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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   457,077:    89,720    116,648     67,569    255,182    209,124    412,471    393,341:    44,606     63,736
Old  :   394,750:    84,395    111,624     48,199    222,973    185,190    355,567    345,013:    39,183     49,737
Other:    62,327:    14,115     13,814     10,580     32,209     23,934     56,904     48,328:     5,423     13,999
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :     8,771:    -5,134     15,576      1,470     12,224     -7,064      8,560      9,982:       211     -1,211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       25.5       14.8       55.8       45.8       90.2       86.1:       9.8       13.9
Old  :     100.0:      21.4       28.3       12.2       56.5       46.9       90.1       87.4:       9.9       12.6
Other:     100.0:      22.6       22.2       17.0       51.7       38.4       91.3       77.5:       8.7       22.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       429:       118        160        154         93        118        315        349:
Old  :       423:       123        161        139         87        115        299        336:
Other:       190:        35         57         23         37         84         86        154:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       16.9       36.3       23.6       21.3       14.2       33.9       19.3
Old  :                 24.3       19.0       38.1       26.4       23.6       17.5       36.6       23.4
Other:                 42.2       18.3       57.0       27.9       33.6       10.0       44.9       17.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,414,879:   505,369    100,850    156,733    588,730    926,365  1,250,832  1,183,948:   164,047    230,931
Old  :   645,952:   250,347     73,458     51,253    271,029    440,071    572,629    564,782:    73,323     81,170
Other:   768,927:   312,756     85,126     47,746    317,701    486,294    678,203    619,166:    90,724    149,761
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :   -67,683:   -57,954     -2,273    -28,823     18,492    -27,686    -68,285    -58,782:       602     -8,901
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7        7.1       11.1       41.6       65.5       88.4       83.7:      11.6       16.3
Old  :     100.0:      38.8       11.4        7.9       42.0       68.1       88.6       87.4:      11.4       12.6
Other:     100.0:      40.7       11.1        6.2       41.3       63.2       88.2       80.5:      11.8       19.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       866:       256        156        213        236        379        596        670:
Old  :       772:       213        149        117        187        328        463        535:
Other:       756:       203        139         99        153        347        405        545:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.5       13.0       23.1       19.0       12.6       11.0       19.0       16.0
Old  :                 18.4       19.8       27.2       26.8       17.4       19.2       25.2       24.7
Other:                 15.9        9.7       25.0       15.7       14.5        9.2       22.3       14.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    12,673:     3,646        664        103      6,228     10,921      9,977     11,688:     2,696        985
Old  :    12,644:     3,645        664        103      6,200     10,893      9,948     11,660:     2,696        984
Other:        29:         1          0          0         28         28         29         28:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :       -41:      -327        118         16        517       -267        206       -133:      -247         92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8        5.2        0.8       49.1       86.2       78.7       92.2:      21.3        7.8
Old  :     100.0:      28.8        5.3        0.8       49.0       86.2       78.7       92.2:      21.3        7.8
Other:     100.0:       3.4        0.0        0.0       96.6       96.6      100.0       96.6:       0.0        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        17          2          3         18         11         35         16:
Old  :        41:        17          2          3         18         11         35         16:
Other:         3:         1          0          0          1          1          2          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       66.4       46.0       84.2       27.7       56.1       40.3       73.7
Old  :                 28.1       66.5       45.9       84.2       27.5       56.2       40.2       73.7
Other:                100.0       96.6      100.0       96.6      100.0       96.6      100.0       96.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   592,787:   172,834     68,762     82,418    287,773    360,874    543,025    512,054:    49,762     80,733
Old  :   158,898:    78,986     23,426      8,311     52,943    106,547    140,240    138,284:    18,658     20,614
Other:   433,889:   125,427     76,915     42,528    234,830    254,327    402,785    373,770:    31,104     60,119
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    -6,769:   -16,695       -956     -2,882     18,961        605       -616     -3,233:    -6,153     -3,536
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       11.6       13.9       48.5       60.9       91.6       86.4:       8.4       13.6
Old  :     100.0:      49.7       14.7        5.2       33.3       67.1       88.3       87.0:      11.7       13.0
Other:     100.0:      28.9       17.7        9.8       54.1       58.6       92.8       86.1:       7.2       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       540:       176        133        167        114        191        387        420:
Old  :       421:       134         88         65         73        159        242        284:
Other:       483:       135        135        110         88        186        291        375:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       19.6       24.0       26.2       11.9       15.6       19.1       20.8
Old  :                 25.5       26.9       37.7       37.3       25.0       25.6       34.4       34.1
