WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 07/14/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      310,916
COMMITMENTS
  69,953   95,366   49,064  165,392  124,069  284,409  268,499   26,507   42,417

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     -3,655)
  -2,613     -750    2,264   -1,843   -3,023   -2,192   -1,509   -1,463   -2,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     30.7     15.8     53.2     39.9     91.5     86.4      8.5     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
      88      121      111       64      100      230      277
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/14/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      890,306
COMMITMENTS
 227,098  160,842  100,072  460,584  426,449  787,754  687,363  102,552  202,943

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     -8,481)
  -5,781   13,471   -8,792    2,822  -10,330  -11,751   -5,651    3,270   -2,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     18.1     11.2     51.7     47.9     88.5     77.2     11.5     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      618)
     129      147      148      177      267      396      500
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/14/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,443
COMMITMENTS
   1,560    1,093       37    9,844   10,265   11,441   11,395    2,002    2,048

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:       -190)
    -385       80     -145      304       21     -226      -44       36     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      8.1      0.3     73.2     76.4     85.1     84.8     14.9     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        8        1       15       12       23       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/14/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      412,669
COMMITMENTS
 119,746   33,661   52,218  192,585  245,163  364,549  331,042   48,120   81,627

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:    -15,746)
  -9,805    8,663  -10,580    4,235  -18,783  -16,150  -20,700      404    4,954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      8.2     12.7     46.7     59.4     88.3     80.2     11.7     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      430)
     134       96      124      111      166      311      342
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/14/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       21,726
COMMITMENTS
  17,626    2,433      712        8    3,215   18,346    6,360    3,380   15,366

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:         43)
    -289     -167      338       -2       36       47      207       -4     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.1     11.2      3.3      0.0     14.8     84.4     29.3     15.6     70.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      16        8        9        2       11       20       26
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/14/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      251,292
COMMITMENTS
  39,401   57,763   43,886  143,375  122,465  226,662  224,114   24,630   27,178

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     10,153)
    -573    2,128    3,343    7,131    3,796    9,901    9,267      252      886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     23.0     17.5     57.1     48.7     90.2     89.2      9.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      49       65       61       68       62      161      166
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/14/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      714,383
COMMITMENTS
  70,876  142,666    1,812  534,023  442,274  606,711  586,752  107,672  127,631

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     -4,692)
 -13,121   -1,724      135    7,255    7,005   -5,731    5,416    1,039  -10,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     20.0      0.3     74.8     61.9     84.9     82.1     15.1     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      30       31        9       71       72      108      105
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/14/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      174,331
COMMITMENTS
  41,053    8,488   23,697   78,669  120,096  143,419  152,281   30,912   22,050

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     -6,159)
  -7,194   -1,051   -2,025    3,033   -4,530   -6,186   -7,606       27    1,447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5      4.9     13.6     45.1     68.9     82.3     87.4     17.7     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      61       25       48       59       58      145      118
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/14/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,224
COMMITMENTS
   2,218    1,434      459    3,701    5,115    6,378    7,008    1,846    1,216

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        323)
     -92     -186       77      -47      542      -62      433      385     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     17.4      5.6     45.0     62.2     77.6     85.2     22.4     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12       12        6       17       15       34       29
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/14/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      626,652
COMMITMENTS
 169,320   48,590    8,195  342,844  477,368  520,359  534,153  106,293   92,499

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     41,452)
  15,672      877    1,430   23,794   48,647   40,896   50,954      556   -9,502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0      7.8      1.3     54.7     76.2     83.0     85.2     17.0     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      37       27       12       66       74      109      107
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/14/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,040,582
COMMITMENTS
  69,487  179,701    5,411  722,202  571,059  797,100  756,171  243,482  284,411

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     -8,456)
 -26,954  -41,589   -6,014   25,397   48,081   -7,571      478     -885   -8,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     17.3      0.5     69.4     54.9     76.6     72.7     23.4     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      26       52       16       91       94      129      151
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/14/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      772,387
COMMITMENTS
  99,470   85,540    8,534  486,088  512,516  594,092  606,590  178,295  165,797

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     -7,188)
  21,402  -24,458     -617  -29,212   29,407   -8,427    4,332    1,239  -11,520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     11.1      1.1     62.9     66.4     76.9     78.5     23.1     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      29       24       11       62       67       94       99
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/14/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      378,512
COMMITMENTS
 120,192   15,781   24,433  196,463  303,833  341,088  344,047   37,424   34,465

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:      1,431)
    -431    3,219    1,866    1,996   -3,328    3,431    1,757   -2,000     -326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8      4.2      6.5     51.9     80.3     90.1     90.9      9.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      29        8       22       38       36       73       62
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 07/14/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       12,267
COMMITMENTS
   1,681    2,333        3    7,391    7,207    9,075    9,543    3,192    2,724

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     19.0      0.0     60.3     58.8     74.0     77.8     26.0     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        4        1        8        5       12        9
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/14/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       59,568
COMMITMENTS
  16,443   13,928      286   33,588   25,872   50,317   40,086    9,251   19,482

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:      3,251)
   2,598      250     -149    1,236    1,654    3,685    1,755     -434    1,496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     23.4      0.5     56.4     43.4     84.5     67.3     15.5     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      17       22        5       24       25       44       49
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 07/14/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       29,367
COMMITMENTS
     694    3,492      935   27,694   24,693   29,323   29,120       44      247

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     -4,946)
  -1,770    1,460      847   -1,964   -5,073   -2,887   -2,766   -2,059   -2,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     11.9      3.2     94.3     84.1     99.9     99.2      0.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4       12        2       11       13       17       25
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 07/14/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       34,255
COMMITMENTS
   7,779      910    1,005   25,259   32,244   34,043   34,159      212       96

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        489)
    -115      535      174      412     -222      471      487       18        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      2.7      2.9     73.7     94.1     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        8        1       10        9       17       18
 

Updated July 17, 2009