```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   412,616:   122,691    102,576     51,211    208,661    208,739    382,563    362,526:    30,053     50,090
Old  :   369,677:   110,087     94,614     38,053    193,269    193,695    341,409    326,362:    28,268     43,315
Other:    42,939:    14,470      9,828     11,292     15,392     15,044     41,154     36,164:     1,785      6,775
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :   -19,774:     5,516    -31,480     -7,950    -19,415     21,239    -21,849    -18,191:     2,075     -1,583
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       24.9       12.4       50.6       50.6       92.7       87.9:       7.3       12.1
Old  :     100.0:      29.8       25.6       10.3       52.3       52.4       92.4       88.3:       7.6       11.7
Other:     100.0:      33.7       22.9       26.3       35.8       35.0       95.8       84.2:       4.2       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       352:       106        119        103         74        111        246        278:
Old  :       350:       109        118         97         69        109        235        274:
Other:       134:        10         45         11         28         67         49        115:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.7       18.7       34.4       28.2       20.1       15.5       32.0       23.7
Old  :                 23.7       18.7       37.1       28.0       22.1       17.6       34.4       26.7
Other:                 65.0       38.6       78.5       49.2       44.0       13.9       51.7       22.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,057,772:   270,196    142,715    124,218    528,475    578,755    922,889    845,688:   134,883    212,084
Old  :   431,935:   159,149     84,586     17,405    208,737    268,827    385,291    370,818:    46,644     61,117
Other:   625,837:   181,559    128,641     36,301    319,738    309,928    537,598    474,870:    88,239    150,967
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :   -59,743:    -4,747    -26,864    -39,819    -19,333     24,603    -63,899    -42,080:     4,156    -17,663
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       13.5       11.7       50.0       54.7       87.2       79.9:      12.8       20.1
Old  :     100.0:      36.8       19.6        4.0       48.3       62.2       89.2       85.9:      10.8       14.1
Other:     100.0:      29.0       20.6        5.8       51.1       49.5       85.9       75.9:      14.1       24.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       659:       159        145        181        224        295        487        535:
Old  :       547:       130        105         59        174        238        338        374:
Other:       610:       140        137        105        145        266        343        461:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       12.6       24.2       19.5       13.7        8.7       23.5       13.9
Old  :                 19.9       25.2       30.3       32.3       19.8       24.4       30.2       30.7
Other:                 16.0       10.9       28.7       17.4       15.9       10.2       28.1       16.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :     9,462:     2,214      1,393         15      5,366      6,488      7,595      7,896:     1,867      1,566
Old  :     9,462:     2,214      1,393         15      5,366      6,488      7,595      7,896:     1,867      1,566
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :    -2,067:      -376     -1,273       -167     -1,443       -274     -1,986     -1,714:       -81       -353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       14.7        0.2       56.7       68.6       80.3       83.4:      19.7       16.6
Old  :     100.0:      23.4       14.7        0.2       56.7       68.6       80.3       83.4:      19.7       16.6
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  :        40:        13         10          3         13         11         28         22:
Old  :        40:        13         10          3         13         11         28         22:
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  :                 32.7       59.0       57.1       72.8       30.6       58.3       51.8       70.8
Old  :                 32.7       59.0       57.1       72.8       30.6       58.3       51.8       70.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   767,737:   286,931     49,449    127,108    275,815    502,784    689,854    679,341:    77,883     88,396
Old  :   124,877:    72,172      8,823      3,267     36,242     95,929    111,681    108,019:    13,196     16,858
Other:   642,860:   241,159     67,026     97,441    239,573    406,855    578,173    571,322:    64,687     71,538
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :   -15,596:     3,935         94    -14,864     -9,654         44    -20,583    -14,726:     4,987       -870
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4        6.4       16.6       35.9       65.5       89.9       88.5:      10.1       11.5
Old  :     100.0:      57.8        7.1        2.6       29.0       76.8       89.4       86.5:      10.6       13.5
Other:     100.0:      37.5       10.4       15.2       37.3       63.3       89.9       88.9:      10.1       11.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       581:       230         98        185        172        205        492        429:
Old  :       382:       124         57         34         96        151        236        230:
Other:       565:       206        124        164        141        198        436        412:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.2       22.7       17.4       33.1        8.7       18.6       15.1       27.2
Old  :                 29.2       31.5       44.7       43.7       28.9       30.8       42.3       42.4
Other:                 10.7       23.7       18.9       32.1       10.2       19.8       17.1       27.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   350,334:    66,896     96,417     54,800    195,260    164,990    316,956    316,207:    33,378     34,127