Other:                 17.5       19.3       28.6       26.4       16.6       17.1       25.8       23.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    26,284:    22,933      3,003        495          6      6,451     23,434      9,949:     2,850     16,335
Old  :     3,339:     2,141        757          8          6        611      2,155      1,376:     1,184      1,963
Other:    22,945:    21,210      2,664         69          0      5,840     21,279      8,573:     1,666     14,372
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :      -347:      -617       -127        278          3        -94       -336         57:       -11       -404
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.3       11.4        1.9        0.0       24.5       89.2       37.9:      10.8       62.1
Old  :     100.0:      64.1       22.7        0.2        0.2       18.3       64.5       41.2:      35.5       58.8
Other:     100.0:      92.4       11.6        0.3        0.0       25.5       92.7       37.4:       7.3       62.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        14          9          9          2         18         18         34:
Old  :        34:        13          7          1          2         14         15         22:
Other:        40:        12         10          7          0         18         13         34:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.6       13.0       79.7       20.0       60.4       12.9       79.5       19.3
Old  :                 36.5       30.2       57.8       39.1       36.2       30.2       57.5       39.1
Other:                 65.8       13.1       85.7       19.8       65.5       13.1       85.5       19.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   329,710:    93,922     45,521     41,599    159,611    215,819    295,132    302,939:    34,578     26,771
Old  :   143,796:    48,388     24,149     14,224     62,862     90,701    125,474    129,074:    18,322     14,722
Other:   185,914:    58,462     34,300     14,447     96,749    125,118    169,658    173,865:    16,256     12,049
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :     2,506:    -7,490      3,392      3,322      7,029     -5,744      2,861        970:      -355      1,536
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       13.8       12.6       48.4       65.5       89.5       91.9:      10.5        8.1
Old  :     100.0:      33.7       16.8        9.9       43.7       63.1       87.3       89.8:      12.7       10.2
Other:     100.0:      31.4       18.4        7.8       52.0       67.3       91.3       93.5:       8.7        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        87         69         90         70         72        218        195:
Old  :       217:        82         54         48         59         64        163        147:
Other:       213:        68         69         43         51         51        149        136:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.2       28.8       23.1       40.6       11.7       23.5       18.8       33.1
Old  :                 20.7       25.9       29.4       34.6       18.7       22.9       25.7       30.9
Other:                 17.5       39.1       29.8       51.4       16.9       35.5       29.1       47.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   652,844:    79,009    143,867      8,187    405,771    372,841    492,967    524,895:   159,877    127,949
Old  :   652,844:    79,009    143,867      8,187    405,771    372,841    492,967    524,895:   159,877    127,949
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :   -14,175:     2,808      7,214     -1,206    -19,347     -4,398    -17,745      1,610:     3,570    -15,785
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       22.0        1.3       62.2       57.1       75.5       80.4:      24.5       19.6
Old  :     100.0:      12.1       22.0        1.3       62.2       57.1       75.5       80.4:      24.5       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        23         32          9         67         70         94        107:
Old  :       152:        23         32          9         67         70         94        107:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       21.0       31.5       30.4       21.1       20.3       29.3       29.1
Old  :                 21.2       21.0       31.5       30.4       21.1       20.3       29.3       29.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   406,477:    53,282     63,811        608    290,481    296,381    344,371    360,800:    62,106     45,677
Old  :   406,477:    53,282     63,811        608    290,481    296,381    344,371    360,800:    62,106     45,677
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    30,618:     7,336      6,191       -335     22,798     18,791     29,799     24,647:       819      5,971
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       15.7        0.1       71.5       72.9       84.7       88.8:      15.3       11.2
Old  :     100.0:      13.1       15.7        0.1       71.5       72.9       84.7       88.8:      15.3       11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:         8         11          2         40         34         48         47:
Old  :        75:         8         11          2         40         34         48         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       50.4       48.7       63.8       28.0       50.4       45.5       63.5
Old  :                 28.6       50.4       48.7       63.8       28.0       50.4       45.5       63.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     9,318:       484        151        600      7,722      8,078      8,806      8,829:       512        489
Old  :     9,318:       484        151        600      7,722      8,078      8,806      8,829:       512        489
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :      -334:       -75         33        -90       -131       -380       -296       -437:       -38        103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        1.6        6.4       82.9       86.7       94.5       94.8:       5.5        5.2
Old  :     100.0:       5.2        1.6        6.4       82.9       86.7       94.5       94.8:       5.5        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         6          3          3         21         26         27         32:
