WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 06/16/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      341,296
COMMITMENTS
  79,974   79,219   62,105  166,580  153,756  308,659  295,080   32,637   46,216

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:       -544)
  -6,555      163    8,706    1,464   -7,771    3,615    1,098   -4,159   -1,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     23.2     18.2     48.8     45.1     90.4     86.5      9.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
      97      114      141       74      103      273      304
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/16/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      979,945
COMMITMENTS
 281,578  108,063  143,257  449,297  513,112  874,132  764,432  105,813  215,513

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:        985)
 -22,167   14,685    6,798   23,453  -25,029    8,084   -3,546   -7,099    4,531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     11.0     14.6     45.8     52.4     89.2     78.0     10.8     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      649)
     170      117      188      186      265      469      507
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/16/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,508
COMMITMENTS
   2,370      555      530    7,732   10,412   10,632   11,497    3,876    3,011

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:       -565)
    -696      -41     -111     -973   -1,522   -1,780   -1,674    1,215    1,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      3.8      3.7     53.3     71.8     73.3     79.2     26.7     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12        4        7       18       12       35       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/16/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      459,871
COMMITMENTS
 154,138   29,978   63,484  189,105  288,816  406,727  382,278   53,144   77,593

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:       -655)
  -3,660      600    4,262    8,836   -3,528    9,438    1,334  -10,093   -1,989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5      6.5     13.8     41.1     62.8     88.4     83.1     11.6     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      462)
     174       84      143      126      169      370      348
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 06/16/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       24,230
COMMITMENTS
  19,712    4,383    1,188       14    2,978   20,914    8,549    3,316   15,681

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:        761)
     865      369     -293       -1      104      571      180      190      581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.4     18.1      4.9      0.1     12.3     86.3     35.3     13.7     64.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      17       14       14        2        9       24       32
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/16/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      252,929
COMMITMENTS
  57,179   38,349   44,861  116,484  141,411  218,524  224,621   34,405   28,308

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:      4,744)
  -6,998    2,987     -343   11,369   -5,118    4,028   -2,474      716    7,218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     15.2     17.7     46.1     55.9     86.4     88.8     13.6     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      62       42       78       62       54      182      157
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/16/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      696,764
COMMITMENTS
  68,861  154,641    3,355  511,441  405,235  583,657  563,231  113,107  133,533

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:    -12,177)
  -7,394   -2,580   -4,585   -1,836   -9,409  -13,815  -16,574    1,638    4,397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     22.2      0.5     73.4     58.2     83.8     80.8     16.2     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      26       33        9       68       72      101      107
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/16/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      195,604
COMMITMENTS
  67,082    8,870   22,727   66,081  143,142  155,890  174,739   39,714   20,865

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:     -1,258)
  -1,782     -137      687    1,578   -3,278      483   -2,728   -1,741    1,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3      4.5     11.6     33.8     73.2     79.7     89.3     20.3     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      69       22       43       66       61      157      112
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/16/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,845
COMMITMENTS
   2,340    1,334      505    3,876    5,036    6,721    6,875    2,124    1,970

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:       -119)
      82       35      -53     -218     -198     -189     -216       70       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     15.1      5.7     43.8     56.9     76.0     77.7     24.0     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      12       12        8       17       16       34       32
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/16/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      535,074
COMMITMENTS
 118,825   63,371    8,705  326,304  360,788  453,834  432,864   81,240  102,210

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:    -12,220)
  -9,533   17,896    4,012   -1,377  -34,711   -6,898  -12,803   -5,322      583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     11.8      1.6     61.0     67.4     84.8     80.9     15.2     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      32       29        9       71       70      107      104
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/16/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,089,636
COMMITMENTS
  97,715  191,442   15,857  721,756  597,835  835,328  805,134  254,308  284,502

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:     12,738)
  23,378   19,457     -294  -18,460  -28,567    4,624   -9,404    8,114   22,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     17.6      1.5     66.2     54.9     76.7     73.9     23.3     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      39       47       18      107       86      156      142
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/16/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      791,234
COMMITMENTS
 103,451  117,105   11,502  518,984  467,352  633,937  595,959  157,297  195,275

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:     35,727)
  -7,150   15,072    7,609   28,001   23,103   28,460   45,784    7,267  -10,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     14.8      1.5     65.6     59.1     80.1     75.3     19.9     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      19       27       11       66       70       89      104
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/16/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      405,113
COMMITMENTS
 133,537   10,069   34,669  194,391  325,627  362,597  370,365   42,516   34,748

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:      6,926)
   2,020      312   -1,958   14,900   13,891   14,962   12,245   -8,036   -5,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0      2.5      8.6     48.0     80.4     89.5     91.4     10.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      33        5       25       39       33       79       60
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 06/16/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       28,047
COMMITMENTS
   7,044    1,301      466   13,589   20,598   21,099   22,365    6,948    5,682

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:      2,454)
   1,150     -119      440     -405      882    1,185    1,203    1,269    1,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      4.6      1.7     48.5     73.4     75.2     79.7     24.8     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        4        3       11       11       20       15
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/16/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       73,750
COMMITMENTS
  18,834   20,919    2,715   39,829   32,807   61,378   56,441   12,372   17,309

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:     15,643)
   1,947    3,637    2,183    9,726    7,209   13,856   13,029    1,787    2,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     28.4      3.7     54.0     44.5     83.2     76.5     16.8     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      28       21       16       34       28       68       60
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 06/16/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       25,246
COMMITMENTS
   4,200    4,173       86   20,950   20,654   25,236   24,913       10      333

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:    -14,466)
  -1,128    1,663     -588  -12,696  -11,576  -14,412  -10,501      -54   -3,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     16.5      0.3     83.0     81.8    100.0     98.7      0.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6       13        1       11       14       18       27
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 06/16/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       40,360
COMMITMENTS
   3,372      949        0   36,917   39,155   40,289   40,104       71      256

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:     -9,250)
   1,573      364     -323  -10,467   -9,464   -9,217   -9,423      -33      173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      2.4      0.0     91.5     97.0     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        5        0        9        9       15       14
 

Updated June 19, 2009