```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      620,197
COMMITMENTS
 100,451   90,443  160,654  307,900  298,955  569,005  550,052   51,193   70,145

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      1,022)
  -7,432    3,968    2,611    2,006   -7,119   -2,816     -540    3,838    1,562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     14.6     25.9     49.6     48.2     91.7     88.7      8.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      468)
     161      154      180      101      138      369      371
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,125,837
COMMITMENTS
 538,594   95,122  675,122  716,459  1057655  1930175  1827899  195,661  297,938

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:    126,073)
   7,019   -4,631   80,822   31,852   62,912  119,693  139,103    6,379  -13,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3      4.5     31.8     33.7     49.8     90.8     86.0      9.2     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      971)
     305      181      312      255      426      695      807
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,665
COMMITMENTS
   3,481      240    1,044    6,090   10,905   10,615   12,188    3,050    1,477

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        905)
     273      -12      145      484      924      902    1,056        3     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5      1.8      7.6     44.6     79.8     77.7     89.2     22.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      20        3        8       15       13       38       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      754,876
COMMITMENTS
 187,298   28,688  217,734  289,359  420,119  694,391  666,540   60,484   88,335

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     63,868)
  18,039      968   36,667    4,945   24,603   59,650   62,238    4,218    1,630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8      3.8     28.8     38.3     55.7     92.0     88.3      8.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      583)
     210      123      188      125      220      436      449
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       27,165
COMMITMENTS
  23,874    2,274      366       19    6,822   24,259    9,462    2,906   17,703

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        285)
     -60      329       75        0      820       15    1,224      270     -939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    87.9      8.4      1.3      0.1     25.1     89.3     34.8     10.7     65.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      18        7        7        1       15       20       28
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      382,003
COMMITMENTS
  87,557   29,755   84,001  171,059  250,600  342,617  364,356   39,386   17,647

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     37,287)
  13,601   -8,638   14,400    5,771   31,348   33,772   37,110    3,515      177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      7.8     22.0     44.8     65.6     89.7     95.4     10.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      96       55      105       66       74      225      200
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      791,223
COMMITMENTS
  83,340   72,059   72,842  471,653  516,921  627,834  661,822  163,389  129,401

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     11,191)
  -3,494  -17,673   -2,289   11,620   34,393    5,838   14,431    5,353   -3,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      9.1      9.2     59.6     65.3     79.3     83.6     20.7     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      32       31       46       91       89      150      139
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      223,680
COMMITMENTS
  36,073   23,564    1,243  139,841  165,137  177,157  189,944   46,523   33,736

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      2,504)
   7,975   -2,781   -3,989   -4,846    6,423     -860     -347    3,364    2,850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     10.5      0.6     62.5     73.8     79.2     84.9     20.8     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        5        3       23       23       32       29
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        9,729
COMMITMENTS
     986    1,111      297    8,210    8,199    9,493    9,607      236      122

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        234)
       2      594      -72      395     -191      325      331      -91      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     11.4      3.1     84.4     84.3     97.6     98.7      2.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        5        5       21       21       31       27
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      246,697
COMMITMENTS
  80,782   11,604   38,328   86,838  178,393  205,947  228,325   40,749   18,372

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     13,406)
   5,087      952    2,994    1,750    8,727    9,831   12,673    3,575      733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.7      4.7     15.5     35.2     72.3     83.5     92.6     16.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      86       29       53       65       59      178      121
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,050
COMMITMENTS
   5,539    3,558    2,908    5,952   11,445   14,399   17,911    5,652    2,139

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:         69)
    -774     -111       54      290       15     -430      -43      499      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6     17.7     14.5     29.7     57.1     71.8     89.3     28.2     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      48       16       14       25       21       81       47
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      755,217
COMMITMENTS
 160,054  153,709   41,328  442,042  440,373  643,424  635,410  111,792  119,806

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     27,714)
  39,842  -20,896   15,144  -29,657   32,361   25,329   26,610    2,385    1,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     20.4      5.5     58.5     58.3     85.2     84.1     14.8     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      32       47       26       80      105      130      161
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,186,686
COMMITMENTS
 213,816  166,400  283,973  1372048  1402521  1869837  1852894  316,849  333,791

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     50,717)
  28,537  -14,746   21,473  -15,224   43,512   34,786   50,238   15,931      478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      7.6     13.0     62.7     64.1     85.5     84.7     14.5     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      53       48       77      149      159      239      247
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,050,996
COMMITMENTS
 199,406   63,477   63,823  554,916  682,877  818,144  810,177  232,852  240,819

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     70,515)
  35,653   -9,491    8,048    9,039   69,789   52,739   68,346   17,776    2,169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      6.0      6.1     52.8     65.0     77.8     77.1     22.2     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      35       19       29       73       84      118      122
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,276,605
COMMITMENTS
 146,667   21,152  693,977  398,796  504,907  1239440  1220036   37,165   56,569

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     15,161)
   7,380    1,564    6,427    1,847    3,264   15,655   11,255     -493    3,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      1.7     54.4     31.2     39.6     97.1     95.6      2.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      38       16       42       57       60      108      105
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       40,324
COMMITMENTS
  12,171    5,802      424   22,175   27,866   34,771   34,092    5,553    6,232

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:    -13,934)
     981     -370   -2,570  -10,146  -11,120  -11,734  -14,060   -2,199      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.2     14.4      1.1     55.0     69.1     86.2     84.5     13.8     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      21       12        5       29       37       52       52
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       80,648
COMMITMENTS
  24,343   11,604      849   44,350   55,731   69,541   68,184   11,106   12,464

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:    -27,868)
   1,962     -740   -5,140  -20,292  -22,241  -23,469  -28,120   -4,399      253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.2     14.4      1.1     55.0     69.1     86.2     84.5     13.8     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      21       12        5       29       37       52       52
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,865
COMMITMENTS
     994      709       48    8,539    8,984    9,581    9,741      284      124

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        -19)
      63     -611       48     -238      446     -127     -117      108       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      7.2      0.5     86.6     91.1     97.1     98.7      2.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        5        1        8       15       13       20
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       35,057
COMMITMENTS
   1,716    2,601        0   33,099   32,381   34,815   34,982      242       75

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      1,255)
      46     -218        0    1,117    1,610    1,163    1,392       92     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      7.4      0.0     94.4     92.4     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        4        0        6       20       11       24
```

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Updated September 24, 2010