```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      433,284
COMMITMENTS
 132,529   95,661   61,179  205,115  225,592  398,823  382,432   34,461   50,852

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      9,733)
   7,587   -3,186   -1,178      154   12,099    6,563    7,735    3,170    1,998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     22.1     14.1     47.3     52.1     92.0     88.3      8.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      365)
     127      108      104       76      114      266      270
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,088,659
COMMITMENTS
 307,576  112,691   98,056  546,109  676,384  951,741  887,131  136,918  201,528

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     52,221)
  15,614    3,310   -5,995   39,051   53,278   48,670   50,593    3,551    1,628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     10.4      9.0     50.2     62.1     87.4     81.5     12.6     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      702)
     179      131      153      195      332      461      548
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,895
COMMITMENTS
   3,451      533       28    4,627    8,393    8,106    8,954    1,789      941

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:        917)
     829      200       13      -36      867      806    1,080      111     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9      5.4      0.3     46.8     84.8     81.9     90.5     18.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      17        6        3       14       12       32       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      799,500
COMMITMENTS
 318,077   60,255  122,809  283,082  536,830  723,968  719,894   75,532   79,606

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     24,343)
   7,822   10,433   -1,238   15,388   18,723   21,972   27,918    2,371   -3,575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8      7.5     15.4     35.4     67.1     90.6     90.0      9.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      616)
     252      108      180      170      214      505      447
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      333,208
COMMITMENTS
  66,202   74,206   57,022  177,051  172,300  300,275  303,528   32,933   29,680

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     -4,756)
     354  -14,277    2,854   -8,621    6,997   -5,413   -4,426      657     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     22.3     17.1     53.1     51.7     90.1     91.1      9.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      78       65       84       75       73      202      195
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      641,900
COMMITMENTS
  79,750   39,193    8,139  381,107  465,818  468,996  513,150  172,904  128,750

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     15,398)
  -1,166   -1,796     -114    1,502   10,018      222    8,108   15,176    7,290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      6.1      1.3     59.4     72.6     73.1     79.9     26.9     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      36       18       10       68       77      108      102
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      353,121
COMMITMENTS
  46,550   20,429      442  239,782  283,068  286,774  303,939   66,347   49,182

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      5,957)
      46   -1,517       16    3,384    4,685    3,446    3,184    2,511    2,773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      5.8      0.1     67.9     80.2     81.2     86.1     18.8     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       7        5        5       35       41       45       48
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,803
COMMITMENTS
   1,561      176    1,504    8,101    9,781   11,166   11,461      637      342

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:        737)
     378       52       23      203      617      604      692      133       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      1.5     12.7     68.6     82.9     94.6     97.1      5.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        2        5       24       23       33       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      261,063
COMMITMENTS
  93,113    7,908   38,512   79,313  186,169  210,938  232,589   50,125   28,474

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     -5,468)
  -3,448      303   -1,201   -3,471   -3,720   -8,120   -4,618    2,652     -850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7      3.0     14.8     30.4     71.3     80.8     89.1     19.2     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      94       24       73       65       69      200      152
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,841
COMMITMENTS
   3,540    5,105      374    6,671    5,890   10,585   11,369    2,256    1,472

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:       -285)
     487     -140     -413     -335      393     -261     -160      -24     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     39.8      2.9     52.0     45.9     82.4     88.5     17.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      21       24       16       23       12       57       42
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      868,165
COMMITMENTS
 259,064  198,039    6,890  476,833  576,325  742,787  781,254  125,378   86,911

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     72,464)
  67,627   23,345   -2,941    8,143   53,955   72,829   74,359     -365   -1,895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     22.8      0.8     54.9     66.4     85.6     90.0     14.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      49       37       13       91       96      146      140
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,797,301
COMMITMENTS
 251,036  287,619   25,689  1228903  1184472  1505628  1497780  291,673  299,521

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     26,811)
  23,757  -13,038     -556    7,533   36,830   30,734   23,236   -3,923    3,575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     16.0      1.4     68.4     65.9     83.8     83.3     16.2     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      35       66       24      102      128      152      203
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,132,696
COMMITMENTS
 236,868  150,768    4,929  670,244  750,908  912,041  906,605  220,655  226,091

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     -5,800)
  -4,075  -14,322     -253   -2,310    7,666   -6,638   -6,909      838    1,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     13.3      0.4     59.2     66.3     80.5     80.0     19.5     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      37       31       12       83      100      127      136
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      487,622
COMMITMENTS
  27,607   69,535   75,648  362,728  304,646  465,983  449,829   21,639   37,793

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      1,642)
  -1,265     -614     -303    5,106    7,571    3,538    6,654   -1,896   -5,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     14.3     15.5     74.4     62.5     95.6     92.2      4.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      18       23       28       48       53       82       90
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       43,280
COMMITMENTS
  13,226    6,197       59   22,638   33,209   35,923   39,465    7,358    3,816

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     -2,173)
  -1,985    1,127     -104       95   -2,941   -1,994   -1,919     -179     -254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     14.3      0.1     52.3     76.7     83.0     91.2     17.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      24       13        4       32       22       58       37
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       86,560
COMMITMENTS
  26,452   12,394      118   45,275   66,417   71,845   78,929   14,715    7,631

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     -4,345)
  -3,969    2,253     -208      189   -5,882   -3,988   -3,837     -357     -508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     14.3      0.1     52.3     76.7     83.0     91.2     17.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      24       13        4       32       22       58       37
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,132
COMMITMENTS
   1,406    3,735       50    8,380    6,303    9,836   10,088      296       44

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:        137)
    -138       73        0      239       66      101      139       36       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     36.9      0.5     82.7     62.2     97.1     99.6      2.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8        7        1        6        9       14       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,084
COMMITMENTS
   1,763    2,917        0    9,945    9,105   11,708   12,022      376       62

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:       -229)
    -254     -493        0        0      270     -254     -223       25       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     24.1      0.0     82.3     75.3     96.9     99.5      3.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6       10        0        3       14        9       24
```

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Updated July 13, 2012