```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      433,994
COMMITMENTS
  82,421  118,125   61,883  248,041  192,312  392,345  372,320   41,649   61,674

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      3,712)
      43    7,957     -926    6,528   -3,086    5,645    3,945   -1,933     -233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     27.2     14.3     57.2     44.3     90.4     85.8      9.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      405)
      99      165      126       78      114      268      331
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,200,848
COMMITMENTS
 390,487   98,322   99,684  565,396  780,521  1055567  978,527  145,281  222,321

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -51,008)
 -19,999    9,251  -14,963    1,748  -42,525  -33,214  -48,237  -17,794   -2,771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5      8.2      8.3     47.1     65.0     87.9     81.5     12.1     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      768)
     200      138      173      219      352      511      595
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,361
COMMITMENTS
   3,605      769      416    6,059    9,769   10,080   10,954    2,281    1,407

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:        507)
      89      172      138      499      -45      726      265     -219      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2      6.2      3.4     49.0     79.0     81.5     88.6     18.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      18        4        4       14        9       32       17
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      525,466
COMMITMENTS
 147,622   67,153   53,981  277,747  325,260  479,350  446,394   46,116   79,072

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -5,319)
   1,307    2,782   -5,987      866     -101   -3,814   -3,306   -1,505   -2,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     12.8     10.3     52.9     61.9     91.2     85.0      8.8     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      492)
     145      120      136      112      188      329      392
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,681
COMMITMENTS
  18,855    1,623      171        6    4,958   19,032    6,752    2,649   14,929

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -198)
    -485      348       25        0     -302     -460       71      262     -269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.0      7.5      0.8      0.0     22.9     87.8     31.1     12.2     68.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      15        5        7        2       13       17       25
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      285,915
COMMITMENTS
  67,520   55,109   33,525  155,504  169,174  256,549  257,808   29,366   28,107

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -4,544)
  -5,004    6,747    2,303   -2,934  -10,863   -5,635   -1,813    1,091   -2,731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     19.3     11.7     54.4     59.2     89.7     90.2     10.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      61       78       78       61       62      179      185
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      598,632
COMMITMENTS
  58,780  140,686    5,705  391,905  313,970  456,390  460,361  142,242  138,271

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -43,122)
 -16,174    1,310   -1,000  -18,368  -46,758  -35,542  -46,448   -7,580    3,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     23.5      1.0     65.5     52.4     76.2     76.9     23.8     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      22       30        9       67       67       95      100
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      380,405
COMMITMENTS
  58,428   61,970      358  261,926  274,252  320,712  336,580   59,693   43,825

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -6,814)
   5,920      644     -250   -8,571   -8,037   -2,901   -7,643   -3,913      829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     16.3      0.1     68.9     72.1     84.3     88.5     15.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       8       11        1       36       36       44       48
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        8,896
COMMITMENTS
     651      516      308    7,575    7,868    8,534    8,692      362      204

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -119)
     141       51     -131      -31       82      -21        2      -98     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      5.8      3.5     85.2     88.4     95.9     97.7      4.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        4        4       22       28       30       34
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      191,542
COMMITMENTS
  43,841   34,029   25,000   92,350  105,022  161,191  164,051   30,351   27,491

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -11,813)
     326    1,937   -2,553   -4,285   -8,008   -6,512   -8,624   -5,301   -3,189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     17.8     13.1     48.2     54.8     84.2     85.6     15.8     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      45       42       41       62       62      134      129
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,240
COMMITMENTS
   4,086    2,861    1,798    7,576   10,895   13,460   15,554    3,780    1,686

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -300)
      92      212      -87     -121     -206     -116      -81     -184     -219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     16.6     10.4     43.9     63.2     78.1     90.2     21.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      28       17       17       21       16       60       43
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      987,654
COMMITMENTS
 237,343  183,621   12,799  632,699  642,453  882,841  838,873  104,813  148,781

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -38,544)
 -14,102   -5,348   -1,993  -20,978  -31,452  -37,073  -38,793   -1,471      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     18.6      1.3     64.1     65.0     89.4     84.9     10.6     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      45       59       20       87      120      144      187
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,764,483
COMMITMENTS
 222,040  314,763   29,087  1224104  1087187  1475231  1431037  289,252  333,446

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -41,190)
 -13,756   12,004    3,162  -20,389  -36,634  -30,983  -21,468  -10,207  -19,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     17.8      1.6     69.4     61.6     83.6     81.1     16.4     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      40       61       25      112      139      164      213
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,454,271
COMMITMENTS
 383,191  179,378   10,910  842,404  974,610  1236505  1164898  217,766  289,373

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:   -110,325)
 -65,700    1,749   -3,973  -25,690 -110,660  -95,363 -112,884  -14,962    2,559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     12.3      0.8     57.9     67.0     85.0     80.1     15.0     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      29       41       13       76      105      114      151
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      718,588
COMMITMENTS
  64,104   62,899  114,562  509,027  492,883  687,693  670,344   30,895   48,244

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -56,662)
 -19,348   -5,979  -13,178  -17,465  -29,079  -49,991  -48,236   -6,671   -8,426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      8.8     15.9     70.8     68.6     95.7     93.3      4.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      24       33       35       62       73      105      126
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       49,758
COMMITMENTS
  18,169    4,688      258   24,978   40,882   43,404   45,827    6,354    3,931

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     10,162)
   7,328    2,322      -15    2,460    7,960    9,773   10,267      389     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5      9.4      0.5     50.2     82.2     87.2     92.1     12.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      23       13        2       33       27       57       41
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       99,515
COMMITMENTS
  36,337    9,375      515   49,956   81,763   86,808   91,653   12,707    7,862

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     20,324)
  14,655    4,643      -29    4,920   15,920   19,546   20,534      778     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5      9.4      0.5     50.2     82.2     87.2     92.1     12.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      23       13        2       33       27       57       41
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        6,219
COMMITMENTS
   2,998    1,783      486    1,814    3,813    5,298    6,082      921      137

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:         58)
      60       30        0       -4        0       56       30        2       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.2     28.7      7.8     29.2     61.3     85.2     97.8     14.8      2.2

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 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,911
COMMITMENTS
   1,402      733       16   12,211   13,112   13,629   13,861      282       50

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:        507)
  -1,916      -26        4    2,496      533      584      511      -77       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      5.3      0.1     87.8     94.3     98.0     99.6      2.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        6        1        8       12       13       19
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       25,408
COMMITMENTS
   4,542    1,488        0   20,608   23,850   25,150   25,338      258       70

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -158)
    -646      655        0      546     -803     -100     -148      -58      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      5.9      0.0     81.1     93.9     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        7        0        8       13       13       20
```

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Updated July 8, 2011