```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      555,231
COMMITMENTS
  82,569   96,720  128,530  307,446  263,125  518,545  488,376   36,687   66,856

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     28,295)
   2,706  -13,713   19,731    4,494   18,645   26,931   24,663    1,364    3,633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     17.4     23.1     55.4     47.4     93.4     88.0      6.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      415)
     122      152      170       84      116      321      339
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,482,277
COMMITMENTS
 300,035  130,409  393,931  651,064  654,583  1345029  1178923  137,248  303,354

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     39,959)
  39,675  -35,375   16,457  -15,053   53,269   41,079   34,351   -1,120    5,608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      8.8     26.6     43.9     44.2     90.7     79.5      9.3     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      732)
     212      152      250      198      326      518      634
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       11,201
COMMITMENTS
     927      857    1,177    6,367    7,798    8,471    9,832    2,729    1,368

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     -1,639)
       1       -6     -351   -1,057   -1,090   -1,407   -1,447     -232     -193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      7.7     10.5     56.8     69.6     75.6     87.8     24.4     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10        5        6       15       12       28       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      596,150
COMMITMENTS
 105,705   45,916  173,050  264,113  280,517  542,868  499,483   53,281   96,667

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     35,792)
  22,726  -35,368   27,655  -21,492   41,575   28,889   33,862    6,903    1,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7      7.7     29.0     44.3     47.1     91.1     83.8      8.9     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      496)
     164      133      185      129      179      380      417
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      333,110
COMMITMENTS
  50,385   68,493   69,700  186,217  168,372  306,302  306,565   26,808   26,545

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     -6,939)
   5,482  -12,692    7,804  -22,023    3,519   -8,736   -1,369    1,797   -5,570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     20.6     20.9     55.9     50.5     92.0     92.0      8.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      67       87       81       67       61      191      190
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      747,773
COMMITMENTS
  87,502  130,573   42,973  465,605  443,992  596,080  617,538  151,693  130,235

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      1,543)
  12,607   -1,212   -6,370      683   16,601    6,920    9,018   -5,376   -7,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     17.5      5.7     62.3     59.4     79.7     82.6     20.3     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      34       28       36       76       79      126      127
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED 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:      155,505
COMMITMENTS
  13,323   30,391      151  103,130  107,015  116,604  137,557   38,901   17,948

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      3,248)
       0    5,656      -10    2,029   -3,238    2,019    2,408    1,229      840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6     19.5      0.1     66.3     68.8     75.0     88.5     25.0     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        7        1       17       17       22       24
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      219,145
COMMITMENTS
  70,236   10,051   29,866   77,971  153,258  178,073  193,175   41,072   25,970

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      8,633)
   8,103   -4,108    3,793   -4,289   10,920    7,607   10,605    1,026   -1,971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.0      4.6     13.6     35.6     69.9     81.3     88.1     18.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      77       31       50       70       69      173      130
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       15,876
COMMITMENTS
   3,074    3,788    1,959    8,091    7,674   13,124   13,421    2,752    2,454

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      1,114)
     157      209      172      588      724      918    1,105      196        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4     23.9     12.3     51.0     48.3     82.7     84.5     17.3     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      23       17       13       24       24       54       50
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:      888,141
COMMITMENTS
 162,755  196,581   51,805  570,061  514,458  784,621  762,844  103,519  125,297

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:    -31,993)
  -8,658   -5,568   -6,512  -17,155  -21,804  -32,325  -33,885      332    1,892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3     22.1      5.8     64.2     57.9     88.3     85.9     11.7     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      30       63       33       72      118      128      188
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    2,190,577
COMMITMENTS
 195,322  264,028  218,170  1469481  1366126  1882973  1848324  307,604  342,253

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     -6,226)
  -2,977   -4,248   -7,965   12,177    2,695    1,236   -9,518   -7,462    3,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9     12.1     10.0     67.1     62.4     86.0     84.4     14.0     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      42       46       57      131      156      203      229
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:      945,824
COMMITMENTS
 167,336   78,713   31,463  523,153  587,422  721,952  697,598  223,871  248,225

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:    -27,284)
  -9,622   -9,345    1,203  -11,425  -27,200  -19,844  -35,343   -7,439    8,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7      8.3      3.3     55.3     62.1     76.3     73.8     23.7     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      25       22       21       70       78      104      112
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:    1,189,854
COMMITMENTS
 188,618   15,498  558,311  398,398  554,705  1145326  1128514   44,527   61,339

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     37,671)
   2,507   -2,507   26,267   11,271   15,720   40,045   39,480   -2,374   -1,809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      1.3     46.9     33.5     46.6     96.3     94.8      3.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      29       20       42       55       61      104      105
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       39,861
COMMITMENTS
   4,836    6,336      363   29,553   25,818   34,753   32,518    5,108    7,343

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     -1,667)
  -1,828    1,547      110    1,152   -4,531     -566   -2,874   -1,101    1,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     15.9      0.9     74.1     64.8     87.2     81.6     12.8     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      14       13        7       30       32       46       50
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:       79,722
COMMITMENTS
   9,673   12,672      727   59,107   51,637   69,507   65,036   10,215   14,686

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     -3,334)
  -3,655    3,094      220    2,304   -9,062   -1,131   -5,748   -2,202    2,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     15.9      0.9     74.1     64.8     87.2     81.6     12.8     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      14       13        7       30       32       46       50
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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