```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      526,936
COMMITMENTS
  79,863  110,434  108,799  302,952  244,480  491,614  463,713   35,322   63,223

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      8,293)
  -4,556  -13,317    6,809    6,580   11,526    8,833    5,018     -540    3,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     21.0     20.6     57.5     46.4     93.3     88.0      6.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     109      160      158       76      109      298      330
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,442,318
COMMITMENTS
 260,360  165,784  377,474  666,117  601,314  1303950  1144572  138,367  297,746

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:    -15,795)
  12,165  -45,039    3,271  -31,152   22,435  -15,716  -19,333      -79    3,538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     11.5     26.2     46.2     41.7     90.4     79.4      9.6     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      716)
     187      168      241      196      303      500      619
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       12,840
COMMITMENTS
     926      863    1,528    7,424    8,888    9,878   11,279    2,962    1,561

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -3,138)
    -236      -99      -82   -2,719   -2,742   -3,038   -2,923     -100     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      6.7     11.9     57.8     69.2     76.9     87.8     23.1     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      11        5        9       16       13       32       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      560,358
COMMITMENTS
  82,979   81,284  145,395  285,605  238,942  513,979  465,621   46,378   94,737

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     10,293)
    -265   13,771     -409    8,995      110    8,321   13,472    1,972   -3,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     14.5     25.9     51.0     42.6     91.7     83.1      8.3     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      480)
     132      156      176      119      168      345      417
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      340,049
COMMITMENTS
  44,903   81,185   61,896  208,240  164,853  315,038  307,934   25,011   32,115

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      4,236)
   1,216    8,375   -3,458    4,822   -3,804    2,581    1,113    1,656    3,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     23.9     18.2     61.2     48.5     92.6     90.6      7.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      61       95       73       70       62      183      192
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      746,230
COMMITMENTS
  74,895  131,786   49,343  464,922  427,391  589,160  608,520  157,070  137,710

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     13,304)
   2,762    2,513     -257   -2,762    7,943     -257   10,200   13,561    3,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     17.7      6.6     62.3     57.3     79.0     81.5     21.0     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      31       28       33       75       79      121      125
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED 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:      152,257
COMMITMENTS
  13,323   24,735      161  101,101  110,253  114,585  135,149   37,672   17,108

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      6,763)
   5,161      768       55    2,085    5,164    7,301    5,987     -537      777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     16.2      0.1     66.4     72.4     75.3     88.8     24.7     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        6        1       17       19       22       25
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      210,512
COMMITMENTS
  62,133   14,160   26,074   82,260  142,337  170,466  182,571   40,046   27,941

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -1,530)
  -4,687     -146      -60    3,111   -1,849   -1,636   -2,056      106      526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5      6.7     12.4     39.1     67.6     81.0     86.7     19.0     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      65       32       43       63       62      153      122
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       14,762
COMMITMENTS
   2,916    3,579    1,787    7,502    6,950   12,206   12,316    2,556    2,446

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:       -261)
    -503       35      117      -87     -148     -473        4      212     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     24.2     12.1     50.8     47.1     82.7     83.4     17.3     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      19       19       13       25       23       54       47
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:      920,133
COMMITMENTS
 171,413  202,149   58,317  587,216  536,263  816,946  796,729  103,187  123,404

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:    -23,449)
 -55,487    1,226    3,797   22,122  -22,669  -29,568  -17,646    6,118   -5,803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     22.0      6.3     63.8     58.3     88.8     86.6     11.2     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      34       62       34       72      120      129      194
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    2,196,803
COMMITMENTS
 198,298  268,276  226,135  1457304  1363431  1881737  1857842  315,066  338,961

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     50,289)
  47,113   -9,394   12,988  -27,361   33,828   32,740   37,422   17,549   12,867

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0     12.2     10.3     66.3     62.1     85.7     84.6     14.3     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      48       45       53      126      146      201      217
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:      973,108
COMMITMENTS
 176,958   88,058   30,260  534,578  614,623  741,797  732,941  231,311  240,167

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     28,456)
  32,603   -6,298   -1,643  -24,217   16,657    6,742    8,716   21,713   19,740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      9.0      3.1     54.9     63.2     76.2     75.3     23.8     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      28       23       22       70       87      107      123
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:    1,152,183
COMMITMENTS
 186,111   18,005  532,044  387,126  538,986  1105282  1089035   46,901   63,148

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:    -73,645)
  -2,617     -110  -22,266  -48,206  -45,803  -73,089  -68,179     -557   -5,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      1.6     46.2     33.6     46.8     95.9     94.5      4.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      27       20       41       52       60       99      105
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       41,528
COMMITMENTS
   6,664    4,789      254   28,401   30,349   35,319   35,392    6,209    6,135

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:       -641)
    -716    1,679     -305       74   -2,412     -947   -1,038      305      397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     11.5      0.6     68.4     73.1     85.0     85.2     15.0     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      23       13        7       31       25       57       42
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:       83,055
COMMITMENTS
  13,328    9,579      507   56,802   60,699   70,638   70,784   12,418   12,271

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -1,283)
  -1,432    3,358     -610      149   -4,825   -1,893   -2,077      611      794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     11.5      0.6     68.4     73.1     85.0     85.2     15.0     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      23       13        7       31       25       57       42
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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