WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      323,218
COMMITMENTS
  75,520   97,612   54,266  165,541  125,406  295,327  277,284   27,891   45,934

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      5,176)
    -291      452    3,195    2,238      674    5,142    4,321       34      855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     30.2     16.8     51.2     38.8     91.4     85.8      8.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
      86      133      111       63       98      229      287
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      880,331
COMMITMENTS
 216,844  175,521   97,068  458,931  411,394  772,843  683,983  107,488  196,348

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:    -26,155)
     970   -5,970  -17,178  -12,818    7,126  -29,026  -16,022    2,871  -10,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     19.9     11.0     52.1     46.7     87.8     77.7     12.2     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      621)
     140      141      146      191      259      425      483
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,474
COMMITMENTS
   1,807    2,302      124   10,268    9,823   12,199   12,249    2,275    2,225

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        904)
     204    1,243       48      619     -283      871    1,008       33     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     15.9      0.9     70.9     67.9     84.3     84.6     15.7     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       9       12        1       14       11       23       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      392,027
COMMITMENTS
 101,941   34,257   51,091  195,769  227,056  348,801  312,404   43,226   79,623

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:    -10,948)
 -13,190    2,287   -3,376    3,709  -10,615  -12,857  -11,704    1,909      756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      8.7     13.0     49.9     57.9     89.0     79.7     11.0     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      414)
     122      104       96      105      159      283      319
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       21,728
COMMITMENTS
  17,775    2,704      433        6    3,272   18,214    6,409    3,514   15,319

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:       -253)
     135       -6     -106        2      -28       31     -140     -284     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.8     12.4      2.0      0.0     15.1     83.8     29.5     16.2     70.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      16        9        7        1       11       19       25
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      241,583
COMMITMENTS
  35,984   51,161   46,551  135,253  117,550  217,788  215,262   23,795   26,321

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     -6,276)
  -1,749   -4,319   -1,885   -5,313   -2,021   -8,947   -8,225    2,671    1,949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     21.2     19.3     56.0     48.7     90.2     89.1      9.8     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      41       66       65       67       63      158      173
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      679,719
COMMITMENTS
  71,281  149,401    2,464  505,472  395,440  579,217  547,305  100,502  132,414

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     -5,793)
   6,621    8,780     -282   -4,707  -17,844    1,632   -9,346   -7,425    3,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     22.0      0.4     74.4     58.2     85.2     80.5     14.8     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      26       34        9       70       70      105      104
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      173,667
COMMITMENTS
  42,122    5,872   21,641   80,319  123,000  144,082  150,513   29,585   23,154

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      4,020)
   3,807   -1,304     -320     -100    5,774    3,387    4,150      633     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3      3.4     12.5     46.2     70.8     83.0     86.7     17.0     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      58       20       38       64       57      143      108
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,318
COMMITMENTS
   2,949    1,054      612    3,246    6,200    6,807    7,866    2,511    1,452

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      1,022)
     600     -140      165     -300      780      465      805      557      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     11.3      6.6     34.8     66.5     73.1     84.4     26.9     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      16        7        7       17       18       38       28
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      664,844
COMMITMENTS
 214,132   56,980    6,137  342,950  498,067  563,219  561,184  101,625  103,660

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        456)
   2,777   -4,978     -276   -1,805    5,473      696      219     -240      237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2      8.6      0.9     51.6     74.9     84.7     84.4     15.3     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      39       27       13       71       78      118      110
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,092,598
COMMITMENTS
  78,091  190,825    8,260  782,845  569,878  869,196  768,963  223,402  323,635

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     33,007)
  -7,376   29,730   -1,078   61,455  -10,749   53,001   17,903  -19,994   15,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     17.5      0.8     71.6     52.2     79.6     70.4     20.4     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      24       46       24       94       92      131      150
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      760,192
COMMITMENTS
 133,412   93,017    5,642  460,945  483,665  599,999  582,324  160,193  177,868

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      2,094)
  16,036    7,597    2,763   -2,417  -18,396   16,382   -8,036  -14,288   10,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     12.2      0.7     60.6     63.6     78.9     76.6     21.1     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      23       20       12       63       70       91       97
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      386,091
COMMITMENTS
 118,961   14,364   27,853  205,697  310,653  352,511  352,870   33,580   33,221

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      1,036)
   3,870       78     -560   -1,821    1,680    1,489    1,198     -453     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8      3.7      7.2     53.3     80.5     91.3     91.4      8.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      30        4       22       41       37       77       62
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       11,611
COMMITMENTS
   2,169    1,162        3    6,331    7,778    8,503    8,943    3,108    2,668

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:       -656)
     488   -1,171        0   -1,060      571     -572     -600      -84      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     10.0      0.0     54.5     67.0     73.2     77.0     26.8     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        1        9        7       14        9
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       65,345
COMMITMENTS
  17,929   11,732      167   37,768   33,214   55,864   45,113    9,481   20,232

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      3,276)
   1,985   -2,141     -616      982    7,654    2,351    4,897      925   -1,621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     18.0      0.3     57.8     50.8     85.5     69.0     14.5     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      22       20        4       23       21       45       45
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        6,525
COMMITMENTS
   4,390    5,042        0    1,695    1,481    6,085    6,523      440        2

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        272)
       0       70        0        7      232        7      302      265      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.3     77.3      0.0     26.0     22.7     93.3    100.0      6.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        7        0        1        2       11        9
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       24,914
COMMITMENTS
   3,038    2,019       88   21,722   22,464   24,848   24,571       66      343

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     -2,662)
   2,332     -315     -798   -4,204   -1,635   -2,670   -2,748        8       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      8.1      0.4     87.2     90.2     99.7     98.6      0.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5       13        1       11       14       17       27
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       30,336
COMMITMENTS
   8,031      224    1,063   21,016   28,863   30,110   30,150      226      186

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     -2,436)
     146      -30       81   -2,631   -2,541   -2,404   -2,490      -32       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5      0.7      3.5     69.3     95.1     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      10        5        1        9        9       19       15
 

Updated July 31, 2009