Old  :        37:         6          3          3         21         26         27         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       44.0       63.6       66.8       25.1       19.3       34.8       29.5
Old  :                 43.4       44.0       63.6       66.8       25.1       19.3       34.8       29.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   217,894:    53,192     20,865     34,500     90,605    136,088    178,297    191,453:    39,597     26,441
Old  :   113,060:    35,989     12,531      8,539     45,432     76,682     89,960     97,752:    23,100     15,308
Other:   104,834:    29,940     21,071     13,224     45,173     59,406     88,337     93,701:    16,497     11,133
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :   -16,382:    -9,615        -93     -3,339      1,284    -15,556    -11,670    -18,988:    -4,712      2,606
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        9.6       15.8       41.6       62.5       81.8       87.9:      18.2       12.1
Old  :     100.0:      31.8       11.1        7.6       40.2       67.8       79.6       86.5:      20.4       13.5
Other:     100.0:      28.6       20.1       12.6       43.1       56.7       84.3       89.4:      15.7       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        63         31         54         68         66        167        134:
Old  :       165:        53         29         36         60         56        134        106:
Other:       151:        42         31         24         57         46        114         90:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.6       32.0       20.8       42.6        7.5       24.9       12.7       31.5
Old  :                 14.8       38.8       24.7       47.1       14.5       37.4       22.6       44.5
Other:                 19.8       31.7       31.6       49.5       14.5       25.2       24.4       37.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    18,761:     4,911      2,129      1,649      7,604     13,425     14,164     17,203:     4,597      1,558
Old  :     5,827:     2,403        935          0      1,558      4,536      3,961      5,471:     1,866        356
Other:    12,934:     2,876      1,562      1,281      6,046      8,889     10,203     11,732:     2,731      1,202
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    -1,031:    -1,370        180        318         99     -1,667       -953     -1,169:       -78        138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       11.3        8.8       40.5       71.6       75.5       91.7:      24.5        8.3
Old  :     100.0:      41.2       16.0        0.0       26.7       77.8       68.0       93.9:      32.0        6.1
Other:     100.0:      22.2       12.1        9.9       46.7       68.7       78.9       90.7:      21.1        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        33         11         18         20         18         61         41:
Old  :        54:        28          4          0         10         12         38         16:
Other:        64:        19         13         12         15         17         41         37:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       47.0       37.0       61.7       24.6       47.0       36.3       61.3
Old  :                 26.5       67.7       40.5       83.8       26.5       67.7       40.5       83.8
Other:                 35.7       42.5       50.8       58.7       35.7       42.5       50.0       58.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,049,964:   310,637    196,285     14,617    610,791    687,788    936,045    898,690:   113,919    151,274
Old  : 1,049,964:   310,637    196,285     14,617    610,791    687,788    936,045    898,690:   113,919    151,274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    41,500:   -53,786     31,321       -573    105,814     21,671     51,455     52,419:    -9,955    -10,919
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       18.7        1.4       58.2       65.5       89.2       85.6:      10.8       14.4
Old  :     100.0:      29.6       18.7        1.4       58.2       65.5       89.2       85.6:      10.8       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        47         55         18         85        133        145        193:
Old  :       261:        47         55         18         85        133        145        193:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       14.2       37.2       23.7       23.6       11.0       36.8       19.6
Old  :                 23.6       14.2       37.2       23.7       23.6       11.0       36.8       19.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,857,069:   283,445    297,024     42,370  1,241,166  1,179,020  1,566,981  1,518,414:   290,088    338,655
Old  : 1,857,069:   283,445    297,024     42,370  1,241,166  1,179,020  1,566,981  1,518,414:   290,088    338,655
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    26,493:    37,950      1,181      8,581      3,007     39,735     49,538     49,497:   -23,045    -23,004
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       16.0        2.3       66.8       63.5       84.4       81.8:      15.6       18.2
Old  :     100.0:      15.3       16.0        2.3       66.8       63.5       84.4       81.8:      15.6       18.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:        48         64         24        110        136        169        213:
Old  :       291:        48         64         24        110        136        169        213:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       21.4       31.9       28.4       23.8       18.2       31.8       24.6
Old  :                 23.9       21.4       31.9       28.4       23.8       18.2       31.8       24.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,699,982:   522,702    185,640     19,442    914,703  1,190,907  1,456,847  1,395,989:   243,135    303,993
Old  : 1,699,982:   522,702    185,640     19,442    914,703  1,190,907  1,456,847  1,395,989:   243,135    303,993
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :   103,565:    60,187     47,031     -3,418     86,465     73,359    143,234    116,972:   -39,669    -13,407
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       10.9        1.1       53.8       70.1       85.7       82.1:      14.3       17.9
