,261    1,710    5,378    3,781    1,503   12,421    8,592   -2,065    1,763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     12.0     30.5     47.4     47.1     93.2     89.6      6.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      476)
     164      152      206      104      131      391      388


CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,874,004
COMMITMENTS
 455,776   99,298  559,314  701,370  908,316  1716460  1566929  157,543  307,075

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     -3,907)
   8,303   -1,061     -468   -5,127    2,842    2,708    1,312   -6,615   -5,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3      5.3     29.8     37.4     48.5     91.6     83.6      8.4     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      899)
     270      170      290      254      402      648      767


OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,448
COMMITMENTS
   1,903      401    1,132    6,461    9,516    9,496   11,050    2,951    1,398

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:        -81)
     -42      -11     -268      472      368      163       89     -244     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3      3.2      9.1     51.9     76.4     76.3     88.8     23.7     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      14        6        5       15       13       33       20


SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      672,089
COMMITMENTS
 157,973   27,008  180,592  280,055  373,752  618,620  581,352   53,469   90,737

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     -4,766)
 -12,767   -4,738    2,831    7,204   -4,227   -2,732   -6,134   -2,033    1,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5      4.0     26.9     41.7     55.6     92.0     86.5      8.0     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      554)
     195      121      174      122      212      406      432


MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       26,469
COMMITMENTS
  23,810    1,866      211        9    5,817   24,030    7,894    2,439   18,575

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:       -168)
      70      -42        6        4       35       80       -1     -248     -167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    90.0      7.0      0.8      0.0     22.0     90.8     29.8      9.2     70.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      22        7        7        1       14       23       28


SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      333,593
COMMITMENTS
  69,987   38,328   72,743  157,665  201,500  300,395  312,571   33,198   21,022

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:    -45,368)
 -17,224   -1,005  -19,208   -5,119  -24,777  -41,550  -44,989   -3,818     -379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0     11.5     21.8     47.3     60.4     90.0     93.7     10.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      89       61       92       69       64      216      183


U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      923,410
COMMITMENTS
  84,093   98,889  101,107  551,740  557,347  736,939  757,343  186,471  166,067

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     72,774)
   9,878    6,970   29,768   42,461   26,384   82,107   63,123   -9,333    9,651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     10.7     10.9     59.8     60.4     79.8     82.0     20.2     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      36       32       48       94       93      154      149


LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      236,454
COMMITMENTS
  31,035   33,740    2,660  147,170  156,280  180,865  192,680   55,589   43,774

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     38,717)
   9,156    3,146    2,535   20,547   23,381   32,238   29,062    6,479    9,655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     14.3      1.1     62.2     66.1     76.5     81.5     23.5     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        7        3       27       22       34       30


CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,206
COMMITMENTS
     917      474      536    9,328    9,836   10,781   10,846      425      360

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:        265)
    -164      158     -123      423       67      136      102      129      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      4.2      4.8     83.2     87.8     96.2     96.8      3.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6        6        4       16       20       26       26


SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      228,579
COMMITMENTS
  76,765    9,340   32,547   78,222  164,076  187,534  205,963   41,045   22,616

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     -4,472)
  -5,617   -1,840     -725    2,166     -613   -4,177   -3,178     -295   -1,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.6      4.1     14.2     34.2     71.8     82.0     90.1     18.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      75       25       46       67       60      169      113


ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       21,569
COMMITMENTS
   5,591    3,043    4,253    6,706   12,231   16,549   19,527    5,020    2,042

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      1,021)
     813      -34      312     -310      850      815    1,128      207     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9     14.1     19.7     31.1     56.7     76.7     90.5     23.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      43       17       16       26       25       83       50


2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      905,321
COMMITMENTS
 179,885  170,018   98,245  497,520  507,520  775,651  775,784  129,670  129,537

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     19,849)
     458      554   14,361  -10,417   -9,412    4,403    5,503   15,446   14,346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     18.8     10.9     55.0     56.1     85.7     85.7     14.3     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      35       55       30       85      117      144      178


10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,901,220
COMMITMENTS
 255,860  167,002  420,648  1871824  1968721  2548333  2556371  352,887  344,849

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:    182,510)
  40,662  -19,951   59,221   53,816  128,180  153,699  167,450   28,811   15,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      5.8     14.5     64.5     67.9     87.8     88.1     12.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      51       45       66      153      163      234      244


5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,310,156
COMMITMENTS
 182,063  124,020   85,814  807,316  833,477  1075193  1043312  234,963  266,844

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     98,554)
  -2,073   25,527    2,667   84,301   62,245   84,895   90,439   13,659    8,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      9.5      6.5     61.6     63.6     82.1     79.6     17.9     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      33       27       30       87       98      134      141


30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,294,733
COMMITMENTS
 136,636   16,225  691,982  419,438  528,717  1248056  1236924   46,677   57,810

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     20,929)
  -5,158    6,067   26,109    2,186   -7,769   23,136   24,406   -2,207   -3,477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      1.3     53.4     32.4     40.8     96.4     95.5      3.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      31       18       37       59       56      105       96


DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       45,422
COMMITMENTS
   9,900    4,633      584   27,637   34,858   38,122   40,075    7,300    5,347

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     -3,817)
  -3,753      142      191       40   -4,017   -3,522   -3,683     -296     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8     10.2      1.3     60.8     76.7     83.9     88.2     16.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      30       13       12       31       36       66       56


DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       90,843
COMMITMENTS
  19,801    9,266    1,168   55,275   69,716   76,244   80,149   14,599   10,694

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     -7,635)
  -7,506      284      383       80   -8,034   -7,043   -7,367     -592     -268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8     10.2      1.3     60.8     76.7     83.9     88.2     16.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      30       13       12       31       36       66       56


INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,769
COMMITMENTS
     999    1,323      296   11,238   10,953   12,533   12,572      236      197

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:        912)
    -564      424      140    1,332      331      908      895        4       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     10.4      2.3     88.0     85.8     98.2     98.5      1.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        8        1       10       17       15       25


INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       41,638
COMMITMENTS
   1,888    4,653      340   39,157   36,505   41,385   41,498      253      140

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      1,078)
     231    1,148       90      749     -218    1,070    1,020        8       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     11.2      0.8     94.0     87.7     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        2        2        5       19       11       22
```

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Updated August 27, 2010