Old  :   130,987:    32,920     40,339      9,020     77,077     67,587    119,017    116,946:    11,970     14,041
Other:   219,347:    51,494     73,596     28,262    118,183     97,403    197,939    199,261:    21,408     20,086
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :   -27,287:   -17,101     -7,053        102    -10,759    -20,701    -27,758    -27,652:       471        365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       27.5       15.6       55.7       47.1       90.5       90.3:       9.5        9.7
Old  :     100.0:      25.1       30.8        6.9       58.8       51.6       90.9       89.3:       9.1       10.7
Other:     100.0:      23.5       33.6       12.9       53.9       44.4       90.2       90.8:       9.8        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:        74         79         87         71         72        196        215:
Old  :       201:        60         51         37         55         55        132        131:
Other:       231:        68         78         52         60         54        159        162:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.7       17.3       30.1       26.3       13.8       11.5       21.3       18.9
Old  :                 37.8       19.3       47.5       30.6       37.8       16.6       46.2       27.5
Other:                 18.3       20.0       32.1       30.5       16.7       14.1       28.5       22.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   633,327:    79,476     38,700     10,285    385,615    460,010    475,376    508,995:   157,951    124,332
Old  :   633,327:    79,476     38,700     10,285    385,615    460,010    475,376    508,995:   157,951    124,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :   -16,231:    -2,793        841      4,652    -24,525    -19,311    -22,666    -13,818:     6,435     -2,413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        6.1        1.6       60.9       72.6       75.1       80.4:      24.9       19.6
Old  :     100.0:      12.5        6.1        1.6       60.9       72.6       75.1       80.4:      24.9       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  :       153:        32         21         10         68         73        104        100:
Old  :       153:        32         21         10         68         73        104        100:
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  :                 26.3       17.1       36.0       30.6       23.5       16.8       31.4       29.5
Old  :                 26.3       17.1       36.0       30.6       23.5       16.8       31.4       29.5
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 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   347,443:    45,758     24,038        428    234,655    273,613    280,841    298,079:    66,602     49,364
Old  :   347,443:    45,758     24,038        428    234,655    273,613    280,841    298,079:    66,602     49,364
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :     1,904:       714      2,515        -32     -1,979      3,948     -1,297      6,431:     3,201     -4,527
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        6.9        0.1       67.5       78.8       80.8       85.8:      19.2       14.2
Old  :     100.0:      13.2        6.9        0.1       67.5       78.8       80.8       85.8:      19.2       14.2
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  :        68:         7          6          4         36         41         45         49:
Old  :        68:         7          6          4         36         41         45         49:
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  :                 30.4       43.5       47.4       54.6       29.4       42.6       41.7       52.4
Old  :                 30.4       43.5       47.4       54.6       29.4       42.6       41.7       52.4
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 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    10,558:     2,550        196        831      6,765      9,142     10,146     10,169:       412        389
Old  :    10,558:     2,550        196        831      6,765      9,142     10,146     10,169:       412        389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :       249:       802         -9        -68       -461        310        273        233:       -24         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        1.9        7.9       64.1       86.6       96.1       96.3:       3.9        3.7
Old  :     100.0:      24.2        1.9        7.9       64.1       86.6       96.1       96.3:       3.9        3.7
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  :        37:         7          3          5         22         22         31         29:
Old  :        37:         7          3          5         22         22         31         29:
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  :                 49.2       55.2       65.0       72.5       25.7       31.6       34.9       37.3
Old  :                 49.2       55.2       65.0       72.5       25.7       31.6       34.9       37.3
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 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   272,448:   101,145      8,908     37,683     84,701    196,683    223,529    243,274:    48,919     29,174
Old  :    94,280:    41,224      3,284      4,852     30,627     71,850     76,703     79,986:    17,577     14,294
Other:   178,168:    77,015     22,718     15,737     54,074    124,833    146,826    163,288:    31,342     14,880
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :    13,081:       567       -387      6,240      3,506      3,850     10,313      9,703:     2,768      3,378
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1        3.3       13.8       31.1       72.2       82.0       89.3:      18.0       10.7
Old  :     100.0:      43.7        3.5        5.1       32.5       76.2       81.4       84.8:      18.6       15.2
