```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      454,067
COMMITMENTS
  81,977  117,194   53,824  285,335  223,567  421,136  394,585   32,931   59,482

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:       -944)
  -1,494  -13,396   -1,317    1,918   11,029     -893   -3,684      -51    2,740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     25.8     11.9     62.8     49.2     92.7     86.9      7.3     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
     105      149      126       65      104      265      302
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,100,697
COMMITMENTS
 256,303  182,986  149,424  580,121  513,847  985,848  846,257  114,849  254,440

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:    -32,504)
  13,833  -49,656  -15,265  -29,915   23,200  -31,347  -41,721   -1,157    9,217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     16.6     13.6     52.7     46.7     89.6     76.9     10.4     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      687)
     166      164      160      154      285      418      543
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,614
COMMITMENTS
   1,886      862      443    6,721    8,810    9,050   10,115    2,564    1,499

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -3,134)
    -243      -90      -78   -2,690   -2,743   -3,011   -2,911     -123     -223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      7.4      3.8     57.9     75.9     77.9     87.1     22.1     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      13        3        6       16       11       32       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      450,536
COMMITMENTS
  96,870   83,847   64,765  247,140  218,022  408,775  366,634   41,761   83,902

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     10,083)
   1,553   12,981   -1,030    7,398    1,467    7,921   13,418    2,162   -3,335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     18.6     14.4     54.9     48.4     90.7     81.4      9.3     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      449)
     135      119      121      103      163      303      357
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       17,282
COMMITMENTS
  13,690      730      297        9    3,855   13,996    4,882    3,286   12,400

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:        353)
      69      245       97        0       33      166      375      187      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.2      4.2      1.7      0.1     22.3     81.0     28.2     19.0     71.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      13        3        7        2       11       16       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      292,809
COMMITMENTS
  53,673   79,123   35,179  179,585  147,191  268,437  261,493   24,372   31,316

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:        633)
   2,964    8,877   -6,033    2,098   -5,087     -971   -2,243    1,604    2,876

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     27.0     12.0     61.3     50.3     91.7     89.3      8.3     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      63       84       58       65       53      167      170
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      662,203
COMMITMENTS
  77,501  133,016    8,840  430,214  396,488  516,555  538,344  145,648  123,859

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      9,770)
   5,156    3,787   -2,069   -5,989    4,461   -2,902    6,179   12,672    3,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     20.1      1.3     65.0     59.9     78.0     81.3     22.0     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      30       26       11       62       74      101      102
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      151,699
COMMITMENTS
  13,323   24,738       84  101,101  110,253  114,508  135,075   37,191   16,624

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      6,253)
   5,161      777      -18    2,085    5,164    7,228    5,923     -975      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     16.3      0.1     66.6     72.7     75.5     89.0     24.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        6        1       17       19       22       25
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       12,160
COMMITMENTS
   1,565      355      734    9,489   10,924   11,788   12,013      372      147

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:        609)
       8       11      125      548      578      681      714      -72     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      2.9      6.0     78.0     89.8     96.9     98.8      3.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       8        5        4       17       20       29       25
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      192,292
COMMITMENTS
  63,227   14,839   16,305   75,236  135,102  154,768  166,246   37,524   26,046

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -1,952)
  -4,505     -336       84    2,530   -2,148   -1,891   -2,400      -61      448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9      7.7      8.5     39.1     70.3     80.5     86.5     19.5     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      65       28       37       60       56      147      109
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,608
COMMITMENTS
   2,921    3,689    1,156    7,057    6,461   11,134   11,306    2,474    2,302

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:       -573)
    -484       60      -68     -226     -286     -778     -294      205     -279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     27.1      8.5     51.9     47.5     81.8     83.1     18.2     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      17       19       11       21       20       46       44
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      870,380
COMMITMENTS
 171,413  205,679   23,527  574,856  521,003  769,796  750,209  100,584  120,171

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:    -30,571)
 -55,778     -244   -1,070   19,724  -23,606  -37,124  -24,920    6,553   -5,651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     23.6      2.7     66.0     59.9     88.4     86.2     11.6     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      29       62       19       64      112      106      181
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,722,092
COMMITMENTS
 179,284  294,724   24,106  1223093  1087083  1426483  1405913  295,609  316,179

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     22,177)
  49,247    3,349   -4,937  -36,327   16,632    7,983   15,044   14,194    7,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     17.1      1.4     71.0     63.1     82.8     81.6     17.2     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      34       54       19       95      118      142      178
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      932,965
COMMITMENTS
 176,740   97,522    7,940  524,615  594,948  709,295  700,410  223,670  232,555

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     25,245)
  35,057   -2,810   -5,905  -25,784   15,177    3,368    6,462   21,877   18,783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     10.5      0.9     56.2     63.8     76.0     75.1     24.0     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      24       27       10       62       83       91      115
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      593,842
COMMITMENTS
 174,587   15,822   43,233  334,063  476,071  551,883  535,126   41,959   58,716

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:    -60,531)
  -4,145      481  -16,673  -38,953  -38,942  -59,771  -55,134     -760   -5,397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4      2.7      7.3     56.3     80.2     92.9     90.1      7.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      24       13       29       48       54       87       88
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       40,783
COMMITMENTS
   6,616    4,764      136   27,977   29,880   34,729   34,780    6,054    6,003

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:       -666)
    -708    1,639     -282       54   -2,387     -936   -1,030      271      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     11.7      0.3     68.6     73.3     85.2     85.3     14.8     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      23       12        3       30       24       54       38
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       81,565
COMMITMENTS
  13,232    9,528      272   55,954   59,760   69,458   69,560   12,107   12,005

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -1,331)
  -1,416    3,278     -564      108   -4,774   -1,872   -2,060      541      729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     11.7      0.3     68.6     73.3     85.2     85.3     14.8     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      23       12        3       30       24       54       38
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,786
COMMITMENTS
   3,283      785       53   11,185   13,797   14,521   14,635      265      151

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:         76)
     477       42        0     -410       51       67       93        9      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2      5.3      0.4     75.6     93.3     98.2     99.0      1.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        8        1        8       18       12       27
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       32,698
COMMITMENTS
   3,057    3,155        0   29,336   29,435   32,393   32,590      305      108

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:        -86)
     338     -955        0     -484      860     -146      -95       60        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      9.6      0.0     89.7     90.0     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        3        0        7       15       16       18
```

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Updated July 9, 2010