WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 07/07/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      314,571
COMMITMENTS
  72,566   96,116   46,800  167,235  127,092  286,601  270,008   27,970   44,563

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:      2,510)
  -5,185    8,860    1,217    5,073   -6,134    1,105    3,943    1,405   -1,433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     30.6     14.9     53.2     40.4     91.1     85.8      8.9     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      352)
      76      134      115       70      103      235      291
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/07/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      898,787
COMMITMENTS
 232,879  147,371  108,864  457,762  436,779  799,505  693,014   99,282  205,773

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:    -23,332)
  -9,549   17,993   -8,171   -7,356  -33,086  -25,076  -23,264    1,744      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     16.4     12.1     50.9     48.6     89.0     77.1     11.0     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      619)
     131      146      142      172      267      394      495
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/07/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,633
COMMITMENTS
   1,945    1,013      182    9,540   10,244   11,667   11,439    1,966    2,194

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:        -35)
     -45      -18     -208      140       12     -113     -214       78      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      7.4      1.3     70.0     75.1     85.6     83.9     14.4     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       9        8        2       15       12       25       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/07/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      428,415
COMMITMENTS
 129,551   24,998   62,798  188,350  263,946  380,699  351,742   47,716   76,673

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -8,631)
 -10,603    1,303   -4,986    6,736   -3,966   -8,853   -7,649      222     -982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      5.8     14.7     44.0     61.6     88.9     82.1     11.1     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      435)
     142       92      127      123      169      329      342
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/07/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       21,683
COMMITMENTS
  17,915    2,600      374       10    3,179   18,299    6,153    3,384   15,530

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:        442)
     319       94      109        0      -56      428      147       14      295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.6     12.0      1.7      0.0     14.7     84.4     28.4     15.6     71.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      15        9       11        2       11       21       27
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/07/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      241,139
COMMITMENTS
  39,974   55,635   40,543  136,244  118,669  216,761  214,847   24,378   26,292

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:       -199)
  -4,142    8,772      877    6,751   -8,570    3,486    1,079   -3,685   -1,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     23.1     16.8     56.5     49.2     89.9     89.1     10.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      43       71       67       63       59      159      164
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/07/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      719,075
COMMITMENTS
  83,997  144,390    1,677  526,768  435,269  612,442  581,336  106,633  137,739

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     20,363)
  16,633   -7,201      850      995   21,436   18,478   15,085    1,885    5,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     20.1      0.2     73.3     60.5     85.2     80.8     14.8     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      31       34       10       71       72      108      110
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/07/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      180,490
COMMITMENTS
  48,247    9,539   25,722   75,636  124,626  149,605  159,887   30,885   20,603

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -4,603)
 -10,345    1,393     -418    6,522   -5,718   -4,241   -4,743     -362      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      5.3     14.3     41.9     69.0     82.9     88.6     17.1     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      64       25       48       66       56      152      117
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/07/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,901
COMMITMENTS
   2,310    1,620      382    3,748    4,573    6,440    6,575    1,461    1,326

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:       -112)
      46      -20     -119       11      172      -62       33      -50     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     20.5      4.8     47.4     57.9     81.5     83.2     18.5     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10       15        5       16       14       30       31
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/07/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      585,200
COMMITMENTS
 153,648   47,713    6,765  319,050  428,721  479,463  483,199  105,737  102,001

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     35,807)
  19,165   -7,965      -64   -3,902   39,252   15,199   31,223   20,608    4,584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      8.2      1.2     54.5     73.3     81.9     82.6     18.1     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      35       26       10       61       72      102      102
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/07/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,049,038
COMMITMENTS
  96,441  221,290   11,425  696,805  522,978  804,671  755,693  244,367  293,345

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     24,393)
   1,342   13,798    3,841   -5,208   -8,069      -25    9,570   24,418   14,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     21.1      1.1     66.4     49.9     76.7     72.0     23.3     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      38       50       20       91       89      138      151
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/07/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      779,575
COMMITMENTS
  78,068  109,998    9,151  515,300  483,109  602,519  602,258  177,056  177,317

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:      1,790)
  -1,281   -8,200      650    5,833   18,585    5,202   11,035   -3,412   -9,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     14.1      1.2     66.1     62.0     77.3     77.3     22.7     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      24       22        9       62       64       89       92
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/07/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      377,081
COMMITMENTS
 120,623   12,562   22,567  194,467  307,161  337,657  342,290   39,424   34,791

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:    -51,615)
 -11,826   -5,237  -14,665  -24,380  -27,873  -50,871  -47,775     -744   -3,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0      3.3      6.0     51.6     81.5     89.5     90.8     10.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      32        7       21       37       37       74       61
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/07/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       56,317
COMMITMENTS
  13,845   13,678      435   32,352   24,218   46,632   38,331    9,685   17,986

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     10,600)
     -57    6,726       -6    9,250   -3,852    9,187    2,868    1,413    7,732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     24.3      0.8     57.4     43.0     82.8     68.1     17.2     31.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      17       26        4       25       21       43       50
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 07/07/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       34,313
COMMITMENTS
   2,464    2,032       88   29,658   29,766   32,210   31,886    2,103    2,427

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:      3,394)
  -2,180     -385     -434    4,929    3,138    2,315    2,319    1,079    1,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      5.9      0.3     86.4     86.7     93.9     92.9      6.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5       11        1       11       13       17       24
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 07/07/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       33,766
COMMITMENTS
   7,894      375      831   24,847   32,466   33,572   33,672      194       94

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:      1,447)
    -791      109      690    1,458      775    1,357    1,574       90     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4      1.1      2.5     73.6     96.1     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        5        1       11        8       17       14
 

Updated July 10, 2009