```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      412,616
COMMITMENTS
 122,691  102,576   51,211  208,661  208,739  382,563  362,526   30,053   50,090

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:    -19,774)
   5,516  -31,480   -7,950  -19,415   21,239  -21,849  -18,191    2,075   -1,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     24.9     12.4     50.6     50.6     92.7     87.9      7.3     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      352)
     106      119      103       74      111      246      278
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,057,772
COMMITMENTS
 270,196  142,715  124,218  528,475  578,755  922,889  845,688  134,883  212,084

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:    -59,743)
  -4,747  -26,864  -39,819  -19,333   24,603  -63,899  -42,080    4,156  -17,663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     13.5     11.7     50.0     54.7     87.2     79.9     12.8     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      659)
     159      145      181      224      295      487      535
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,462
COMMITMENTS
   2,214    1,393       15    5,366    6,488    7,595    7,896    1,867    1,566

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -2,067)
    -376   -1,273     -167   -1,443     -274   -1,986   -1,714      -81     -353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     14.7      0.2     56.7     68.6     80.3     83.4     19.7     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      13       10        3       13       11       28       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      767,737
COMMITMENTS
 286,931   49,449  127,108  275,815  502,784  689,854  679,341   77,883   88,396

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:    -15,596)
   3,935       94  -14,864   -9,654       44  -20,583  -14,726    4,987     -870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4      6.4     16.6     35.9     65.5     89.9     88.5     10.1     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      581)
     230       98      185      172      205      492      429
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      350,334
COMMITMENTS
  66,896   96,417   54,800  195,260  164,990  316,956  316,207   33,378   34,127

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:    -27,287)
 -17,101   -7,053      102  -10,759  -20,701  -27,758  -27,652      471      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     27.5     15.6     55.7     47.1     90.5     90.3      9.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      74       79       87       71       72      196      215
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      633,327
COMMITMENTS
  79,476   38,700   10,285  385,615  460,010  475,376  508,995  157,951  124,332

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:    -16,231)
  -2,793      841    4,652  -24,525  -19,311  -22,666  -13,818    6,435   -2,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      6.1      1.6     60.9     72.6     75.1     80.4     24.9     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      32       21       10       68       73      104      100
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      347,443
COMMITMENTS
  45,758   24,038      428  234,655  273,613  280,841  298,079   66,602   49,364

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      1,904)
     714    2,515      -32   -1,979    3,948   -1,297    6,431    3,201   -4,527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      6.9      0.1     67.5     78.8     80.8     85.8     19.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       7        6        4       36       41       45       49
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,558
COMMITMENTS
   2,550      196      831    6,765    9,142   10,146   10,169      412      389

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        249)
     802       -9      -68     -461      310      273      233      -24       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2      1.9      7.9     64.1     86.6     96.1     96.3      3.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        3        5       22       22       31       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      272,448
COMMITMENTS
 101,145    8,908   37,683   84,701  196,683  223,529  243,274   48,919   29,174

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     13,081)
     567     -387    6,240    3,506    3,850   10,313    9,703    2,768    3,378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1      3.3     13.8     31.1     72.2     82.0     89.3     18.0     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      93       25       69       70       78      206      155
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,908
COMMITMENTS
   3,106    5,928    1,119    8,045    5,889   12,270   12,936    2,638    1,972

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -1,143)
    -617     -636     -634        8      405   -1,243     -865      100     -278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     39.8      7.5     54.0     39.5     82.3     86.8     17.7     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      21       21       14       26       15       54       46
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      884,142
COMMITMENTS
 217,795  203,718   15,856  535,973  587,680  769,624  807,254  114,518   76,888

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:    -28,009)
    -218   22,199   -4,003   -6,232  -44,440  -10,453  -26,244  -17,556   -1,765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     23.0      1.8     60.6     66.5     87.0     91.3     13.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      47       34       16      104       91      158      134
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,738,010
COMMITMENTS
 220,292  275,931   33,519  1186379  1128946  1440190  1438396  297,820  299,614

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:    -21,576)
 -52,932  -20,290    9,270      766  -16,947  -42,896  -27,967   21,320    6,391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     15.9      1.9     68.3     65.0     82.9     82.8     17.1     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      24       63       19       98      120      134      190
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,139,532
COMMITMENTS
 186,790  139,729    4,876  740,200  749,043  931,866  893,648  207,666  245,884

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     23,545)
  -2,659   -3,499     -898   39,555   17,325   35,998   12,928  -12,453   10,617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     12.3      0.4     65.0     65.7     81.8     78.4     18.2     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      29       27        8       80       93      114      123
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      526,590
COMMITMENTS
  31,994   66,361   80,447  388,837  333,384  501,278  480,192   25,312   46,398

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     11,227)
   9,075     -440   -2,402    2,357   16,252    9,030   13,410    2,197   -2,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     12.6     15.3     73.8     63.3     95.2     91.2      4.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      20       19       30       51       54       85       92
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       45,307
COMMITMENTS
  17,650    5,002       61   20,591   36,190   38,302   41,252    7,005    4,055

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      6,592)
   7,866   -2,543      -98   -1,841    9,438    5,928    6,798      664     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     11.0      0.1     45.4     79.9     84.5     91.0     15.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      23        8        4       26       25       50       36
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       90,613
COMMITMENTS
  35,300   10,003      121   41,182   72,379   76,603   82,503   14,010    8,110

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     13,183)
  15,731   -5,086     -195   -3,681   18,876   11,855   13,595    1,328     -412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     11.0      0.1     45.4     79.9     84.5     91.0     15.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      23        8        4       26       25       50       36
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,305
COMMITMENTS
   1,520    3,093       50    7,474    6,112    9,044    9,255      261       50

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:       -125)
      10      845        5     -200     -958     -185     -108       60      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     33.2      0.5     80.3     65.7     97.2     99.5      2.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        7        1        6        9       13       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,114
COMMITMENTS
   1,800    3,787        0    8,989    7,270   10,789   11,057      325       57

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      1,806)
    -260    2,138        0    2,028     -342    1,768    1,796       38       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     34.1      0.0     80.9     65.4     97.1     99.5      2.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        7        0        3       14       12       21
```

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Updated June 29, 2012