WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      322,431
COMMITMENTS
  75,933   97,574   50,786  166,518  130,979  293,237  279,339   29,194   43,092

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:       -787)
     413      -38   -3,480      977    5,573   -2,090    2,055    1,303   -2,842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     30.3     15.8     51.6     40.6     90.9     86.6      9.1     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
      94      127      119       60       98      243      282
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      871,875
COMMITMENTS
 221,135  156,032   94,186  448,658  422,455  763,979  672,673  107,896  199,202

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -8,456)
   4,291  -19,489   -2,882  -10,273   11,061   -8,864  -11,310      408    2,854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     17.9     10.8     51.5     48.5     87.6     77.2     12.4     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      635)
     134      153      155      196      260      439      496
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,853
COMMITMENTS
   1,810    2,388      919    9,101    8,543   11,830   11,850    2,023    2,003

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:       -621)
       3       86      795   -1,167   -1,280     -369     -399     -252     -222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     17.2      6.6     65.7     61.7     85.4     85.5     14.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      10       14        8       14       11       30       32
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      396,717
COMMITMENTS
 115,785   34,237   55,382  181,565  232,681  352,732  322,300   43,985   74,417

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:      4,690)
  13,844      -20    4,291  -14,204    5,625    3,931    9,896      759   -5,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2      8.6     14.0     45.8     58.7     88.9     81.2     11.1     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      439)
     139      104      109       99      155      300      330
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       23,315
COMMITMENTS
  19,542    2,385      490       10    3,804   20,042    6,679    3,273   16,636

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:      1,587)
   1,767     -319       57        4      532    1,828      270     -241    1,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.8     10.2      2.1      0.0     16.3     86.0     28.6     14.0     71.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      15        7        7        1       12       17       25
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      248,508
COMMITMENTS
  40,593   40,811   53,557  128,141  132,628  222,291  226,996   26,217   21,512

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:      6,925)
   4,609  -10,350    7,006   -7,112   15,078    4,503   11,734    2,422   -4,809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     16.4     21.6     51.6     53.4     89.5     91.3     10.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      53       72       80       64       63      178      179
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      683,393
COMMITMENTS
  68,975  177,073    2,693  517,014  410,151  588,682  589,917   94,711   93,476

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:      3,674)
  -2,306   27,672      229   11,542   14,711    9,465   42,612   -5,791  -38,938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     25.9      0.4     75.7     60.0     86.1     86.3     13.9     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      27       28        9       71       69      104      100
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      175,032
COMMITMENTS
  49,494    5,659   26,279   70,592  123,177  146,365  155,115   28,667   19,917

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:      1,365)
   7,372     -213    4,638   -9,727      177    2,283    4,602     -918   -3,237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3      3.2     15.0     40.3     70.4     83.6     88.6     16.4     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      71       21       54       60       55      160      117
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,358
COMMITMENTS
   2,925      577      943    3,147    6,813    7,015    8,333    2,343    1,025

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:         40)
     -24     -477      331      -99      613      208      467     -168     -427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3      6.2     10.1     33.6     72.8     75.0     89.0     25.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      15        7        9       17       19       39       30
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      657,248
COMMITMENTS
 196,191   61,367    9,807  358,817  485,223  564,815  556,397   92,433  100,851

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -7,596)
 -17,941    4,387    3,670   15,867  -12,844    1,596   -4,787   -9,192   -2,809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9      9.3      1.5     54.6     73.8     85.9     84.7     14.1     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      37       29       13       69       85      113      120
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,079,309
COMMITMENTS
  78,317  195,503    9,124  762,033  545,914  849,474  750,541  229,835  328,768

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:    -13,289)
     226    4,678      864  -20,812  -23,964  -19,722  -18,422    6,433    5,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     18.1      0.8     70.6     50.6     78.7     69.5     21.3     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      26       49       23       85       94      123      155
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      811,467
COMMITMENTS
 106,881  118,290    7,319  544,129  505,348  658,329  630,957  153,138  180,510

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     51,275)
 -26,531   25,273    1,677   83,184   21,683   58,330   48,633   -7,055    2,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     14.6      0.9     67.1     62.3     81.1     77.8     18.9     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      18       24       16       68       72       93      105
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      344,601
COMMITMENTS
 113,442   12,242   29,909  169,065  268,958  312,416  311,109   32,185   33,492

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:    -41,490)
  -5,519   -2,122    2,056  -36,632  -41,695  -40,095  -41,761   -1,395      271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9      3.6      8.7     49.1     78.0     90.7     90.3      9.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      30        5       22       36       38       73       63
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       12,011
COMMITMENTS
   2,223    1,195        3    6,391    7,771    8,617    8,969    3,394    3,042

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:        400)
      54       33        0       60       -7      114       26      286      374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5      9.9      0.0     53.2     64.7     71.7     74.7     28.3     25.3

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 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       65,434
COMMITMENTS
  19,180   13,572      333   36,235   34,224   55,748   48,129    9,686   17,305

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:         89)
   1,251    1,840      166   -1,533    1,010     -116    3,016      205   -2,927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     20.7      0.5     55.4     52.3     85.2     73.6     14.8     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      24       21        8       25       24       52       51
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       23,268
COMMITMENTS
   2,563    1,963       90   20,556   20,875   23,209   22,928       59      340

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -1,646)
    -475      -56        2   -1,166   -1,589   -1,639   -1,643       -7       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      8.4      0.4     88.3     89.7     99.7     98.5      0.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5       12        1       11       14       17       26
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       30,843
COMMITMENTS
   7,424      781      849   22,350   29,031   30,623   30,661      220      182

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:        507)
    -607      557     -214    1,334      168      513      511       -6       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      2.5      2.8     72.5     94.1     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        8        1        9        8       18       17
 

Updated August 7, 2009