```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY 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:      455,011
COMMITMENTS
  83,471  130,590   55,141  283,417  212,538  422,029  398,269   32,982   56,742

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:    -24,124)
  -3,555   -5,319   -8,354   -7,298   -8,564  -19,207  -22,237   -4,917   -1,887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     28.7     12.1     62.3     46.7     92.8     87.5      7.2     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      387)
     110      139      126       73       96      269      300
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY 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:    1,133,201
COMMITMENTS
 242,470  232,642  164,689  610,036  490,647  1017195  887,978  116,006  245,223

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:    -68,294)
 -41,574   43,595  -27,642    5,070  -71,640  -64,146  -55,687   -4,148  -12,607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     20.5     14.5     53.8     43.3     89.8     78.4     10.2     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      712)
     173      162      188      181      280      469      571
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY 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:       14,748
COMMITMENTS
   2,129      952      521    9,411   11,553   12,061   13,026    2,687    1,722

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:       -912)
      68      -68     -651     -460        9   -1,043     -710      131     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      6.5      3.5     63.8     78.3     81.8     88.3     18.2     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      14        4        7       17       13       34       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY 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:      440,453
COMMITMENTS
  95,317   70,866   65,795  239,742  216,555  400,854  353,216   39,599   87,237

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:    -18,643)
 -17,027    2,443      194    4,242  -19,831  -12,591  -17,194   -6,052   -1,449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     16.1     14.9     54.4     49.2     91.0     80.2      9.0     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      448)
     137      113      123      109      161      311      352
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      292,176
COMMITMENTS
  50,709   70,246   41,212  177,487  152,278  269,408  263,736   22,768   28,440

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:    -15,909)
  -3,514   14,405   -4,277   -3,101  -23,036  -10,892  -12,908   -5,017   -3,001

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     24.0     14.1     60.7     52.1     92.2     90.3      7.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      59       82       76       65       51      184      178
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY 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:      652,433
COMMITMENTS
  72,345  129,229   10,909  436,203  392,027  519,457  532,165  132,976  120,268

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     19,259)
  -5,746    4,120       39   29,169    7,496   23,462   11,655   -4,203    7,604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     19.8      1.7     66.9     60.1     79.6     81.6     20.4     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      30       26       13       63       77      104      105
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY 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:      145,446
COMMITMENTS
   8,162   23,961      102   99,016  105,089  107,280  129,152   38,166   16,294

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      2,532)
     400    4,303       43      910     -869    1,353    3,477    1,179     -945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     16.5      0.1     68.1     72.3     73.8     88.8     26.2     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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      194,244
COMMITMENTS
  67,732   15,175   16,221   72,706  137,250  156,659  168,646   37,585   25,598

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     -7,187)
   2,788   -2,030     -896   -4,111   -3,198   -2,219   -6,124   -4,968   -1,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9      7.8      8.4     37.4     70.7     80.7     86.8     19.3     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      69       28       41       58       58      154      112
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY 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:       14,181
COMMITMENTS
   3,405    3,629    1,224    7,283    6,747   11,912   11,600    2,269    2,581

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:       -801)
    -412      -51      304      -99     -926     -207     -673     -594     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     25.6      8.6     51.4     47.6     84.0     81.8     16.0     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      23       19       13       23       18       53       45
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY 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:      900,951
COMMITMENTS
 227,191  205,923   24,597  555,132  544,609  806,920  775,129   94,031  125,822

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     -7,799)
 -10,945   18,285    1,454    6,670  -31,079   -2,821  -11,340   -4,978    3,541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     22.9      2.7     61.6     60.4     89.6     86.0     10.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      25       60       17       63      112      102      176
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY 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:    1,699,915
COMMITMENTS
 130,037  291,375   29,043  1259420  1070451  1418500  1390869  281,415  309,046

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     -6,719)
 -21,011    3,515  -10,220    7,470    1,641  -23,761   -5,064   17,042   -1,655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     17.1      1.7     74.1     63.0     83.4     81.8     16.6     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      28       52       21       99      126      142      184
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY 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:      907,720
COMMITMENTS
 141,683  100,332   13,845  550,399  579,771  705,927  693,948  201,793  213,772

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:    -48,103)
 -25,217   -3,123   -3,488  -20,228  -32,396  -48,933  -39,007      830   -9,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     11.1      1.5     60.6     63.9     77.8     76.4     22.2     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      27       26       12       64       80       97      112
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY 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:      654,373
COMMITMENTS
 178,732   15,341   59,906  373,016  515,013  611,654  590,260   42,719   64,113

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:    -10,256)
   2,749   -3,566   -3,665  -12,241   -7,357  -13,157  -14,588    2,901    4,332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3      2.3      9.2     57.0     78.7     93.5     90.2      6.5      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      27       13       30       50       52       90       88
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY 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:       41,448
COMMITMENTS
   7,324    3,125      418   27,923   32,267   35,665   35,810    5,783    5,638

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      3,905)
   1,619     -868      -25    1,189    5,106    2,783    4,213    1,122     -308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      7.5      1.0     67.4     77.8     86.0     86.4     14.0     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      21       11        5       34       25       58       38
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY 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:       82,896
COMMITMENTS
  14,648    6,250      836   55,846   64,534   71,330   71,620   11,566   11,276

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      7,810)
   3,238   -1,736      -50    2,378   10,211    5,566    8,425    2,244     -615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      7.5      1.0     67.4     77.8     86.0     86.4     14.0     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      21       11        5       34       25       58       38
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
     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