WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 08/18/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      327,187
COMMITMENTS
  75,176  103,602   47,049  178,469  129,689  300,694  280,340   26,493   46,847

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      2,680)
  -1,366      432   -3,094    6,243    3,506    1,783      844      897    1,836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     31.7     14.4     54.5     39.6     91.9     85.7      8.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      377)
      94      138      124       73       94      262      298
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/18/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      863,119
COMMITMENTS
 213,339  159,909   97,020  452,444  417,124  762,803  674,053  100,316  189,066

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:     -2,526)
 -10,322    7,833    4,137    9,069   -3,248    2,884    8,722   -5,410  -11,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     18.5     11.2     52.4     48.3     88.4     78.1     11.6     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      649)
     142      159      169      209      265      462      519
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/18/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,683
COMMITMENTS
   1,715    2,357      808    9,033    8,418   11,556   11,583    2,127    2,100

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:         31)
     -88      -97      139       23     -120       74      -78      -43      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     17.2      5.9     66.0     61.5     84.5     84.7     15.5     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9       13        5       13       11       26       29
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/18/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      407,708
COMMITMENTS
 116,156   42,696   60,881  189,248  231,889  366,285  335,466   41,423   72,242

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        540)
 -11,287    6,000    3,541   12,066   -6,850    4,320    2,691   -3,780   -2,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     10.5     14.9     46.4     56.9     89.8     82.3     10.2     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      455)
     123      122      112      106      170      296      356
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/18/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       24,785
COMMITMENTS
  21,765    2,981      442       10    4,127   22,217    7,550    2,568   17,235

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:         14)
     470      172        6        0      -21      476      157     -462     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.8     12.0      1.8      0.0     16.7     89.6     30.5     10.4     69.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      18        8        8        1       13       20       28
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/18/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      233,935
COMMITMENTS
  38,531   31,789   53,180  115,302  130,264  207,013  215,233   26,922   18,702

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:     -8,796)
  -1,049   -3,487      964   -7,395   -4,232   -7,480   -6,755   -1,316   -2,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     13.6     22.7     49.3     55.7     88.5     92.0     11.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      43       59       73       61       58      159      166
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/18/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      720,235
COMMITMENTS
  70,435  200,368    9,463  544,319  436,833  624,217  646,664   96,018   73,571

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:     33,243)
   4,569   19,889    6,689   21,241   19,402   32,499   45,980      744  -12,737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     27.8      1.3     75.6     60.7     86.7     89.8     13.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      26       30       15       70       74      105      110
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/18/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      166,586
COMMITMENTS
  46,985    6,776   25,986   64,253  114,510  137,224  147,272   29,362   19,314

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:     -9,943)
  -5,702      241    1,658   -5,146   -9,881   -9,190   -7,982     -753   -1,961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2      4.1     15.6     38.6     68.7     82.4     88.4     17.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      65       21       47       61       57      151      113
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/18/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,166
COMMITMENTS
   3,103      756    1,680    4,482    7,520    9,265    9,956    1,901    1,210

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        864)
    -357       77      362    1,083      253    1,088      692     -224      172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      6.8     15.0     40.1     67.3     83.0     89.2     17.0     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      21        9       14       17       19       47       37
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/18/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      780,881
COMMITMENTS
 229,284   71,243   21,758  448,645  585,788  699,687  678,789   81,194  102,092

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:     50,865)
  25,166    8,794    7,779   15,020   42,752   47,965   59,325    2,900   -8,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4      9.1      2.8     57.5     75.0     89.6     86.9     10.4     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      40       31       18       74       87      121      129
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/18/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,143,064
COMMITMENTS
  87,807  200,685   10,080  830,373  608,377  928,260  819,142  214,804  323,922

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:    -12,509)
     297   -4,613   -1,125   -1,060    7,120   -1,888    1,382  -10,621  -13,891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     17.6      0.9     72.6     53.2     81.2     71.7     18.8     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      25       53       28       89       95      132      158
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/18/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      858,249
COMMITMENTS
 135,564  100,662   17,387  542,428  564,828  695,379  682,877  162,870  175,372

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      9,385)
  15,179   -2,602    4,011  -12,880   18,386    6,310   19,795    3,075  -10,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     11.7      2.0     63.2     65.8     81.0     79.6     19.0     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      20       22       18       69       76       95      110
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/18/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      387,848
COMMITMENTS
 118,363   23,066   27,977  204,475  297,674  350,815  348,717   37,033   39,131

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:     16,769)
  -5,181   -1,318   -5,927   23,663   20,801   12,555   13,556    4,214    3,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5      5.9      7.2     52.7     76.8     90.5     89.9      9.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      26        7       25       39       39       72       69
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 08/18/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       12,021
COMMITMENTS
   2,446    1,555        3    6,108    7,551    8,557    9,109    3,464    2,912

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        136)
     134      342        0     -247     -220     -113      122      249       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     12.9      0.0     50.8     62.8     71.2     75.8     28.8     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        3        1        9        7       15       10
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/18/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       69,003
COMMITMENTS
  23,067   17,346      663   33,916   33,814   57,646   51,823   11,357   17,180

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      3,375)
   3,652    2,888      149   -1,129      850    2,672    3,887      703     -512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     25.1      1.0     49.2     49.0     83.5     75.1     16.5     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      21       23        6       27       23       49       52
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 08/18/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,352
COMMITMENTS
   6,472    5,144        0    1,746    3,205    8,218    8,349      134        3

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.5     61.6      0.0     20.9     38.4     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        5        0        2        2       13        7
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 08/18/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       23,176
COMMITMENTS
   3,640    1,903       90   19,373   20,809   23,103   22,802       73      374

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        248)
     816      -61        0     -584      309      232      248       16        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7      8.2      0.4     83.6     89.8     99.7     98.4      0.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5       12        1       11       15       17       27
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 08/18/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       32,245
COMMITMENTS
   5,013      327    1,141   26,024   30,585   32,178   32,053       67      192

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:     -5,261)
  -1,359      -42       87   -3,973   -5,257   -5,245   -5,212      -16      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5      1.0      3.5     80.7     94.9     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        5        1       10        9       17       15
 

Updated August 21, 2008