```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      432,390
COMMITMENTS
 117,175  134,056   59,161  228,076  187,500  404,412  380,717   27,978   51,673

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      7,286)
     494    3,907   -1,379    8,367    6,567    7,482    9,095     -196   -1,809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     31.0     13.7     52.7     43.4     93.5     88.0      6.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
     103      133      116       79      107      252      295
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,117,515
COMMITMENTS
 274,943  169,579  164,037  547,808  554,152  986,788  887,768  130,727  229,747

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -39,997)
  10,884      248  -20,972  -31,736  -15,490  -41,824  -36,214    1,827   -3,783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     15.2     14.7     49.0     49.6     88.3     79.4     11.7     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      656)
     156      160      195      205      283      479      538
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,529
COMMITMENTS
   2,590    2,666      182    6,809    6,762    9,581    9,610    1,948    1,919

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:       -108)
     111      121       55       -7       51      159      227     -267     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     23.1      1.6     59.1     58.7     83.1     83.4     16.9     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      15       13        5       15       10       32       27
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      783,333
COMMITMENTS
 282,996   49,355  141,972  285,469  502,740  710,437  694,067   72,896   89,266

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     11,605)
  -2,358   -2,073   10,668   -2,137    2,520    6,173   11,115    5,432      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1      6.3     18.1     36.4     64.2     90.7     88.6      9.3     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      596)
     239       99      194      172      205      500      439
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      377,621
COMMITMENTS
  83,997  103,470   54,698  206,019  185,691  344,714  343,859   32,907   33,762

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -15,488)
     888     -524  -10,572   -7,557   -2,089  -17,241  -13,185    1,753   -2,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     27.4     14.5     54.6     49.2     91.3     91.1      8.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      79       83       97       75       70      211      219
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      649,558
COMMITMENTS
  82,269   37,859    5,633  410,140  479,321  498,042  522,813  151,516  126,745

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -27,293)
 -17,556   -9,090       55  -15,547  -20,410  -33,048  -29,445    5,755    2,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      5.8      0.9     63.1     73.8     76.7     80.5     23.3     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      32       24        9       76       78      113      106
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      345,539
COMMITMENTS
  45,044   21,523      460  236,634  269,665  282,138  291,648   63,401   53,891

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -11,296)
   1,665    5,323   -7,362      -10  -11,517   -5,707  -13,556   -5,589    2,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      6.2      0.1     68.5     78.0     81.7     84.4     18.3     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       7        6        3       37       41       45       49
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,309
COMMITMENTS
   1,748      205      899    7,226    8,832    9,873    9,936      436      373

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:       -987)
     -60       46     -116     -850     -953   -1,026   -1,023       39       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      2.0      8.7     70.1     85.7     95.8     96.4      4.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        3        5       23       24       30       31
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      259,367
COMMITMENTS
 100,578    9,295   31,443   81,195  192,833  213,216  233,571   46,151   25,796

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     15,144)
   7,436   -1,879    9,904   -3,362    4,843   13,978   12,868    1,166    2,276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.8      3.6     12.1     31.3     74.3     82.2     90.1     17.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
     101       19       61       72       79      198      151
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,051
COMMITMENTS
   3,723    6,564    1,753    8,037    5,484   13,513   13,801    2,538    2,250

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        296)
      25     -110      500     -177        7      348      397      -52     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     40.9     10.9     50.1     34.2     84.2     86.0     15.8     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      24       22       19       27       16       61       54
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      912,151
COMMITMENTS
 218,013  181,519   19,859  542,205  632,120  780,077  833,498  132,074   78,653

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -68,607)
 -24,777     -126    2,015  -44,697  -71,083  -67,459  -69,194   -1,148      587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     19.9      2.2     59.4     69.3     85.5     91.4     14.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      42       34       17      103       93      153      136
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,759,586
COMMITMENTS
 273,224  296,221   24,249  1185613  1145893  1483086  1466363  276,500  293,223

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -44,524)
  58,014  -14,374   -3,041  -82,785  -32,920  -27,812  -50,335  -16,712    5,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     16.8      1.4     67.4     65.1     84.3     83.3     15.7     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      31       67       22      101      133      146      208
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,115,987
COMMITMENTS
 189,449  143,228    5,774  700,645  731,718  895,868  880,720  220,119  235,267

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -18,257)
   1,767    2,401     -952  -13,158   -7,528  -12,343   -6,079   -5,914  -12,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     12.8      0.5     62.8     65.6     80.3     78.9     19.7     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      36       26       10       80       91      122      121
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      515,363
COMMITMENTS
  22,919   66,801   82,849  386,480  317,132  492,248  466,782   23,115   48,581

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     17,701)
  -1,628    6,199    2,117   15,496   11,909   15,985   20,225    1,716   -2,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     13.0     16.1     75.0     61.5     95.5     90.6      4.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      18       19       28       50       53       81       90
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       38,715
COMMITMENTS
   9,785    7,545      158   22,432   26,752   32,374   34,454    6,341    4,261

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -50,066)
  -1,324    1,713   -5,887  -37,248  -40,076  -44,458  -44,250   -5,608   -5,816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     19.5      0.4     57.9     69.1     83.6     89.0     16.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      20       12        4       29       24       50       39
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       77,430
COMMITMENTS
  19,569   15,089      316   44,863   53,503   64,748   68,908   12,682    8,522

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -52,291)
    -949   -3,280   -2,503  -43,720  -45,762  -47,172  -51,545   -5,119     -746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     19.5      0.4     57.9     69.1     83.6     89.0     16.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      20       12        4       29       24       50       39
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       10,591
COMMITMENTS
   4,586    6,532    3,336    2,557      616   10,479   10,484      112      107

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      2,368)
    -238     -385    2,632       55      116    2,449    2,363      -81        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.3     61.7     31.5     24.1      5.8     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8       10        5        3        3       13       16
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,430
COMMITMENTS
   1,510    2,248       45    7,674    7,070    9,229    9,363      201       67

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -3,089)
     -43     -862   -2,104     -736       65   -2,883   -2,901     -206     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     23.8      0.5     81.4     75.0     97.9     99.3      2.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        7        1        6       10       13       18
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 06/19/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,308
COMMITMENTS
   2,060    1,649        0    6,961    7,612    9,021    9,261      287       47

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -2,065)
     257     -144     -461   -1,894   -1,375   -2,098   -1,980       33      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     17.7      0.0     74.8     81.8     96.9     99.5      3.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        7        0        3       14       11       21
```

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Updated June 22, 2012