```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      407,456
COMMITMENTS
  75,990   89,763  115,439  182,538  151,505  373,966  356,707   33,489   50,749

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      4,630)
   1,231      674    1,635    1,770    1,567    4,637    3,876       -7      753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     22.0     28.3     44.8     37.2     91.8     87.5      8.2     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      370)
      99      135      144       79      103      273      308
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,308,608
COMMITMENTS
 212,950  142,250  378,699  583,512  543,970  1175160  1064919  133,448  243,689

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:    -48,140)
    -735   -9,098  -29,432  -21,810    3,812  -51,977  -34,718    3,837  -13,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     10.9     28.9     44.6     41.6     89.8     81.4     10.2     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      664)
     174      137      210      242      291      526      554
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,276
COMMITMENTS
   1,271    2,304      833   10,800    9,872   12,904   13,009    2,372    2,267

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        842)
     185    1,217       48      563     -304      797      961       45     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3     15.1      5.5     70.7     64.6     84.5     85.2     15.5     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       9       13        5       15       12       26       28
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      528,948
COMMITMENTS
  93,914   28,443  152,979  233,843  256,458  480,735  437,880   48,213   91,069

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:    -42,511)
   1,452   -1,957  -29,268  -16,506  -11,750  -44,321  -42,974    1,810      463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8      5.4     28.9     44.2     48.5     90.9     82.8      9.1     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      445)
     137      121      168      121      166      351      375
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       21,728
COMMITMENTS
  17,775    2,704      433        6    3,272   18,214    6,409    3,514   15,319

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:       -253)
     135       -6     -106        2      -28       31     -140     -284     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    81.8     12.4      2.0      0.0     15.1     83.8     29.5     16.2     70.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      16        9        7        1       11       19       25
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      281,698
COMMITMENTS
  25,995   52,388   74,023  156,929  127,949  256,947  254,360   24,751   27,338

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:    -17,397)
     275   -4,613   -8,898  -11,407   -5,769  -20,030  -19,280    2,633    1,883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     18.6     26.3     55.7     45.4     91.2     90.3      8.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      35       75       77       70       73      167      191
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      724,341
COMMITMENTS
  70,529  147,809   23,749  521,630  413,307  615,907  584,865  108,433  139,475

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:    -34,999)
   4,563   10,239  -12,788  -17,601  -32,596  -25,826  -35,145   -9,173      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     20.4      3.3     72.0     57.1     85.0     80.7     15.0     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      29       35       29       75       75      126      117
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      196,856
COMMITMENTS
  40,410    8,442   36,786   88,211  127,190  165,407  172,419   31,449   24,437

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      1,050)
   4,716   -1,610   -2,139   -2,031    5,146      546    1,397      504     -347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5      4.3     18.7     44.8     64.6     84.0     87.6     16.0     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      57       29       54       64       58      153      120
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,098
COMMITMENTS
   3,180      857      928    3,317    6,743    7,426    8,528    2,672    1,569

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      1,193)
     649     -157      223     -261      882      611      948      581      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5      8.5      9.2     32.9     66.8     73.5     84.5     26.5     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      19        6        7       19       18       42       28
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      710,320
COMMITMENTS
 214,649   55,882   33,938  357,808  513,327  606,394  603,147  103,925  107,173

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:    -23,315)
   3,461     -956  -17,948   -8,031   -3,938  -22,518  -22,842     -797     -473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.2      7.9      4.8     50.4     72.3     85.4     84.9     14.6     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      42       26       25       75       83      126      125
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,337,490
COMMITMENTS
  79,711  159,295  108,733  899,567  722,844  1088011  990,873  249,479  346,617

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:    -78,525)
  -1,993   27,636  -56,895     -378  -62,297  -59,266  -91,555  -19,259   13,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     11.9      8.1     67.3     54.0     81.3     74.1     18.7     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      29       42       53      112      108      173      172
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      817,274
COMMITMENTS
 129,197   90,744   34,228  484,488  505,444  647,912  630,416  169,362  186,858

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:    -22,179)
  14,377    6,625  -10,276  -14,039  -31,569   -9,938  -35,220  -12,241   13,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     11.1      4.2     59.3     61.8     79.3     77.1     20.7     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      23       20       22       69       73      100      107
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      536,106
COMMITMENTS
 119,795   13,841  139,280  240,491  346,298  499,565  499,419   36,540   36,687

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      2,036)
   4,707     -320    1,451   -3,648    1,233    2,510    2,363     -474     -327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      2.6     26.0     44.9     64.6     93.2     93.2      6.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      30        7       29       41       40       80       72
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       11,793
COMMITMENTS
   2,169    1,162        3    6,409    7,805    8,581    8,970    3,211    2,823

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:       -601)
     488   -1,171        0   -1,008      566     -520     -605      -81        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4      9.9      0.0     54.4     66.2     72.8     76.1     27.2     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        1       10        7       15        9
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       67,913
COMMITMENTS
  17,837   11,665      585   39,751   35,015   58,173   47,265    9,740   20,648

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      3,497)
   1,967   -2,157     -547    1,055    7,648    2,475    4,943    1,022   -1,447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3     17.2      0.9     58.5     51.6     85.7     69.6     14.3     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      23       20        7       24       22       48       48
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        6,525
COMMITMENTS
   4,390    5,042        0    1,695    1,481    6,085    6,523      440        2

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        272)
       0       70        0        7      232        7      302      265      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.3     77.3      0.0     26.0     22.7     93.3    100.0      6.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        7        0        1        2       11        9
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       24,914
COMMITMENTS
   3,038    2,019       88   21,722   22,464   24,848   24,571       66      343

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     -2,662)
   2,332     -315     -798   -4,204   -1,635   -2,670   -2,748        8       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      8.1      0.4     87.2     90.2     99.7     98.6      0.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5       13        1       11       14       17       27
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       30,336
COMMITMENTS
   8,031      224    1,063   21,016   28,863   30,110   30,150      226      186

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     -2,436)
     146      -30       81   -2,631   -2,541   -2,404   -2,490      -32       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5      0.7      3.5     69.3     95.1     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      10        5        1        9        9       19       15
```

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Updated July 31, 2009