```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      590,807
COMMITMENTS
  77,400  123,851  139,193  331,551  266,607  548,145  529,651   42,662   61,156

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     15,118)
  -2,249    2,759    5,665    6,560    4,515    9,976   12,939    5,142    2,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     21.0     23.6     56.1     45.1     92.8     89.6      7.2     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      431)
     121      160      173       87      111      318      358
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,604,392
COMMITMENTS
 274,853  180,132  443,490  739,994  675,043  1458337  1298666  146,055  305,727

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:      8,761)
     694   16,762   19,939  -14,164  -35,688    6,468    1,012    2,293    7,749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     11.2     27.6     46.1     42.1     90.9     80.9      9.1     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      716)
     180      177      256      227      297      555      614
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       20,075
COMMITMENTS
   1,573    4,435    1,794   12,896   11,670   16,263   17,898    3,812    2,177

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:        698)
      32     -156      411      231      515      675      770       23      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     22.1      8.9     64.2     58.1     81.0     89.2     19.0     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      14       20       10       18       12       36       38
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      602,378
COMMITMENTS
  77,059   77,003  170,162  306,880  248,529  554,100  495,694   48,278  106,684

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     10,191)
  -3,763    1,865    8,471    3,052      -65    7,759   10,271    2,431      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     12.8     28.2     50.9     41.3     92.0     82.3      8.0     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      486)
     127      154      184      126      169      361      418
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       18,329
COMMITMENTS
  14,103    1,280      184       45    3,453   14,332    4,917    3,997   13,412

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:       -445)
    -586      495     -189        0       48     -775      354      330     -799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.9      7.0      1.0      0.2     18.8     78.2     26.8     21.8     73.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      13        6        7        2        9       17       20
 
 
SOYBEAN CAL SPR OPT OLD NEW CY - CHICAGO BOARD OF TRADE              Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,476
COMMITMENTS
   3,029    3,413    1,619    1,589    1,044    6,237    6,076      240      400

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:         51)
     215      606     -142       49     -401      122       63      -71      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.8     52.7     25.0     24.5     16.1     96.3     93.8      3.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        9       12        2        5       16       18
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      370,047
COMMITMENTS
  53,494   66,302   76,417  212,548  196,933  342,459  339,652   27,588   30,395

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:      9,945)
   1,416   -8,966    6,506    3,005   14,064   10,927   11,604     -981   -1,658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     17.9     20.7     57.4     53.2     92.5     91.8      7.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      60       85       86       73       65      196      200
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      780,776
COMMITMENTS
  71,893  134,066   64,724  489,111  453,319  625,728  652,108  155,048  128,667

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:    -48,155)
    -268  -20,337   11,487  -64,208  -17,751  -52,989  -26,601    4,834  -21,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     17.2      8.3     62.6     58.1     80.1     83.5     19.9     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      26       31       32       69       78      111      125
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      145,185
COMMITMENTS
   3,921   17,709        0  105,941  104,672  109,862  122,381   35,323   22,804

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:      7,774)
     402    2,214   -2,647   14,138    4,443   11,893    4,010   -4,119    3,764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     12.2      0.0     73.0     72.1     75.7     84.3     24.3     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        5        0       18       14       20       19
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,385
COMMITMENTS
   1,267      720      352    8,166    9,032    9,785   10,104      600      281

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:         80)
     160       40       30        2      -27      192       43     -112       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      6.9      3.4     78.6     87.0     94.2     97.3      5.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        6        3       15       16       25       22
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      192,248
COMMITMENTS
  43,248   14,772   35,819   80,633  115,893  159,700  166,484   32,548   25,764

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -3,239)
    -346   -1,148    1,004   -1,481   -2,571     -823   -2,716   -2,416     -523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5      7.7     18.6     41.9     60.3     83.1     86.6     16.9     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      52       43       62       64       66      155      142
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,557
COMMITMENTS
   3,471    4,186    1,507    8,543    7,934   13,520   13,627    3,037    2,931

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:        -86)
    -208     -240       54     -300     -267     -453     -453      367      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0     25.3      9.1     51.6     47.9     81.7     82.3     18.3     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      22       19       14       26       23       53       54
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      966,310
COMMITMENTS
 241,234  183,512   49,748  561,531  599,668  852,512  832,927  113,798  133,383

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:    -52,229)
   7,659   -1,342  -37,106  -24,048  -15,865  -53,495  -54,313    1,266    2,084

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0     19.0      5.1     58.1     62.1     88.2     86.2     11.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      30       48       25       76      115      124      170
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,230,975
COMMITMENTS
 163,709  317,116  235,092  1514507  1350824  1913308  1903032  317,667  327,944

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     52,907)
  15,204  -26,109   60,017  -55,844    7,927   19,377   41,835   33,530   11,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     14.2     10.5     67.9     60.5     85.8     85.3     14.2     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      37       48       60      126      142      198      215
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      963,536
COMMITMENTS
 157,414  104,624   39,410  553,553  572,039  750,377  716,073  213,159  247,464

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:   -140,116)
 -13,822  -14,578   -7,693 -104,011  -79,882 -125,526 -102,153  -14,590  -37,962

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     10.9      4.1     57.5     59.4     77.9     74.3     22.1     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      25       23       24       66       86      102      122
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,075,425
COMMITMENTS
 165,747   25,074  446,323  426,387  551,879  1038458  1023276   36,968   52,149

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:   -122,188)
  -5,057   -8,223  -51,712  -59,815  -53,568 -116,583 -113,503   -5,605   -8,685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      2.3     41.5     39.6     51.3     96.6     95.2      3.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      28       24       41       62       62      109      111
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       12,840
COMMITMENTS
   1,207      663        0    7,684    9,305    8,891    9,968    3,949    2,872

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:        172)
    -927      252        0       -0       -0     -927      252    1,099      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      5.2      0.0     59.8     72.5     69.2     77.6     30.8     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        0       10        9       12       12
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       77,836
COMMITMENTS
  13,021   10,706      788   50,520   49,914   64,329   61,408   13,508   16,429

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:        -93)
    -966     -168     -324    1,777   -4,506      486   -4,999     -579    4,906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     13.8      1.0     64.9     64.1     82.6     78.9     17.4     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      21       15        9       32       31       57       51
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       15,216
COMMITMENTS
   3,199      751        6   11,617   14,100   14,822   14,857      394      359

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:       -182)
     557       94     -198     -517      -52     -158     -156      -24      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      4.9      0.0     76.3     92.7     97.4     97.6      2.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        7        1       11       18       15       26
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       40,021
COMMITMENTS
   4,000    2,311        0   35,228   37,156   39,228   39,467      793      554

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:      1,050)
    -166      839        0    1,500      492    1,334    1,331     -284     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      5.8      0.0     88.0     92.8     98.0     98.6      2.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        6        0        8       15       14       21
```

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Updated June 4, 2010