Other:     100.0:      43.2       12.8        8.8       30.4       70.1       82.4       91.6:      17.6        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:        93         25         69         70         78        206        155:
Old  :       175:        66         15         32         59         68        137        107:
Other:       204:        76         46         41         58         53        158        121:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.0       31.9       16.7       43.9        8.2       26.0       14.8       36.3
Old  :                 19.1       24.1       30.5       36.7       17.0       21.7       25.2       32.6
Other:                 12.0       38.4       21.4       50.8       12.0       33.8       21.1       43.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    14,908:     3,106      5,928      1,119      8,045      5,889     12,270     12,936:     2,638      1,972
Old  :     3,698:       936      2,839          2      1,954        672      2,892      3,513:       806        185
Other:    11,210:     2,987      3,906        300      6,091      5,217      9,378      9,423:     1,832      1,787
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :    -1,143:      -617       -636       -634          8        405     -1,243       -865:       100       -278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       39.8        7.5       54.0       39.5       82.3       86.8:      17.7       13.2
Old  :     100.0:      25.3       76.8        0.1       52.8       18.2       78.2       95.0:      21.8        5.0
Other:     100.0:      26.6       34.8        2.7       54.3       46.5       83.7       84.1:      16.3       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        21         21         14         26         15         54         46:
Old  :        34:         9         10          1         10          4         20         15:
Other:        66:        17         19          7         21         13         42         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  :                 32.9       34.7       47.2       48.2       32.9       32.5       47.0       45.6
Old  :                 42.2       52.0       61.7       82.4       42.2       52.0       61.7       82.4
Other:                 42.0       40.5       58.1       53.4       42.0       39.7       58.1       52.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   884,142:   217,795    203,718     15,856    535,973    587,680    769,624    807,254:   114,518     76,888
Old  :   884,142:   217,795    203,718     15,856    535,973    587,680    769,624    807,254:   114,518     76,888
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :   -28,009:      -218     22,199     -4,003     -6,232    -44,440    -10,453    -26,244:   -17,556     -1,765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       23.0        1.8       60.6       66.5       87.0       91.3:      13.0        8.7
Old  :     100.0:      24.6       23.0        1.8       60.6       66.5       87.0       91.3:      13.0        8.7
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  :       219:        47         34         16        104         91        158        134:
Old  :       219:        47         34         16        104         91        158        134:
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  :                 17.0       35.1       28.0       46.8       14.3       31.0       22.4       41.1
Old  :                 17.0       35.1       28.0       46.8       14.3       31.0       22.4       41.1
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 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,738,010:   220,292    275,931     33,519  1,186,379  1,128,946  1,440,190  1,438,396:   297,820    299,614
Old  : 1,738,010:   220,292    275,931     33,519  1,186,379  1,128,946  1,440,190  1,438,396:   297,820    299,614
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :   -21,576:   -52,932    -20,290      9,270        766    -16,947    -42,896    -27,967:    21,320      6,391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       15.9        1.9       68.3       65.0       82.9       82.8:      17.1       17.2
Old  :     100.0:      12.7       15.9        1.9       68.3       65.0       82.9       82.8:      17.1       17.2
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  :       238:        24         63         19         98        120        134        190:
Old  :       238:        24         63         19         98        120        134        190:
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  :                 33.1       20.6       43.4       29.1       30.6       18.4       39.9       26.2
Old  :                 33.1       20.6       43.4       29.1       30.6       18.4       39.9       26.2
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 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,139,532:   186,790    139,729      4,876    740,200    749,043    931,866    893,648:   207,666    245,884
Old  : 1,139,532:   186,790    139,729      4,876    740,200    749,043    931,866    893,648:   207,666    245,884
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :    23,545:    -2,659     -3,499       -898     39,555     17,325     35,998     12,928:   -12,453     10,617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       12.3        0.4       65.0       65.7       81.8       78.4:      18.2       21.6
Old  :     100.0:      16.4       12.3        0.4       65.0       65.7       81.8       78.4:      18.2       21.6
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  :       180:        29         27          8         80         93        114        123:
Old  :       180:        29         27          8         80         93        114        123:
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  :                 20.5       20.3       33.6       29.6       18.0       18.8       30.9       27.7
Old  :                 20.5       20.3       33.6       29.6       18.0       18.8       30.9       27.7
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 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   526,590:    31,994     66,361     80,447    388,837    333,384    501,278    480,192:    25,312     46,398
