```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      466,444
COMMITMENTS
  87,494  104,421   60,207  284,894  240,014  432,595  404,642   33,849   61,802

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     12,377)
   5,517  -12,773    6,383     -441   16,447   11,459   10,057      918    2,320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     22.4     12.9     61.1     51.5     92.7     86.8      7.3     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
     117      141      130       69      111      282      302
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,118,799
COMMITMENTS
 297,391  146,818  151,687  557,285  563,119  1006363  861,624  112,436  257,175

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     18,102)
  41,088  -36,168    2,263  -22,836   49,272   20,515   15,367   -2,413    2,735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     13.1     13.6     49.8     50.3     90.0     77.0     10.0     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      694)
     177      154      159      147      312      415      554
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,009
COMMITMENTS
   1,854      857      124    5,688    7,722    7,666    8,703    2,343    1,306

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     -1,605)
     -32       -5     -319   -1,033   -1,088   -1,384   -1,412     -221     -193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5      8.6      1.2     56.8     77.2     76.6     87.0     23.4     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      12        3        3       14       10       27       16
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      468,556
COMMITMENTS
 116,454   52,918   75,134  229,223  255,352  420,811  383,404   47,745   85,152

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     18,020)
  19,584  -30,929   10,369  -17,917   37,330   12,036   16,770    5,984    1,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     11.3     16.0     48.9     54.5     89.8     81.8     10.2     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      466)
     171       96      124      114      173      339      350
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       19,256
COMMITMENTS
  15,673      795      263       16    4,019   15,952    5,077    3,304   14,179

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      1,974)
   1,983       65      -34        7      164    1,956      195       18    1,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.4      4.1      1.4      0.1     20.9     82.8     26.4     17.2     73.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      16        3        8        2       10       19       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      281,954
COMMITMENTS
  54,275   67,437   39,429  162,121  149,098  255,825  255,964   26,129   25,990

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:    -10,855)
     602  -11,686    4,250  -17,464    1,907  -12,612   -5,529    1,757   -5,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     23.9     14.0     57.5     52.9     90.7     90.8      9.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      72       76       71       62       52      179      172
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      673,928
COMMITMENTS
  90,323  129,685    8,522  435,265  420,116  534,110  558,323  139,818  115,605

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     11,725)
  12,822   -3,331     -318    5,051   23,628   17,555   19,979   -5,830   -8,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     19.2      1.3     64.6     62.3     79.3     82.8     20.7     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      31       29       13       64       74      103      108
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      155,057
COMMITMENTS
  13,323   30,373       67  103,130  107,015  116,520  137,455   38,537   17,602

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      3,358)
       0    5,635      -17    2,029   -3,238    2,012    2,380    1,346      978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     19.6      0.0     66.5     69.0     75.1     88.6     24.9     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        7        1       17       17       22       24
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,992
COMMITMENTS
   1,695      239      527    9,285   10,992   11,507   11,758      485      234

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:       -168)
     130     -116     -207     -204       68     -281     -255      113       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      2.0      4.4     77.4     91.7     96.0     98.0      4.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9        2        2       19       21       29       24
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      195,206
COMMITMENTS
  70,629   12,870   15,700   70,752  142,943  157,081  171,513   38,125   23,693

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      2,914)
   7,402   -1,969     -605   -4,484    7,841    2,313    5,267      601   -2,353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2      6.6      8.0     36.2     73.2     80.5     87.9     19.5     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      73       28       40       65       60      161      111
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,677
COMMITMENTS
   3,039    3,902    1,316    7,643    7,154   11,998   12,372    2,679    2,305

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      1,069)
     118      213      160      586      693      864    1,066      205        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     26.6      9.0     52.1     48.7     81.7     84.3     18.3     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      16       22       10       18       21       43       47
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      837,816
COMMITMENTS
 166,801  206,154   11,655  558,162  497,651  736,618  715,460  101,198  122,356

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:    -32,564)
  -4,612      475  -11,872  -16,694  -23,352  -33,178  -34,749      614    2,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     24.6      1.4     66.6     59.4     87.9     85.4     12.1     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      28       60       16       61      110       99      176
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,756,650
COMMITMENTS
 186,513  292,670   27,849  1253531  1115197  1467893  1435716  288,757  320,934

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     34,558)
   7,229   -2,054    3,743   30,438   28,114   41,410   29,803   -6,852    4,755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     16.7      1.6     71.4     63.5     83.6     81.7     16.4     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      32       53       27       98      125      150      185
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      900,496
COMMITMENTS
 167,600   85,504    9,163  509,779  567,374  686,542  662,041  213,954  238,455

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:    -32,469)
  -9,140  -12,018    1,223  -14,836  -27,574  -22,753  -38,369   -9,716    5,900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6      9.5      1.0     56.6     63.0     76.2     73.5     23.8     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      23       24       10       63       74       90      104
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      608,917
COMMITMENTS
 177,014   13,617   48,279  343,715  490,066  569,008  551,962   39,909   56,955

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     15,075)
   2,427   -2,205    5,046    9,652   13,995   17,125   16,836   -2,050   -1,761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1      2.2      7.9     56.4     80.5     93.4     90.6      6.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      26       13       31       51       55       92       89
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       39,091
COMMITMENTS
   4,819    6,256      266   29,022   25,431   34,106   31,953    4,985    7,138

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     -1,692)
  -1,798    1,492      130    1,045   -4,449     -623   -2,828   -1,069    1,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     16.0      0.7     74.2     65.1     87.2     81.7     12.8     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      14       12        2       28       31       42       45
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       78,181
COMMITMENTS
   9,637   12,512      531   58,044   50,862   68,212   63,905    9,969   14,276

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     -3,384)
  -3,595    2,984      259    2,090   -8,898   -1,246   -5,655   -2,138    2,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     16.0      0.7     74.2     65.1     87.2     81.7     12.8     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      14       12        2       28       31       42       45
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,527
COMMITMENTS
   2,529      731       53   11,683   13,610   14,265   14,394      262      133

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:       -259)
    -754      -54        0      498     -187     -256     -241       -3      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4      5.0      0.4     80.4     93.7     98.2     99.1      1.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        7        1        8       17       12       25
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       31,397
COMMITMENTS
   1,967    4,148        0   29,114   27,112   31,081   31,260      316      137

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     -1,301)
  -1,090      993        0     -222   -2,323   -1,312   -1,330       11       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     13.2      0.0     92.7     86.4     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        3        0        8       15       13       18
```

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Updated July 16, 2010