```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      666,521
COMMITMENTS
  91,550   75,525  205,222  319,980  311,015  616,752  591,762   49,768   74,759

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:     26,862)
     167   -3,507   25,785  -10,990   -2,939   14,961   19,338   11,901    7,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     11.3     30.8     48.0     46.7     92.5     88.8      7.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      460)
     152      158      198       91      127      368      375
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,763,632
COMMITMENTS
 415,193  104,739  486,968  708,711  851,558  1610872  1443265  152,760  320,366

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:     91,751)
  34,241  -14,360   37,032   12,404   65,669   83,678   88,341    8,073    3,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5      5.9     27.6     40.2     48.3     91.3     81.8      8.7     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      842)
     240      162      279      234      378      611      714
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,176
COMMITMENTS
   1,525      375    1,504    5,893    8,741    8,922   10,621    3,254    1,555

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:       -135)
     302      -50      -17     -363      101      -78       34      -57     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      3.1     12.4     48.4     71.8     73.3     87.2     26.7     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      15        3        9       15       16       34       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      653,055
COMMITMENTS
 162,406   32,558  166,647  269,182  361,835  598,236  561,040   54,820   92,015

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:     32,300)
  13,493   -2,693   10,314    7,046   24,804   30,853   32,425    1,447     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9      5.0     25.5     41.2     55.4     91.6     85.9      8.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      550)
     200      125      167      113      200      394      423
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       25,936
COMMITMENTS
  23,124    1,712      227        5    5,414   23,356    7,353    2,580   18,583

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:      1,926)
   2,556       31       37       -6      150    2,587      218     -661    1,708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    89.2      6.6      0.9      0.0     20.9     90.1     28.4      9.9     71.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      22        7        9        1       12       23       28
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      373,184
COMMITMENTS
  81,729   45,200   88,219  167,484  216,854  337,432  350,273   35,752   22,911

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:     24,980)
  12,757      430    8,623     -180   14,997   21,200   24,050    3,780      930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9     12.1     23.6     44.9     58.1     90.4     93.9      9.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      97       57       98       65       62      224      185
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      819,303
COMMITMENTS
  88,282  101,481   44,179  500,436  523,921  632,897  669,581  186,406  149,722

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:     51,955)
  -4,557  -37,923    2,169   21,842   56,629   19,455   20,874   32,500   31,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     12.4      5.4     61.1     63.9     77.2     81.7     22.8     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      31       28       34       79       80      128      124
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      172,266
COMMITMENTS
  20,430   30,222       94  105,212  119,073  125,736  149,388   46,530   22,878

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:      6,011)
    -472   -8,155     -101    2,867    9,016    2,295      760    3,717    5,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     17.5      0.1     61.1     69.1     73.0     86.7     27.0     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        6        1       16       17       22       23
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,342
COMMITMENTS
   2,110      422      444    8,408   10,238   10,962   11,104      380      238

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:       -333)
     -23      -22      -73     -220     -239     -316     -334      -17        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6      3.7      3.9     74.1     90.3     96.6     97.9      3.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9        3        2       19       20       29       24
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      222,805
COMMITMENTS
  77,128   10,364   29,760   73,924  159,699  180,813  199,824   41,992   22,981

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:      7,527)
   1,286   -1,167    2,801    1,920    7,073    6,007    8,707    1,520   -1,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.6      4.7     13.4     33.2     71.7     81.2     89.7     18.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      81       22       46       61       58      165      111
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,189
COMMITMENTS
   4,365    3,579    3,631    7,437   10,711   15,433   17,921    4,755    2,267

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:        806)
     170     -201      405     -151      571      424      775      382       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     17.7     18.0     36.8     53.1     76.4     88.8     23.6     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      40       16       15       24       23       74       47
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      891,324
COMMITMENTS
 184,279  165,368   75,453  513,457  529,867  773,189  770,688  118,135  120,636

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:     31,265)
   9,896  -15,364      119   -9,961   12,560       53   -2,685   31,212   33,951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7     18.6      8.5     57.6     59.4     86.7     86.5     13.3     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      34       55       32       77      117      136      180
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,652,965
COMMITMENTS
 213,826  179,422  329,332  1780937  1809919  2324095  2318673  328,870  334,292

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:    360,394)
  36,960 -124,613   90,168  146,719  324,200  273,846  289,754   86,547   70,639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      6.8     12.4     67.1     68.2     87.6     87.4     12.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      46       44       62      146      159      218      239
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,195,776
COMMITMENTS
 213,599   78,676   75,454  685,906  775,114  974,960  929,244  220,816  266,531

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:     82,258)
 -52,993    3,935    5,117  100,914   44,881   53,039   53,933   29,219   28,325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      6.6      6.3     57.4     64.8     81.5     77.7     18.5     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      29       26       27       82       99      124      139
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,268,997
COMMITMENTS
 140,382   10,795  663,583  416,660  531,302  1220625  1205680   48,371   63,316

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:     32,588)
 -22,222     -969   29,512   23,522    4,345   30,812   32,888    1,776     -299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      0.9     52.3     32.8     41.9     96.2     95.0      3.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      29       17       39       60       59      105      100
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       47,140
COMMITMENTS
   9,628    4,030      805   29,554   35,655   39,987   40,491    7,153    6,649

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:      1,571)
    -804     -364      199    1,090      650      484      485    1,087    1,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4      8.6      1.7     62.7     75.6     84.8     85.9     15.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      26        8        9       30       32       61       44
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       94,279
COMMITMENTS
  19,256    8,061    1,610   59,108   71,311   79,974   80,981   14,305   13,298

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:      3,142)
  -1,609     -727      398    2,180    1,299      969      970    2,174    2,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4      8.6      1.7     62.7     75.6     84.8     85.9     15.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      26        8        9       30       32       61       44
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        5,151
COMMITMENTS
   3,255    1,868        0    1,819    3,246    5,074    5,114       77       37

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.2     36.3      0.0     35.3     63.0     98.5     99.3      1.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      11        5        0        3        2       14        7
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,773
COMMITMENTS
   1,597      901      156   12,751   13,581   14,504   14,638      269      135

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:        942)
     278       -9        0      539      839      817      830      125      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      6.1      1.1     86.3     91.9     98.2     99.1      1.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        7        1        9       17       16       25
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       41,353
COMMITMENTS
   2,012    2,353       20   38,962   38,865   40,994   41,238      359      115

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:      2,762)
     162    1,358        0    2,494    1,350    2,656    2,708      106       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      5.7      0.0     94.2     94.0     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        2        1        6       19       14       21
```

----

Updated August 13, 2010