```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      457,077
COMMITMENTS
  89,720  116,648   67,569  255,182  209,124  412,471  393,341   44,606   63,736

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      8,771)
  -5,134   15,576    1,470   12,224   -7,064    8,560    9,982      211   -1,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     25.5     14.8     55.8     45.8     90.2     86.1      9.8     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      429)
     118      160      154       93      118      315      349
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,414,879
COMMITMENTS
 505,369  100,850  156,733  588,730  926,365  1250832  1183948  164,047  230,931

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -67,683)
 -57,954   -2,273  -28,823   18,492  -27,686  -68,285  -58,782      602   -8,901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7      7.1     11.1     41.6     65.5     88.4     83.7     11.6     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      866)
     256      156      213      236      379      596      670
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,673
COMMITMENTS
   3,646      664      103    6,228   10,921    9,977   11,688    2,696      985

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        -41)
    -327      118       16      517     -267      206     -133     -247       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8      5.2      0.8     49.1     86.2     78.7     92.2     21.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      17        2        3       18       11       35       16
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      592,787
COMMITMENTS
 172,834   68,762   82,418  287,773  360,874  543,025  512,054   49,762   80,733

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     -6,769)
 -16,695     -956   -2,882   18,961      605     -616   -3,233   -6,153   -3,536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     11.6     13.9     48.5     60.9     91.6     86.4      8.4     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      540)
     176      133      167      114      191      387      420
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       26,284
COMMITMENTS
  22,933    3,003      495        6    6,451   23,434    9,949    2,850   16,335

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:       -347)
    -617     -127      278        3      -94     -336       57      -11     -404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.3     11.4      1.9      0.0     24.5     89.2     37.9     10.8     62.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      14        9        9        2       18       18       34
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      329,710
COMMITMENTS
  93,922   45,521   41,599  159,611  215,819  295,132  302,939   34,578   26,771

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      2,506)
  -7,490    3,392    3,322    7,029   -5,744    2,861      970     -355    1,536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     13.8     12.6     48.4     65.5     89.5     91.9     10.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      87       69       90       70       72      218      195
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      652,844
COMMITMENTS
  79,009  143,867    8,187  405,771  372,841  492,967  524,895  159,877  127,949

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -14,175)
   2,808    7,214   -1,206  -19,347   -4,398  -17,745    1,610    3,570  -15,785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     22.0      1.3     62.2     57.1     75.5     80.4     24.5     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      23       32        9       67       70       94      107
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      406,477
COMMITMENTS
  53,282   63,811      608  290,481  296,381  344,371  360,800   62,106   45,677

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     30,618)
   7,336    6,191     -335   22,798   18,791   29,799   24,647      819    5,971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     15.7      0.1     71.5     72.9     84.7     88.8     15.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       8       11        2       40       34       48       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        9,318
COMMITMENTS
     484      151      600    7,722    8,078    8,806    8,829      512      489

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:       -334)
     -75       33      -90     -131     -380     -296     -437      -38      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      1.6      6.4     82.9     86.7     94.5     94.8      5.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        3        3       21       26       27       32
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      217,894
COMMITMENTS
  53,192   20,865   34,500   90,605  136,088  178,297  191,453   39,597   26,441

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -16,382)
  -9,615      -93   -3,339    1,284  -15,556  -11,670  -18,988   -4,712    2,606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      9.6     15.8     41.6     62.5     81.8     87.9     18.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      63       31       54       68       66      167      134
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,761
COMMITMENTS
   4,911    2,129    1,649    7,604   13,425   14,164   17,203    4,597    1,558

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     -1,031)
  -1,370      180      318       99   -1,667     -953   -1,169      -78      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     11.3      8.8     40.5     71.6     75.5     91.7     24.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      33       11       18       20       18       61       41
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,049,964
COMMITMENTS
 310,637  196,285   14,617  610,791  687,788  936,045  898,690  113,919  151,274

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     41,500)
 -53,786   31,321     -573  105,814   21,671   51,455   52,419   -9,955  -10,919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     18.7      1.4     58.2     65.5     89.2     85.6     10.8     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      47       55       18       85      133      145      193
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,857,069
COMMITMENTS
 283,445  297,024   42,370  1241166  1179020  1566981  1518414  290,088  338,655

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     26,493)
  37,950    1,181    8,581    3,007   39,735   49,538   49,497  -23,045  -23,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     16.0      2.3     66.8     63.5     84.4     81.8     15.6     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      48       64       24      110      136      169      213
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,699,982
COMMITMENTS
 522,702  185,640   19,442  914,703  1190907  1456847  1395989  243,135  303,993

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    103,565)
  60,187   47,031   -3,418   86,465   73,359  143,234  116,972  -39,669  -13,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     10.9      1.1     53.8     70.1     85.7     82.1     14.3     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      33       49       13       80      112      120      167
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      758,735
COMMITMENTS
  73,876   86,997  110,692  531,165  501,953  715,733  699,642   43,002   59,093

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     30,222)
  -6,055   -5,086   16,437   10,769   10,850   21,151   22,201    9,071    8,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     11.5     14.6     70.0     66.2     94.3     92.2      5.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      26       31       34       68       75      108      131
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       41,287
COMMITMENTS
  10,436    3,270      103   24,712   33,912   35,250   37,284    6,037    4,003

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -40,471)
      39      225   -6,492  -23,507  -23,574  -29,960  -29,841  -10,512  -10,630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3      7.9      0.2     59.9     82.1     85.4     90.3     14.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      16       15        5       34       26       54       42
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       82,573
COMMITMENTS
  20,871    6,540      205   49,423   67,823   70,499   74,568   12,074    8,005

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -28,494)
     350   -3,527   -4,191  -22,154   -5,682  -25,995  -13,400   -2,499  -15,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3      7.9      0.2     59.9     82.1     85.4     90.3     14.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      16       15        5       34       26       54       42
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,299
COMMITMENTS
   2,653      738       11   10,276   12,481   12,940   13,230      359       69

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:       -876)
  -1,072        4        8      195     -879     -869     -867       -7       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9      5.5      0.1     77.3     93.8     97.3     99.5      2.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        6        1        7       10       13       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       22,857
COMMITMENTS
   4,663      623        0   17,862   22,135   22,525   22,758      332       99

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     -2,759)
   1,230       66        0   -3,968   -2,813   -2,738   -2,747      -21      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4      2.7      0.0     78.1     96.8     98.5     99.6      1.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10        4        0        8       13       18       17
```

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Updated June 24, 2011