Old  :     100.0:      30.7       10.9        1.1       53.8       70.1       85.7       82.1:      14.3       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        33         49         13         80        112        120        167:
Old  :       221:        33         49         13         80        112        120        167:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       22.8       45.9       33.8       34.4       21.5       45.1       31.0
Old  :                 34.5       22.8       45.9       33.8       34.4       21.5       45.1       31.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   758,735:    73,876     86,997    110,692    531,165    501,953    715,733    699,642:    43,002     59,093
Old  :   758,735:    73,876     86,997    110,692    531,165    501,953    715,733    699,642:    43,002     59,093
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    30,222:    -6,055     -5,086     16,437     10,769     10,850     21,151     22,201:     9,071      8,021
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       11.5       14.6       70.0       66.2       94.3       92.2:       5.7        7.8
Old  :     100.0:       9.7       11.5       14.6       70.0       66.2       94.3       92.2:       5.7        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        26         31         34         68         75        108        131:
Old  :       141:        26         31         34         68         75        108        131:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.3       23.5       50.5       32.3       31.3       13.2       34.5       18.1
Old  :                 40.3       23.5       50.5       32.3       31.3       13.2       34.5       18.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    41,287:    10,436      3,270        103     24,712     33,912     35,250     37,284:     6,037      4,003
Old  :    41,287:    10,436      3,270        103     24,712     33,912     35,250     37,284:     6,037      4,003
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :   -40,471:        39        225     -6,492    -23,507    -23,574    -29,960    -29,841:   -10,512    -10,630
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        7.9        0.2       59.9       82.1       85.4       90.3:      14.6        9.7
Old  :     100.0:      25.3        7.9        0.2       59.9       82.1       85.4       90.3:      14.6        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        16         15          5         34         26         54         42:
Old  :        84:        16         15          5         34         26         54         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       51.4       43.5       65.3       27.3       51.2       43.3       65.1
Old  :                 27.3       51.4       43.5       65.3       27.3       51.2       43.3       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    82,573:    20,871      6,540        205     49,423     67,823     70,499     74,568:    12,074      8,005
Old  :    82,573:    20,871      6,540        205     49,423     67,823     70,499     74,568:    12,074      8,005
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :   -28,494:       350     -3,527     -4,191    -22,154     -5,682    -25,995    -13,400:    -2,499    -15,094
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        7.9        0.2       59.9       82.1       85.4       90.3:      14.6        9.7
Old  :     100.0:      25.3        7.9        0.2       59.9       82.1       85.4       90.3:      14.6        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        16         15          5         34         26         54         42:
Old  :        84:        16         15          5         34         26         54         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       51.4       43.5       65.3       27.3       51.2       43.3       65.1
Old  :                 27.3       51.4       43.5       65.3       27.3       51.2       43.3       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    13,299:     2,653        738         11     10,276     12,481     12,940     13,230:       359         69
Old  :    13,299:     2,653        738         11     10,276     12,481     12,940     13,230:       359         69
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :      -876:    -1,072          4          8        195       -879       -869       -867:        -7         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        5.5        0.1       77.3       93.8       97.3       99.5:       2.7        0.5
Old  :     100.0:      19.9        5.5        0.1       77.3       93.8       97.3       99.5:       2.7        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         6          6          1          7         10         13         17:
Old  :        28:         6          6          1          7         10         13         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.6       83.1       92.8       94.2       74.6       83.1       92.7       94.1
Old  :                 74.6       83.1       92.8       94.2       74.6       83.1       92.7       94.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    22,857:     4,663        623          0     17,862     22,135     22,525     22,758:       332         99
Old  :    22,857:     4,663        623          0     17,862     22,135     22,525     22,758:       332         99
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    -2,759:     1,230         66          0     -3,968     -2,813     -2,738     -2,747:       -21        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4        2.7        0.0       78.1       96.8       98.5       99.6:       1.5        0.4
Old  :     100.0:      20.4        2.7        0.0       78.1       96.8       98.5       99.6:       1.5        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        10          4          0          8         13         18         17:
Old  :        34:        10          4          0          8         13         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.0       75.7       94.1       90.8       85.0       75.7       94.1       90.8
Old  :                 85.0       75.7       94.1       90.8       85.0       75.7       94.1       90.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated June 24, 2011