```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      423,551
COMMITMENTS
 124,942   98,847   62,357  204,961  213,493  392,260  374,697   31,291   48,854

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     10,935)
   2,251   -3,729   11,146   -3,700    4,754    9,697   12,171    1,238   -1,236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     23.3     14.7     48.4     50.4     92.6     88.5      7.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
     118      113      102       70      112      254      277
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,036,438
COMMITMENTS
 291,962  109,381  104,051  507,058  623,106  903,071  836,538  133,367  199,900

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -21,334)
  21,766  -33,334  -20,167  -21,417   44,351  -19,818   -9,150   -1,516  -12,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     10.6     10.0     48.9     60.1     87.1     80.7     12.9     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      688)
     179      129      153      193      322      461      533
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,978
COMMITMENTS
   2,622      333       15    4,663    7,526    7,300    7,874    1,678    1,104

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -484)
     408   -1,060        0     -703    1,038     -295      -22     -189     -462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2      3.7      0.2     51.9     83.8     81.3     87.7     18.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      14        6        2       14       12       30       18
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      775,157
COMMITMENTS
 310,255   49,822  124,047  267,694  518,107  701,996  691,976   73,161   83,181

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      7,420)
  23,324      373   -3,061   -8,121   15,323   12,142   12,635   -4,722   -5,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0      6.4     16.0     34.5     66.8     90.6     89.3      9.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      605)
     258       93      184      167      211      500      440
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      337,964
COMMITMENTS
  65,848   88,483   54,168  185,672  165,303  305,688  307,954   32,276   30,010

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -12,370)
  -1,048   -7,934     -632   -9,588      313  -11,268   -8,253   -1,102   -4,117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     26.2     16.0     54.9     48.9     90.4     91.1      9.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      74       83       84       70       70      192      205
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      626,502
COMMITMENTS
  80,916   40,989    8,253  379,605  455,800  468,774  505,042  157,728  121,460

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -6,825)
   1,440    2,289   -2,032   -6,010   -4,210   -6,602   -3,953     -223   -2,872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      6.5      1.3     60.6     72.8     74.8     80.6     25.2     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      35       19        9       69       78      107      103
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      347,164
COMMITMENTS
  46,504   21,946      426  236,398  278,383  283,328  300,755   63,836   46,409

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -279)
     746   -2,092       -2    1,743    4,770    2,487    2,676   -2,766   -2,955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      6.3      0.1     68.1     80.2     81.6     86.6     18.4     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       7        6        5       34       43       44       51
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,066
COMMITMENTS
   1,183      124    1,481    7,898    9,164   10,562   10,769      504      297

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        508)
  -1,367      -72      650    1,133       22      416      600       92      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      1.1     13.4     71.4     82.8     95.4     97.3      4.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7        2        5       23       24       32       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      266,531
COMMITMENTS
  96,561    7,605   39,713   82,784  189,889  219,058  237,207   47,473   29,324

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -5,917)
  -4,584   -1,303    2,030   -1,917   -6,794   -4,471   -6,067   -1,446      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2      2.9     14.9     31.1     71.2     82.2     89.0     17.8     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
     101       20       71       70       72      208      152
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,126
COMMITMENTS
   3,053    5,245      787    7,006    5,497   10,846   11,529    2,280    1,597

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,782)
     -53     -683     -332   -1,039     -392   -1,424   -1,407     -358     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     40.0      6.0     53.4     41.9     82.6     87.8     17.4     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      18       23       14       24       13       53       42
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      795,701
COMMITMENTS
 191,437  174,694    9,831  468,690  522,370  669,958  706,895  125,743   88,806

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -88,441)
 -26,358  -29,024   -6,025  -67,283  -65,310  -99,666 -100,359   11,225   11,918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     22.0      1.2     58.9     65.6     84.2     88.8     15.8     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      42       35       15       97       89      146      132
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,770,490
COMMITMENTS
 227,279  300,657   26,245  1221370  1147642  1474894  1474544  295,596  295,946

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     32,480)
   6,987   24,726   -7,274   34,991   18,696   34,704   36,148   -2,224   -3,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     17.0      1.5     69.0     64.8     83.3     83.3     16.7     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      24       67       17       92      123      126      197
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,138,496
COMMITMENTS
 240,943  165,090    5,182  672,554  743,242  918,679  913,514  219,817  224,982

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,036)
  54,153   25,361      306  -67,646   -5,801  -13,187   19,866   12,151  -20,902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     14.5      0.5     59.1     65.3     80.7     80.2     19.3     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      36       30       11       83       93      126      127
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      485,980
COMMITMENTS
  28,872   70,149   75,951  357,622  297,075  462,445  443,175   23,535   42,805

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -40,610)
  -3,122    3,788   -4,496  -31,215  -36,309  -38,833  -37,017   -1,777   -3,593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     14.4     15.6     73.6     61.1     95.2     91.2      4.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      19       21       28       49       51       82       88
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       45,453
COMMITMENTS
  15,211    5,071      163   22,543   36,150   37,917   41,383    7,536    4,070

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        146)
  -2,440       69      103    1,952      -40     -385      132      531       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     11.2      0.4     49.6     79.5     83.4     91.0     16.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      28       10        4       29       27       58       40
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       90,905
COMMITMENTS
  30,421   10,141      326   45,086   72,299   75,833   82,766   15,072    8,139

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        292)
  -4,879      138      205    3,904      -80     -770      263    1,062       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     11.2      0.4     49.6     79.5     83.4     91.0     16.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      28       10        4       29       27       58       40
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        7,990
COMMITMENTS
   5,686    6,510      847    1,361      622    7,894    7,979       96       11

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -2,601)
   1,100      -22   -2,489   -1,196        6   -2,585   -2,505      -16      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.2     81.5     10.6     17.0      7.8     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6       11        2        1        2        8       14
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,995
COMMITMENTS
   1,544    3,662       50    8,141    6,237    9,735    9,949      260       46

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        690)
      24      569        0      667      125      691      694       -1       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     36.6      0.5     81.5     62.4     97.4     99.5      2.6      0.5

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 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,313
COMMITMENTS
   2,017    3,410        0    9,945    8,835   11,962   12,245      351       68

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      1,199)
     217     -377        0      956    1,565    1,173    1,188       26       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     27.7      0.0     80.8     71.8     97.1     99.4      2.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        6        0        3       14       11       20
```

----

Updated July 3, 2012