```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      452,610
COMMITMENTS
 148,006   97,175   65,640  203,568  240,157  417,214  402,972   35,396   49,638

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     19,326)
  15,477    1,514    4,461   -1,547   14,565   18,391   20,540      935   -1,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     21.5     14.5     45.0     53.1     92.2     89.0      7.8     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      369)
     133      105      104       78      116      270      272
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,154,868
COMMITMENTS
 327,620  108,382  111,813  570,757  734,761  1010190  954,956  144,678  199,912

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     66,209)
  20,044   -4,309   13,757   24,648   58,377   58,449   67,825    7,760   -1,616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4      9.4      9.7     49.4     63.6     87.5     82.7     12.5     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      751)
     191      144      176      215      349      504      589
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,076
COMMITMENTS
   3,329      513       23    4,642    8,671    7,994    9,207    2,082      869

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        181)
    -122      -20       -5       15      278     -112      253      293      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0      5.1      0.2     46.1     86.1     79.3     91.4     20.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      15        7        4       13       12       31       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      833,271
COMMITMENTS
 322,317   62,705  124,765  304,618  565,463  751,700  752,933   81,571   80,338

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     33,771)
   4,240    2,450    1,956   21,536   28,633   27,732   33,039    6,039      732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7      7.5     15.0     36.6     67.9     90.2     90.4      9.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      636)
     259      112      194      180      220      527      462
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      339,052
COMMITMENTS
  66,767   69,476   57,078  182,559  182,757  306,404  309,311   32,648   29,741

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      5,844)
     565   -4,730       56    5,508   10,457    6,129    5,783     -285       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     20.5     16.8     53.8     53.9     90.4     91.2      9.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      77       68       93       74       72      209      204
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      626,253
COMMITMENTS
  75,498   46,554    7,659  378,012  446,288  461,169  500,501  165,084  125,752

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:    -15,647)
  -4,252    7,361     -480   -3,095  -19,530   -7,827  -12,649   -7,820   -2,998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      7.4      1.2     60.4     71.3     73.6     79.9     26.4     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      33       23       10       69       76      107      104
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      348,652
COMMITMENTS
  45,478   25,292      409  237,616  274,036  283,503  299,737   65,149   48,915

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     -4,469)
  -1,072    4,863      -33   -2,166   -9,032   -3,271   -4,202   -1,198     -267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      7.3      0.1     68.2     78.6     81.3     86.0     18.7     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       7        5        6       35       41       46       48
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       12,677
COMMITMENTS
   2,144      157    1,914    7,944   10,263   12,002   12,334      675      343

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        874)
     583      -19      410     -157      482      836      873       38        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9      1.2     15.1     62.7     81.0     94.7     97.3      5.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        2        6       23       22       34       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      273,643
COMMITMENTS
  90,971    8,786   43,836   87,299  189,724  222,106  242,346   51,537   31,297

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     12,580)
  -2,142      878    5,324    7,986    3,555   11,168    9,757    1,412    2,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2      3.2     16.0     31.9     69.3     81.2     88.6     18.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      98       25       69       68       74      201      153
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,883
COMMITMENTS
   3,763    4,833      313    6,498    6,453   10,574   11,599    2,309    1,284

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:         42)
     223     -272      -61     -173      563      -11      230       53     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     37.5      2.4     50.4     50.1     82.1     90.0     17.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      19       25        9       21       12       49       40
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      991,502
COMMITMENTS
 344,798  175,928   20,158  495,875  719,135  860,831  915,221  130,671   76,281

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:    123,337)
  85,734  -22,111   13,268   19,042  142,810  118,044  133,967    5,293  -10,630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     17.7      2.0     50.0     72.5     86.8     92.3     13.2      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      56       36       14       91       99      153      143
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,803,643
COMMITMENTS
 270,104  335,998   31,277  1203854  1154488  1505235  1521763  298,408  281,880

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      6,342)
  19,068   48,379    5,588  -25,049  -29,984     -393   23,983    6,735  -17,641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     18.6      1.7     66.7     64.0     83.5     84.4     16.5     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      35       72       25      102      133      153      214
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,133,638
COMMITMENTS
 270,680  122,918    9,032  629,378  769,330  909,090  901,280  224,548  232,358

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        942)
  33,812  -27,850    4,103  -40,866   18,422   -2,951   -5,325    3,893    6,267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     10.8      0.8     55.5     67.9     80.2     79.5     19.8     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      42       28       11       79       95      126      129
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      486,461
COMMITMENTS
  21,549   57,754   73,236  367,038  314,034  461,823  445,024   24,638   41,437

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     -1,161)
  -6,058  -11,781   -2,412    4,310    9,388   -4,160   -4,805    2,999    3,644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     11.9     15.1     75.5     64.6     94.9     91.5      5.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      17       21       29       51       49       84       85
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       41,606
COMMITMENTS
  11,573    5,298        1   22,857   32,732   34,431   38,030    7,175    3,576

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     -1,675)
  -1,653     -900      -58      219     -477   -1,492   -1,435     -183     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     12.7      0.0     54.9     78.7     82.8     91.4     17.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      21        9        1       32       25       54       34
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       83,211
COMMITMENTS
  23,146   10,595        2   45,713   65,463   68,861   76,060   14,350    7,151

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     -3,349)
  -3,306   -1,799     -116      438     -954   -2,984   -2,869     -365     -480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     12.7      0.0     54.9     78.7     82.8     91.4     17.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      21        9        1       32       25       54       34
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,343
COMMITMENTS
   5,842    6,277      900    1,501    1,159    8,243    8,336      100        7

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        353)
     156     -233       53      140      537      349      357        4       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.0     75.2     10.8     18.0     13.9     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        9        2        1        3       10       13
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,005
COMMITMENTS
   1,589    3,775       25    8,083    6,162    9,697    9,962      308       43

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:       -127)
     183       40      -25     -297     -141     -139     -126       12       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     37.7      0.2     80.8     61.6     96.9     99.6      3.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8        7        1        6        9       14       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,098
COMMITMENTS
   1,793    3,448        0    9,947    8,625   11,740   12,073      358       25

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:         14)
      30      531        0        2     -480       32       51      -18      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     28.5      0.0     82.2     71.3     97.0     99.8      3.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6       11        0        3       13        9       24
```

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Updated July 20, 2012