```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      583,891
COMMITMENTS
  87,176   86,909  143,085  313,368  285,741  543,629  515,735   40,262   68,156

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     28,660)
   4,607   -9,812   14,555    5,922   22,616   25,084   27,360    3,575    1,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     14.9     24.5     53.7     48.9     93.1     88.3      6.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      420)
     135      139      169       87      121      330      337
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,559,644
COMMITMENTS
 323,742  115,984  421,591  683,530  715,314  1428863  1252889  130,781  306,755

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     77,367)
  23,707  -14,425   27,660   32,467   60,731   83,834   73,966   -6,467    3,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      7.4     27.0     43.8     45.9     91.6     80.3      8.4     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      767)
     215      162      259      206      340      547      657
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,071
COMMITMENTS
     867      772    1,183    6,027    7,787    8,077    9,742    2,994    1,329

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:       -130)
     -60      -85        6     -340      -11     -395      -91      265      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      7.0     10.7     54.4     70.3     73.0     88.0     27.0     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      10        4        5       17       14       29       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      617,391
COMMITMENTS
 132,396   36,499  177,415  254,608  309,084  564,418  522,997   52,972   94,394

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     21,241)
  26,691   -9,417    4,365   -9,505   28,566   21,550   23,514     -309   -2,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      5.9     28.7     41.2     50.1     91.4     84.7      8.6     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      528)
     180      135      195      122      186      404      428
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,096
COMMITMENTS
  17,735      845      357       12    4,205   18,104    5,407    2,992   15,689

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      1,840)
   2,062       50       94       -4      186    2,152      330     -312    1,510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    84.1      4.0      1.7      0.1     19.9     85.8     25.6     14.2     74.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      18        3        7        2       10       20       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      330,238
COMMITMENTS
  47,827   58,482   74,746  179,391  172,758  301,964  305,986   28,273   24,252

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     -2,872)
  -2,558  -10,011    5,046   -6,826    4,386   -4,338     -579    1,465   -2,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     17.7     22.6     54.3     52.3     91.4     92.7      8.6      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      72       77       84       69       64      193      191
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      771,853
COMMITMENTS
  77,190  133,530   49,333  484,283  441,969  610,806  624,832  161,047  147,021

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     24,080)
 -10,312    2,957    6,360   18,678   -2,023   14,726    7,294    9,353   16,786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     17.3      6.4     62.7     57.3     79.1     81.0     20.9     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      32       30       34       78       76      126      124
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      160,213
COMMITMENTS
  17,055   32,858       75  102,196  109,549  119,326  142,482   40,887   17,731

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      4,708)
   3,732    2,468      -76     -934    2,534    2,722    4,926    1,986     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     20.5      0.0     63.8     68.4     74.5     88.9     25.5     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        7        1       17       19       23       26
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       12,164
COMMITMENTS
   2,049      477      479    9,303   10,982   11,831   11,938      333      226

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        172)
     354      238      -48       18      -10      324      180     -152       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      3.9      3.9     76.5     90.3     97.3     98.1      2.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       9        3        2       22       23       33       26
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      229,129
COMMITMENTS
  72,903   13,903   29,485   81,603  158,936  183,992  202,324   45,138   26,805

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      9,984)
   2,667    3,852     -381    3,633    5,678    5,919    9,149    4,065      835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.8      6.1     12.9     35.6     69.4     80.3     88.3     19.7     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      73       35       45       71       67      174      124
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,554
COMMITMENTS
   3,268    3,908    2,478    7,557    7,845   13,303   14,231    3,251    2,323

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        678)
     194      119      519     -534      172      180      810      499     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     23.6     15.0     45.6     47.4     80.4     86.0     19.6     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      25       15       15       22       24       55       50
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      917,064
COMMITMENTS
 173,741  196,179   51,736  589,533  545,245  815,010  793,159  102,054  123,904

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     28,923)
  10,986     -402      -69   19,472   30,787   30,389   30,315   -1,465   -1,392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     21.4      5.6     64.3     59.5     88.9     86.5     11.1     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      31       64       37       76      126      137      197
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,399,993
COMMITMENTS
 192,343  294,324  270,107  1637404  1498583  2099853  2063013  300,140  336,980

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:    209,416)
  -2,979   30,296   51,937  167,923  132,456  216,880  214,689   -7,464   -5,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     12.3     11.3     68.2     62.4     87.5     86.0     12.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      47       49       59      134      157      208      238
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,001,230
COMMITMENTS
 164,982   78,738   50,564  562,552  624,708  778,099  754,011  223,132  247,219

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     55,407)
  -2,354       26   19,101   39,399   37,286   56,146   56,413     -740   -1,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      7.9      5.1     56.2     62.4     77.7     75.3     22.3     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      29       25       27       66       86      106      127
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,231,786
COMMITMENTS
 176,917   13,285  594,647  414,115  556,045  1185679  1163977   46,107   67,809

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     41,932)
 -11,701   -2,213   36,336   15,717    1,339   40,352   35,462    1,580    6,469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4      1.1     48.3     33.6     45.1     96.3     94.5      3.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      32       18       42       57       62      106      106
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       41,921
COMMITMENTS
   6,513    4,751      562   29,524   28,613   36,599   33,926    5,323    7,995

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      2,060)
   1,676   -1,585      198      -29    2,795    1,845    1,408      215      652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     11.3      1.3     70.4     68.3     87.3     80.9     12.7     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      22       12       10       32       31       58       49
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       83,843
COMMITMENTS
  13,026    9,502    1,124   59,048   57,227   73,197   67,853   10,645   15,990

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      4,121)
   3,353   -3,170      397      -59    5,590    3,691    2,817      430    1,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     11.3      1.3     70.4     68.3     87.3     80.9     12.7     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      22       12       10       32       31       58       49
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,935
COMMITMENTS
   2,133      726      156   10,396   11,897   12,685   12,779      250      156

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     -1,592)
    -396       -5      103   -1,287   -1,713   -1,580   -1,615      -12       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      5.6      1.2     80.4     92.0     98.1     98.8      1.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        7        1        8       16       13       24
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       33,327
COMMITMENTS
   2,745    3,078       20   30,290   30,119   33,055   33,217      272      110

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      1,930)
     778   -1,070       20    1,176    3,007    1,974    1,957      -44      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      9.2      0.1     90.9     90.4     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        2        1        7       16       16       18
```

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Updated July 23, 2010