Old  :   526,590:    31,994     66,361     80,447    388,837    333,384    501,278    480,192:    25,312     46,398
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :    11,227:     9,075       -440     -2,402      2,357     16,252      9,030     13,410:     2,197     -2,183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       12.6       15.3       73.8       63.3       95.2       91.2:       4.8        8.8
Old  :     100.0:       6.1       12.6       15.3       73.8       63.3       95.2       91.2:       4.8        8.8
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  :        98:        20         19         30         51         54         85         92:
Old  :        98:        20         19         30         51         54         85         92:
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  :                 42.5       25.4       52.1       40.9       32.3       18.1       36.9       28.1
Old  :                 42.5       25.4       52.1       40.9       32.3       18.1       36.9       28.1
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 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    45,307:    17,650      5,002         61     20,591     36,190     38,302     41,252:     7,005      4,055
Old  :    45,307:    17,650      5,002         61     20,591     36,190     38,302     41,252:     7,005      4,055
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :     6,592:     7,866     -2,543        -98     -1,841      9,438      5,928      6,798:       664       -206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0       11.0        0.1       45.4       79.9       84.5       91.0:      15.5        9.0
Old  :     100.0:      39.0       11.0        0.1       45.4       79.9       84.5       91.0:      15.5        9.0
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  :        78:        23          8          4         26         25         50         36:
Old  :        78:        23          8          4         26         25         50         36:
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  :                 32.1       54.2       47.1       68.5       32.1       54.2       47.1       68.5
Old  :                 32.1       54.2       47.1       68.5       32.1       54.2       47.1       68.5
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 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    90,613:    35,300     10,003        121     41,182     72,379     76,603     82,503:    14,010      8,110
Old  :    90,613:    35,300     10,003        121     41,182     72,379     76,603     82,503:    14,010      8,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :    13,183:    15,731     -5,086       -195     -3,681     18,876     11,855     13,595:     1,328       -412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0       11.0        0.1       45.4       79.9       84.5       91.0:      15.5        9.0
Old  :     100.0:      39.0       11.0        0.1       45.4       79.9       84.5       91.0:      15.5        9.0
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  :        78:        23          8          4         26         25         50         36:
Old  :        78:        23          8          4         26         25         50         36:
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  :                 32.1       54.2       47.1       68.5       32.1       54.2       47.1       68.5
Old  :                 32.1       54.2       47.1       68.5       32.1       54.2       47.1       68.5
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 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :     9,305:     1,520      3,093         50      7,474      6,112      9,044      9,255:       261         50
Old  :     9,305:     1,520      3,093         50      7,474      6,112      9,044      9,255:       261         50
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :      -125:        10        845          5       -200       -958       -185       -108:        60        -17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       33.2        0.5       80.3       65.7       97.2       99.5:       2.8        0.5
Old  :     100.0:      16.3       33.2        0.5       80.3       65.7       97.2       99.5:       2.8        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:         7          7          1          6          9         13         17:
Old  :        28:         7          7          1          6          9         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  :                 78.5       77.2       92.9       90.2       78.5       77.1       92.9       90.2
Old  :                 78.5       77.2       92.9       90.2       78.5       77.1       92.9       90.2
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 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    11,114:     1,800      3,787          0      8,989      7,270     10,789     11,057:       325         57
Old  :    11,114:     1,800      3,787          0      8,989      7,270     10,789     11,057:       325         57
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :     1,806:      -260      2,138          0      2,028       -342      1,768      1,796:        38         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       34.1        0.0       80.9       65.4       97.1       99.5:       2.9        0.5
Old  :     100.0:      16.2       34.1        0.0       80.9       65.4       97.1       99.5:       2.9        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  :        32:         9          7          0          3         14         12         21:
Old  :        32:         9          7          0          3         14         12         21:
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  :                 91.2       63.5       95.4       79.8       91.2       63.5       95.4       79.8
Old  :                 91.2       63.5       95.4       79.8       91.2       63.5       95.4       79.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 29, 2012