```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      425,104
COMMITMENTS
 116,681  130,149   60,540  219,709  180,933  396,930  371,622   28,174   53,482

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     -4,254)
   4,956    4,799      815  -10,255  -10,773   -4,484   -5,159      230      905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     30.6     14.2     51.7     42.6     93.4     87.4      6.6     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
     100      145      129       81      101      265      302
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,157,512
COMMITMENTS
 264,059  169,331  185,009  579,544  569,642  1028612  923,982  128,900  233,530

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    -20,876)
  -4,377   -5,539   12,741  -28,424  -27,905  -20,060  -20,703     -816     -173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     14.6     16.0     50.1     49.2     88.9     79.8     11.1     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      679)
     149      175      202      211      290      481      567
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,637
COMMITMENTS
   2,479    2,545      127    6,816    6,711    9,422    9,383    2,215    2,254

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:         -2)
    -301      -12      -22      523      -29      200      -63     -202       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     21.9      1.1     58.6     57.7     81.0     80.6     19.0     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      15       10        5       15       11       31       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      771,728
COMMITMENTS
 285,354   51,428  131,304  287,606  500,220  704,264  682,952   67,464   88,776

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:      8,980)
  15,220   -5,010    3,832  -16,891    9,377    2,161    8,199    6,819      781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0      6.7     17.0     37.3     64.8     91.3     88.5      8.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      584)
     231      106      193      160      205      476      447
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      393,109
COMMITMENTS
  83,109  103,994   65,270  213,576  187,780  361,955  357,044   31,154   36,065

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     -2,788)
  10,070    8,397   -1,756   -8,972   -6,478     -658      163   -2,130   -2,951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     26.5     16.6     54.3     47.8     92.1     90.8      7.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      82       86      107       76       68      228      233
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      676,851
COMMITMENTS
  99,825   46,949    5,578  425,687  499,731  531,090  552,258  145,761  124,593

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    -28,621)
   6,893   -5,027      316  -24,744  -10,101  -17,535  -14,812  -11,086  -13,809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7      6.9      0.8     62.9     73.8     78.5     81.6     21.5     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      37       25       11       73       76      117      105
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      356,835
COMMITMENTS
  43,379   16,200    7,822  236,644  281,182  287,845  305,204   68,990   51,631

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    -14,606)
     672    2,256      426  -20,494  -14,345  -19,396  -11,663    4,790   -2,943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      4.5      2.2     66.3     78.8     80.7     85.5     19.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       7        4        4       38       42       46       49
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,296
COMMITMENTS
   1,808      159    1,015    8,076    9,785   10,899   10,959      397      337

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     -1,421)
  -1,501       31       38      -61   -1,548   -1,524   -1,479      103       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0      1.4      9.0     71.5     86.6     96.5     97.0      3.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        2        5       25       26       34       33
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      244,223
COMMITMENTS
  93,142   11,174   21,539   84,557  187,990  199,238  220,703   44,985   23,520

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:      7,018)
   6,713     -649      -98   -3,370    7,695    3,245    6,948    3,773       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1      4.6      8.8     34.6     77.0     81.6     90.4     18.4      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
     101       26       51       71       74      193      137
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,755
COMMITMENTS
   3,698    6,674    1,253    8,214    5,477   13,165   13,404    2,590    2,351

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:        120)
    -193      478     -185      524     -110      146      183      -26      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     42.4      8.0     52.1     34.8     83.6     85.1     16.4     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      23       24       19       25       16       59       55
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      980,758
COMMITMENTS
 242,790  181,645   17,844  586,902  703,203  847,536  902,692  133,222   78,066

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:      6,373)
 -28,799   34,319   -4,983   46,917   -2,304   13,135   27,032   -6,762  -20,659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     18.5      1.8     59.8     71.7     86.4     92.0     13.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      48       33       16      101       94      156      136
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,804,110
COMMITMENTS
 215,210  310,595   27,290  1268398  1178813  1510898  1516698  293,212  287,412

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    -71,439)
 -55,927    1,566   -9,269     -531  -54,988  -65,727  -62,691   -5,712   -8,748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     17.2      1.5     70.3     65.3     83.7     84.1     16.3     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      28       68       22      103      141      142      220
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,134,244
COMMITMENTS
 187,682  140,827    6,726  713,803  739,246  908,211  886,799  226,033  247,445

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    -94,823)
-175,028   -3,187   -5,899  107,976  -90,501  -72,951  -99,587  -21,872    4,764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     12.4      0.6     62.9     65.2     80.1     78.2     19.9     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      36       25       13       78       91      122      121
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      497,662
COMMITMENTS
  24,547   60,602   80,732  370,984  305,223  476,263  446,557   21,399   51,105

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:      3,487)
  -3,623     -509      479    5,277    4,144    2,133    4,114    1,354     -627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     12.2     16.2     74.5     61.3     95.7     89.7      4.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      16       15       26       50       51       78       84
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       88,781
COMMITMENTS
  11,108    5,832    6,045   59,680   66,828   76,832   78,704   11,949   10,077

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     16,529)
   1,208     -411    1,498   11,860   13,154   14,566   14,240    1,963    2,289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      6.6      6.8     67.2     75.3     86.5     88.6     13.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      22        9       16       42       43       72       66
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       23,920
COMMITMENTS
   5,331    1,129      153   15,388   17,195   20,872   18,477    3,048    5,443

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:      3,434)
     105      -11      153    1,504    1,600    1,762    1,742    1,672    1,692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      4.7      0.6     64.3     71.9     87.3     77.2     12.7     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        2        2        8        9       14       12
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      129,721
COMMITMENTS
  20,518   18,369    2,819   88,583   99,265  111,920  120,453   17,801    9,268

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     26,189)
   2,376     -630    2,519   20,712   23,107   25,607   24,996      582    1,193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     14.2      2.2     68.3     76.5     86.3     92.9     13.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      22       12       14       38       41       65       64
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,223
COMMITMENTS
   4,824    6,917      704    2,502      500    8,030    8,121      193      102

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:       -755)
    -193     -844        0     -645        0     -838     -844       83       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.7     84.1      8.6     30.4      6.1     97.7     98.8      2.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8       10        2        3        1       12       12
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,519
COMMITMENTS
   1,553    3,110    2,149    8,410    7,005   12,112   12,264      407      255

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:      3,806)
     122    1,892    2,061    1,481     -329    3,664    3,624      142      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     24.8     17.2     67.2     56.0     96.7     98.0      3.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        7        3        6       11       15       19
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,373
COMMITMENTS
   1,803    1,793      461    8,855    8,987   11,119   11,241      254      132

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:       -703)
  -1,357     -903     -720    1,432      813     -645     -810      -58      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     15.8      4.1     77.9     79.0     97.8     98.8      2.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        5        1        4       15       12       20
```

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Updated June 15, 2012