```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      429,358
COMMITMENTS
 111,725  125,350   59,725  229,964  191,706  401,414  376,781   27,944   52,577

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -390)
   1,110   15,367   -8,924    7,652  -12,632     -162   -6,189     -228    5,799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     29.2     13.9     53.6     44.6     93.5     87.8      6.5     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      354)
      99      133      116       81      105      250      292
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,178,388
COMMITMENTS
 268,436  174,870  172,268  607,968  597,547  1048672  944,685  129,716  233,703

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      5,102)
   6,643   19,728   -2,786   -6,524  -11,018   -2,667    5,924    7,769     -822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     14.8     14.6     51.6     50.7     89.0     80.2     11.0     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      677)
     163      162      206      199      280      470      565
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,639
COMMITMENTS
   2,780    2,557      149    6,293    6,740    9,222    9,446    2,417    2,193

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:        894)
     225    1,364       -1      575     -849      799      514       95      380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     22.0      1.3     54.1     57.9     79.2     81.2     20.8     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      18       10        3       16       11       34       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      762,748
COMMITMENTS
 270,134   56,438  127,472  304,497  490,843  702,103  674,753   60,645   87,995

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -11,235)
 -22,028      586    2,741    9,918  -11,258   -9,369   -7,931   -1,866   -3,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4      7.4     16.7     39.9     64.4     92.0     88.5      8.0     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      575)
     217      114      196      153      200      452      456
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      395,897
COMMITMENTS
  73,039   95,597   67,026  222,548  194,258  362,613  356,881   33,284   39,016

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -856)
  -5,287    4,277     -584    3,757   -6,073   -2,114   -2,380    1,258    1,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     24.1     16.9     56.2     49.1     91.6     90.1      8.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      76       81      114       77       67      227      232
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      705,472
COMMITMENTS
  92,932   51,976    5,262  450,431  509,832  548,625  567,070  156,847  138,402

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -84,648)
  -4,097    5,953   -8,979  -37,189  -63,386  -50,265  -66,412  -34,383  -18,236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      7.4      0.7     63.8     72.3     77.8     80.4     22.2     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      33       27       11       78       74      119      104
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      371,441
COMMITMENTS
  42,707   13,944    7,396  257,138  295,527  307,241  316,867   64,200   54,574

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -31,640)
      51   -6,782   -2,020   -7,560   -4,271   -9,529  -13,073  -22,111  -18,567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      3.8      2.0     69.2     79.6     82.7     85.3     17.3     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       7        5        4       41       39       49       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       12,717
COMMITMENTS
   3,309      128      977    8,137   11,333   12,423   12,438      294      279

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:        303)
     489       15     -181       15      543      323      377      -20      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      1.0      7.7     64.0     89.1     97.7     97.8      2.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       9        2        6       24       27       34       35
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      237,205
COMMITMENTS
  86,429   11,823   21,637   87,927  180,295  195,993  213,755   41,212   23,450

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -12,681)
 -11,811     -591    1,332   -1,969  -14,743  -12,448  -14,002     -233    1,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4      5.0      9.1     37.1     76.0     82.6     90.1     17.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      94       23       50       74       72      184      134
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,635
COMMITMENTS
   3,891    6,196    1,438    7,690    5,587   13,019   13,221    2,616    2,414

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      1,369)
     -51      521      276    1,289      -86    1,514      711     -145      658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     39.6      9.2     49.2     35.7     83.3     84.6     16.7     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      24       24       19       21       14       56       55
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      974,385
COMMITMENTS
 271,589  147,326   22,827  539,985  705,507  834,401  875,660  139,984   98,725

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     25,826)
  -1,681  -46,503    4,098   13,926   74,608   16,343   32,203    9,483   -6,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     15.1      2.3     55.4     72.4     85.6     89.9     14.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      51       32       17      100       95      159      136
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,875,549
COMMITMENTS
 271,137  309,029   36,559  1268929  1233801  1576625  1579389  298,924  296,160

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:   -272,217)
  45,332    2,146  -57,342 -234,230 -175,868 -246,240 -231,064  -25,977  -41,153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     16.5      1.9     67.7     65.8     84.1     84.2     15.9     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      35       66       23      103      140      152      215
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,229,067
COMMITMENTS
 362,710  144,014   12,625  605,827  829,747  981,162  986,386  247,905  242,681

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -82,692)
 -34,514   19,148     -131  -46,370  -98,461  -81,015  -79,444   -1,677   -3,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     11.7      1.0     49.3     67.5     79.8     80.3     20.2     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      40       28       14       73       96      122      129
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      494,175
COMMITMENTS
  28,170   61,111   80,253  365,707  301,079  474,130  442,443   20,045   51,732

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -45,682)
 -15,224  -29,863    1,442  -30,102  -17,551  -43,884  -45,972   -1,798      290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     12.4     16.2     74.0     60.9     95.9     89.5      4.1     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      15       17       25       48       51       75       83
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       72,252
COMMITMENTS
   9,900    6,243    4,547   47,820   53,674   62,267   64,464    9,986    7,789

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      3,519)
  -1,000   -1,094       86    4,404    4,501    3,490    3,493       29       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      8.6      6.3     66.2     74.3     86.2     89.2     13.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      24       12        8       40       35       68       54
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       20,486
COMMITMENTS
   5,226    1,140        0   13,884   15,595   19,110   16,735    1,376    3,751

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      2,985)
     -23       -9        0    3,038    2,972    3,015    2,963      -30       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5      5.6      0.0     67.8     76.1     93.3     81.7      6.7     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        2        0        6        9       11       11
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      103,532
COMMITMENTS
  18,142   18,999      300   67,871   76,158   86,313   95,457   17,219    8,075

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      1,067)
  -2,013   -2,230      231    2,731    3,058      949    1,059      118        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     18.4      0.3     65.6     73.6     83.4     92.2     16.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      23       15        4       37       30       61       48
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,978
COMMITMENTS
   5,017    7,761      704    3,147      500    8,868    8,965      110       13

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:        971)
     291    1,166     -197      857        0      951      969       20        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.9     86.4      7.8     35.1      5.6     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       9       10        2        3        1       13       12
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,713
COMMITMENTS
   1,431    1,218       88    6,929    7,334    8,448    8,640      265       73

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:        284)
    -826      513     -129    1,263      -51      308      333      -24      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     14.0      1.0     79.5     84.2     97.0     99.2      3.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        7        2        7       11       16       19
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,076
COMMITMENTS
   3,160    2,696    1,181    7,423    8,174   11,764   12,051      312       25

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      2,436)
     745      531    1,174      511      735    2,430    2,440        6       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     22.3      9.8     61.5     67.7     97.4     99.8      2.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      12        6        1        4       15       17       21
```

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Updated June 8, 2012