```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      488,828
COMMITMENTS
  77,653  130,530   73,702  303,793  229,155  455,148  433,387   33,680   55,441

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     21,435)
   2,064    6,914    8,689    9,746    5,303   20,499   20,906      936      529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     26.7     15.1     62.1     46.9     93.1     88.7      6.9     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
     111      161      140       71       96      278      323
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,207,240
COMMITMENTS
 290,519  167,671  167,104  631,023  616,690  1088646  951,465  118,594  255,775

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     -4,105)
  -5,495  -17,462    4,413   -4,834    6,106   -5,916   -6,943    1,811    2,838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     13.9     13.8     52.3     51.1     90.2     78.8      9.8     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      699)
     189      142      179      180      287      468      549
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       17,927
COMMITMENTS
   2,555    4,578      127   11,591   11,008   14,273   15,713    3,654    2,214

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        756)
    -146     -318     -167      846    1,092      533      607      223      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     25.5      0.7     64.7     61.4     79.6     87.6     20.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      14       17        3       15       11       29       31
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      455,445
COMMITMENTS
  96,271   71,565   64,957  253,814  223,783  415,042  360,305   40,403   95,140

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     -4,667)
  -8,022      491      433    2,550   -4,728   -5,039   -3,804      372     -863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     15.7     14.3     55.7     49.1     91.1     79.1      8.9     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      470)
     138      124      130      104      163      314      371
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       18,774
COMMITMENTS
  14,689      785      373       45    3,405   15,107    4,563    3,667   14,211

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        202)
    -179      395      -22       -1        5     -202      378      404     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.2      4.2      2.0      0.2     18.1     80.5     24.3     19.5     75.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      14        4        9        2        9       18       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      318,500
COMMITMENTS
  57,599   72,216   48,437  185,093  166,658  291,129  287,311   27,371   31,189

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     18,800)
   2,695    9,091    5,237    7,999    1,180   15,931   15,508    2,869    3,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     22.7     15.2     58.1     52.3     91.4     90.2      8.6      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      64       84       70       65       57      179      182
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      757,180
COMMITMENTS
  72,318  154,875   20,237  523,607  445,622  616,162  620,734  141,018  136,446

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      7,460)
  -5,720  -20,640    5,866   14,899    7,037   15,045   -7,737   -7,585   15,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     20.5      2.7     69.2     58.9     81.4     82.0     18.6     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      27       25       18       70       74      106      108
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      137,411
COMMITMENTS
   3,519   15,495    2,647   91,803  100,229   97,969  118,371   39,442   19,040

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      1,990)
      70   -8,789     -311   -2,248   11,783   -2,489    2,683    4,479     -693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     11.3      1.9     66.8     72.9     71.3     86.1     28.7     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        4        2       16       18       20       22
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,305
COMMITMENTS
   1,107      680      322    8,164    9,059    9,593   10,061      712      244

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      1,009)
     126      194      137      624      749      887    1,080      122      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      6.6      3.1     79.2     87.9     93.1     97.6      6.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        6        3       15       17       23       23
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      171,451
COMMITMENTS
  43,546   17,973   20,462   74,242  108,051  138,250  146,486   33,201   24,965

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     -4,694)
  -7,383   -4,971      502      519   -1,671   -6,362   -6,140    1,668    1,446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     10.5     11.9     43.3     63.0     80.6     85.4     19.4     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      47       43       49       63       58      145      124
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,536
COMMITMENTS
   3,739    4,460      881    8,365    7,772   12,985   13,113    2,551    2,423

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:         35)
     106       13     -150      135      265       91      128      -56      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     28.7      5.7     53.8     50.0     83.6     84.4     16.4     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      22       23       14       24       23       54       57
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      985,918
COMMITMENTS
 234,466  186,472   64,402  576,660  607,356  875,528  858,230  110,390  127,688

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:    -40,932)
 -29,028    2,760    5,491  -23,173  -47,763  -46,710  -39,512    5,778   -1,420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     18.9      6.5     58.5     61.6     88.8     87.0     11.2     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      26       49       24       71      118      110      178
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,839,897
COMMITMENTS
 137,509  333,515   29,402  1404181  1177639  1571092  1540556  268,805  299,341

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:    -28,192)
 -10,092  -81,315   -8,749   20,071   47,355    1,230  -42,709  -29,422   14,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     18.1      1.6     76.3     64.0     85.4     83.7     14.6     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      27       49       29      111      137      158      196
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,064,314
COMMITMENTS
 172,549  118,524   33,202  643,756  640,892  849,507  792,618  214,807  271,696

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:    -37,949)
  15,110  -32,378    9,559  -79,528  -39,676  -54,859  -62,495   16,910   24,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     11.1      3.1     60.5     60.2     79.8     74.5     20.2     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      23       24       16       63       92       92      126
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      666,266
COMMITMENTS
 144,958   25,238   58,871  425,977  527,697  629,806  611,806   36,460   54,460

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      7,897)
   4,635    2,512     -773   10,746    8,002   14,608    9,741   -6,711   -1,844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8      3.8      8.8     63.9     79.2     94.5     91.8      5.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      23       16       29       56       58       94       96
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       12,580
COMMITMENTS
   2,134      411        0    7,683    9,305    9,817    9,716    2,763    2,864

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      3.3      0.0     61.1     74.0     78.0     77.2     22.0     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        0       10        8       13       10
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       75,015
COMMITMENTS
  13,904   10,913      546   46,784   52,329   61,234   63,788   13,781   11,227

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      1,269)
  -3,043     -301   -1,359    4,219    4,628     -183    2,968    1,452   -1,699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     14.5      0.7     62.4     69.8     81.6     85.0     18.4     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      25       11        6       28       32       54       49
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       15,398
COMMITMENTS
   2,642      657      204   12,134   14,152   14,980   15,013      418      385

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      1,513)
  -1,001      -35      198    2,344    1,342    1,541    1,505      -28        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      4.3      1.3     78.8     91.9     97.3     97.5      2.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        7        1       10       20       14       28
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       38,971
COMMITMENTS
   4,166    1,472        0   33,728   36,664   37,894   38,136    1,077      835

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      6,416)
     367      646     -154    6,831    6,634    7,044    7,126     -628     -710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      3.8      0.0     86.5     94.1     97.2     97.9      2.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       9        4        0        7       14       16       18
```

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Updated May 28, 2010