```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      522,822
COMMITMENTS
  81,608   98,981  124,325  269,851  234,303  475,784  457,609   47,037   65,212

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    -79,666)
  -2,285      688  -44,510  -28,607  -32,121  -75,403  -75,944   -4,263   -3,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     18.9     23.8     51.6     44.8     91.0     87.5      9.0     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      428)
     129      148      173       96      128      322      368
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,779,907
COMMITMENTS
 351,928   83,906  482,382  730,363  937,736  1564673  1504024  215,234  275,884

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:   -353,017)
 -38,729   -1,853 -220,673  -90,383 -121,816 -349,784 -344,341   -3,232   -8,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8      4.7     27.1     41.0     52.7     87.9     84.5     12.1     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      846)
     248      152      282      296      392      662      723
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,145
COMMITMENTS
   2,899      599    1,277    6,399   10,001   10,575   11,877    2,570    1,268

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -1,366)
     156      -78     -194   -1,071   -1,249   -1,109   -1,521     -257      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1      4.6      9.7     48.7     76.1     80.4     90.4     19.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      17        4        6       17       11       35       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      712,724
COMMITMENTS
 115,312   62,015  201,884  341,984  359,557  659,181  623,456   53,543   89,268

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:   -113,167)
 -13,835     -270  -66,357  -29,694  -46,408 -109,887 -113,035   -3,281     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      8.7     28.3     48.0     50.4     92.5     87.5      7.5     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      524)
     146      156      195      131      199      386      455
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,879
COMMITMENTS
  19,340    1,275      146        6    5,260   19,492    6,681    2,387   15,198

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -4,405)
  -3,593   -1,728     -349        0   -1,191   -3,942   -3,268     -463   -1,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    88.4      5.8      0.7      0.0     24.0     89.1     30.5     10.9     69.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      16        4        6        2       14       18       24
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      332,449
COMMITMENTS
  68,640   45,317   58,279  176,434  197,282  303,354  300,878   29,095   31,571

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    -64,962)
 -12,972    1,830  -27,975  -17,815  -42,963  -58,763  -69,109   -6,199    4,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     13.6     17.5     53.1     59.3     91.2     90.5      8.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      67       72       87       69       76      195      198
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      717,208
COMMITMENTS
  81,602  135,220   42,058  433,410  394,986  557,070  572,264  160,138  144,944

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    -29,478)
  -4,466   -2,533  -12,032   -3,192  -18,398  -19,690  -32,963   -9,788    3,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     18.9      5.9     60.4     55.1     77.7     79.8     22.3     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      29       31       37       76       78      124      127
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      394,106
COMMITMENTS
  52,235   59,553    3,607  272,466  286,097  328,308  349,257   65,798   44,849

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    -20,645)
    -822   -2,314     -448  -21,397  -15,838  -22,667  -18,600    2,021   -2,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3     15.1      0.9     69.1     72.6     83.3     88.6     16.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       8       11        6       42       35       53       49
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        9,015
COMMITMENTS
     510      465      439    7,606    7,786    8,555    8,690      460      325

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:       -303)
      26      314     -161     -116     -292     -251     -139      -52     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      5.2      4.9     84.4     86.4     94.9     96.4      5.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        6        5       22       26       30       33
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      226,599
COMMITMENTS
  37,763   32,014   43,776  106,688  118,608  188,228  194,398   38,371   32,201

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    -19,909)
  -7,169   11,093  -11,168    2,102  -24,020  -16,235  -24,095   -3,674    4,186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     14.1     19.3     47.1     52.3     83.1     85.8     16.9     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      46       35       56       67       64      148      139
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,790
COMMITMENTS
   4,059    2,697    2,599    7,994   11,539   14,652   16,835    4,137    1,955

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -2,008)
    -229      424     -430     -710   -2,318   -1,369   -2,324     -639      316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     14.4     13.8     42.5     61.4     78.0     89.6     22.0     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      32       16       22       29       20       73       48
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,085,256
COMMITMENTS
 255,362  182,942   60,581  660,218  689,642  976,161  933,166  109,095  152,090

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    -11,593)
 -55,348   -1,535    7,079   43,010  -15,768   -5,259  -10,224   -6,334   -1,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5     16.9      5.6     60.8     63.5     89.9     86.0     10.1     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      52       56       31       93      131      164      199
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,247,580
COMMITMENTS
 234,628  246,422  247,690  1440761  1369276  1923079  1863388  324,501  384,192

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:   -177,678)
 -51,075    7,616  -70,752  -61,014 -126,065 -182,841 -189,201    5,163   11,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     11.0     11.0     64.1     60.9     85.6     82.9     14.4     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      57       48       61      135      163      217      247
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,704,983
COMMITMENTS
 448,880  145,911  100,406  911,873  1157649  1461159  1403966  243,824  301,017

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:   -154,914)
 -63,697   -2,287  -25,464  -59,718 -108,253 -148,879 -136,003   -6,036  -18,911

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3      8.6      5.9     53.5     67.9     85.7     82.3     14.3     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      30       45       35       83      123      137      179
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,063,868
COMMITMENTS
  81,581   69,344  360,842  579,233  572,816  1021657  1003002   42,211   60,866

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     36,146)
   3,540  -17,052   32,554    4,715   23,085   40,809   38,587   -4,663   -2,441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      6.5     33.9     54.4     53.8     96.0     94.3      4.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      32       31       47       69       79      123      141
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       40,969
COMMITMENTS
  10,805    2,499      644   23,466   33,676   34,916   36,819    6,053    4,150

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -1,581)
     413     -902      200   -2,092     -911   -1,480   -1,613     -101       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      6.1      1.6     57.3     82.2     85.2     89.9     14.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      23       13        6       35       27       60       44
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       81,939
COMMITMENTS
  21,611    4,998    1,289   46,933   67,352   69,833   73,639   12,106    8,300

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -3,163)
     825   -1,804      400   -4,185   -1,822   -2,960   -3,226     -203       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      6.1      1.6     57.3     82.2     85.2     89.9     14.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      23       13        6       35       27       60       44
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        6,161
COMMITMENTS
   2,938    1,753      486    1,818    3,813    5,242    6,052      919      109

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -2,911)
  -1,475      323     -504      126   -1,977   -1,853   -2,158   -1,058     -753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.7     28.5      7.9     29.5     61.9     85.1     98.2     14.9      1.8

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 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,404
COMMITMENTS
   3,318      759       12    9,715   12,579   13,045   13,350      359       54

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        105)
     665       21        1     -561       98      105      120        0      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8      5.7      0.1     72.5     93.8     97.3     99.6      2.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        6        1        7       12       13       19
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       25,566
COMMITMENTS
   5,188      833        0   20,062   24,653   25,250   25,486      316       80

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      2,709)
     525      210        0    2,200    2,518    2,725    2,728      -16      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      3.3      0.0     78.5     96.4     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        5        0        8       13       16       18
```

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Updated July 1, 2011