```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      577,675
COMMITMENTS
  83,330  126,505  137,643  314,146  250,681  535,119  514,830   42,556   62,845

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    -34,146)
     421  -10,207  -12,254  -19,544  -11,793  -31,376  -34,254   -2,770      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     21.9     23.8     54.4     43.4     92.6     89.1      7.4     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      420)
     136      157      174       85      102      316      348
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,614,651
COMMITMENTS
 267,125  177,858  477,347  726,402  656,518  1470874  1311724  143,777  302,927

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    -12,337)
 -12,256  -40,003    5,797      853   26,068   -5,606   -8,138   -6,730   -4,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     11.0     29.6     45.0     40.7     91.1     81.2      8.9     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      726)
     180      182      266      244      306      571      639
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       16,892
COMMITMENTS
   1,192    1,022    2,259   10,337   11,630   13,788   14,912    3,104    1,980

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:       -891)
      51     -718      196     -930       85     -684     -437     -207     -455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      6.1     13.4     61.2     68.9     81.6     88.3     18.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12        7        9       17       14       34       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      601,266
COMMITMENTS
  90,204   65,289  172,544  287,191  262,907  549,940  500,740   51,326  100,526

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        781)
   8,980   -5,279    1,918  -11,001    6,266     -104    2,905      885   -2,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     10.9     28.7     47.8     43.7     91.5     83.3      8.5     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      505)
     151      147      200      141      176      398      436
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       17,970
COMMITMENTS
  14,680      510      138       11    4,014   14,829    4,662    3,141   13,308

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:         90)
     294     -235     -140      -26      408      128       33      -38       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    81.7      2.8      0.8      0.1     22.3     82.5     25.9     17.5     74.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      13        2        7        2       11       16       19
 
 
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE                      Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,523
COMMITMENTS
   2,791    4,300      826    1,795      300    5,413    5,427      110       96

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     -1,649)
    -327      379   -1,004      -30     -913   -1,361   -1,539     -288     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.5     77.9     15.0     32.5      5.4     98.0     98.3      2.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        7       12        2        5       17       17
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      363,873
COMMITMENTS
  49,068   59,485   75,441  210,622  196,977  335,132  331,903   28,742   31,970

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    -17,564)
  -4,479  -10,257   -6,428   -5,953      355  -16,860  -16,330     -703   -1,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     16.3     20.7     57.9     54.1     92.1     91.2      7.9      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      57       84       92       70       62      196      197
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      729,551
COMMITMENTS
  76,890  127,752   53,849  449,968  419,419  580,706  601,020  148,845  128,532

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    -25,381)
  -6,912   -7,892   -3,682  -15,297  -16,470  -25,891  -28,043      510    2,662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     17.5      7.4     61.7     57.5     79.6     82.4     20.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      31       33       35       70       79      121      127
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      142,963
COMMITMENTS
   7,762   19,660       65   98,106  105,958  105,933  125,684   37,029   17,279

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      1,935)
   1,841    1,697        9     -179      568    1,671    2,274      264     -339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4     13.8      0.0     68.6     74.1     74.1     87.9     25.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        6        1       17       14       21       20
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,648
COMMITMENTS
   1,413      715      548    9,306   10,164   11,267   11,427      381      221

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        148)
     112     -114       32       87      296      231      214      -83      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      6.1      4.7     79.9     87.3     96.7     98.1      3.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        5        4       16       20       28       26
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      227,092
COMMITMENTS
  64,272   15,747   31,341   86,143  151,241  181,757  198,329   45,335   28,763

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     12,454)
   5,378    2,855   -1,381    2,654    7,522    6,651    8,996    5,803    3,458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3      6.9     13.8     37.9     66.6     80.0     87.3     20.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      65       38       57       66       73      168      143
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,353
COMMITMENTS
   3,520    3,676    1,723    8,125    8,106   13,368   13,505    2,985    2,848

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:       -243)
     -80     -156       19     -341     -273     -403     -410      160      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5     22.5     10.5     49.7     49.6     81.7     82.6     18.3     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      25       18       12       26       22       56       49
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      958,884
COMMITMENTS
 238,139  179,371   59,129  560,822  595,767  858,089  834,266  100,795  124,618

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     26,525)
  24,678   13,772   -3,168    8,547   19,354   30,056   29,957   -3,531   -3,432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8     18.7      6.2     58.5     62.1     89.5     87.0     10.5     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      28       54       28       81      126      130      188
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,163,031
COMMITMENTS
 152,619  261,577  249,934  1477460  1320428  1880013  1831939  283,018  331,091

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    -26,646)
  14,672  -19,409   20,126  -10,128   18,646   24,670   19,362  -51,316  -46,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     12.1     11.6     68.3     61.0     86.9     84.7     13.1     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      42       54       62      132      155      211      234
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,006,231
COMMITMENTS
 169,925   99,191   40,316  585,355  633,502  795,596  773,009  210,634  233,222

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     24,899)
  24,813   -8,547   -5,334   -9,502   45,579    9,977   31,698   14,922   -6,799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9      9.9      4.0     58.2     63.0     79.1     76.8     20.9     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      25       29       26       75       91      114      132
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,186,362
COMMITMENTS
 188,602   22,499  511,119  442,374  588,658  1142096  1122276   44,266   64,085

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     32,844)
   9,368   -1,119   22,731   -3,076    9,993   29,023   31,605    3,821    1,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      1.9     43.1     37.3     49.6     96.3     94.6      3.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      28       21       42       57       63      104      112
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       38,160
COMMITMENTS
   5,735    4,002      542   27,131   27,568   33,409   32,112    4,751    6,048

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    -25,474)
     361     -610   -3,859  -16,010  -14,006  -19,508  -18,475   -5,967   -6,999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     10.5      1.4     71.1     72.2     87.5     84.2     12.5     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      18       15        8       30       26       53       44
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       76,320
COMMITMENTS
  11,471    8,003    1,085   54,262   55,136   66,818   64,224    9,502   12,096

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    -18,803)
     422   -2,874   -2,066  -13,810   -6,990  -15,453  -11,930   -3,350   -6,873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     10.5      1.4     71.1     72.2     87.5     84.2     12.5     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      18       15        8       30       26       53       44
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,350
COMMITMENTS
   3,672      746       53   10,376   13,359   14,101   14,158      249      192

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        451)
     663       -2       53     -230      429      486      480      -35      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6      5.2      0.4     72.3     93.1     98.3     98.7      1.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        7        1        8       18       12       26
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       31,402
COMMITMENTS
   4,233    2,740        0   26,914   28,579   31,147   31,319      255       83

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        626)
     437      695        0      238      -19      675      676      -49      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      8.7      0.0     85.7     91.0     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9        3        0        7       17       16       20
```

----

Updated June 25, 2010