```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      430,282
COMMITMENTS
  82,378  110,168   62,809  241,513  195,398  386,700  368,375   43,582   61,907

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    -26,795)
  -7,342   -6,480   -4,760  -13,669  -13,726  -25,771  -24,966   -1,024   -1,829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     25.6     14.6     56.1     45.4     89.9     85.6     10.1     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      406)
     103      159      131       85      117      276      335
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,251,856
COMMITMENTS
 410,486   89,071  114,647  563,648  823,046  1088781  1026764  163,075  225,092

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:   -163,023)
 -94,883  -11,779  -42,086  -25,082 -103,319 -162,051 -157,184     -972   -5,839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8      7.1      9.2     45.0     65.7     87.0     82.0     13.0     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      799)
     228      134      188      237      358      554      615
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,854
COMMITMENTS
   3,516      597      278    5,560    9,814    9,354   10,689    2,500    1,165

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:       -819)
    -130      -67      175     -668   -1,107     -623     -999     -196      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7      5.0      2.3     46.9     82.8     78.9     90.2     21.1      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      18        3        2       16       10       34       15
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      530,785
COMMITMENTS
 146,315   64,371   59,968  276,881  325,361  483,164  449,700   47,621   81,085

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    -62,002)
 -26,519   -4,391  -22,450  -10,892  -35,513  -59,861  -62,354   -2,141      352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     12.1     11.3     52.2     61.3     91.0     84.7      9.0     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      488)
     142      124      144      114      185      338      394
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,879
COMMITMENTS
  19,340    1,275      146        6    5,260   19,492    6,681    2,387   15,198

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -4,405)
  -3,593   -1,728     -349        0   -1,191   -3,942   -3,268     -463   -1,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    88.4      5.8      0.7      0.0     24.0     89.1     30.5     10.9     69.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      16        4        6        2       14       18       24
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      290,459
COMMITMENTS
  72,524   48,362   31,222  158,438  180,037  262,184  259,621   28,275   30,838

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    -39,251)
 -21,398    2,841  -10,377   -1,173  -35,782  -32,948  -43,318   -6,303    4,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     16.7     10.7     54.5     62.0     90.3     89.4      9.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      64       71       78       65       68      184      184
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      641,754
COMMITMENTS
  74,954  139,376    6,705  410,273  360,728  491,932  506,809  149,822  134,945

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    -11,090)
  -4,055   -4,491   -1,482    4,502  -12,113   -1,035  -18,086  -10,055    6,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     21.7      1.0     63.9     56.2     76.7     79.0     23.3     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      22       32        9       66       71       92      108
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      387,219
COMMITMENTS
  52,508   61,326      608  270,497  282,289  323,613  344,223   63,606   42,996

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    -19,258)
    -774   -2,485        0  -19,984  -14,092  -20,758  -16,577    1,500   -2,681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     15.8      0.2     69.9     72.9     83.6     88.9     16.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       8       11        2       39       35       47       48
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        9,015
COMMITMENTS
     510      465      439    7,606    7,786    8,555    8,690      460      325

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:       -303)
      26      314     -161     -116     -292     -251     -139      -52     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      5.2      4.9     84.4     86.4     94.9     96.4      5.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        6        5       22       26       30       33
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      203,355
COMMITMENTS
  43,515   32,092   27,553   96,635  113,030  167,703  172,675   35,652   30,680

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    -14,539)
  -9,677   11,227   -6,947    6,030  -23,058  -10,594  -18,778   -3,945    4,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     15.8     13.5     47.5     55.6     82.5     84.9     17.5     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      47       32       47       64       60      143      128
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,540
COMMITMENTS
   3,994    2,649    1,885    7,697   11,101   13,576   15,635    3,964    1,905

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -1,221)
    -917      520      236       93   -2,324     -588   -1,568     -633      347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     15.1     10.7     43.9     63.3     77.4     89.1     22.6     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      29       14       19       22       18       61       44
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,026,198
COMMITMENTS
 251,445  188,969   14,792  653,677  673,905  919,914  877,666  106,284  148,532

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    -23,766)
 -59,192   -7,316      175   42,886  -13,883  -16,131  -21,024   -7,635   -2,742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     18.4      1.4     63.7     65.7     89.6     85.5     10.4     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      48       56       21       88      127      149      191
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,805,673
COMMITMENTS
 235,796  302,759   25,925  1244493  1123821  1506214  1452505  299,459  353,168

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    -51,396)
 -47,649    5,735  -16,445    3,327  -55,199  -60,767  -65,909    9,371   14,513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     16.8      1.4     68.9     62.2     83.4     80.4     16.6     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      41       58       23      109      132      159      204
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,564,596
COMMITMENTS
 448,891  177,629   14,883  868,094  1085270  1331868  1277782  232,728  286,814

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:   -135,386)
 -73,811   -8,011   -4,559  -46,609 -105,637 -124,979 -118,207  -10,407  -17,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     11.4      1.0     55.5     69.4     85.1     81.7     14.9     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      29       45       15       76      113      115      163
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      775,250
COMMITMENTS
  83,452   68,878  127,740  526,492  521,962  737,684  718,580   37,566   56,670

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     16,515)
   9,576  -18,119   17,048   -4,673   20,009   21,951   18,938   -5,436   -2,423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      8.9     16.5     67.9     67.3     95.2     92.7      4.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      28       29       39       63       73      109      129
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       39,596
COMMITMENTS
  10,841    2,366      272   22,518   32,922   33,631   35,560    5,965    4,036

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -1,691)
     406     -904      170   -2,194     -990   -1,619   -1,725      -73       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4      6.0      0.7     56.9     83.1     84.9     89.8     15.1     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      22       14        3       33       25       56       41
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       79,191
COMMITMENTS
  21,682    4,732      544   45,036   65,843   67,262   71,119   11,929    8,072

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -3,382)
     811   -1,808      339   -4,387   -1,980   -3,237   -3,449     -145       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4      6.0      0.7     56.9     83.1     84.9     89.8     15.1     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      22       14        3       33       25       56       41
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        6,161
COMMITMENTS
   2,938    1,753      486    1,818    3,813    5,242    6,052      919      109

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -2,911)
  -1,475      323     -504      126   -1,977   -1,853   -2,158   -1,058     -753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7     28.5      7.9     29.5     61.9     85.1     98.2     14.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        6        1        3        1       14        7
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,404
COMMITMENTS
   3,318      759       12    9,715   12,579   13,045   13,350      359       54

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        105)
     665       21        1     -561       98      105      120        0      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8      5.7      0.1     72.5     93.8     97.3     99.6      2.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        6        1        7       12       13       19
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       25,566
COMMITMENTS
   5,188      833        0   20,062   24,653   25,250   25,486      316       80

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      2,709)
     525      210        0    2,200    2,518    2,725    2,728      -16      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3      3.3      0.0     78.5     96.4     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        5        0        8       13       16       18
```

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Updated July 1, 2011