```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      602,487
COMMITMENTS
  83,893   98,293  168,835  298,458  266,424  551,187  533,553   51,300   68,935

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     24,529)
  -8,244   13,418   14,125   17,751   -1,226   23,633   26,317      896   -1,788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     16.3     28.0     49.5     44.2     91.5     88.6      8.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      458)
     139      166      206      101      130      358      400
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    2,132,924
COMMITMENTS
 390,657   85,759  703,054  820,746  1059552  1914458  1848365  218,466  284,559

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -91,908)
 -65,538     -360  -47,503   20,491  -36,250  -92,550  -84,113      642   -7,795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      4.0     33.0     38.5     49.7     89.8     86.7     10.2     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      913)
     264      190      330      305      409      728      786
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       14,511
COMMITMENTS
   2,743      677    1,470    7,470   11,250   11,683   13,397    2,828    1,114

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        156)
    -938       61      440      968     -451      470       49     -314      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      4.7     10.1     51.5     77.5     80.5     92.3     19.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      14        5        6       18       14       35       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      825,892
COMMITMENTS
 129,148   62,284  268,242  371,678  405,965  769,068  736,492   56,824   89,400

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     -9,552)
 -19,330    2,390   -8,203   24,315     -717   -3,218   -6,530   -6,333   -3,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6      7.5     32.5     45.0     49.2     93.1     89.2      6.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      578)
     179      172      239      130      203      442      496
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
    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 CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED 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:       15,056
COMMITMENTS
   1,651    9,730    4,561    8,339      461   14,551   14,752      505      304

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        236)
      40      215      134      -10     -145      164      205       73       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     64.6     30.3     55.4      3.1     96.6     98.0      3.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        6       10       12        7       25       18
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED 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:      397,411
COMMITMENTS
  81,613   43,488   86,254  194,250  240,245  362,117  369,987   35,295   27,425

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        291)
  -7,784    5,713     -390    8,898   -6,476      723   -1,154     -432    1,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     10.9     21.7     48.9     60.5     91.1     93.1      8.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      82       78      105       74       83      225      222
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      746,686
COMMITMENTS
  86,068  137,753   54,090  436,602  413,384  576,760  605,227  169,926  141,459

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     -4,497)
   3,774    5,567    4,468  -16,784   -1,526   -8,542    8,509    4,045  -13,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     18.4      7.2     58.5     55.4     77.2     81.1     22.8     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      27       33       35       76       80      121      130
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED 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:      414,751
COMMITMENTS
  53,057   61,866    4,055  293,862  301,935  350,975  367,857   63,777   46,894

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     30,822)
   7,341    6,043      -20   22,718   18,913   30,039   24,937      782    5,885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     14.9      1.0     70.9     72.8     84.6     88.7     15.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       8       11        5       44       35       54       49
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:      246,508
COMMITMENTS
  44,932   20,920   54,945  104,586  142,628  204,463  218,493   42,045   28,015

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -18,988)
  -9,731    1,108   -5,828    1,699  -16,655  -13,860  -21,374   -5,128    2,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      8.5     22.3     42.4     57.9     82.9     88.6     17.1     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      62       35       64       72       73      173      150
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       20,798
COMMITMENTS
   4,289    2,273    3,028    8,704   13,857   16,021   19,159    4,777    1,639

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     -1,026)
  -1,806      154      545      405   -1,851     -857   -1,152     -169      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     10.9     14.6     41.9     66.6     77.0     92.1     23.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      33       16       21       29       21       76       46
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    1,096,848
COMMITMENTS
 310,710  184,477   53,502  617,208  705,410  981,420  943,389  115,429  153,459

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     55,313)
 -54,650   24,656   13,028  106,057   27,502   64,436   65,187   -9,122   -9,873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3     16.8      4.9     56.3     64.3     89.5     86.0     10.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      50       56       30       97      138      168      203
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    2,425,258
COMMITMENTS
 285,703  238,806  318,442  1501775  1495341  2105920  2052589  319,338  372,669

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    135,525)
  34,761  -18,145   76,431   45,251  101,014  156,442  159,300  -20,917  -23,775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      9.8     13.1     61.9     61.7     86.8     84.6     13.2     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      62       57       67      143      171      236      264
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    1,859,897
COMMITMENTS
 512,577  148,197  125,869  971,591  1265902  1610037  1539969  249,860  319,928

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    131,835)
  61,700   34,852   15,183   96,247   92,631  173,130  142,666  -41,295  -10,832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6      8.0      6.8     52.2     68.1     86.6     82.8     13.4     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      41       42       37       95      121      153      183
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:    1,027,722
COMMITMENTS
  78,042   86,396  328,288  574,518  549,731  980,847  964,414   46,875   63,308

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     28,075)
  -5,644   -5,507   14,691   10,272   10,505   19,319   19,689    8,755    8,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      8.4     31.9     55.9     53.5     95.4     93.8      4.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      29       34       42       73       81      121      142
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       42,551
COMMITMENTS
  10,393    3,401      444   25,559   34,587   36,396   38,432    6,155    4,118

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -41,120)
      79      224   -6,735  -23,820  -23,943  -30,477  -30,454  -10,643  -10,665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      8.0      1.0     60.1     81.3     85.5     90.3     14.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      17       14        8       35       28       57       45
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:       85,101
COMMITMENTS
  20,786    6,802      889   51,117   69,174   72,792   76,865   12,309    8,236

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -29,697)
     430   -3,528   -4,679  -22,781   -6,420  -27,030  -14,627   -2,668  -15,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      8.0      1.0     60.1     81.3     85.5     90.3     14.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      17       14        8       35       28       57       45
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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