```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      639,659
COMMITMENTS
  91,383   79,032  179,437  330,970  313,954  601,791  572,424   37,868   67,235

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     42,973)
     726   -4,876   32,966   12,441   16,634   46,134   44,725   -3,161   -1,752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     12.4     28.1     51.7     49.1     94.1     89.5      5.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      449)
     145      165      183       85      122      346      363
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,671,881
COMMITMENTS
 380,952  119,098  449,936  696,306  785,890  1527194  1354924  144,687  316,957

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     80,156)
  46,117  -15,197   19,362   -1,135   67,360   64,344   71,525   15,812    8,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8      7.1     26.9     41.6     47.0     91.3     81.0      8.7     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      811)
     232      162      268      220      359      588      682
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,311
COMMITMENTS
   1,222      425    1,521    6,255    8,640    8,999   10,586    3,311    1,724

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:        749)
      93     -356      105      249      808      448      557      302      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      3.5     12.4     50.8     70.2     73.1     86.0     26.9     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      11        4        9       16       16       32       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      620,755
COMMITMENTS
 148,913   35,251  156,333  262,136  337,032  567,383  528,616   53,372   92,140

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     35,968)
  22,258     -609    7,313    4,441   31,447   34,012   38,151    1,956   -2,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0      5.7     25.2     42.2     54.3     91.4     85.2      8.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      543)
     190      124      175      108      198      390      422
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       24,010
COMMITMENTS
  20,568    1,681      190       11    5,264   20,769    7,135    3,241   16,875

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      2,852)
   2,449      385      -27       -1    1,040    2,421    1,398      431    1,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    85.7      7.0      0.8      0.0     21.9     86.5     29.7     13.5     70.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      19        7        8        2       13       21       28
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      348,204
COMMITMENTS
  68,972   44,769   79,596  167,664  201,858  316,232  326,223   31,972   21,982

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     21,159)
  17,010   -4,214    7,261   -5,768   20,911   18,503   23,958    2,656   -2,799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     12.9     22.9     48.2     58.0     90.8     93.7      9.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      83       64       89       67       62      210      174
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      767,347
COMMITMENTS
  92,838  139,405   42,010  478,594  467,292  613,442  648,706  153,906  118,641

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     18,656)
   6,513   -1,751    9,883   11,663   29,035   28,059   37,167   -9,403  -18,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     18.2      5.5     62.4     60.9     79.9     84.5     20.1     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      27       28       30       79       80      123      121
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      166,255
COMMITMENTS
  20,902   38,377      194  102,345  110,057  123,441  148,629   42,814   17,626

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      6,961)
   4,074    6,596       98    4,094    1,934    8,266    8,628   -1,305   -1,667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     23.1      0.1     61.6     66.2     74.2     89.4     25.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        7        2       17       18       24       25
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,675
COMMITMENTS
   2,133      444      517    8,628   10,477   11,278   11,438      397      237

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:       -130)
     -72     -308       69     -173        0     -176     -239       46      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      3.8      4.4     73.9     89.7     96.6     98.0      3.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9        4        2       19       19       30       23
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      215,277
COMMITMENTS
  75,842   11,531   26,960   72,004  152,627  174,805  191,117   40,472   24,160

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:       -396)
   3,243     -802    2,034   -4,718      709      558    1,940     -954   -2,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.2      5.4     12.5     33.4     70.9     81.2     88.8     18.8     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      74       31       48       57       61      162      118
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,383
COMMITMENTS
   4,195    3,780    3,226    7,588   10,140   15,009   17,146    4,373    2,237

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      2,181)
     468     -111    1,013      -72    1,328    1,409    2,231      772      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     19.5     16.6     39.1     52.3     77.4     88.5     22.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      35       17       16       24       25       69       51
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      860,058
COMMITMENTS
 174,383  180,732   75,335  523,418  517,306  773,136  773,373   86,922   86,685

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     12,211)
  11,607     -950   22,870   -3,070   19,981   31,407   41,901  -19,197  -29,691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     21.0      8.8     60.9     60.1     89.9     89.9     10.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      30       59       34       77      121      134      187
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,292,571
COMMITMENTS
 176,866  304,035  239,165  1634218  1485719  2050249  2028919  242,323  263,653

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     75,201)
   6,432    9,618   57,445   71,007   75,552  134,884  142,615  -59,682  -67,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7     13.3     10.4     71.3     64.8     89.4     88.5     10.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      47       44       62      131      151      205      230
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,113,518
COMMITMENTS
 266,592   74,740   70,337  584,992  730,234  921,921  875,311  191,596  238,207

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:    119,247)
  60,324  -13,877   30,520   55,055  115,695  145,899  132,338  -26,652  -13,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      6.7      6.3     52.5     65.6     82.8     78.6     17.2     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      33       25       29       73       92      118      134
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,236,408
COMMITMENTS
 162,604   11,764  634,072  393,138  526,957  1189813  1172793   46,595   63,616

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:    -22,358)
 -16,266     -437   22,904  -24,541  -37,492  -17,904  -15,025   -4,455   -7,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      1.0     51.3     31.8     42.6     96.2     94.9      3.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      31       19       43       58       60      106      105
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       45,568
COMMITMENTS
  10,433    4,394      606   28,464   35,006   39,503   40,006    6,066    5,563

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      1,309)
   2,876     -672       74   -1,135    4,824    1,814    4,226     -506   -2,917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      9.6      1.3     62.5     76.8     86.7     87.8     13.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      30        8        8       27       34       62       45
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       91,137
COMMITMENTS
  20,865    8,788    1,212   56,928   70,011   79,005   80,011   12,132   11,126

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      2,617)
   5,752   -1,344      147   -2,270    9,648    3,629    8,452   -1,011   -5,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      9.6      1.3     62.5     76.8     86.7     87.8     13.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      30        8        8       27       34       62       45
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,831
COMMITMENTS
   1,319      910      156   12,212   12,742   13,687   13,808      144       23

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      1,211)
     434        0        0      875    1,354    1,309    1,354      -98     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      6.6      1.1     88.3     92.1     99.0     99.8      1.0      0.2

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 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       38,591
COMMITMENTS
   1,850      995       20   36,468   37,515   38,338   38,530      253       61

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      3,609)
  -1,619   -1,748        0    5,258    5,378    3,639    3,630      -30      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      2.6      0.1     94.5     97.2     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        2        1        6       17       13       19
```

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Updated August 6, 2010