```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      536,561
COMMITMENTS
  82,243  106,024  134,374  274,392  230,958  491,009  471,356   45,553   65,205

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     13,739)
     635    7,043   10,049    4,541   -3,345   15,224   13,747   -1,485       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     19.8     25.0     51.1     43.0     91.5     87.8      8.5     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      430)
     132      151      172       91      122      321      364
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,719,396
COMMITMENTS
 325,765   93,911  468,943  733,143  889,453  1527852  1452307  191,544  267,089

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -60,511)
 -26,163   10,005  -13,438    2,780  -48,283  -36,822  -51,716  -23,690   -8,795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      5.5     27.3     42.6     51.7     88.9     84.5     11.1     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      821)
     230      157      274      287      386      639      707
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,844
COMMITMENTS
   3,067      769    1,474    6,933   10,084   11,474   12,327    2,370    1,517

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:        699)
     168      170      197      534       82      899      450     -201      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2      5.6     10.6     50.1     72.8     82.9     89.0     17.1     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      17        5        6       15       12       33       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      701,227
COMMITMENTS
 117,064   63,590  193,873  338,135  356,901  649,073  614,364   52,154   86,862

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -11,498)
   1,752    1,575   -8,011   -3,850   -2,657  -10,108   -9,092   -1,389   -2,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      9.1     27.6     48.2     50.9     92.6     87.6      7.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      526)
     162      137      197      128      202      381      460
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,681
COMMITMENTS
  18,855    1,623      171        6    4,958   19,032    6,752    2,649   14,929

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -198)
    -485      348       25        0     -302     -460       71      262     -269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    87.0      7.5      0.8      0.0     22.9     87.8     31.1     12.2     68.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      15        5        7        2       13       17       25
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      328,507
COMMITMENTS
  63,521   52,098   60,414  174,498  187,305  298,434  299,817   30,074   28,690

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -3,942)
  -5,119    6,781    2,135   -1,936   -9,977   -4,920   -1,061      979   -2,881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     15.9     18.4     53.1     57.0     90.8     91.3      9.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      64       81       90       66       71      194      202
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      676,182
COMMITMENTS
  62,151  135,376   43,331  417,117  348,335  522,599  527,043  153,582  149,139

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -41,026)
 -19,451      156    1,274  -16,293  -46,651  -34,470  -45,221   -6,556    4,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     20.0      6.4     61.7     51.5     77.3     77.9     22.7     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      26       31       34       78       75      123      121
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      386,953
COMMITMENTS
  58,162   60,265    3,125  263,960  277,822  325,247  341,213   61,707   45,741

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -7,152)
   5,927      713     -482   -8,506   -8,275   -3,061   -8,045   -4,091      892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     15.6      0.8     68.2     71.8     84.1     88.2     15.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       8       11        5       39       36       50       49
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        8,896
COMMITMENTS
     651      516      308    7,575    7,868    8,534    8,692      362      204

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -119)
     141       51     -131      -31       82      -21        2      -98     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      5.8      3.5     85.2     88.4     95.9     97.7      4.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        4        4       22       28       30       34
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      214,849
COMMITMENTS
  36,737   33,212   41,961  103,080  110,733  181,778  185,906   33,071   28,943

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -11,750)
  -1,027    1,199   -1,815   -3,608   -7,875   -6,450   -8,492   -5,300   -3,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     15.5     19.5     48.0     51.5     84.6     86.5     15.4     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      43       45       52       65       68      140      143
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,648
COMMITMENTS
   4,197    2,893    2,583    7,842   11,405   14,623   16,881    4,026    1,767

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -141)
     138      197      -16     -152     -134      -30       47     -112     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     15.5     13.9     42.1     61.2     78.4     90.5     21.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      30       21       21       27       18       71       48
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,040,582
COMMITMENTS
 240,484  176,756   54,635  638,590  657,983  933,709  889,374  106,873  151,208

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -44,674)
 -14,878   -6,186   -5,946  -21,628  -31,659  -42,452  -43,791   -2,222     -882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1     17.0      5.3     61.4     63.2     89.7     85.5     10.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      48       61       33       94      127      165      198
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,236,819
COMMITMENTS
 222,511  273,324  250,594  1449041  1349301  1922146  1873219  314,673  363,600

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -10,760)
 -12,117   26,902    2,904    8,280  -19,974     -933    9,831   -9,828  -20,592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     12.2     11.2     64.8     60.3     85.9     83.7     14.1     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      55       52       65      146      169      231      256
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,601,414
COMMITMENTS
 383,768  143,973   97,711  891,409  1055576  1372888  1297260  228,525  304,154

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:   -103,569)
 -65,112   -1,938   -2,694  -20,464 -102,073  -88,270 -106,706  -15,299    3,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0      9.0      6.1     55.7     65.9     85.7     81.0     14.3     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      38       36       35       84      114      139      168
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      968,139
COMMITMENTS
  65,752   64,905  311,012  555,556  539,265  932,320  915,182   35,819   52,957

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -95,729)
 -15,829   -4,439  -49,830  -23,677  -33,551  -89,337  -87,820   -6,392   -7,909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      6.7     32.1     57.4     55.7     96.3     94.5      3.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      30       32       43       68       78      119      136
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       51,303
COMMITMENTS
  18,083    4,825      741   26,066   41,660   44,890   47,226    6,413    4,078

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     10,334)
   7,277    2,326       97    2,600    7,984    9,974   10,406      360      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.2      9.4      1.4     50.8     81.2     87.5     92.1     12.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      23       13        6       36       28       63       43
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      102,607
COMMITMENTS
  36,165    9,650    1,482   52,132   83,319   89,780   94,452   12,827    8,155

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     20,668)
  14,554    4,652      193    5,199   15,967   19,947   20,813      721     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.2      9.4      1.4     50.8     81.2     87.5     92.1     12.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      23       13        6       36       28       63       43
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        6,219
COMMITMENTS
   2,998    1,783      486    1,814    3,813    5,298    6,082      921      137

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:         58)
      60       30        0       -4        0       56       30        2       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.2     28.7      7.8     29.2     61.3     85.2     97.8     14.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        6        1        3        1       14        7
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,911
COMMITMENTS
   1,402      733       16   12,211   13,112   13,629   13,861      282       50

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:        507)
  -1,916      -26        4    2,496      533      584      511      -77       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      5.3      0.1     87.8     94.3     98.0     99.6      2.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        6        1        8       12       13       19
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       25,408
COMMITMENTS
   4,542    1,488        0   20,608   23,850   25,150   25,338      258       70

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -158)
    -646      655        0      546     -803     -100     -148      -58      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      5.9      0.0     81.1     93.9     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        7        0        8       13       13       20
```

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Updated July 8, 2011